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Content
2024
- 41/2024 Who pays the greenium and why? A decomposition
by Fricke, Daniel & Meinerding, Christoph
- 40/2024 Relative monetary policy and exchange rates
by Karau, Sören
- 39/2024 Benchmarking short term forecasts of regional banknote lodgements and withdrawals
by Sonnleitner, Benedikt & Stapf, Jelena & Wulff, Kai
- 38/2024 Constructing fan charts from the ragged edge of SPF forecasts
by Clark, Todd E. & Ganics, Gergely & Mertens, Elmar
- 37/2024 Geopolitical risk perceptions
by Bondarenko, Yevheniia & Lewis, Vivien & Rottner, Matthias & Schüler, Yves
- 36/2024 Financial fragility in open-ended mutual funds: The role of liquidity management tools
by Dunne, Peter G. & Emter, Lorenz & Fecht, Falko & Giuliana, Raffaele & Peia, Oana
- 35/2024 Risky sovereign bond holdings by commercial banks in the euro area: Do safe assets availability and differences in bank funding costs play a role?
by Jochem, Axel & Lecomte, Ernest
- 34/2024 Doom loop, trilemma, and moral hazard: Which narrative of the banking union did stock market investors buy?
by Körner, Tobias & Papageorgiou, Michael
- 33/2024 What is the value of retail order flow?
by Hoffmann, Peter & Jank, Stephan
- 32/2024 Dynamics of probabilities of default
by Bednarek, Peter & Franke, Günter
- 31/2024 Unemployment benefit duration and startup success
by Camarero Garcia, Sebastian & Murmann, Martin
- 30/2024 The scenario-based equity price impact induced by greenhouse gas emissions
by Weth, Mark A. & Baltzer, Markus & Bertram, Christoph & Hilaire, Jérôme & Johnston, Craig
- 29/2024 Do firm credit constraints impair climate policy?
by Kaldorf, Matthias & Shi, Mengjie
- 28/2024 Digital transformation and its impact on labour productivity: A multi-sector perspective
by Falck, Elisabeth & Röhe, Oke & Strobel, Johannes
- 27/2024 Toward a holistic approach to central bank trust
by Eickmeier, Sandra & Petersen, Luba
- 26/2024 Climate Minsky Moments and endogenous financial crises
by Kaldorf, Matthias & Rottner, Matthias
- 25/2024 Taxation of top incomes and tax avoidance
by Di Nola, Alessandro & Kocharkov, Georgi & Scholl, Almuth & Tkhir, Anna-Mariia & Wang, Haomin
- 24/2024 Returns to scale: New evidence from administrative firm-level data
by McAdam, Peter & Meinen, Philipp & Papageorgiou, Chris & Schulte, Patrick
- 23/2024 Inflation distorts relative prices: Theory and evidence
by Adam, Klaus & Alexandrov, Andrey & Weber, Henning
- 22/2024 Sudden stop: Supply and demand shocks in the German natural gas market
by Güntner, Jochen & Reif, Magnus & Wolters, Maik H.
- 21/2024 Changes in the euro area interest rate pass-through
by Michaelis, Henrike
- 20/2024 Financial repression in general equilibrium: The case of the United States, 1948-1974
by Kliem, Martin & Kriwoluzky, Alexander & Müller, Gernot J. & Scheer, Alexander
- 19/2024 Listening to the noise: On price efficiency with dynamic trading
by Arnold, Lutz & Russ, David
- 18/2024 First-order and higher-order inflation expectations: Evidence about households and firms
by Kieren, Pascal & König-Kersting, Christian & Schmidt, Robert J. & Trautmann, Stefan T. & Theurich, Franziska
- 17/2024 Structural change and the climate risk premium during the green transition
by Zhou, Sophie Lian & van der Ploeg, Frederick
- 16/2024 Zero-risk weights and capital misallocation
by Fueki, Takuji & Hürtgen, Patrick & Walker, Todd B.
