Paul Konietschke

Personal Details

First Name:	Paul
Middle Name:
Last Name:	Konietschke
Suffix:
RePEc Short-ID:	pko1034
	[This author has chosen not to make the email address public]

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

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. Paul Konietschke & Steven Ongena & Aurea Ponte Marques, 2022. "Stress tests and capital requirement disclosures: do they impact banks' lending and risk-taking decisions?," Swiss Finance Institute Research Paper Series 22-60, Swiss Finance Institute.

   Cited by:

   1. Ongena, Steven & Kok, Christoffer & Müller, Carola & Pancaro, Cosimo, 2021. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," CEPR Discussion Papers 16157, C.E.P.R. Discussion Papers.
      • Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, vol. 53(C).
      • Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022. "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series 22-59, Swiss Finance Institute.
      • Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2021. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Working Paper Series 2551, European Central Bank.
   2. Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022. "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series 2711, European Central Bank.

2. van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.

   Cited by:

   1. Roben Kloosterman & Dennis Bonam & Koen van der Veer, 2022. "The effects of monetary policy across fiscal regimes," Working Papers 755, DNB.

3. Jan Willem van den End & Paul Konietschke & Anna Samarina & Irina M. Stanga, 2020. "Macroeconomic reversal rate: evidence from a nonlinear IS-curve," Working Papers 684, DNB.

   Cited by:

   1. Felici, Marco & Kenny, Geoff & Friz, Roberta, 2022. "Consumer savings behaviour at low and negative interest rates," Working Paper Series 2736, European Central Bank.
      • Marco Felici & Geoff Kenny & Roberta Friz, 2022. "Consumer Savings Behaviour at Low and Negative Interest Rates," European Economy - Discussion Papers 172, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
      • Felici, Marco & Kenny, Geoff & Friz, Roberta, 2023. "Consumer savings behaviour at low and negative interest rates," European Economic Review, Elsevier, vol. 157(C).
   2. Rashad Ahmed & Claudio Borio & Piti Disyatat & Boris Hofmann, 2021. "Losing traction? The real effects of monetary policy when interest rates are low," BIS Working Papers 983, Bank for International Settlements.
      • Ahmed, Rashad & Borio, Claudio & Disyatat, Piti & Hofmann, Boris, 2024. "Losing traction? The real effects of monetary policy when interest rates are low," Journal of International Money and Finance, Elsevier, vol. 141(C).

4. Dennis Bonam & Paul Konietschke, 2020. "Tax multipliers across the business cycle," Working Papers 699, DNB.

   Cited by:

   1. Haroon Mumtaz & Katerina Petrova, 2023. "Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 635-654, March.
      • Haroon Mumtaz & Katerina Petrova, 2018. "Changing impact of shocks: a time-varying proxy SVAR approach," Working Papers 875, Queen Mary University of London, School of Economics and Finance.
   2. Angela Köppl & Margit Schratzenstaller, 2022. "Macroeconomic Effects of Green Recovery Programmes. Conceptual Framing and a Review of the Empirical Literature," WIFO Working Papers 646, WIFO.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 5 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-EEC: European Economics (4) 2020-06-08 2021-12-20 2022-08-15 2022-09-05. Author is listed
2. NEP-CBA: Central Banking (3) 2020-06-08 2021-12-20 2022-08-15. Author is listed
3. NEP-MAC: Macroeconomics (3) 2020-06-08 2020-12-14 2021-12-20. Author is listed
4. NEP-BAN: Banking (2) 2022-08-15 2022-09-05. Author is listed
5. NEP-MON: Monetary Economics (2) 2020-06-08 2021-12-20. Author is listed
6. NEP-RMG: Risk Management (2) 2022-08-15 2022-09-05. Author is listed
7. NEP-CFN: Corporate Finance (1) 2022-09-05
8. NEP-CWA: Central and Western Asia (1) 2021-12-20
9. NEP-PBE: Public Economics (1) 2020-12-14
10. NEP-PUB: Public Finance (1) 2020-12-14

Corrections

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