Dieter Gerdesmeier
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Gerdesmeier, Dieter & Roffia, Barbara & Lenarčič, Andreja, 2012.
"An alternative method for identifying booms and busts in the euro area housing market,"
Working Paper Series
1493, European Central Bank.
- Dieter Gerdesmeier & Andreja Lenarčič & Barbara Roffia, 2015. "An alternative method for identifying booms and busts in the Euro area housing market," Applied Economics, Taylor & Francis Journals, vol. 47(5), pages 499-518, January.
Cited by:
- Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2017.
"Home, safe home: cross-country monitoring framework for vulnerabilities in the residential real estate sector,"
Working Paper Series
2096, European Central Bank.
- Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2020. "Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector," Journal of Banking & Finance, Elsevier, vol. 112(C).
- Brian Micallef, 2016. "Property price misalignment with fundamentals in Malta," CBM Working Papers WP/03/2016, Central Bank of Malta.
- John Cotter & Stuart Gabriel & Richard Roll, 2014.
"Can housing risk be diversified? A cautionary tale from the housing boom and bust,"
Working Papers
201412, Geary Institute, University College Dublin.
- John Cotter & Stuart Gabriel & Richard Roll, 2015. "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 913-936.
- Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank.
- Martin Schneider, 2013. "Are Recent Increases of Residential Property Prices in Vienna and Austria Justified by Fundamentals?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 29-46.
- Akcay, Belgin & Yucel, Eray, 2014. "Unveiling the House Price Movements and Financial Development," MPRA Paper 59377, University Library of Munich, Germany, revised 19 Oct 2014.
- Dreger, Christian & Gerdesmeier, Dieter & Roffia, Barbara, 2020. "The impact of credit for house price overvaluations in the euro area: Evidence from threshold models," MPRA Paper 99523, University Library of Munich, Germany.
- Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023.
"Forecasting housing investment,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
- Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023. "Forecasting housing investment," Working Paper Series 2807, European Central Bank.
- Stijn Ferrari & Mara Pirovano, 2014. "Evaluating early warning indicators for real estate related risks," Financial Stability Review, National Bank of Belgium, vol. 12(1), pages 123-140, June.
- Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
- Stijn Ferrari & Mara Pirovano & Wanda Cornacchia, 2015. "Identifying early warning indicators for real estate-related banking crises," ESRB Occasional Paper Series 08, European Systemic Risk Board.
- Lenarčič, Črt & Damjanović, Milan, 2015. "Slovene Residential Property Prices Misalignment with Fundamentals," MPRA Paper 101198, University Library of Munich, Germany.
- Le Roux, Julien & Roma, Moreno, 2019. "Accuracy and determinants of self-assessed euro area house prices," Working Paper Series 2328, European Central Bank.
- Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2009.
"Asset price misalignments and the role of money and credit,"
Working Paper Series
1068, European Central Bank.
- Dieter Gerdesmeier & Hans‐Eggert Reimers & Barbara Roffia, 2010. "Asset Price Misalignments and the Role of Money and Credit," International Finance, Wiley Blackwell, vol. 13(3), pages 377-407, December.
Cited by:
- Shen, Chung-Hua & Lee, Yen Hsien & Wu, Meng-Wen & Guo, Na, 2016. "Does housing boom lead to credit boom or is it the other way around? The case of China," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 349-367.
- Reimers, Hans-Eggert, 2012.
"Early warning indicator model of financial developments using an ordered logit,"
Wismar Discussion Papers
06/2012, Hochschule Wismar, Wismar Business School.
- Hans-Eggert Reimers, 2012. "Early Warning Indicator Model of Financial Developments Using an Ordered Logit," Business and Economic Research, Macrothink Institute, vol. 2(2), pages 171-191, December.
- Rossi, José Luiz Júnior, 2013. "Liquidity and Exchange Rates," Insper Working Papers wpe_325, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
- Haroon Mumtaz & Alexandra Solovyeva & Elena Vasilieva, 2012. "Asset prices, credit and the Russian economy," Joint Research Papers 1, Centre for Central Banking Studies, Bank of England.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012.
"Crude Oil Prices and Liquidity, the BRIC and G3 countries,"
MPRA Paper
44049, University Library of Munich, Germany.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," Working Papers 15727, University of Tasmania, Tasmanian School of Business and Economics, revised 17 Dec 2012.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Crude oil prices and liquidity, the BRIC and G3 countries," Energy Economics, Elsevier, vol. 39(C), pages 28-38.
- Jacopo Carmassi & Daniel Gros & Stefano Micossi, 2009. "The Global Financial Crisis: Causes and Cures," Journal of Common Market Studies, Wiley Blackwell, vol. 47(5), pages 977-996, November.
- Vassalli, Matilde & Trecroci, Carmine, 2013. "Funding Conditions, Asset Prices and Macroeconomic Dynamics: Some U.S. Evidence," EconStor Preprints 191941, ZBW - Leibniz Information Centre for Economics.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2015.
"Commodity prices and BRIC and G3 liquidity: A SFAVEC approach,"
Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
- Ratti, Ronald A & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers 17096, University of Tasmania, Tasmanian School of Business and Economics, revised 09 Jan 2013.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," MPRA Paper 49324, University Library of Munich, Germany.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," CAMA Working Papers 2014-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2012.
"Effects of Global Liquidity on Commodity and Food Prices,"
Ruhr Economic Papers
323, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2013. "Effects of Global Liquidity on Commodity and Food Prices," World Development, Elsevier, vol. 44(C), pages 31-43.
- Ansgar Belke & Ingo G. Bordon & Ulrich Volz, 2012. "Effects of Global Liquidity on Commodity and Food Prices," Discussion Papers of DIW Berlin 1199, DIW Berlin, German Institute for Economic Research.
- Ansgar Belke & Ingo Bordon & Ulrich Volz, 2012. "Effects of Global Liquidity on Commodity and Food Prices," ROME Working Papers 201201, ROME Network.
- José De Gregorio, 2009. "Implementation of Inflation Targets in Emerging Markets," Chapters, in: Gill Hammond & Ravi Kanbur & Eswar Prasad (ed.), Monetary Policy Frameworks for Emerging Markets, chapter 3, Edward Elgar Publishing.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
- Grossi, Michele & Tamborini, Roberto, 2011.
"Stock prices and monetary policy: Re-examining the issue in a New Keynesian model with endogenous investment,"
Economics Discussion Papers
2011-54, Kiel Institute for the World Economy (IfW Kiel).
- Grossi, Michele & Tamborini, Roberto, 2012. "Stock prices and monetary policy: Re-examining the issue in a New Keynesian model with endogenous investment," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-47.
- Belke, Ansgar & Rees, Andreas, 2014. "Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 306-321.
- Ponomarenko, Alexey, 2012.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
BOFIT Discussion Papers
22/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
- Gerdesmeier, Dieter & Roffia, Barbara & Lenarčič, Andreja, 2012.
"An alternative method for identifying booms and busts in the euro area housing market,"
Working Paper Series
1493, European Central Bank.
- Dieter Gerdesmeier & Andreja Lenarčič & Barbara Roffia, 2015. "An alternative method for identifying booms and busts in the Euro area housing market," Applied Economics, Taylor & Francis Journals, vol. 47(5), pages 499-518, January.
- German Forero-Laverde, 2016. "Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets," UB School of Economics Working Papers 2016/339, University of Barcelona School of Economics.
- Franz Seitz & Markus A. Schmidt, 2014.
"Money In Modern Macro Models: A Review of the Arguments,"
Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 156-174.
- Seitz, Franz & Schmidt, Markus A., 2014. "Money in modern macro models: A review of the arguments," Weidener Diskussionspapiere 37, University of Applied Sciences Amberg-Weiden (OTH).
- Jiangtao Li & Jianyue Ji & Huiwen Guo & Lei Chen, 2018. "Research on the Influence of Real Estate Development on Private Investment: A Case Study of China," Sustainability, MDPI, vol. 10(8), pages 1-17, July.
- Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016. "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
- Shahrier, Nur Ain & Anwer, Zaheer & Hassan, M. Kabir, 2023. "Do different streams of capital flows affect asset prices differently?," Global Finance Journal, Elsevier, vol. 57(C).
- Agnello, Luca & Schuknecht, Ludger, 2011.
"Booms and busts in housing markets: Determinants and implications,"
Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
- Agnello, Luca & Schuknecht, Ludger, 2009. "Booms and busts in housing markets: determinants and implications," Working Paper Series 1071, European Central Bank.
- Setzer, Ralph & van den Noord, Paul & Wolff, Guntram B., 2011.
"Heterogeneity in money holdings across euro area countries: The role of housing,"
European Journal of Political Economy, Elsevier, vol. 27(4), pages 764-780.
