IDEAS home Printed from https://ideas.repec.org/e/pge132.html
   My authors  Follow this author

Felix Geiger

Personal Details

First Name:Felix
Middle Name:
Last Name:Geiger
Suffix:
RePEc Short-ID:pge132
[This author has chosen not to make the email address public]

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Chapters Books

Working papers

  1. 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.
  2. Geiger, Felix & Schupp, Fabian, 2018. "With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound," Discussion Papers 27/2018, Deutsche Bundesbank.
  3. Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.
  4. De Fiore, Fiorella & Raudsaar, Taavi & McCann, Fergal & Carluccio, Juan & Horny, Guillaume & Finaldi Russo, Paolo & Caruana Briffa, Elaine & Metzemakers, Paul & van der Veer, Koen & Herman, Uroš & Kar, 2013. "Corporate finance and economic activity in the euro area," Occasional Paper Series 151, European Central Bank.
  5. Scheffknecht, Lukas & Geiger, Felix, 2011. "A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis," FZID Discussion Papers 37-2011, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  6. Felix Geiger & Oliver Sauter, 2009. "Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 312/2009, Department of Economics, University of Hohenheim, Germany.
  7. Felix Geiger, 2009. "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 316/2009, Department of Economics, University of Hohenheim, Germany.
  8. Felix Geiger & Oliver Sauter & Kai D. Schmid, 2009. "The Camp View of Inflation Forecasts," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 320/2009, Department of Economics, University of Hohenheim, Germany.

Chapters

  1. Felix Geiger, 2011. "Financial Risk and Boom-Bust Cycles," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 197-263, Springer.
  2. Felix Geiger, 2011. "Financial Markets and Asset Pricing," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 9-41, Springer.
  3. Felix Geiger, 2011. "The Theory of the Term Structure of Interest Rates," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 43-82, Springer.
  4. Felix Geiger, 2011. "Recursive Nature of the Expectations Hypothesis," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 277-278, Springer.
  5. Felix Geiger, 2011. "Conclusion and Outlook," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 265-268, Springer.
  6. Felix Geiger, 2011. "The Macro-Finance View of the Term Structure of Interest Rates," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 117-157, Springer.
  7. Felix Geiger, 2011. "Optimal Monetary Policy," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 283-288, Springer.
  8. Felix Geiger, 2011. "Monetary Policy in the Presence of Term Structure Effects," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 159-193, Springer.
  9. Felix Geiger, 2011. "Introduction," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 1-6, Springer.
  10. Felix Geiger, 2011. "Dynamic Optimization," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 269-272, Springer.
  11. Felix Geiger, 2011. "State-Space Model and Maximum Likelihood Estimation," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 273-276, Springer.
  12. Felix Geiger, 2011. "A Systematic View on Term Premia," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 83-114, Springer.
  13. Felix Geiger, 2011. "Derivation of Affine Coefficient Loadings," Lecture Notes in Economics and Mathematical Systems, in: The Yield Curve and Financial Risk Premia, chapter 0, pages 279-281, Springer.

Books

  1. Felix Geiger, 2011. "The Yield Curve and Financial Risk Premia," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-21575-9, October.

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

  1. 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.

    Cited by:

    1. Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021. "Leaning against persistent financial cycles with occasional crises," Working Paper 2021/11, Norges Bank.

  2. Geiger, Felix & Schupp, Fabian, 2018. "With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound," Discussion Papers 27/2018, Deutsche Bundesbank.

    Cited by:

    1. Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
    2. Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022. "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series 290, European Central Bank.
    3. Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
    4. Dobrew, Michael & Gerke, Rafael & Kienzler, Daniel & Schwemmer, Alexander, 2023. "Monetary policy rules under bounded rationality," Discussion Papers 18/2023, Deutsche Bundesbank.
    5. Belke, Ansgar & Gros, Daniel, 2021. "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    6. Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019. "Tracing the impact of the ECB’s asset purchase programme on the yield curve," Working Paper Series 2293, European Central Bank.
    7. Peter Tillmann & Andreas Walter, 2018. "ECB vs Bundesbank: Diverging Tones and Policy Effectiveness," MAGKS Papers on Economics 201820, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    8. Lemke, Wolfgang & Werner, Thomas, 2017. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," Working Paper Series 2106, European Central Bank.
    9. Tillmann, Peter & Walter, Andreas, 2019. "The effect of diverging communication: The case of the ECB and the Bundesbank," Economics Letters, Elsevier, vol. 176(C), pages 68-74.
    10. Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.

  3. Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.