- 15/2024 CBDC and banks: Disintermediating fast and slow
by Bidder, Rhys & Jackson, Timothy P. & Rottner, Matthias
- 14/2024 Product turnover and endogenous price flexibility in uncertain times
by Khalil, Makram & Lewis, Vivien
- 13/2024 Climate change and the macroeconomics of bank capital regulation
by Giovanardi, Francesco & Kaldorf, Matthias
- 12/2024 Does the right to work part-time affect mothers' labor market outcomes?
by Paule-Paludkiewicz, Hannah
- 11/2024 The fall and rebound of average establishment size in West Germany
by Kovalenko, Tim & Sauerbier, Timo & Schröpf, Benedikt
- 10/2024 Risky firms and fragile banks: Implications for macroprudential policy
by Gasparini, Tommaso & Lewis, Vivien & Moyen, Stéphane & Villa, Stefania
- 09/2024 On curbing the rise in energy prices: An examination of different mitigation approaches
by Hinterlang, Natascha & Jäger, Marius & Stähler, Nikolai & Strobel, Johannes
- 08/2024 Securities lending and information acquisition
by Greppmair, Stefan & Jank, Stephan & Saffi, Pedro A. C. & Sturgess, Jason
- 07/2024 COVID-19 and the fragmentation of the European interbank market
by Pala, Melissa
- 06/2024 Macroprudential capital regulation and fiscal balances in the euro area
by Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt
- 05/2024 Excess reserves and monetary policy tightening
by Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol
- 04/2024 The transmission of bank liquidity shocks: Evidence from the Eurosystem collateral framework
by Hüttl, Pia & Kaldorf, Matthias
- 03/2024 How good are banks' forecasts?
by Heckmann, Lotta & Memmel, Christoph
- 02/2024 Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?
by Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J.
- 01/2024 On household labour supply in sticky-wage HANK models
by Gerke, Rafael & Giesen, Sebastian & Lozej, Matija & Röttger, Joost
2023
- 34/2023 Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany
by Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth
- 33/2023 The role of emission disclosure for the low-carbon transition
by Frankovic, Ivan & Kolb, Benedikt
- 32/2023 The macroeconomic effects of inflation uncertainty
by Metiu, Norbert & Prieto, Esteban
- 31/2023 Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities
by Greppmair, Stefan & Jank, Stephan
- 30/2023 Staggered difference-in-differences in gravity settings: Revisiting the effects of trade agreements
by Nagengast, Arne J. & Yotov, Yoto
- 29/2023 Effects of mergers on network models of the financial system
by Nevermann, Daniel & Heckmann, Lotta
- 28/2023 Energy prices and inflation expectations: Evidence from households and firms
by Wehrhöfer, Nils
- 27/2023 Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations
by Hoffmann, Mathias & Mönch, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido
- 26/2023 Effects of bank capital requirements on lending by banks and non-bank financial institutions
by Bednarek, Peter & Briukhova, Olga & Ongena, Steven & von Westernhagen, Natalja
- 25/2023 Precision-based sampling for state space models that have no measurement error
by Mertens, Elmar
- 24/2023 Towards seasonal adjustment of infra-monthly time series with JDemetra+
by Webel, Karsten & Smyk, Anna
- 23/2023 Capital reallocation under climate policy uncertainty
by Khalil, Makram & Strobel, Felix
- 22/2023 Learning monetary policy strategies at the effective lower bound with sudden surprises
by Krane, Spencer David & Melosi, Leonardo & Rottner, Matthias
- 21/2023 Effects of the ECB's communication on government bond spreads
by Camarero Garcia, Sebastian & Neugebauer, Frederik & Russnak, Jan & Zimmermann, Lilli
- 20/2023 Forecasting banknote circulation during the COVID-19 pandemic using structural time series models
by Bartzsch, Nikolaus & Brandi, Marco & de Pastor, Raymond & Devigne, Lucas & Maddaloni, Gianluca & Posada Restrepo, Diana & Sene, Gabriele
- 19/2023 The state-dependent impact of changes in bank capital requirements
by Lang, Jan Hannes & Menno, Dominik
- 18/2023 Monetary policy rules under bounded rationality
by Dobrew, Michael & Gerke, Rafael & Kienzler, Daniel & Schwemmer, Alexander
- 17/2023 The pass-through from inflation perceptions to inflation expectations
by Huber, Stefanie J. & Minina, Daria & Schmidt, Tobias
- 16/2023 Corporate taxes, productivity, and business dynamism
by Colciago, Andrea & Lewis, Vivien & Matyska, Branka
- 15/2023 Convenient but risky government bonds
by Kaldorf, Matthias & Röttger, Joost
- 14/2023 Shadow-rate VARs
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar
- 13/2023 Mental accounting and the marginal propensity to consume
by Bernard, René
- 12/2023 Long-term deposit funding and demand for central bank funds: Evidence from targeted longer-term refinancing operations
by Fudulache, Adina-Elena & Goetz, Martin R.