- Ralph Setzer & Paul van den Noord & Guntram B. Wolff, 2010. "Heterogeneity in money holdings across euro area countries: the role of housing," European Economy - Economic Papers 2008 - 2015 407, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Setzer, Ralph & van den Noord, Paul & Wolff, Guntram B., 2010. "Heterogeneity in money holdings across euro area countries: The role of housing," Discussion Paper Series 1: Economic Studies 2010,04, Deutsche Bundesbank.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012.
"Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools,"
Working Paper Series
1471, European Central Bank.
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014. "Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
- Jean-Claude Trichet, 2009. "Credible alertness revisited," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 437-460.
- Maciej Ryczkowski, 2016. "Modern central banking from monetary perspective," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 15(4), pages 547-556, December.
- Erler, Alexander & Bauer, Christian & Herz, Bernhard, 2015. "To intervene, or not to intervene: Monetary policy and the costs of currency crises," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 432-456.
- Gerdesmeier Dieter & Reimers Hans-Eggert & Roffia Barbara, 2010. "Applying a New Bubble Test for a Composite Indicator," Folia Oeconomica Stetinensia, Sciendo, vol. 9(1), pages 1-23, January.
- Akcay, Belgin & Yucel, Eray, 2014. "Unveiling the House Price Movements and Financial Development," MPRA Paper 59377, University Library of Munich, Germany, revised 19 Oct 2014.
- Mr. Otmar Issing, 2011. "Lessons for Monetary Policy: What Should the Consensus Be?," IMF Working Papers 2011/097, International Monetary Fund.
- Bradley Jones, 2014. "Identifying Speculative Bubbles: A Two-Pillar Surveillance Framework," IMF Working Papers 2014/208, International Monetary Fund.
- Hiroshi Fujiki & Sohei Kaihatsu & Takaaki Kurebayashi & Takushi Kurozumi, 2016. "Monetary Policy and Asset Price Booms: A Step Towards a Synthesis," International Finance, Wiley Blackwell, vol. 19(1), pages 23-41, April.
- Barigozzi, Matteo, 2018.
"On the stability of euro area money demand and its implications for monetary policy,"
LSE Research Online Documents on Economics
87283, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Matteo Barigozzi & Antonio M. Conti, 2018. "On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 755-787, August.
- Käfer Benjamin, 2014. "The Taylor Rule and Financial Stability – A Literature Review with Application for the Eurozone," Review of Economics, De Gruyter, vol. 65(2), pages 159-192, August.
- Peltonen, Tuomas A. & Lo Duca, Marco, 2011.
"Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events,"
Working Paper Series
1311, European Central Bank.
- Marco Lo Duca & Tuomas Peltonen, 2011. "Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 82-88, Bank for International Settlements.
- Dreger, Christian & Gerdesmeier, Dieter & Roffia, Barbara, 2020. "The impact of credit for house price overvaluations in the euro area: Evidence from threshold models," MPRA Paper 99523, University Library of Munich, Germany.
- Paul Bloxham & Christopher Kent & Michael Robson, 2010.
"Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study,"
RBA Research Discussion Papers
rdp2010-06, Reserve Bank of Australia.
- Paul Bloxham & Christopher Kent & Michael Robson, 2011. "Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study," NBER Working Papers 16845, National Bureau of Economic Research, Inc.
- Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
- Mr. Linghui Han & Mr. Il Houng Lee, 2012. "Optimal Liquidity and Economic Stability," IMF Working Papers 2012/135, International Monetary Fund.
- TRIANDAFIL, Cristina Maria, 2013. "Sustainability of convergence in the context of macro-prudential policies in the European Union," Working Papers of National Institute for Economic Research 130618, Institutul National de Cercetari Economice (INCE).
- Helmut Herwartz & Konstantin A. Kholodilin, 2011.
"In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence,"
Discussion Papers of DIW Berlin
1173, DIW Berlin, German Institute for Economic Research.
- Helmut Herwartz & Konstantin A. Kholodilin, 2014. "In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 15-31, January.
- Bunda, Irina & Ca' Zorzi, Michele, 2009.
"Signals from housing and lending booms,"
Working Paper Series
1094, European Central Bank.
- Bunda, Irina & Ca' Zorzi, Michele, 2010. "Signals from housing and lending booms," Emerging Markets Review, Elsevier, vol. 11(1), pages 1-20, March.
- Alessi, Lucia & Detken, Carsten, 2011. "Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity," European Journal of Political Economy, Elsevier, vol. 27(3), pages 520-533, September.
- Jean‐Claude Trichet, 2010. "State of the Union: The Financial Crisis and the ECB's Response between 2007 and 2009," Journal of Common Market Studies, Wiley Blackwell, vol. 48(s1), pages 7-19, September.
- Yong Ma & Yulu Chen, 2014. "Financial Imbalance Index as a New Early Warning Indicator: Methods and Applications in the Chinese Economy," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(6), pages 64-86, November.
- Mamatzakis, Emmanuel & Bermpei, Theodora, 2014.
"What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis,"
International Review of Financial Analysis, Elsevier, vol. 35(C), pages 102-117.
- Mamatzakis, E & bermpei, t, 2014. "What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis," MPRA Paper 60196, University Library of Munich, Germany.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
- Maciej Ryczkowski, 2021. "Money and inflation in inflation-targeting regimes – new evidence from time–frequency analysis," Journal of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 17-44, January.
- Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles?," IMK Studies 43-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Xiao Weiguo & Zhao Yang & Yuan Wei, 2013. "Liquidity Characteristics, Implicit Information of Asset Prices and Monetary Policy in China," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 56-66, December.
- Ms. Sally Chen & Mr. Philip Liu & Andrea M. Maechler & Chris Marsh & Mr. Sergejs Saksonovs & Mr. Hyun S Shin, 2012. "Exploring the Dynamics of Global Liquidity," IMF Working Papers 2012/246, International Monetary Fund.
- Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.
- Maciej Ryczkowski, 2020. "Money and credit during normal times and house price booms: evidence from time-frequency analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(4), pages 835-861, November.
- Breitenfellner, Andreas & Crespo Cuaresma, Jesús & Mayer, Philipp, 2015.
"Energy inflation and house price corrections,"
Energy Economics, Elsevier, vol. 48(C), pages 109-116.
- Andreas Breitenfellner & Jesús Crespo Cuaresma & Philipp Mayer, 2012. "Energy Inflation and House Price Corrections," European Economy - Economic Papers 2008 - 2015 471, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Armand Fouejieu,, 2017. "Inflation targeting and financial stability in emerging markets," Economic Modelling, Elsevier, vol. 60(C), pages 51-70.
- Mr. Alasdair Scott & Mr. Pau Rabanal & Mr. Prakash Kannan, 2009. "Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts," IMF Working Papers 2009/252, International Monetary Fund.
- Wenqin Gong & Yu Kong, 2022. "Nonlinear Influence of Chinese Real Estate Development on Environmental Pollution: New Evidence from Spatial Econometric Model," IJERPH, MDPI, vol. 19(1), pages 1-22, January.
- Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2013. "Testing for the existence of a bubble in the stock market," Wismar Discussion Papers 01/2013, Hochschule Wismar, Wismar Business School.
- Lenarčič, Črt, 2021. "Estimating business and financial cycles in Slovenia," MPRA Paper 109977, University Library of Munich, Germany.
- Dieter Gerdesmeier & Hans-Eggert Reimers & Barbara Roffia, 2011. "Early Warning Indicators for Asset Price Booms," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-19, June.
- Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles? A theoretical and empirical inquiry," Competence Centre on Money, Trade, Finance and Development 1501, Hochschule fuer Technik und Wirtschaft, Berlin.
- Sadia Babar & Rashid Latief & Sumaira Ashraf & Sania Nawaz, 2019. "Financial Stability Index for the Financial Sector of Pakistan," Economies, MDPI, vol. 7(3), pages 1-24, August.
- Otmar Issing, 2011. "Lessons for monetary policy: what should the consensus be?," Globalization Institute Working Papers 81, Federal Reserve Bank of Dallas.
- Thomas Goda & Chris Stewart & Alejandro Torres García, 2016. "Absolute Income Inequality and Rising House Prices," Documentos de Trabajo de Valor Público 15247, Universidad EAFIT.
- Issing, Otmar, 2011. "Lessons for monetary policy: What should the consensus be?," CFS Working Paper Series 2011/13, Center for Financial Studies (CFS).
- Mahdi Yazdani & Mohammad Nikzad, 2021. "Output Losses from Currency Crises and the Role of Central Bank," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 79-97.
- Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Singh, Bhupal & Nadkarni, Avadhoot R., 2020. "Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Philippe Bergevin & David Laidler, 2010. "Putting Money Back into Monetary Policy: A Monetary Anchor for Price and Financial Stability," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 312, October.