    Cited by:

    1. David Hendry & John Muellbauer, 2017. "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers 832, University of Oxford, Department of Economics.
    2. Gabe Jacob de Bondt & Arne Gieseck & Zivile Zekaite, 2020. "Thick modelling income and wealth effects: a forecast application to euro area private consumption," Empirical Economics, Springer, vol. 58(1), pages 257-286, January.
    3. Kajuth, Florian, 2021. "Land leverage and the housing market: Evidence from Germany1," Journal of Housing Economics, Elsevier, vol. 51(C).
    4. Bing Zuo & Zhaoqi Lai, 2020. "The effect of housing wealth on tourism consumption in China: Age and generation cohort comparisons," Tourism Economics, , vol. 26(2), pages 211-232, March.
    5. Mattias Vermeiren, 2017. "One-size-fits-some! Capitalist diversity, sectoral interests and monetary policy in the euro area," Review of International Political Economy, Taylor & Francis Journals, vol. 24(6), pages 929-957, November.
    6. Marc Peter Radke & Manuel Rupprecht, 2021. "Household Wealth: Low-Yielding and Poorly Structured?," JRFM, MDPI, vol. 14(3), pages 1-40, March.
    7. Muellbauer, John, 2018. "Housing, debt and the economy: a tale of two countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 245, pages 20-33, August.
    8. Stefanie Braun, 2021. "Effects of Preferential Tax Treatment on German Homeownership," Working Papers 209, Bavarian Graduate Program in Economics (BGPE).
    9. Christophe Blot & Jérôme Creel & Paul Hubert, 2019. "Challenges ahead for EMU monetary policy," Sciences Po publications info:hdl:2441/5udjblpuik8, Sciences Po.
    10. John Muellbauer, 2016. "Macroeconomics and Consumption," Economics Series Working Papers Paper-811, University of Oxford, Department of Economics.
    11. Unger, Robert, 2015. "Asymmetric credit growth and current account imbalances in the euro area," Discussion Papers 36/2015, Deutsche Bundesbank.
    12. Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 276-291.
    13. Ph. Du Caju & M. Emiris & Ch. Piette & M.-D. Zachary, 2018. "Shedding new light on the mortgage debt of households in Belgium," Economic Review, National Bank of Belgium, issue i, pages 97-114, June.
    14. Riccardo De Bonis & Danilo Liberati & John Muellbauer & Concetta Rondinelli, 2020. "Consumption and wealth: new evidence from Italy," Temi di discussione (Economic working papers) 1304, Bank of Italy, Economic Research and International Relations Area.
    15. Nataliya Barasinska & Philipp Haenle & Anne Koban & Alexander Schmidt, 2023. "No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(3), pages 369-399, December.
    16. John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
    17. Muellbauer, John, 2018. "The Future of Macroeconomics," INET Oxford Working Papers 2018-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    18. Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2023. "What drives house prices in Europe?," Questioni di Economia e Finanza (Occasional Papers) 764, Bank of Italy, Economic Research and International Relations Area.
    19. John Muellbauer, 2015. "Housing and the Macroeconomy: Inflation and the Financial Accelerator," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 51-58, March.
    20. Kajuth, Florian, 2020. "The German housing market cycle: Answers to FAQs," Discussion Papers 20/2020, Deutsche Bundesbank.
    21. Manuel Rupprecht, 2020. "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 281-302, May.

  4. De Fiore, Fiorella & Raudsaar, Taavi & McCann, Fergal & Carluccio, Juan & Horny, Guillaume & Finaldi Russo, Paolo & Caruana Briffa, Elaine & Metzemakers, Paul & van der Veer, Koen & Herman, Uroš & Kar, 2013. "Corporate finance and economic activity in the euro area," Occasional Paper Series 151, European Central Bank.

    Cited by:

    1. Conor M. O'Toole & Martina Lawless & Derek Lambert, 2015. "Non-Bank Financing in Ireland: A Comparative Perspective," The Economic and Social Review, Economic and Social Studies, vol. 46(1), pages 133-161.
    2. Kühnhausen, Fabian & Stieber, Harald W., 2014. "Determinants of Capital Structure in Non-Financial Companies," Discussion Papers in Economics 21167, University of Munich, Department of Economics.
    3. Guender, Alfred V, 2018. "Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 380-399.
    4. Gebauer, Stefan & Setzer, Ralph & Westphal, Andreas, 2018. "Corporate debt and investment: A firm-level analysis for stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 112-130.
    5. Florentin Glötzl & Armon Rezai, 2018. "A sectoral net lending perspective on Europe [Fiscal, foreign, and private net borrowing: widely accepted theories don’t closely fit the facts]," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 42(3), pages 779-795.
    6. Thomas Grjebine & Urszula Szczerbowicz & Fabien Tripier, 2014. "Corporate Debt Structure and Economic Recoveries," Working Papers 2014-19, CEPII research center.
    7. Amanda Carmignani & Guido de Blasio & Cristina Demma & Alessio D'Ignazio, 2019. "Urban agglomerations and firm access to credit," Temi di discussione (Economic working papers) 1222, Bank of Italy, Economic Research and International Relations Area.
    8. Gebauer, Stefan & Setzer, Ralph & Westphal, Andreas, 2017. "Corporate debt and investment: a firm analysis for stressed euro area countries," Working Paper Series 2101, European Central Bank.
    9. Enno Schröder, 2016. "Euro Area Imbalances: Measuring the Contribution of Expenditure Growth and Expenditure Switching," Working Papers 1604, New School for Social Research, Department of Economics.
    10. Nicolas Griesshaber, 2017. "Towards a more comprehensive understanding of corporate leverage ratios," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Uses of central balance sheet data offices' information, volume 45, Bank for International Settlements.
    11. Rodriguez-Palenzuela, Diego & Dées, Stéphane & Andersson, Malin & Bijsterbosch, Martin & Forster, Katrin & Zorell, Nico & Audoly, Richard & Buelens, Christian & Compeyron, Guillaume & Ferrando, Annali, 2016. "Savings and investment behaviour in the euro area," Occasional Paper Series 167, European Central Bank.
    12. Antonio De Socio & Enrico Sette, 2018. "Firms’ investments during two crises," Temi di discussione (Economic working papers) 1173, Bank of Italy, Economic Research and International Relations Area.
    13. R. Malar MARAN, & Alexandru Mircea NEDELEA, 2017. "Corporate Finance Theories And Principles: Redundant," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 6(2), pages 1-20, July.
    14. Holm-Hadulla, Fédéric & Thürwächter, Claire, 2021. "Heterogeneity in corporate debt structures and the transmission of monetary policy," European Economic Review, Elsevier, vol. 136(C).
    15. Storz, Manuela & Koetter, Michael & Setzer, Ralph & Westphal, Andreas, 2017. "Do we want these two to tango? On zombie firms and stressed banks in Europe," Working Paper Series 2104, European Central Bank.
    16. Katarzyna Bankowska & Malgorzata Osiewicz & Sébastien Pérez-Duarte, 2015. "Linking qualitative survey responses with quantitative data - methodology, quality and data analysis from the matching of the ECB/EC Survey on Access to Finance of Enterprises and the Amadeus database," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    17. McCann, Fergal, 2014. "Profiling the indebtedness of Irish SMEs," Economic Letters 03/EL/14, Central Bank of Ireland.
    18. Thomas GRJEBINE & Urszula SZCZERBOWICZ & Fabien TRIPIER, 2018. "Corporate debt structure and economic recoveries: a cross-country analysis," Rue de la Banque, Banque de France, issue 63, June.
    19. Manuel Rupprecht, 2020. "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 281-302, May.

  5. Scheffknecht, Lukas & Geiger, Felix, 2011. "A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis," FZID Discussion Papers 37-2011, University of Hohenheim, Center for Research on Innovation and Services (FZID).

    Cited by:

    1. Westerhoff, Frank, 2011. "Interactions between the real economy and the stock market," BERG Working Paper Series 84, Bamberg University, Bamberg Economic Research Group.
    2. Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "Optimal monetary policy in a new Keynesian model with animal spirits and financial markets," Economics Working Papers 2014-12, Christian-Albrechts-University of Kiel, Department of Economics.
    3. Reiner Franke & Frank Westerhoff, 2017. "Taking Stock: A Rigorous Modelling Of Animal Spirits In Macroeconomics," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1152-1182, December.
    4. Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    5. Naimzada, Ahmad & Pireddu, Marina, 2015. "Real and financial interacting markets: A behavioral macro-model," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 111-131.
    6. Matthias Lengnick & Hans-Werner Wohltmann, 2013. "Agent-based financial markets and New Keynesian macroeconomics: a synthesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
    7. Alexey Vasilenko, 2017. "Should Monetary Authorities Prick Asset Price Bubbles? Evidence from a New Keynesian Model with an Agent-Based Financial Market," HSE Working papers WP BRP 182/EC/2017, National Research University Higher School of Economics.
    8. Ahmad Naimzada & Marina Pireddu, 2013. "Dynamic behavior of real and stock markets with a varying degree of interaction," Working Papers 245, University of Milano-Bicocca, Department of Economics, revised Jun 2013.
    9. Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
    10. Naimzada, Ahmad & Pireddu, Marina, 2014. "Dynamic behavior of product and stock markets with a varying degree of interaction," Economic Modelling, Elsevier, vol. 41(C), pages 191-197.
    11. Frank Westerhoff, 2012. "Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach," Discrete Dynamics in Nature and Society, Hindawi, vol. 2012, pages 1-21, July.
    12. Ahmad Naimzada & Marina Pireddu, 2014. "Real and financial interacting oscillators: a behavioral macro-model with animal spirits," Working Papers 268, University of Milano-Bicocca, Department of Economics, revised Feb 2014.

