Information about:
Wolfgang Lemke

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Affiliation

• European Central Bank

  Location: Frankfurt am Main, Germany
  Homepage: http://www.ecb.int/
  Email:
  Phone: +49 69 1344 0
  Fax: +49 69 1344 6000
  Postal: Kaiserstraße 29, D-60311 Frankfurt am Main
  Handle: RePEc:edi:emieude (registered authors at this institution)

• Deutsche Bundesbank

  Location: Frankfurt, Germany
  Homepage: http://www.bundesbank.de/
  Email:
  Phone: 0 69 / 95 66 - 34 55
  Fax: 0 69 / 95 66 30 77
  Postal: Postfach 10 06 02, 60006 Frankfurt
  Handle: RePEc:edi:dbbgvde (registered authors at this institution)

Working papers

1. Wolfgang Lemke & Thomas Werner, 2009. "The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics," Working Paper Series 1045, European Central Bank. [Downloadable!]

2. Archontakis, Theofanis & Lemke, Wolfgang, 2007. "Threshold dynmamics of short-term interest rates : empirical evidence and implications for the term structure," Discussion Paper Series 1: Economic Studies 2007,02, Deutsche Bundesbank, Research Centre. [Downloadable!]
   Published as:
   • Theofanis Archontakis & Wolfgang Lemke, 2008. "Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 75-117, 02. [Downloadable!] (restricted)

3. Lemke, Wolfgang, 2007. "An affine macro-finance term structure model for the euro area," Discussion Paper Series 1: Economic Studies 2007,13, Deutsche Bundesbank, Research Centre. [Downloadable!]
   Published as:
   • Lemke, Wolfgang, 2008. "An affine macro-finance term structure model for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 41-69, March. [Downloadable!] (restricted)

4. Michael Krause & Wolfgang Lemke, 2006. "Optimal Monetary Policy Response to Distortionary Tax Changes," Computing in Economics and Finance 2006 306, Society for Computational Economics. [Downloadable!]

5. Lemke, Wolfgang & Archontakis, Theofanis, 2006. "Bond pricing when the short term interest rate follows a threshold process," Discussion Paper Series 1: Economic Studies 2006,06, Deutsche Bundesbank, Research Centre. [Downloadable!]
   Published as:
   • Wolfgang Lemke & Theofanis Archontakis, 2008. "Bond pricing when the short-term interest rate follows a threshold process," Quantitative Finance, Taylor and Francis Journals, vol. 8(8), pages 811-822. [Downloadable!] (restricted)

6. Lemke, Wolfgang & Greiber, Claus, 2005. "Money demand and macroeconomic uncertainty," Discussion Paper Series 1: Economic Studies 2005,26, Deutsche Bundesbank, Research Centre. [Downloadable!]

7. Wolfgang Lemke, 2005. "Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations," Computing in Economics and Finance 2005 341, Society for Computational Economics.

1. Axel A. Weber & Wolfgang Lemke & Andreas Worms, 2008. "How useful is the concept of the natural real rate of interest for monetary policy?," Cambridge Journal of Economics, Oxford University Press, vol. 32(1), pages 49-63, January. [Downloadable!] (restricted)

2. Lemke, Wolfgang, 2008. "An affine macro-finance term structure model for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 41-69, March. [Downloadable!] (restricted)
   Other versions:
   • Lemke, Wolfgang, 2007. "An affine macro-finance term structure model for the euro area," Discussion Paper Series 1: Economic Studies 2007,13, Deutsche Bundesbank, Research Centre. [Downloadable!]

3. Theofanis Archontakis & Wolfgang Lemke, 2008. "Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 75-117, 02. [Downloadable!] (restricted)
   Other versions:
   • Archontakis, Theofanis & Lemke, Wolfgang, 2007. "Threshold dynmamics of short-term interest rates : empirical evidence and implications for the term structure," Discussion Paper Series 1: Economic Studies 2007,02, Deutsche Bundesbank, Research Centre. [Downloadable!]

4. Wolfgang Lemke & Theofanis Archontakis, 2008. "Bond pricing when the short-term interest rate follows a threshold process," Quantitative Finance, Taylor and Francis Journals, vol. 8(8), pages 811-822. [Downloadable!] (restricted)
   Other versions:
   • Lemke, Wolfgang & Archontakis, Theofanis, 2006. "Bond pricing when the short term interest rate follows a threshold process," Discussion Paper Series 1: Economic Studies 2006,06, Deutsche Bundesbank, Research Centre. [Downloadable!]

1. NEP-CBA: Central Banking (2) 2006-07-15 2007-09-02 Author is listed
2. NEP-EEC: European Economics (1) 2007-09-02
3. NEP-ETS: Econometric Time Series (1) 2007-03-10
4. NEP-FIN: Finance (1) 2006-08-05
5. NEP-FMK: Financial Markets (2) 2006-08-05 2009-08-08 Author is listed
6. NEP-MAC: Macroeconomics (5) 2006-07-15 2006-08-05 2006-08-05 2007-03-10 2007-09-02 Author is listed
7. NEP-MON: Monetary Economics (6) 2006-07-15 2006-08-05 2006-08-05 2007-03-10 2007-09-02 2009-08-08 Author is listed
8. NEP-PBE: Public Economics (1) 2006-07-15
9. NEP-UPT: Utility Models & Prospect Theory (1) 2009-08-08

This page was last updated on 2009-10-30.