- Ronny Mazzocchi, 2013. "Intertemporal Coordination Failure and Monetary Policy," DEM Discussion Papers 2013/15, Department of Economics and Management.
- Rossi, José Luiz Júnior, 2014. "The Usefulness of Financial Variables in Predicting Exchange Rate Movements," Insper Working Papers wpe_332, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
- Czerniak, Adam & Borowski, Jakub & Boratyński, Jakub & Rosati, Dariusz, 2020. "Asset price bubbles in a monetary union: Mind the convergence gap," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 288-302.
- Lo Luca, Marco & Peltonen, Tuomas, 2011. "Macro-financial vulnerabilities and future financial stress: Assessing systemic risks and predicting systemic events," BOFIT Discussion Papers 2/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Choy, Swee Yew & Chit, Myint Moe & Teo, Wing Leong, 2021. "Sovereign credit ratings: Discovering unorthodox factors and variables," Global Finance Journal, Elsevier, vol. 48(C).
- L. Aucremanne & S. Ide, 2010. "Lessons from the crisis : Monetary policy and financial stability," Economic Review, National Bank of Belgium, issue ii, pages 7-20, September.
- Jeong-Ryeol Kurz-Kim, 2012. "Early warning indicator for financial crashes using the log periodic power law," Applied Economics Letters, Taylor & Francis Journals, vol. 19(15), pages 1465-1469, October.
- Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul, 2014. "Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 132-150.
- Gerdesmeier, Dieter & Roffia, Barbara, 2007.
"Monetary analysis: a VAR perspective,"
Frankfurt School - Working Paper Series
78, Frankfurt School of Finance and Management.
Cited by:
- Christina E. Bannier, 2010.
"Is there a Holdup Benefit in Heterogeneous Multiple Bank Financing?,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(4), pages 641-661, December.
- Bannier, Christina E., 2009. "Is there a hold-up benefit in heterogeneous multiple bank financing?," Frankfurt School - Working Paper Series 117, Frankfurt School of Finance and Management.
- Inklaar, Robert & Koetter, Michael & Noth, Felix, 2012. "Who's afraid of big bad banks? Bank competition, SME, and industry growth," Frankfurt School - Working Paper Series 197, Frankfurt School of Finance and Management.
- Kostka, Genia, 2011. "Environmental Protection Bureau leadership at the provincial level in China: Examining diverging career backgrounds and appointment patterns," Frankfurt School - Working Paper Series 174, Frankfurt School of Finance and Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2013.
"What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies,"
CEP Discussion Papers
dp1193, Centre for Economic Performance, LSE.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2013. "What are the channels for technology sourcing? Panel data evidence from German companies," LSE Research Online Documents on Economics 51524, London School of Economics and Political Science, LSE Library.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2012. "What are the channels for technology sourcing? Panel data evidence from German companies," Frankfurt School - Working Paper Series 187, Frankfurt School of Finance and Management.
- Harhoff, Dietmar, 2012. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Discussion Papers in Business Administration 14327, University of Munich, Munich School of Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2014. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 23(1), pages 204-224, March.
- Packham, Natalie & Schmidt, Wolfgang M., 2008. "Latin hypercube sampling with dependence and applications in finance," CPQF Working Paper Series 15, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2010. "Rethinking evolution, entropy and economics: A triadic conceptual framework for the maximum entropy principle as applied to the growth of knowledge," Frankfurt School - Working Paper Series 146, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Kaiser, Dieter G. & Voinea, Andre, 2010. "The value-added of investable hedge fund indices," Frankfurt School - Working Paper Series 141, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2011.
"Making sense of institutional change in China: The cultural dimension of economic growth and modernization,"
Frankfurt School - Working Paper Series
181, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2012. "Making Sense of Institutional Change in China: The Cultural Dimension of Economic Growth and Modernization," International Economic Association Series, in: Masahiko Aoki & Timur Kuran & Gérard Roland (ed.), Institutions and Comparative Economic Development, chapter 13, pages 254-278, Palgrave Macmillan.
- Wystup, Uwe, 2008. "Foreign exchange symmetries," CPQF Working Paper Series 9, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Beyna, Ingo & Wystup, Uwe, 2010. "On the calibration of the Cheyette interest rate model," CPQF Working Paper Series 25, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Hankir, Yassin & Rauch, Christian & Umber, Marc P., 2009. "It's the market power, stupid! Stock return patterns in international bank M&A," Frankfurt School - Working Paper Series 129, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2013.
"Performativity of economic systems: approach and implications for taxonomy,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(2), pages 139-163, June.
- Herrmann-Pillath, Carsten, 2012. "Performativity of economic systems: Approach and implications for taxonomy," Frankfurt School - Working Paper Series 194, Frankfurt School of Finance and Management.
- Griebsch, Susanne & Wystup, Uwe, 2008.
"On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model,"
CPQF Working Paper Series
17, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Susanne Griebsch & Uwe Wystup, 2011. "On the valuation of fader and discrete barrier options in Heston's stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 11(5), pages 693-709.
- Hübsch, Arnd & Walther, Ursula, 2012. "The impact of network inhomogeneities on contagion and system stability," CPQF Working Paper Series 32, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010. "Return distributions of equity-linked retirement plans," CPQF Working Paper Series 27, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013.
"Credit gap risk in a first passage time model with jumps,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1871-1889, December.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit gap risk in a first passage time model with jumps," CPQF Working Paper Series 22, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2010. "Meaning and function in the theory of consumer choice: dual selves in evolving networks," Frankfurt School - Working Paper Series 153, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2011.
"The evolutionary approach to entropy: Reconciling Georgescu-Roegen's natural philosophy with the maximum entropy framework,"
Ecological Economics, Elsevier, vol. 70(4), pages 606-616, February.
- Herrmann-Pillath, Carsten, 2010. "The evolutionary approach to entropy: Reconciling Georgescu-Roegen's natural philosophy with the maximum entropy framework," Frankfurt School - Working Paper Series 140, Frankfurt School of Finance and Management.
- Wystup, Uwe, 2008. "Vanna-volga pricing," CPQF Working Paper Series 11, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Schalast, Christoph & Barten, Benita, 2008. "Private Equity und Familienunternehmen: eine Untersuchung unter besonderer Berücksichtigung deutscher Maschinen- und Anlagenbauunternehmen," Frankfurt School - Working Paper Series 107, Frankfurt School of Finance and Management.
- Esquível, Manuel L. & Veiga, Carlos & Wystup, Uwe, 2010. "Unifying exotic option closed formulas," CPQF Working Paper Series 23, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Behley, Dustin & Leyer, Michael, 2011. "Evaluating concepts for short-term control in financial service processes," Frankfurt School - Working Paper Series 183, Frankfurt School of Finance and Management.
- Löchel, Horst & Pecher, Florian, 2008. "The strategic value of investments in Chinese banks by foreign financial institutions," Frankfurt School - Working Paper Series 91, Frankfurt School of Finance and Management.
- Schäffler, Christian & Schmaltz, Christian, 2009. "Market liquidity: an introduction for practitioners," Frankfurt School - Working Paper Series 131, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Kahlert, Dennis, 2010. "Implied correlations of iTraxx tranches during the financial crisis," Frankfurt School - Working Paper Series 145, Frankfurt School of Finance and Management.
- Klein, Michael & Mayer, Colin, 2011.
"Mobile banking and financial inclusion : the regulatory lessons,"
Policy Research Working Paper Series
5664, The World Bank.
- Klein, Michael & Mayer, Colin, 2011. "Mobile banking and financial inclusion: The regulatory lessons," Frankfurt School - Working Paper Series 166, Frankfurt School of Finance and Management.
- Reiswich, Dimitri & Tompkins, Robert, 2009. "Potential PCA interpretation problems for volatility smile dynamics," CPQF Working Paper Series 19, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Kostka, Genia & Hobbs, William, 2010. "Energy efficiency in China: The local bundling of interests and policies," Frankfurt School - Working Paper Series 151, Frankfurt School of Finance and Management.
- Alexander Libman & Vladimir Kozlov & André Schultz, 2012.
"Roving Bandits in Action: Outside Option and Governmental Predation in Autocracies,"
Kyklos, Wiley Blackwell, vol. 65(4), pages 526-562, November.
- Libman, Alexander & Kozlov, Vladimir & Schultz, André, 2012. "Roving bandits in action: Outside option and governmental predation in autocracies," Frankfurt School - Working Paper Series 190, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2009.
"Social capital, Chinese style: individualism, relational collectivism and the cultural embeddedness of the institutions-performance link,"
Frankfurt School - Working Paper Series
132, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2009. "Social capital, Chinese style: individualism, relational collectivism and the cultural embeddedness of the institutions–performance link," China Economic Journal, Taylor & Francis Journals, vol. 2(3), pages 325-350.