- 11/2023 Banks' net interest margin and changes in the term structure
by Memmel, Christoph & Heckmann-Draisbach, Lotta
- 10/2023 On the empirical relevance of the exchange rate as a shock absorber at the zero lower bound
by Finck, David & Hoffmann, Mathias & Hürtgen, Patrick
- 09/2023 Banks of a feather: The informational advantage of being alike
by Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja
- 08/2023 Pricing the Bund term structure with linear regressions – without an observable short rate
by Speck, Christian
- 07/2023 The rollout of internal credit risk models: Implications for the novel partial-use philosophy
by Schlam, Carina & Woyand, Corinna
- 06/2023 Asset allocation with recursive parameter updating and macroeconomic regime identifiers
by Goodarzi, Milad & Meinerding, Christoph
- 05/2023 Time-varying stock return correlation, news shocks, and business cycles
by Metiu, Norbert & Prieto, Esteban
- 04/2023 Shocks to transition risk
by Meinerding, Christoph & Schüler, Yves S. & Zhang, Philipp
- 03/2023 Inflation expectations in the wake of the war in Ukraine
by Afunts, Geghetsik & Cato, Misina & Schmidt, Tobias
- 02/2023 Households' expectations and regional COVID-19 dynamics
by Cato, Misina & Schmidt, Tobias
- 01/2023 Make-up strategies with incomplete markets and bounded rationality
by Dobrew, Michael & Gerke, Rafael & Giesen, Sebastian & Röttger, Joost
2022
- 52/2022 Bayesian VARs and prior calibration in times of COVID-19
by Hartwig, Benny
- 51/2022 The preferential treatment of green bonds
by Giovanardi, Francesco & Kaldorf, Matthias & Radke, Lucas & Wicknig, Florian
- 50/2022 Score-based calibration testing for multivariate forecast distributions
by Knüppel, Malte & Krüger, Fabian & Pohle, Marc-Oliver
- 49/2022 Estimating the impact of quality adjustment on consumer price inflation
by Menz, Jan-Oliver & Wieland, Elisabeth & Mehrhoff, Jens
- 48/2022 Real interest rates, bank borrowing, and fragility
by Ahnert, Toni & Anand, Kartik & König, Philipp Johann
- 47/2022 On the macroeconomic effects of reinvestments in asset purchase programmes
by Gerke, Rafael & Kienzler, Daniel & Scheer, Alexander
- 46/2022 What drives inflation? Disentangling demand and supply factors
by Eickmeier, Sandra & Hofmann, Boris
- 45/2022 A nonlinear generalization of the country-product-dummy method
by von Auer, Ludwig & Weinand, Sebastian
- 44/2022 Chinese supply chain shocks
by Khalil, Makram & Weber, Marc-Daniel
- 43/2022 The global financial cycle and macroeconomic tail risks
by Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves
- 42/2022 Robust real rate rules
by Holden, Tom D.
- 41/2022 Who creates and who bears flow externalities in mutual funds?
by Fricke, Daniel & Jank, Stephan & Wilke, Hannes
- 40/2022 Determinants of TARGET2 transactions of European banks based on micro-data
by Drott, Constantin & Goldbach, Stefan & Jochem, Axel
- 39/2022 The Eurosystem's asset purchase programmes, securities lending and Bund specialness
by Baltzer, Markus & Schlepper, Kathi & Speck, Christian
- 38/2022 The effects of sanctions on Russian banks in TARGET2 transactions data
by Drott, Constantin & Goldbach, Stefan & Nitsch, Volker
- 37/2022 Basel III and SME bank finance in Germany
by Marek, Philipp & Stein, Ingrid
- 36/2022 The impact of natural disasters on banks' impairment flow: Evidence from Germany
by Shala, Iliriana & Schumacher, Benno
- 35/2022 Robust real-time estimates of the German output gap based on a multivariate trend-cycle decomposition
by Berger, Tino & Ochsner, Christian
- 34/2022 Global monetary and financial spillovers: Evidence from a new measure of Bundesbank policy shocks
by Cloyne, James S. & Hürtgen, Patrick & Taylor, Alan M.