  6. Felix Geiger & Oliver Sauter, 2009. "Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 312/2009, Department of Economics, University of Hohenheim, Germany.

    Cited by:

    1. Yingying Xu & Zhixin Liu & Xing Zhang, 2017. "Heterogeneous Or Homogeneous Inflation Expectation Formation Models: A Case Study Of Chinese Households And Financial Participants," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(04), pages 859-874, September.
    2. Eran Guse & M. C. Sunny Wong, 2022. "Communication and Learning: The Bilateral Information Transmission in the Cobweb Model," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 693-723, August.
    3. Felix Geiger & Oliver Sauter & Kai D. Schmid, 2009. "The Camp View of Inflation Forecasts," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 320/2009, Department of Economics, University of Hohenheim, Germany.

  7. Felix Geiger & Oliver Sauter & Kai D. Schmid, 2009. "The Camp View of Inflation Forecasts," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 320/2009, Department of Economics, University of Hohenheim, Germany.

    Cited by:

    1. Kortelainen, Mika & Paloviita, Maritta & Viren, Matti, 2016. "How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?," Economic Modelling, Elsevier, vol. 52(PB), pages 540-550.
    2. Sami Diaf & Jörg Döpke & Ulrich Fritsche & Ida Rockenbach, 2020. "Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques," Macroeconomics and Finance Series 202001, University of Hamburg, Department of Socioeconomics.
    3. Sauter, Oliver, 2012. "Assessing uncertainty in Europe and the US: is there a common uncertainty factor?," MPRA Paper 38031, University Library of Munich, Germany.

Chapters

    Sorry, no citations of chapters recorded.

Books

  1. Felix Geiger, 2011. "The Yield Curve and Financial Risk Premia," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-21575-9, October.

    Cited by:

    1. Parley Ruogu Yang, 2020. "Using the yield curve to forecast economic growth," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1057-1080, November.
    2. Schupp, Fabian, 2020. "The (ir)relevance of the nominal lower bound for real yield curve analysis," Discussion Papers 32/2020, Deutsche Bundesbank.
    3. Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2020. "A time–frequency analysis of the Canadian macroeconomy and the yield curve," Empirical Economics, Springer, vol. 58(5), pages 2333-2351, May.
    4. Lubomira Gertler, 2015. "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 106-126, March.
    5. Scheffknecht, Lukas & Geiger, Felix, 2011. "A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis," FZID Discussion Papers 37-2011, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    6. Ye, Xiaoxia, 2012. "Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model," MPRA Paper 41093, University Library of Munich, Germany.
    7. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    8. Takashi Yasuoka, 2013. "Libor Market Model Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-18.
    9. Etienne Vaccaro-Grange, 2019. "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," AMSE Working Papers 1932, Aix-Marseille School of Economics, France.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2009-07-11 2010-01-16 2012-01-03 2016-06-25 2018-08-27 2018-10-22 2021-09-27. Author is listed
  2. NEP-MON: Monetary Economics (7) 2009-07-11 2009-08-08 2010-01-16 2012-01-03 2018-08-27 2018-10-22 2021-09-27. Author is listed
  3. NEP-CBA: Central Banking (6) 2009-07-11 2010-01-16 2012-01-03 2018-08-27 2018-10-22 2021-09-27. Author is listed
  4. NEP-EEC: European Economics (2) 2018-08-27 2021-09-27
  5. NEP-DEM: Demographic Economics (1) 2016-06-25
  6. NEP-EUR: Microeconomic European Issues (1) 2016-06-25
  7. NEP-FOR: Forecasting (1) 2010-01-16
  8. NEP-ISF: Islamic Finance (1) 2021-09-27
  9. NEP-NET: Network Economics (1) 2016-06-25
  10. NEP-URE: Urban and Real Estate Economics (1) 2016-06-25

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Felix Geiger should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.