- Boldyrev, Ivan A. & Herrmann-Pillath, Carsten, 2012. "Moral sentiments, institutions, and civil society: Exploiting family resemblances between Smith and Hegel to resolve some conceptual issues in Sen's recent contributions to the theory of justice," Frankfurt School - Working Paper Series 193, Frankfurt School of Finance and Management.
- Krones, Julia & Cremers, Heinz, 2012. "Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten," Frankfurt School - Working Paper Series 195, Frankfurt School of Finance and Management.
- Klein, Michael, 2012.
"Infrastructure policy: Basic design options,"
Frankfurt School - Working Paper Series
185, Frankfurt School of Finance and Management.
- Klein, Michael, 2012. "Infrastructure policy : basic design options," Policy Research Working Paper Series 6274, The World Bank.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit dynamics in a first passage time model with jumps," CPQF Working Paper Series 21, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- C. Herrmann-Pillath, 2011.
"A Neurolinguistic Approach to Performativity in Economics,"
Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 2.
- Herrmann-Pillath, Carsten, 2009. "A neurolinguistic approach to performativity in economics," Frankfurt School - Working Paper Series 123, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2010. "A neurolinguistic approach to performativity in economics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(3), pages 241-260.
- Boeing, Philipp & Sandner, Philipp, 2011. "The innovative performance of China's national innovation system," Frankfurt School - Working Paper Series 158, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2011. "Revisiting the Gaia hypothesis: Maximum Entropy, Kauffman's 'Fourth Law' and physiosemeiosis," Frankfurt School - Working Paper Series 160, Frankfurt School of Finance and Management.
- Andriani, Pierpaolo & Herrmann-Pillath, Carsten, 2011. "Transactional innovation and the de-commoditization of the Brazilian coffee trade," Frankfurt School - Working Paper Series 162, Frankfurt School of Finance and Management.
- Klein, Michael, 2011.
"Enrichment with growth,"
Frankfurt School - Working Paper Series
172, Frankfurt School of Finance and Management.
- Klein, Michael, 2011. "Enrichment with growth," Policy Research Working Paper Series 5855, The World Bank.
- Veiga, Carlos & Wystup, Uwe, 2008. "Closed formula for options with discrete dividends and its derivatives," CPQF Working Paper Series 16, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath Carsten, 2014.
"Naturalizing Institutions: Evolutionary Principles and Application on the Case of Money,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(2-3), pages 388-421, April.
- Herrmann-Pillath, Carsten, 2011. "Naturalizing institutions: Evolutionary principles and application on the case of money," Frankfurt School - Working Paper Series 182, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Schmaltz, Christian, 2009. "Interne Transferpreise für Liquidität," Frankfurt School - Working Paper Series 125, Frankfurt School of Finance and Management.
- Roßbach, Peter & Karlow, Denis, 2011. "The stability of traditional measures of index tracking quality," Frankfurt School - Working Paper Series 164, Frankfurt School of Finance and Management.
- Heimer, Thomas & Arend, Sebastian, 2008. "The genesis of the Black-Scholes option pricing formula," Frankfurt School - Working Paper Series 98, Frankfurt School of Finance and Management.
- Beyna, Ingo & Wystup, Uwe, 2011. "Characteristic functions in the Cheyette Interest Rate Model," CPQF Working Paper Series 28, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Boeing, Philipp & Mueller, Elisabeth & Sandner, Philipp, 2012. "What makes Chinese firms productive? Learning from indigenous and foreign sources of knowledge," Frankfurt School - Working Paper Series 196, Frankfurt School of Finance and Management.
- Heimer, Thomas & Hölscher, Luise & Werner, Matthias Ralf, 2008. "Access to finance and venture capital for industrial SMEs," Frankfurt School - Working Paper Series 97, Frankfurt School of Finance and Management.
- Veiga, Carlos & Wystup, Uwe, 2010. "Ratings of structured products and issuers' commitments," CPQF Working Paper Series 26, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2009. "Outline of a Darwinian theory of money," Frankfurt School - Working Paper Series 128, Frankfurt School of Finance and Management.
- Löchel, Horst & Li, Helena Xiang, 2011. "Understanding the high profitability of Chinese banks," Frankfurt School - Working Paper Series 177, Frankfurt School of Finance and Management.
- Böger, Andreas & Heidorn, Thomas & Rupprecht, Stephan, 2009. "Einführung in das Kapitalstrukturmanagement," Frankfurt School - Working Paper Series 121, Frankfurt School of Finance and Management.
- Kostka, Genia & Shin, Kyoung, 2011. "Energy service companies in China: The role of social networks and trust," Frankfurt School - Working Paper Series 168, Frankfurt School of Finance and Management.
- Almer, Thomas & Heidorn, Thomas & Schmaltz, Christian, 2008. "The dynamics of short- and long-term CDS-spreads of banks," Frankfurt School - Working Paper Series 95, Frankfurt School of Finance and Management.
- Umber, Marc P. & Grote, Michael H. & Frey, Rainer, 2010. "Europe integrates less than you think: Evidence from the market for corporate control in Europe and the US," Frankfurt School - Working Paper Series 150, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2011. "A 'third culture' in economics? An essay on Smith, Confucius and the rise of China," Frankfurt School - Working Paper Series 159, Frankfurt School of Finance and Management.
- Grau, Corinna & Moormann, Jürgen, 2013. "Exploring the interrelation between process management and organizational culture: A critical review," Frankfurt School - Working Paper Series 200, Frankfurt School of Finance and Management.
- Kostka, Genia & Moslener, Ulf & Andreas, Jan G., 2011. "Barriers to energy efficiency improvement: Empirical evidence from small-and-medium sized enterprises in China," Frankfurt School - Working Paper Series 178, Frankfurt School of Finance and Management.
- Scholz, Peter & Walther, Ursula, 2010. "Investment certificates under German taxation: Benefit or burden for structured products' performance?," CPQF Working Paper Series 24, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Yu, Xiaofan, 2011. "A spatial interpretation of the persistency of China's provincial inequality," Frankfurt School - Working Paper Series 171, Frankfurt School of Finance and Management.
- Bannier, Christina E. & Grote, Michael H., 2008. "Equity gap? - Which equity gap? On the financing structure of Germany's Mittelstand," Frankfurt School - Working Paper Series 106, Frankfurt School of Finance and Management.
- Kostka, Genia & Zhou, Jianghua, 2010. "Chinese firms entering China's low-income market: Gaining competitive advantage by partnering governments," Frankfurt School - Working Paper Series 147, Frankfurt School of Finance and Management.
- Kostka, Genia & Hobbs, William, 2010. "Embedded interests and the managerial local state: methanol fuel-switching in China," Frankfurt School - Working Paper Series 152, Frankfurt School of Finance and Management.
- Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007. "Gold in the investment portfolio," Frankfurt School - Working Paper Series 87, Frankfurt School of Finance and Management.
- Böing, Philipp & Müller, Elisabeth, 2012. "Technological Capabilities of Chinese Enterprises: Who is Going to Compete Abroad?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62081, Verein für Socialpolitik / German Economic Association.
- Heidorn, Thomas & Winker, Michael & Löw, Christian, 2010. "Funktionsweise und Replikationstil europäischer Exchange Traded Funds auf Aktienindices," Frankfurt School - Working Paper Series 139, Frankfurt School of Finance and Management.
- Christina E. Bannier, 2010.
"Is there a Holdup Benefit in Heterogeneous Multiple Bank Financing?,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(4), pages 641-661, December.
- Polleit, Thorsten & Gerdesmeier, Dieter, 2005.
"Measures of excess liquidity,"
Frankfurt School - Working Paper Series
65, Frankfurt School of Finance and Management.
Cited by:
- Christina E. Bannier, 2010.
"Is there a Holdup Benefit in Heterogeneous Multiple Bank Financing?,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(4), pages 641-661, December.
- Bannier, Christina E., 2009. "Is there a hold-up benefit in heterogeneous multiple bank financing?," Frankfurt School - Working Paper Series 117, Frankfurt School of Finance and Management.
- Inklaar, Robert & Koetter, Michael & Noth, Felix, 2012. "Who's afraid of big bad banks? Bank competition, SME, and industry growth," Frankfurt School - Working Paper Series 197, Frankfurt School of Finance and Management.
- Kostka, Genia, 2011. "Environmental Protection Bureau leadership at the provincial level in China: Examining diverging career backgrounds and appointment patterns," Frankfurt School - Working Paper Series 174, Frankfurt School of Finance and Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2013.
"What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies,"
CEP Discussion Papers
dp1193, Centre for Economic Performance, LSE.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2013. "What are the channels for technology sourcing? Panel data evidence from German companies," LSE Research Online Documents on Economics 51524, London School of Economics and Political Science, LSE Library.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2012. "What are the channels for technology sourcing? Panel data evidence from German companies," Frankfurt School - Working Paper Series 187, Frankfurt School of Finance and Management.