- 33/2022 Going below zero - How do banks react?
by Michaelis, Henrike
- 32/2022 New facts on consumer price rigidity in the euro area
by Gautier, Erwan & Conflitti, Cristina & Faber, Riemer P. & Fabo, Brian & Fadejeva, Ludmila & Jouvanceau, Valentin & Menz, Jan-Oliver & Messner, Teresa & Petroulas, Pavlos & Roldan-Blanco, Pau & Rumler, Fabio & Santoro, Sergio & Wieland, Elisabeth & Zimmer, Hélène
- 31/2022 A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series
by Webel, Karsten
- 30/2022 Loan pricing in internal capital markets and the impact of the two-tier system: Finance groups in Germany
by Busch, Ulrike & Khayal, Nuri & Klein, Melanie
- 29/2022 Information transmission between banks and the market for corporate control
by Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad
- 28/2022 Smart or smash? The effect of financial sanctions on trade in goods and services
by Besedeš, Tibor & Goldbach, Stefan & Nitsch, Volker
- 27/2022 The impact of weight shifts on inflation: Evidence for the euro area HICP
by Knetsch, Thomas A. & Schwind, Patrick & Weinand, Sebastian
- 26/2022 Spending effects of child-related fiscal transfers
by Goldfayn-Frank, Olga & Lewis, Vivien & Wehrhöfer, Nils
- 25/2022 Carbon pricing, border adjustment and climate clubs: An assessment with EMuSe
by Ernst, Anne & Hinterlang, Natascha & Mahle, Alexander & Stähler, Nikolai
- 24/2022 CDS market structure and bond spreads
by Bilan, Andrada & Gündüz, Yalın
- 23/2022 Pulling ourselves up by our bootstraps: The greenhouse gas value of products, enterprises and industries
by von Kalckreuth, Ulf
- 22/2022 The augmented bank balance-sheet channel of monetary policy
by Bittner, Christian & Bonfim, Diana & Heider, Florian & Saidi, Farzad & Schepens, Glenn & Soares, Carla
- 21/2022 Monetary policy and endogenous financial crises
by Boissay, Frédéric & Collard, Fabrice & Galí, Jordi & Manea, Cristina
- 20/2022 Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market
by Hertrich, Markus & Nathan, Daniel
- 19/2022 The impact of German public support transfers on firm finance: Evidence from the Covid-19 crisis
by Gärtner, Leo & Marek, Philipp
- 18/2022 Time inconsistency and overdraft use: Evidence from transaction data and behavioral measurement experiments
by Gill, Andrej & Hett, Florian & Tischer, Johannes
- 17/2022 Would households understand average inflation targeting?
by Hoffmann, Mathias & Pavlova, Lora & Mönch, Emanuel & Schultefrankenfeld, Guido
- 16/2022 What moves markets?
by Kerssenfischer, Mark & Schmeling, Maik
- 15/2022 Financial crises and shadow banks: A quantitative analysis
by Rottner, Matthias
- 14/2022 Interest rate shocks, competition and bank liquidity creation
by Kick, Thomas
- 13/2022 Addressing COVID-19 outliers in BVARs with stochastic volatility
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar
- 12/2022 Inflation expectations and climate concern
by Meinerding, Christoph & Poinelli, Andrea & Schüler, Yves
- 11/2022 Wealth and subjective well-being in Germany
by Jantsch, Antje & Le Blanc, Julia & Schmidt, Tobias
- 10/2022 Optimal timing of policy interventions in troubled banks
by König, Philipp Johann & Mayer, Paul & Pothier, David
- 09/2022 Existence and uniqueness of solutions to dynamic models with occasionally binding constraints
by Holden, Tom D.
- 08/2022 Cybersecurity and financial stability
by Anand, Kartik & Duley, Chanelle & Gai, Prasanna
- 07/2022 The impact of carbon pricing in a multi-region production network model and an application to climate scenarios
by Frankovic, Ivan
- 06/2022 Banks' strategic interaction, adverse price dynamics and systemic liquidity risk
by Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian
- 05/2022 Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model
by Bettendorf, Timo & Karadimitropoulou, Aikaterini
- 04/2022 Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default
by Wosnitza, Jan Henrik
- 03/2022 You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform
by Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol
- 02/2022 EU enlargement and (temporary) migration: Effects on labour market outcomes in Germany
by Hammer, Luisa & Hertweck, Matthias S.
