Advanced Search
MyIDEAS: Login to follow this author

Dieter Nautz

Contents:

This is information that was supplied by Dieter Nautz in registering through RePEc. If you are Dieter Nautz , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Dieter
Middle Name:
Last Name: Nautz
Suffix:

RePEc Short-ID: pna289

Email:
Homepage: http://www.wiwiss.fu-berlin.de/institute/iso/nautz/mitarbeiter/Nautz.html
Postal Address:
Phone:

Affiliation

Abteilung Volkswirtschaftslehre
Fachbereich Wirtschaftswissenschaft
Freie Universität Berlin
Location: Berlin, Germany
Homepage: http://www.wiwiss.fu-berlin.de/fachbereich/vwl/
Email:
Phone: 838-52005
Fax: (030) 838 2129
Postal: Boltzmannstrasse 20, D-14195 Berlin
Handle: RePEc:edi:iofubde (more details at EDIRC)

Works

as in new window

Working papers

  1. Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013. "Herding in financial markets: Bridging the gap between theory and evidence," SFB 649 Discussion Papers SFB649DP2013-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2012. "Correlated Trades and Herd Behavior in the Stock Market," SFB 649 Discussion Papers SFB649DP2012-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Gunda-Alexandra Detmers & Dieter Nautz, 2011. "The information content of central bank interest rate projections: Evidence from New Zealand," SFB 649 Discussion Papers SFB649DP2011-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Stephanie Kremer & Dieter Nautz, 2011. "Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market," SFB 649 Discussion Papers SFB649DP2011-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Abbassi, Puriya & Nautz, Dieter, 2011. "Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations," Discussion Paper Series 1: Economic Studies 2011,24, Deutsche Bundesbank, Research Centre.
  6. Sandra Schmidt & Dieter Nautz, 2010. "Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?," SFB 649 Discussion Papers SFB649DP2010-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Nautz, Dieter & Rondorf, Ulrike, 2010. "The (in)stability of money demand in the Euro area," Discussion Papers 2010/17, Free University Berlin, School of Business & Economics.
  8. Dieter Nautz & Ulrike Rondorf, 2010. "The (In)stability of Money Demand in the Euro Area: Lessons from a Cross-Country Analysis," SFB 649 Discussion Papers SFB649DP2010-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  9. Schmidt, Sandra & Nautz, Dieter, 2010. "Central bank communication and the perception of monetary policy by financial market experts," Discussion Papers 2010/29, Free University Berlin, School of Business & Economics.
  10. Puriya Abbassi & Dieter Nautz, 2010. "Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates," SFB 649 Discussion Papers SFB649DP2010-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  11. Becker, Sascha & Nautz, Dieter, 2010. "Inflation, price dispersion and market integration through the lens of a monetary search model," Discussion Papers 2010/2, Free University Berlin, School of Business & Economics.
  12. Stephanie Kremer & Alexander Bick & Dieter Nautz, 2009. "Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis," SFB 649 Discussion Papers SFB649DP2009-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  13. Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money market rates along the yield curve: evidence from the euro area," Discussion Papers 2009/5, Free University Berlin, School of Business & Economics.
  14. Puriya Abbassi & Dieter Nautz & Christian J. Offermanns, 2009. "Interest Rate Dynamics and Monetary Policy Implementation in Switzerland," SFB 649 Discussion Papers SFB649DP2009-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  15. Meller, Barbara & Nautz, Dieter, 2009. "The impact of the European Monetary Union on inflation persistence in the euro area," Discussion Papers 2009/8, Free University Berlin, School of Business & Economics.
  16. Dieter Nautz & Jan Scheithauer, 2009. "Monetary Policy Implementation and Overnight Rate Persistence," SFB 649 Discussion Papers SFB649DP2009-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  17. Nautz, Dieter & Schmidt, Sandra, 2008. "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers 08-025, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  18. Offermanns, Christian J. & Nautz, Dieter, 2006. "The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread," Discussion Paper Series 1: Economic Studies 2006,01, Deutsche Bundesbank, Research Centre.
  19. Scharff, Juliane & Nautz, Dieter, 2006. "Inflation and relative price variability in the euro area: evidence from a panel threshold model," Discussion Paper Series 1: Economic Studies 2006,14, Deutsche Bundesbank, Research Centre.
  20. Nautz, Dieter & Ruth, Karsten, 2005. "Monetary disequilibria and the Euro/Dollar exchange rate," Discussion Paper Series 1: Economic Studies 2005,18, Deutsche Bundesbank, Research Centre.
  21. Linzert, Tobias & Nautz, Dieter & Bindseil, Ulrich, 2004. "The longer term refinancing operations of the ECB," Working Paper Series 0359, European Central Bank.
  22. Tobias Linzert & Dieter Nautz & Jorg Breitung, 2004. "Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank," Money Macro and Finance (MMF) Research Group Conference 2003 55, Money Macro and Finance Research Group.
  23. Dieter Nautz & Jörg Oechssler, 2003. "Overbidding in Fixed Rate Tenders - An Empirical Assessment of Alternative Explanations," Bonn Econ Discussion Papers bgse10_2003, University of Bonn, Germany.
  24. Dieter Nautz & Jörg Oechssler, 2001. "The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle," Bonn Econ Discussion Papers bgse9_2001, University of Bonn, Germany.
  25. Nautz, Dieter, 1999. "Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses," SFB 373 Discussion Papers 1999,63, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  26. Nautz, Dieter & Wolters, Jürgen, 1998. "The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany," SFB 373 Discussion Papers 1998,78, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  27. Mitusch, Kay & Nautz, Dieter, 1998. "Banks' supply of loans: When future monetary policy is uncertain," SFB 373 Discussion Papers 1998,30, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  28. Moersch, Mathias & Nautz, Dieter, 1998. "The monetary model of the exchange rate: A structural interpretation," SFB 373 Discussion Papers 1998,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  29. Nautz, Dieter, 1997. "Wie brauchbar sind Multiplikatorprognosen für die Geldmengensteuerung der Bundesbank?," SFB 373 Discussion Papers 1997,40, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  30. Brüggemann, Imke & Nautz, Dieter, 1997. "Money growth volatility and the demand for money in Germany: Friedman's volatility hypothesis revisited," SFB 373 Discussion Papers 1997,23, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  31. D. Nautz, 1996. "The Money Supply of Banks when Refinancing Conditions are Uncertain," SFB 373 Discussion Papers 1996,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  32. D. Nautz & E. Wolfstetter, 1996. "Optimal Bids in Multi-Unit Auctions when Demand is Price Elastic," SFB 373 Discussion Papers 1996,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  33. U. Hassler & D. Nautz, 1995. "The Term Structure of Interest Rates as an Indicator of German Monetary Policy?," SFB 373 Discussion Papers 1995,64, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Kremer, Stephanie & Nautz, Dieter, 2013. "Causes and consequences of short-term institutional herding," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1676-1686.