- Harhoff, Dietmar, 2012. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Discussion Papers in Business Administration 14327, University of Munich, Munich School of Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2014. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 23(1), pages 204-224, March.
- Packham, Natalie & Schmidt, Wolfgang M., 2008. "Latin hypercube sampling with dependence and applications in finance," CPQF Working Paper Series 15, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2010. "Rethinking evolution, entropy and economics: A triadic conceptual framework for the maximum entropy principle as applied to the growth of knowledge," Frankfurt School - Working Paper Series 146, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Kaiser, Dieter G. & Voinea, Andre, 2010. "The value-added of investable hedge fund indices," Frankfurt School - Working Paper Series 141, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2011.
"Making sense of institutional change in China: The cultural dimension of economic growth and modernization,"
Frankfurt School - Working Paper Series
181, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2012. "Making Sense of Institutional Change in China: The Cultural Dimension of Economic Growth and Modernization," International Economic Association Series, in: Masahiko Aoki & Timur Kuran & Gérard Roland (ed.), Institutions and Comparative Economic Development, chapter 13, pages 254-278, Palgrave Macmillan.
- Wystup, Uwe, 2008. "Foreign exchange symmetries," CPQF Working Paper Series 9, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Beyna, Ingo & Wystup, Uwe, 2010. "On the calibration of the Cheyette interest rate model," CPQF Working Paper Series 25, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Hankir, Yassin & Rauch, Christian & Umber, Marc P., 2009. "It's the market power, stupid! Stock return patterns in international bank M&A," Frankfurt School - Working Paper Series 129, Frankfurt School of Finance and Management.
- Chengsi Zhang & Hong Pang, 2008. "Excess Liquidity and Inflation Dynamics in China: 1997–2007," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(4), pages 1-15, July.
- Carsten Herrmann-Pillath, 2013.
"Performativity of economic systems: approach and implications for taxonomy,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(2), pages 139-163, June.
- Herrmann-Pillath, Carsten, 2012. "Performativity of economic systems: Approach and implications for taxonomy," Frankfurt School - Working Paper Series 194, Frankfurt School of Finance and Management.
- Griebsch, Susanne & Wystup, Uwe, 2008.
"On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model,"
CPQF Working Paper Series
17, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Susanne Griebsch & Uwe Wystup, 2011. "On the valuation of fader and discrete barrier options in Heston's stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 11(5), pages 693-709.
- Herrmann-Pillath, Carsten, 2011.
"Institutions, distributed cognition and agency: rule-following as performative action,"
Frankfurt School - Working Paper Series
157, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2012. "Institutions, distributed cognition and agency: rule-following as performative action," Journal of Economic Methodology, Taylor & Francis Journals, vol. 19(1), pages 21-42, March.
- Hübsch, Arnd & Walther, Ursula, 2012. "The impact of network inhomogeneities on contagion and system stability," CPQF Working Paper Series 32, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010. "Return distributions of equity-linked retirement plans," CPQF Working Paper Series 27, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013.
"Credit gap risk in a first passage time model with jumps,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1871-1889, December.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit gap risk in a first passage time model with jumps," CPQF Working Paper Series 22, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2010. "Meaning and function in the theory of consumer choice: dual selves in evolving networks," Frankfurt School - Working Paper Series 153, Frankfurt School of Finance and Management.
- Wystup, Uwe, 2008. "Vanna-volga pricing," CPQF Working Paper Series 11, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Schalast, Christoph & Barten, Benita, 2008. "Private Equity und Familienunternehmen: eine Untersuchung unter besonderer Berücksichtigung deutscher Maschinen- und Anlagenbauunternehmen," Frankfurt School - Working Paper Series 107, Frankfurt School of Finance and Management.
- Esquível, Manuel L. & Veiga, Carlos & Wystup, Uwe, 2010. "Unifying exotic option closed formulas," CPQF Working Paper Series 23, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Behley, Dustin & Leyer, Michael, 2011. "Evaluating concepts for short-term control in financial service processes," Frankfurt School - Working Paper Series 183, Frankfurt School of Finance and Management.
- Löchel, Horst & Pecher, Florian, 2008. "The strategic value of investments in Chinese banks by foreign financial institutions," Frankfurt School - Working Paper Series 91, Frankfurt School of Finance and Management.
- Schäffler, Christian & Schmaltz, Christian, 2009. "Market liquidity: an introduction for practitioners," Frankfurt School - Working Paper Series 131, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Kahlert, Dennis, 2010. "Implied correlations of iTraxx tranches during the financial crisis," Frankfurt School - Working Paper Series 145, Frankfurt School of Finance and Management.
- Klein, Michael & Mayer, Colin, 2011.
"Mobile banking and financial inclusion : the regulatory lessons,"
Policy Research Working Paper Series
5664, The World Bank.
- Klein, Michael & Mayer, Colin, 2011. "Mobile banking and financial inclusion: The regulatory lessons," Frankfurt School - Working Paper Series 166, Frankfurt School of Finance and Management.
- Reiswich, Dimitri & Tompkins, Robert, 2009. "Potential PCA interpretation problems for volatility smile dynamics," CPQF Working Paper Series 19, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Kostka, Genia & Hobbs, William, 2010. "Energy efficiency in China: The local bundling of interests and policies," Frankfurt School - Working Paper Series 151, Frankfurt School of Finance and Management.
- Alexander Libman & Vladimir Kozlov & André Schultz, 2012.
"Roving Bandits in Action: Outside Option and Governmental Predation in Autocracies,"
Kyklos, Wiley Blackwell, vol. 65(4), pages 526-562, November.
- Libman, Alexander & Kozlov, Vladimir & Schultz, André, 2012. "Roving bandits in action: Outside option and governmental predation in autocracies," Frankfurt School - Working Paper Series 190, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2009.
"Social capital, Chinese style: individualism, relational collectivism and the cultural embeddedness of the institutions-performance link,"
Frankfurt School - Working Paper Series
132, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2009. "Social capital, Chinese style: individualism, relational collectivism and the cultural embeddedness of the institutions–performance link," China Economic Journal, Taylor & Francis Journals, vol. 2(3), pages 325-350.
- Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2005. "Möglichkeiten der Strukturierung von Hedgefondsportfolios," Frankfurt School - Working Paper Series 68, Frankfurt School of Finance and Management.
- Krones, Julia & Cremers, Heinz, 2012. "Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten," Frankfurt School - Working Paper Series 195, Frankfurt School of Finance and Management.
- Klein, Michael, 2012.
"Infrastructure policy: Basic design options,"
Frankfurt School - Working Paper Series
185, Frankfurt School of Finance and Management.
- Klein, Michael, 2012. "Infrastructure policy : basic design options," Policy Research Working Paper Series 6274, The World Bank.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit dynamics in a first passage time model with jumps," CPQF Working Paper Series 21, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- C. Herrmann-Pillath, 2011.
"A Neurolinguistic Approach to Performativity in Economics,"
Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 2.
- Herrmann-Pillath, Carsten, 2009. "A neurolinguistic approach to performativity in economics," Frankfurt School - Working Paper Series 123, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2010. "A neurolinguistic approach to performativity in economics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(3), pages 241-260.
- Boeing, Philipp & Sandner, Philipp, 2011. "The innovative performance of China's national innovation system," Frankfurt School - Working Paper Series 158, Frankfurt School of Finance and Management.
- Wang, Tianyu & Li, Kui-Wai, 2018. "Examining the liquidity and productivity relationship: Evidence from post-reform China," MPRA Paper 100837, University Library of Munich, Germany, revised 31 May 2020.
- Herrmann-Pillath, Carsten, 2011. "Revisiting the Gaia hypothesis: Maximum Entropy, Kauffman's 'Fourth Law' and physiosemeiosis," Frankfurt School - Working Paper Series 160, Frankfurt School of Finance and Management.
- Andriani, Pierpaolo & Herrmann-Pillath, Carsten, 2011. "Transactional innovation and the de-commoditization of the Brazilian coffee trade," Frankfurt School - Working Paper Series 162, Frankfurt School of Finance and Management.
- Klein, Michael, 2011.
"Enrichment with growth,"
Frankfurt School - Working Paper Series
172, Frankfurt School of Finance and Management.
- Klein, Michael, 2011. "Enrichment with growth," Policy Research Working Paper Series 5855, The World Bank.
- Veiga, Carlos & Wystup, Uwe, 2008. "Closed formula for options with discrete dividends and its derivatives," CPQF Working Paper Series 16, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath Carsten, 2014.
"Naturalizing Institutions: Evolutionary Principles and Application on the Case of Money,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(2-3), pages 388-421, April.
