Personal Details
First Name: Wolfgang
Middle Name:
Last Name: Lemke
Suffix:
RePEc Short-ID: ple433
Email:
Homepage:
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
(with abstracts),
plain text
(with abstracts),
BibTeX,
RIS (EndNote),
ReDIF
Working papers
- 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!]
- 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: - 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: - 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!]
- 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: - Lemke, Wolfgang & Greiber, Claus, 2005.
"Money demand and macroeconomic uncertainty,"
Discussion Paper Series 1: Economic Studies
2005,26, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- 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.
Articles
- 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)
- 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: - 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: - 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:
NEP Fields
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CBA: Central Banking (2) 2006-07-15 2007-09-02 Author is listed
- NEP-EEC: European Economics (1) 2007-09-02
- NEP-ETS: Econometric Time Series (1) 2007-03-10
- NEP-FIN: Finance (1) 2006-08-05
- NEP-FMK: Financial Markets (2) 2006-08-05 2009-08-08 Author is listed
- NEP-MAC: Macroeconomics (5) 2006-07-15 2006-08-05 2006-08-05 2007-03-10 2007-09-02 Author is listed
- 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
- NEP-PBE: Public Economics (1) 2006-07-15
- NEP-UPT: Utility Models & Prospect Theory (1) 2009-08-08
Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.
This page was last updated on 2009-11-18.
This information is provided to you by