- 01/2022 Climate change and individual behavior
by Bernard, René & Tzamourani, Panagiota & Weber, Michael
2021
- 56/2021 Economic theories and macroeconomic reality
by Loria, Francesca & Matthes, Christian & Wang, Mu-Chun
- 55/2021 The hockey stick Phillips curve and the effective lower bound
by Böhl, Gregor & Lieberknecht, Philipp
- 54/2021 Markups and financial shocks
by Meinen, Philipp & Soares, Ana Cristina
- 53/2021 Economic analysis using higher frequency time series: Challenges for seasonal adjustment
by Ollech, Daniel
- 52/2021 Exchange rate depreciations and local business cycles: The role of bank loan supply
by Beck, Thorsten & Bednarek, Peter & te Kaat, Daniel Marcel & von Westernhagen, Natalja
- 51/2021 Optimal monetary policy using reinforcement learning
by Hinterlang, Natascha & Tänzer, Alina
- 50/2021 Using energy and emissions taxation to finance labor tax reductions in a multi-sector economy: An assessment with EMuSe
by Hinterlang, Natascha & Martin, Anika & Röhe, Oke & Stähler, Nikolai & Strobel, Johannes
- 49/2021 US trade policy and the US dollar
by Khalil, Makram & Strobel, Felix
- 48/2021 Do inflation expectations improve model-based inflation forecasts?
by Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver
- 47/2021 Consumption taxation to finance pension payments
by Ruppert, Kilian & Schön, Matthias & Stähler, Nikolai
- 46/2021 Why are interest rates on bank deposits so low?
by Busch, Ramona & Memmel, Christoph
- 45/2021 Identifying empty creditors with a shock and micro-data
by Degryse, Hans & Gündüz, Yalin & O'Flynn, Kuchulain & Ongena, Steven
- 44/2021 Household bargaining, pension contributions and retirement expectations: Evidence from the German Panel on Household Finances
by Fernandes, Inês & Schmidt, Tobias
- 43/2021 Gauging the effects of the German COVID-19 fiscal stimulus package
by Hinterlang, Natascha & Moyen, Stéphane & Röhe, Oke & Stähler, Nikolai
- 42/2021 Bank risk-taking and impaired monetarypolicy transmission
by Koenig, Philipp J. & Schliephake, Eva
- 41/2021 Monetary policy and Bitcoin
by Karau, Sören
- 40/2021 Hitting the elusive inflation target
by Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias
- 39/2021 Safe asset shortage and collateral reuse
by Jank, Stephan & Mönch, Emanuel & Schneider, Michael
- 38/2021 Structural change revisited: The rise of manufacturing jobs in the service sector
by Boddin, Dominik & Kroeger, Thilo
- 37/2021 Financial integration and the co-movement of economic activity: Evidence from U.S. states
by Götz, Martin & Gozzi, Juan Carlos
- 36/2021 Banks' credit losses and lending dynamics
by Raupach, Peter & Memmel, Christoph
- 35/2021 Quantitative easing, safe asset scarcity and bank lending
by Tischer, Johannes
- 34/2021 Pandemic recessions and contact tracing
by Melosi, Leonardo & Rottner, Matthias
- 33/2021 Benefits of internationalisation for acquirers and targets - But unevenly distributed
by Frey, Rainer & Goldbach, Stefan
- 32/2021 Macroprudential policy and the sovereign-bank nexus in the euro area
by Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt
- 31/2021 The leverage effect of bank disclosures
by König, Philipp Johann & Laux, Christian & Pothier, David
- 30/2021 Better be careful: The replenishment of ABS backed by SME loans
by Fenner, Arved & Klein, Philipp & Mössinger, Carina
- 29/2021 On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic
by Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad
- 28/2021 Return differences between DAX ETFs and the benchmark DAX
by Schmidhammer, Christoph
- 27/2021 Decomposing the yield curve with linear regressions and survey information
by Halberstadt, Arne
- 26/2021 The case for a positive euro area inflation target: Evidence from France, Germany and Italy
by Adam, Klaus & Gautier, Erwan & Santoro, Sergio & Weber, Henning
- 25/2021 Equity premium predictability over the business cycle
by Mönch, Emanuel & Stein, Tobias
- 24/2021 Reversal interest rate and macroprudential policy
by Darracq Pariès, Matthieu & Kok Sørensen, Christoffer & Rottner, Matthias
- 23/2021 German banks' behavior in the low interest rate environment
by Busch, Ramona & Littke, Helge & Memmel, Christoph & Niederauer, Simon
- 22/2021 Labor adjustment and productivity in the OECD
by Dossche, Maarten & Gazzani, Andrea & Lewis, Vivien
- 21/2021 Lighting up the dark: Liquidity in the German corporate bond market
by Gündüz, Yalin & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G.