- Herrmann-Pillath, Carsten, 2011. "Naturalizing institutions: Evolutionary principles and application on the case of money," Frankfurt School - Working Paper Series 182, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Schmaltz, Christian, 2009. "Interne Transferpreise für Liquidität," Frankfurt School - Working Paper Series 125, Frankfurt School of Finance and Management.
- Roßbach, Peter & Karlow, Denis, 2011. "The stability of traditional measures of index tracking quality," Frankfurt School - Working Paper Series 164, Frankfurt School of Finance and Management.
- Heimer, Thomas & Arend, Sebastian, 2008. "The genesis of the Black-Scholes option pricing formula," Frankfurt School - Working Paper Series 98, Frankfurt School of Finance and Management.
- Beyna, Ingo & Wystup, Uwe, 2011. "Characteristic functions in the Cheyette Interest Rate Model," CPQF Working Paper Series 28, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Boeing, Philipp & Mueller, Elisabeth & Sandner, Philipp, 2012. "What makes Chinese firms productive? Learning from indigenous and foreign sources of knowledge," Frankfurt School - Working Paper Series 196, Frankfurt School of Finance and Management.
- Tie Ying Liu & Chi Wei Su & Xu Zhao Jiang & Tsangyao Chang, 2015. "Is There Excess Liquidity in China?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 23(3), pages 110-126, May.
- Detken, Carsten & Adalid, Ramón, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series 732, European Central Bank.
- Gerdesmeier, Dieter & Roffia, Barbara, 2007. "Monetary analysis: a VAR perspective," Frankfurt School - Working Paper Series 78, Frankfurt School of Finance and Management.
- Heimer, Thomas & Hölscher, Luise & Werner, Matthias Ralf, 2008. "Access to finance and venture capital for industrial SMEs," Frankfurt School - Working Paper Series 97, Frankfurt School of Finance and Management.
- Veiga, Carlos & Wystup, Uwe, 2010. "Ratings of structured products and issuers' commitments," CPQF Working Paper Series 26, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2009. "Outline of a Darwinian theory of money," Frankfurt School - Working Paper Series 128, Frankfurt School of Finance and Management.
- Löchel, Horst & Li, Helena Xiang, 2011. "Understanding the high profitability of Chinese banks," Frankfurt School - Working Paper Series 177, Frankfurt School of Finance and Management.
- Böger, Andreas & Heidorn, Thomas & Rupprecht, Stephan, 2009. "Einführung in das Kapitalstrukturmanagement," Frankfurt School - Working Paper Series 121, Frankfurt School of Finance and Management.
- Kostka, Genia & Shin, Kyoung, 2011. "Energy service companies in China: The role of social networks and trust," Frankfurt School - Working Paper Series 168, Frankfurt School of Finance and Management.
- Almer, Thomas & Heidorn, Thomas & Schmaltz, Christian, 2008. "The dynamics of short- and long-term CDS-spreads of banks," Frankfurt School - Working Paper Series 95, Frankfurt School of Finance and Management.
- Umber, Marc P. & Grote, Michael H. & Frey, Rainer, 2010. "Europe integrates less than you think: Evidence from the market for corporate control in Europe and the US," Frankfurt School - Working Paper Series 150, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2011. "A 'third culture' in economics? An essay on Smith, Confucius and the rise of China," Frankfurt School - Working Paper Series 159, Frankfurt School of Finance and Management.
- Grau, Corinna & Moormann, Jürgen, 2013. "Exploring the interrelation between process management and organizational culture: A critical review," Frankfurt School - Working Paper Series 200, Frankfurt School of Finance and Management.
- Kostka, Genia & Moslener, Ulf & Andreas, Jan G., 2011. "Barriers to energy efficiency improvement: Empirical evidence from small-and-medium sized enterprises in China," Frankfurt School - Working Paper Series 178, Frankfurt School of Finance and Management.
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"Is there a Holdup Benefit in Heterogeneous Multiple Bank Financing?,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(4), pages 641-661, December.
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"Taylor rules for the euro area: the issue of real-time data,"
Discussion Paper Series 1: Economic Studies
2004,37, Deutsche Bundesbank.
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"Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data,"
Discussion Papers of DIW Berlin
917, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Klose, Jens, 2009. "Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data," Ruhr Economic Papers 133, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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"The relevance of real-time data in estimating reaction functions for the euro area,"
The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 293-307, December.
- Gerdesmeier, Dieter & Roffia, Barbara, 2004. "The relevance of real-time data in estimating reaction functions for the Euro area," Frankfurt School - Working Paper Series 56, Frankfurt School of Finance and Management.
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"US–Euro Area Monetary Policy Interdependence: New Evidence from Taylor Rule‐based VECMs,"
The World Economy, Wiley Blackwell, vol. 33(5), pages 778-797, May.
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- Ansgar Belke & Jens Klose, 2009.
"Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data,"
Discussion Papers of DIW Berlin
917, DIW Berlin, German Institute for Economic Research.
- Gerdesmeier, Dieter & Roffia, Barbara, 2004.
"The relevance of real-time data in estimating reaction functions for the Euro area,"
Frankfurt School - Working Paper Series
56, Frankfurt School of Finance and Management.
- Gerdesmeier, Dieter & Roffia, Barbara, 2005. "The relevance of real-time data in estimating reaction functions for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 293-307, December.
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"Forecasting and Policy Making,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325,
Elsevier.
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"Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment,"
Working Paper series
42_09, Rimini Centre for Economic Analysis.
- Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics.
- Christina E. Bannier, 2010.
"Is there a Holdup Benefit in Heterogeneous Multiple Bank Financing?,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(4), pages 641-661, December.
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"Testing the Opportunistic Approach to Monetary Policy,"
Keele Economics Research Papers
KERP 2007/02, Centre for Economic Research, Keele University.
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- Kostka, Genia, 2011. "Environmental Protection Bureau leadership at the provincial level in China: Examining diverging career backgrounds and appointment patterns," Frankfurt School - Working Paper Series 174, Frankfurt School of Finance and Management.
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"What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies,"
CEP Discussion Papers
dp1193, Centre for Economic Performance, LSE.
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- Harhoff, Dietmar, 2012. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Discussion Papers in Business Administration 14327, University of Munich, Munich School of Management.
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- Packham, Natalie & Schmidt, Wolfgang M., 2008. "Latin hypercube sampling with dependence and applications in finance," CPQF Working Paper Series 15, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2010. "Rethinking evolution, entropy and economics: A triadic conceptual framework for the maximum entropy principle as applied to the growth of knowledge," Frankfurt School - Working Paper Series 146, Frankfurt School of Finance and Management.
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"Forecasting ECB Policy Rates with Different Monetary Policy Rules,"
ROME Working Papers
201906, ROME Network.
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"(How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis,"
Discussion Papers of DIW Berlin
972, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Klose, Jens, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers 166, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Heidorn, Thomas & Kaiser, Dieter G. & Voinea, Andre, 2010. "The value-added of investable hedge fund indices," Frankfurt School - Working Paper Series 141, Frankfurt School of Finance and Management.
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"Making sense of institutional change in China: The cultural dimension of economic growth and modernization,"
Frankfurt School - Working Paper Series
181, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2012. "Making Sense of Institutional Change in China: The Cultural Dimension of Economic Growth and Modernization," International Economic Association Series, in: Masahiko Aoki & Timur Kuran & Gérard Roland (ed.), Institutions and Comparative Economic Development, chapter 13, pages 254-278, Palgrave Macmillan.
- Wystup, Uwe, 2008. "Foreign exchange symmetries," CPQF Working Paper Series 9, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Beyna, Ingo & Wystup, Uwe, 2010. "On the calibration of the Cheyette interest rate model," CPQF Working Paper Series 25, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Moons, Cindy & Hellinckx, Kevin, 2019. "Did monetary policy fuel the housing bubble? An application to Ireland," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 294-315.
- Hankir, Yassin & Rauch, Christian & Umber, Marc P., 2009. "It's the market power, stupid! Stock return patterns in international bank M&A," Frankfurt School - Working Paper Series 129, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2013.
"Performativity of economic systems: approach and implications for taxonomy,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(2), pages 139-163, June.
- Herrmann-Pillath, Carsten, 2012. "Performativity of economic systems: Approach and implications for taxonomy," Frankfurt School - Working Paper Series 194, Frankfurt School of Finance and Management.
- Griebsch, Susanne & Wystup, Uwe, 2008.
"On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model,"
CPQF Working Paper Series
17, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Susanne Griebsch & Uwe Wystup, 2011. "On the valuation of fader and discrete barrier options in Heston's stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 11(5), pages 693-709.
- Herrmann-Pillath, Carsten, 2011.