  2. Stephanie Kremer & Alexander Bick & Dieter Nautz, 2013. "Inflation and growth: new evidence from a dynamic panel threshold analysis," Empirical Economics, Springer, vol. 44(2), pages 861-878, April.
  3. Gunda-Alexandra Detmers & Dieter Nautz, 2012. "The Information Content of Central Bank Interest Rate Projections: Evidence from New Zealand," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 323-329, 09.
  4. Dieter Nautz & Juliane Scharff, 2012. "Inflation and relative price variability in the euro area: evidence from a panel threshold model," Applied Economics, Taylor & Francis Journals, vol. 44(4), pages 449-460, February.
  5. Sandra Schmidt & Dieter Nautz, 2012. "Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 323-340, 03.
  6. Becker, Sascha S. & Nautz, Dieter, 2012. "Inflation, price dispersion and market integration through the lens of a monetary search model," European Economic Review, Elsevier, vol. 56(3), pages 624-634.
  7. Meller, Barbara & Nautz, Dieter, 2012. "Inflation persistence in the Euro area before and after the European Monetary Union," Economic Modelling, Elsevier, vol. 29(4), pages 1170-1176.
  8. Dieter Nautz & Ulrike Rondorf, 2011. "The (in)stability of money demand in the euro area: lessons from a cross-country analysis," Empirica, Springer, vol. 38(4), pages 539-553, November.
  9. Nautz, Dieter & Scheithauer, Jan, 2011. "Monetary policy implementation and overnight rate persistence," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1375-1386.
  10. Ulrike Busch & Dieter Nautz, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 11, pages 367-380, 08.
  11. Puriya Abbassi & Dieter Nautz & Christian Offermanns, 2010. "Interest Rate Dynamics and Monetary Policy Implementation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 313-340, March.
  12. Sascha S. Becker & Dieter Nautz, 2009. "Inflation and Relative Price Variability: New Evidence for the United States," Southern Economic Journal, Southern Economic Association, vol. 76(1), pages 146-164, July.
  13. Nautz, Dieter & Schmidt, Sandra, 2009. "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1274-1284, July.
  14. Dieter Nautz & Karsten Ruth, 2008. "Monetary disequilibria and the euro/dollar exchange rate," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 701-716.
  15. Alexander Bick & Dieter Nautz, 2008. "Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 61-76, September.
  16. Nautz, Dieter & Offermanns, Christian J., 2008. "Volatility transmission in the European money market," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 23-39, March.
  17. Hassler, Uwe & Nautz, Dieter, 2008. "On the persistence of the Eonia spread," Economics Letters, Elsevier, vol. 101(3), pages 184-187, December.
  18. Dieter Nautz & Christian J. Offermanns, 2007. "The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 287-300.
  19. Linzert, Tobias & Nautz, Dieter & Bindseil, Ulrich, 2007. "Bidding behavior in the longer term refinancing operations of the European Central Bank: Evidence from a panel sample selection model," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1521-1543, May.
  20. Nautz, Dieter & Oechssler, Jorg, 2006. "Overbidding in fixed rate tenders--an empirical assessment of alternative explanations," European Economic Review, Elsevier, vol. 50(3), pages 631-646, April.
  21. Nautz, Dieter & Offermanns, Christian J., 2006. "Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate," European Economic Review, Elsevier, vol. 50(5), pages 1279-1295, July.
  22. Linzert, Tobias & Nautz, Dieter & Breitung, Jorg, 2006. "Bidder behavior in central bank repo auctions: Evidence from the Bundesbank," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(3), pages 215-230, July.
  23. Dieter Nautz & Juliane Scharff, 2005. "Inflation and Relative Price Variability in a Low Inflation Country: Empirical Evidence for Germany," German Economic Review, Verein für Socialpolitik, vol. 6(4), pages 507-523, November.
  24. Dieter Nautz & Jörg Oechssler, 2003. "The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle," Scandinavian Journal of Economics, Wiley Blackwell, vol. 105(2), pages 207-220, 06.
  25. Breitung, Jorg & Nautz, Dieter, 2001. "The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 839-856, November.
  26. Mathias Moersch & Dieter Nautz, 2001. "A note on testing the monetary model of the exchange rate," Applied Financial Economics, Taylor & Francis Journals, vol. 11(3), pages 261-268.
  27. Mitusch, Kay & Nautz, Dieter, 2001. "Interest rate and liquidity risk management and the European money supply process," Journal of Banking & Finance, Elsevier, vol. 25(11), pages 2089-2101, November.
  28. Dieter Nautz & Jürgen Wolters, 1999. "The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the U.S. and Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(3), pages 397-412, September.
  29. Nautz, Dieter, 1998. "Banks' demand for reserves when future monetary policy is uncertain," Journal of Monetary Economics, Elsevier, vol. 42(1), pages 161-183, June.
  30. Imke Brüggemann & Dieter Nautz, 1997. "Money growth volatility and the demand for money in Germany: Friedman’s volatility hypothesis revisited," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(3), pages 523-537, September.
  31. Nautz, D. & Wolfstetter, E., 1997. "Bid shading and risk aversion in multi-unit auctions with many bidders," Economics Letters, Elsevier, vol. 56(2), pages 195-200, October.
  32. Nautz, Dieter, 1997. "How Auctions Reveal Information: A Case Study on German REPO Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 17-25, February.
  33. Nautz, D., 1995. "Optimal bidding in multi-unit auctions with many bidders," Economics Letters, Elsevier, vol. 48(3-4), pages 301-306, June.
  34. Mitusch, Kay & Nautz, Dieter, 1995. "Expectations and Interest Rates on Mortgage Loans," Empirical Economics, Springer, vol. 20(4), pages 667-80.