- 20/2021 The impact of borrower-based instruments on household vulnerability in Germany
by Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar
- 19/2021 System-wide and banks' internal stress tests: Regulatory requirements and literature review
by Pliszka, Kamil
- 18/2021 The effect of unemployment insurance benefits on (self-)employment: Two sides of the same coin?
by Camarero Garcia, Sebastian & Hansch, Michelle
- 17/2021 Covid-19 and capital flows: He responses of investors to the responses of governments
by Goldbach, Stefan & Nitsch, Volker
- 16/2021 Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups
by Littke, Helge & Ossandon Busch, Matias
- 15/2021 Contagious zombies
by Bittner, Christian & Fecht, Falko & Georg, Co-Pierre
- 14/2021 Banks' complexity-risk nexus and the role of regulation
by Martynova, Natalya & Vogel, Ursula
- 13/2021 Do exchange rates absorb demand shocks at the ZLB?
by Hoffmann, Mathias & Hürtgen, Patrick
- 12/2021 What drives the German TARGET balances? Evidence from a BVAR approach
by Bettendorf, Timo & Jochem, Axel
- 11/2021 Precision-based sampling with missing observations: A factor model application
by Hauber, Philipp & Schumacher, Christian
- 10/2021 Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts
by Hombert, Johan & Möhlmann, Axel & Weiß, Matthias
- 09/2021 Synthetic leverage and fund risk-taking
by Fricke, Daniel
- 08/2021 Liquidity in the German corporate bond market: Has the CSPP made a difference?
by Boneva, Lena & Islami, Mevlud & Schlepper, Kathi
- 07/2021 The role of information and experience for households' inflation expectations
by Conrad, Christian & Enders, Zeno & Glas, Alexander
- 06/2021 Quantifying bias and inaccuracy of upper-level aggregation in HICPs for Germany and the euro area
by Herzberg, Julika & Knetsch, Thomas A. & Schwind, Patrick & Weinand, Sebastian
- 05/2021 Toothless tiger with claws? Financial stability communication, expectations, and risk-taking
by Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin
- 04/2021 Real estate transaction taxes and credit supply
by Koetter, Michael & Marek, Philipp & Mavropoulos, Antonios
- 03/2021 Re-allocating taxing rights and minimum tax rates in international profit taxation
by Kempkes, Gerhard & Stähler, Nikolai
- 02/2021 A note of caution on quantifying banks' recapitalization effects
by Schmidt, Kirsten & Noth, Felix & Tonzer, Lena
- 01/2021 A structural investigation of quantitative easing
by Böhl, Gregor & Goy, Gavin & Strobel, Felix
2020
- 67/2020 Global value chain participation and exchange rate pass-through
by Georgiadis, Georgios & Gräb, Johannes & Khalil, Makram
- 66/2020 "The devil is in the details, but so is salvation": Different approachesin money market measurement
by Müller, Alexander & Paulick, Jan
- 65/2020 US business cycle dynamics at the zero lower bound
by Böhl, Gregor & Strobel, Felix
- 64/2020 Demographic change and the German current account surplus
by Schön, Matthias
- 63/2020 Buried in the vaults of central banks: Monetary gold hoarding and the slide into the Great Depression
by Karau, Sören
- 62/2020 GMM weighting matrices incross-sectional asset pricing tests
by Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian
- 61/2020 Monetary policy, firm exit and productivity
by Hartwig, Benny & Lieberknecht, Philipp
- 60/2020 Global oil prices and the macroeconomy: The role of tradeable manufacturing versus nontradeable services
by Khalil, Makram
- 59/2020 Hampered interest rate pass-through: A supply side story?
by Heckmann, Lotta & Moertel, Julia
- 58/2020 Performance of maturity transformation strategies
by Schmidhammer, Christoph & Hille, Vanessa & Wiedemann, Arnd
- 57/2020 Demographic change and the rate of return in PAYG pension systems
by Schön, Matthias
- 56/2020 Bank capital forbearance and serial gambling
by Martynova, Natalya & Perotti, Enrico C. & Suárez, Javier
- 55/2020 A random forest-based approach to identifying the most informative seasonality tests
by Ollech, Daniel & Webel, Karsten
- 54/2020 Sovereign risk and bank fragility
by Anand, Kartik & Mankart, Jochen
- 53/2020 Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata
by Abbassi, Puriya & Bräuning, Falk
- 52/2020 Anticipation effects of protectionist U.S. trade policies
by Metiu, Norbert
Printed from https://ideas.repec.org/s/zbw/bubdps.html