"Institutions, distributed cognition and agency: rule-following as performative action,"
Frankfurt School - Working Paper Series
157, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2012. "Institutions, distributed cognition and agency: rule-following as performative action," Journal of Economic Methodology, Taylor & Francis Journals, vol. 19(1), pages 21-42, March.
- Hübsch, Arnd & Walther, Ursula, 2012. "The impact of network inhomogeneities on contagion and system stability," CPQF Working Paper Series 32, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Xueting Yu & Yuhan Zhu & Guangming Lv, 2020. "Analysis of the Impact of China’s GDP Data Revision on Monetary Policy from the Perspective of Uncertainty," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(6), pages 1251-1274, May.
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"Frontiers of real-time data analysis,"
Working Papers
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- Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010. "Return distributions of equity-linked retirement plans," CPQF Working Paper Series 27, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013.
"Credit gap risk in a first passage time model with jumps,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1871-1889, December.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit gap risk in a first passage time model with jumps," CPQF Working Paper Series 22, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2010. "Meaning and function in the theory of consumer choice: dual selves in evolving networks," Frankfurt School - Working Paper Series 153, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2011.
"The evolutionary approach to entropy: Reconciling Georgescu-Roegen's natural philosophy with the maximum entropy framework,"
Ecological Economics, Elsevier, vol. 70(4), pages 606-616, February.
- Herrmann-Pillath, Carsten, 2010. "The evolutionary approach to entropy: Reconciling Georgescu-Roegen's natural philosophy with the maximum entropy framework," Frankfurt School - Working Paper Series 140, Frankfurt School of Finance and Management.
- Wystup, Uwe, 2008. "Vanna-volga pricing," CPQF Working Paper Series 11, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Jensen, Henrik & ,, 2010. "What Drives the European Central Bank's Interest-Rate Changes?," CEPR Discussion Papers 8160, C.E.P.R. Discussion Papers.
- Schalast, Christoph & Barten, Benita, 2008. "Private Equity und Familienunternehmen: eine Untersuchung unter besonderer Berücksichtigung deutscher Maschinen- und Anlagenbauunternehmen," Frankfurt School - Working Paper Series 107, Frankfurt School of Finance and Management.
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"Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function,"
Ruhr Economic Papers
286, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Jens Klose, 2012. "Political business cycles and monetary policy revisited–an application of a two-dimensional asymmetric Taylor reaction function," International Economics and Economic Policy, Springer, vol. 9(3), pages 265-295, September.
- Anh Nguyen & Efthymios Pavlidis & David Alan Peel, 2016. "Modeling changes in U.S. monetary policy," Working Papers 127876159, Lancaster University Management School, Economics Department.
- Löchel, Horst & Pecher, Florian, 2008. "The strategic value of investments in Chinese banks by foreign financial institutions," Frankfurt School - Working Paper Series 91, Frankfurt School of Finance and Management.
- Efrem Castelnuovo, 2007. "Taylor Rules And Interest Rate Smoothing In The Euro Area," Manchester School, University of Manchester, vol. 75(1), pages 1-16, January.
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"Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic,"
William Davidson Institute Working Papers Series
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- Schäffler, Christian & Schmaltz, Christian, 2009. "Market liquidity: an introduction for practitioners," Frankfurt School - Working Paper Series 131, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Kahlert, Dennis, 2010. "Implied correlations of iTraxx tranches during the financial crisis," Frankfurt School - Working Paper Series 145, Frankfurt School of Finance and Management.
- Polleit, Thorsten & Gerdesmeier, Dieter, 2005. "Measures of excess liquidity," Frankfurt School - Working Paper Series 65, Frankfurt School of Finance and Management.
- Klein, Michael & Mayer, Colin, 2011.
"Mobile banking and financial inclusion : the regulatory lessons,"
Policy Research Working Paper Series
5664, The World Bank.
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- Christopher Adam & David Cobham, 2009.
"Using Real-Time Output Gaps To Examine Past And Future Policy Choices,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 98-110, October.
- Adam, Christopher & Cobham, David, 2009. "Using Real-Time Output Gaps to Examine Past and Future Policy Choices," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 98-110, October.
- Reiswich, Dimitri & Tompkins, Robert, 2009. "Potential PCA interpretation problems for volatility smile dynamics," CPQF Working Paper Series 19, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Ruthira Naraidoo & Kasai Ndahiriwe, 2010. "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers 201006, University of Pretoria, Department of Economics.
- Kostka, Genia & Hobbs, William, 2010. "Energy efficiency in China: The local bundling of interests and policies," Frankfurt School - Working Paper Series 151, Frankfurt School of Finance and Management.
- Alexander Libman & Vladimir Kozlov & André Schultz, 2012.
"Roving Bandits in Action: Outside Option and Governmental Predation in Autocracies,"
Kyklos, Wiley Blackwell, vol. 65(4), pages 526-562, November.
- Libman, Alexander & Kozlov, Vladimir & Schultz, André, 2012. "Roving bandits in action: Outside option and governmental predation in autocracies," Frankfurt School - Working Paper Series 190, Frankfurt School of Finance and Management.
- Becker, Christoph & Wystup, Uwe, 2005. "On the cost of delayed currency fixing announcements," CPQF Working Paper Series 3, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2005. "Möglichkeiten der Strukturierung von Hedgefondsportfolios," Frankfurt School - Working Paper Series 68, Frankfurt School of Finance and Management.
- Jens Klose, 2021. "Daily Monetary Policy Rules and the ECB's Medium-Term Orientation," MAGKS Papers on Economics 202129, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Boldyrev, Ivan A. & Herrmann-Pillath, Carsten, 2012. "Moral sentiments, institutions, and civil society: Exploiting family resemblances between Smith and Hegel to resolve some conceptual issues in Sen's recent contributions to the theory of justice," Frankfurt School - Working Paper Series 193, Frankfurt School of Finance and Management.
- Krones, Julia & Cremers, Heinz, 2012. "Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten," Frankfurt School - Working Paper Series 195, Frankfurt School of Finance and Management.
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"Infrastructure policy: Basic design options,"
Frankfurt School - Working Paper Series
185, Frankfurt School of Finance and Management.
- Klein, Michael, 2012. "Infrastructure policy : basic design options," Policy Research Working Paper Series 6274, The World Bank.
- Klose, Jens, 2014. "Determining structural breaks in central bank reaction functions of the financial crisis," The Journal of Economic Asymmetries, Elsevier, vol. 11(C), pages 78-90.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit dynamics in a first passage time model with jumps," CPQF Working Paper Series 21, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Roman Horváth, 2007. "Estimating Time-Varying Policy Neutral Rate in Real Time," Working Papers IES 2007/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007.
- C. Herrmann-Pillath, 2011.
"A Neurolinguistic Approach to Performativity in Economics,"
Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 2.
- Herrmann-Pillath, Carsten, 2009. "A neurolinguistic approach to performativity in economics," Frankfurt School - Working Paper Series 123, Frankfurt School of Finance and Management.
- Carsten Herrmann-Pillath, 2010. "A neurolinguistic approach to performativity in economics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(3), pages 241-260.
- Boeing, Philipp & Sandner, Philipp, 2011. "The innovative performance of China's national innovation system," Frankfurt School - Working Paper Series 158, Frankfurt School of Finance and Management.
- Herrmann-Pillath, Carsten, 2011. "Revisiting the Gaia hypothesis: Maximum Entropy, Kauffman's 'Fourth Law' and physiosemeiosis," Frankfurt School - Working Paper Series 160, Frankfurt School of Finance and Management.
- Andriani, Pierpaolo & Herrmann-Pillath, Carsten, 2011. "Transactional innovation and the de-commoditization of the Brazilian coffee trade," Frankfurt School - Working Paper Series 162, Frankfurt School of Finance and Management.
- Klein, Michael, 2011.
"Enrichment with growth,"
Frankfurt School - Working Paper Series
172, Frankfurt School of Finance and Management.
- Klein, Michael, 2011. "Enrichment with growth," Policy Research Working Paper Series 5855, The World Bank.
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- Herrmann-Pillath Carsten, 2014.
"Naturalizing Institutions: Evolutionary Principles and Application on the Case of Money,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(2-3), pages 388-421, April.
- Herrmann-Pillath, Carsten, 2011. "Naturalizing institutions: Evolutionary principles and application on the case of money," Frankfurt School - Working Paper Series 182, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Schmaltz, Christian, 2009. "Interne Transferpreise für Liquidität," Frankfurt School - Working Paper Series 125, Frankfurt School of Finance and Management.
- Roßbach, Peter & Karlow, Denis, 2011. "The stability of traditional measures of index tracking quality," Frankfurt School - Working Paper Series 164, Frankfurt School of Finance and Management.
- Heimer, Thomas & Arend, Sebastian, 2008. "The genesis of the Black-Scholes option pricing formula," Frankfurt School - Working Paper Series 98, Frankfurt School of Finance and Management.