NEP Fields

31 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (25) 2005-10-04 2006-08-05 2006-08-05 2008-07-20 2009-05-23 2009-07-17 2009-07-17 2009-10-03 2009-10-03 2009-10-03 2009-11-27 2009-12-19 2010-04-17 2010-04-24 2010-05-08 2010-07-17 2010-08-06 2010-09-18 2010-12-04 2011-01-23 2011-01-23 2011-02-05 2011-06-18 2011-12-13 2012-04-03. Author is listed
  2. NEP-CMP: Computational Economics (2) 2012-05-29 2013-08-16
  3. NEP-DGE: Dynamic General Equilibrium (2) 2010-05-08 2010-12-04
  4. NEP-EEC: European Economics (16) 2005-10-04 2006-08-05 2006-08-05 2006-08-05 2009-05-23 2009-07-17 2009-10-03 2009-10-03 2010-04-17 2010-04-24 2010-07-17 2010-08-06 2010-09-18 2011-01-23 2011-02-05 2011-12-13. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2006-08-05
  6. NEP-FDG: Financial Development & Growth (2) 2009-07-17 2009-10-03
  7. NEP-FMK: Financial Markets (5) 2005-10-04 2006-08-05 2006-08-05 2010-07-17 2013-08-16. Author is listed
  8. NEP-FOR: Forecasting (3) 2010-07-17 2010-08-06 2012-04-03
  9. NEP-IFN: International Finance (2) 2006-08-05 2006-08-05
  10. NEP-MAC: Macroeconomics (24) 2005-10-04 2006-08-05 2006-08-05 2006-08-05 2008-07-20 2009-05-23 2009-07-17 2009-07-17 2009-10-03 2009-10-03 2009-11-27 2009-12-19 2010-04-17 2010-04-24 2010-05-08 2010-07-17 2010-08-06 2010-09-18 2011-01-23 2011-01-23 2011-02-05 2011-06-18 2011-12-13 2012-04-03. Author is listed
  11. NEP-MON: Monetary Economics (28) 2001-04-21 2003-06-25 2005-10-04 2006-08-05 2006-08-05 2006-08-05 2008-07-20 2009-05-23 2009-07-17 2009-07-17 2009-10-03 2009-10-03 2009-10-03 2009-11-27 2009-12-19 2010-04-17 2010-04-24 2010-05-08 2010-07-17 2010-08-06 2010-09-18 2010-12-04 2011-01-23 2011-01-23 2011-02-05 2011-06-18 2011-12-13 2012-04-03. Author is listed
  12. NEP-MST: Market Microstructure (2) 2011-03-19 2013-08-16
  13. NEP-SPO: Sports & Economics (1) 2013-08-16

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Dieter Nautz 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.