- Beyna, Ingo & Wystup, Uwe, 2011. "Characteristic functions in the Cheyette Interest Rate Model," CPQF Working Paper Series 28, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
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"Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area,"
Economic Journal, Royal Economic Society, vol. 122(561), pages 651-674, June.
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- Ansgar Belke & Jens Klose, 2011. "Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts," Economic Analysis and Policy, Elsevier, vol. 41(2), pages 147-171, September.
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- Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
- Gerdesmeier, Dieter & Roffia, Barbara, 2007. "Monetary analysis: a VAR perspective," Frankfurt School - Working Paper Series 78, Frankfurt School of Finance and Management.
- Heimer, Thomas & Hölscher, Luise & Werner, Matthias Ralf, 2008. "Access to finance and venture capital for industrial SMEs," Frankfurt School - Working Paper Series 97, Frankfurt School of Finance and Management.
- Veiga, Carlos & Wystup, Uwe, 2010. "Ratings of structured products and issuers' commitments," CPQF Working Paper Series 26, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Herrmann-Pillath, Carsten, 2009. "Outline of a Darwinian theory of money," Frankfurt School - Working Paper Series 128, Frankfurt School of Finance and Management.
- Löchel, Horst & Li, Helena Xiang, 2011. "Understanding the high profitability of Chinese banks," Frankfurt School - Working Paper Series 177, Frankfurt School of Finance and Management.
- Böger, Andreas & Heidorn, Thomas & Rupprecht, Stephan, 2009. "Einführung in das Kapitalstrukturmanagement," Frankfurt School - Working Paper Series 121, Frankfurt School of Finance and Management.
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- Almer, Thomas & Heidorn, Thomas & Schmaltz, Christian, 2008. "The dynamics of short- and long-term CDS-spreads of banks," Frankfurt School - Working Paper Series 95, Frankfurt School of Finance and Management.
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- L'OEILLET, Guillaume & LICHERON, Julien, 2010. "The asymmetric relationship between oil prices and activity in the EMU: Does the ECB monetary policy play a role?," MPRA Paper 26203, University Library of Munich, Germany.
- Kostka, Genia & Moslener, Ulf & Andreas, Jan G., 2011. "Barriers to energy efficiency improvement: Empirical evidence from small-and-medium sized enterprises in China," Frankfurt School - Working Paper Series 178, Frankfurt School of Finance and Management.
- Scholz, Peter & Walther, Ursula, 2010. "Investment certificates under German taxation: Benefit or burden for structured products' performance?," CPQF Working Paper Series 24, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Yu, Xiaofan, 2011. "A spatial interpretation of the persistency of China's provincial inequality," Frankfurt School - Working Paper Series 171, Frankfurt School of Finance and Management.
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"The time-varying policy neutral rate in real-time: A predictor for future inflation?,"
Economic Modelling, Elsevier, vol. 26(1), pages 71-81, January.
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- Boenkost, Wolfram & Schmidt, Wolfgang M., 2006. "Interest rate convexity and the volatility smile," CPQF Working Paper Series 4, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Kostka, Genia & Hobbs, William, 2010. "Embedded interests and the managerial local state: methanol fuel-switching in China," Frankfurt School - Working Paper Series 152, Frankfurt School of Finance and Management.
- Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007. "Gold in the investment portfolio," Frankfurt School - Working Paper Series 87, Frankfurt School of Finance and Management.
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Articles
- Dieter Gerdesmeier & Hans‐Eggert Reimers & Barbara Roffia, 2010.
"Asset Price Misalignments and the Role of Money and Credit,"
International Finance, Wiley Blackwell, vol. 13(3), pages 377-407, December.
See citations under working paper version above.
- Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2009. "Asset price misalignments and the role of money and credit," Working Paper Series 1068, European Central Bank.
- Dieter Gerdesmeier & Francesco Paolo Mongelli & Barbara Roffia, 2007.
"The Eurosystem, the U.S. Federal Reserve, and the Bank of Japan: Similarities and Differences,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1785-1819, October.
- Dieter Gerdesmeier & Francesco Paolo Mongelli & Barbara Roffia, 2007. "The Eurosystem, the U.S. Federal Reserve, and the Bank of Japan: Similarities and Differences," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1785-1819, October.
- Gerdesmeier, Dieter & Mongelli, Francesco Paolo & Roffia, Barbara, 2007. "The Eurosystem, the US Federal Reserve and the Bank of Japan: similarities and differences," Working Paper Series 742, European Central Bank.
Cited by:
- Ingrid Ettl & Anita Roitner, 2024. "25 years of the OeNB in the Eurosystem – tracing the evolution of Governing Council governance," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/23, pages 79-92.
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"A two-pillar DSGE monetary policy model for the euro area,"
Economic Modelling, Elsevier, vol. 28(3), pages 1303-1316, May.
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- Barthélemy, J. & Clerc L. & Marx, M., 2008. "A Two-Pillar DSGE Monetary Policy Model for the Euro Area," Working papers 219, Banque de France.
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"Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data,"
Working Papers
13-04, Department of Economics, Appalachian State University.
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- Assoc. Prof. Anca Tãnasie Ph.D & Lect. Rãzvan Tudor Tãnasie PhD, 2011. "An Algorithm Based Approach For Romania’S Road Towards The Euro-Area Membership Status. In Search Of A Suitable Example," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 133-140, November.
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"Searching for the FED's Reaction Function,"
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154, Bavarian Graduate Program in Economics (BGPE).
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Working Paper Series
1404, European Central Bank.
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"Taylor Rules and Exchange Rate Predictability in Emerging Economies,"
Insper Working Papers
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The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 293-307, December.
See citations under working paper version above.
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"Empirical Estimates of Reaction Functions for the Euro Area,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 37-66, March.
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"Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule,"
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"Labor market institutions and macroeconomic volatility in a panel of OECD countries,"
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"The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area,"
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"Market Reforms at the Zero Lower Bound,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 745-777, June.
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Discussion Papers of DIW Berlin
917, DIW Berlin, German Institute for Economic Research.
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"Canal des provisions bancaires et cyclicité du marché du crédit,"
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"ECB Reaction Functions and the Crisis of 2008,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 137-158, March.
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201906, ROME Network.
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"A new comparative approach to macroeconomic modeling and policy analysis,"
IMFS Working Paper Series
49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
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"Behind closed doors: Revealing the ECB’s Decision Rule,"
MAGKS Papers on Economics
201135, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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- Cwik, Tobias J. & Wieland, Volker, 2009.
"Keynesian government spending multipliers and spillovers in the Euro area,"
CFS Working Paper Series
2009/25, Center for Financial Studies (CFS).
- Cwik, Tobias & Wieland, Volker, 2010. "Keynesian government spending multipliers and spillovers in the euro area," Working Paper Series 1267, European Central Bank.
- Wieland, Volker & Cwik, Tobias, 2009. "Keynesian government spending multipliers and spillovers in the euro area," CEPR Discussion Papers 7389, C.E.P.R. Discussion Papers.
- Tobias Cwik & Volker Wieland, 2011. "Keynesian government spending multipliers and spillovers in the euro area [Fiscal policy and growth: do financial crises make a difference?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 26(67), pages 493-549.
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"Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed,"
Economic Modelling, Elsevier, vol. 35(C), pages 515-527.
- Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," ROME Working Papers 201203, ROME Network.
- Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound: Evidence for the ECB and the Fed," Discussion Papers of DIW Berlin 1218, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Klose, Jens, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 343, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Wieland, Volker & Küster, Keith, 2005.
"Insurance Policies for Monetary Policy in the Euro Area,"
CEPR Discussion Papers
4956, C.E.P.R. Discussion Papers.
- Wieland, Volker & Kuester, Keith, 2005. "Insurance policies for monetary policy in the euro area," Working Paper Series 480, European Central Bank.
- Keith Kuester & Volker Wieland, 2008. "Insurance Policies for Monetary Policy in the Euro Area," Discussion Papers 07-044, Stanford Institute for Economic Policy Research.
- Küster, Keith & Wieland, Volker, 2005. "Insurance policies for monetary policy in the Euro area," CFS Working Paper Series 2005/13, Center for Financial Studies (CFS).
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, June.
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- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 872-912, June.
- Romain Duval & Lukas Vogel, 2008. "Oil Price Shocks, Rigidities and the Conduct of Monetary Policy: Some Lessons from a New Keynesian Perspective," OECD Economics Department Working Papers 603, OECD Publishing.
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"An affine macro-finance term structure model for the euro area,"
Discussion Paper Series 1: Economic Studies
2007,13, Deutsche Bundesbank.
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"Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability,"
Money Macro and Finance (MMF) Research Group Conference 2006
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