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Till Strohsal

Citations

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Working papers

  1. Reichlin, Lucrezia & Andreini, Paolo & Hasenzagl, Thomas & Senftleben-König, Charlotte & Strohsal, Till, 2020. "Nowcasting German GDP," CEPR Discussion Papers 14323, C.E.P.R. Discussion Papers.

    Cited by:

    1. Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
    2. Rubio-Domingo, G. & Linares, P., 2021. "The future investment costs of offshore wind: An estimation based on auction results," Renewable and Sustainable Energy Reviews, Elsevier, vol. 148(C).
    3. Keßler, Daniela & Zerres, Thomas, 2020. "Rechtsrahmen der Geldwäschebekämpfung," Working Papers for Marketing & Management 48, Offenburg University, Department of Media and Information.
    4. Wyrwich, Michael & Steinberg, Philip J. & Noseleit, Florian & de Faria, Pedro, 2022. "Is open innovation imprinted on new ventures? The cooperation-inhibiting legacy of authoritarian regimes," Research Policy, Elsevier, vol. 51(1).
    5. Konstantin Kuck & Karsten Schweikert, 2021. "Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 861-882, August.
    6. Schulhof, Vera & van Vuuren, Detlef & Kirchherr, Julian, 2022. "The Belt and Road Initiative (BRI): What Will it Look Like in the Future?," Technological Forecasting and Social Change, Elsevier, vol. 175(C).

  2. Zhen Zhu & Enzo Weber & Till Strohsal & Duaa Serhan, 2020. "Sustainable Border Control Policy in the COVID-19 Pandemic: A Math Modeling Study," Papers 2008.13561, arXiv.org, revised Feb 2021.

    Cited by:

    1. Liu, Yang & Sugishita, Kashin & Hanaoka, Shinya, 2024. "Vaccination and transportation intervention strategies for effective pandemic control," Transport Policy, Elsevier, vol. 156(C), pages 126-137.
    2. Zidong Yu & Xiaolin Zhu & Xintao Liu & Tao Wei & Hsiang-Yu Yuan & Yang Xu & Rui Zhu & Huan He & Hui Wang & Man Sing Wong & Peng Jia & Song Guo & Wenzhong Shi & Wu Chen, 2021. "Reopening International Borders without Quarantine: Contact Tracing Integrated Policy against COVID-19," IJERPH, MDPI, vol. 18(14), pages 1-13, July.

  3. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Characterizing the financial cycle: evidence from a frequency domain analysis," IMK Working Paper 189-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

    Cited by:

    1. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    2. Kohler, Karsten & Tippet, Ben & Stockhammer, Engelbert, 2022. "House price cycles, housing systems, and growth models," IPE Working Papers 194/2022, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
    3. Pontines, Victor, 2017. "The financial cycles in four East Asian economies," Economic Modelling, Elsevier, vol. 65(C), pages 51-66.
    4. Khwazi Magubane, 2025. "Is There a Common Financial Cycle in Systemic Economies?," JRFM, MDPI, vol. 18(3), pages 1-31, February.
    5. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Bank of Finland Research Discussion Papers 32/2016, Bank of Finland.
    6. Önundur Páll Ragnarsson & Jón Magnús Hannesson & Loftur Hreinsson, 2019. "Financial cycles as early warning indicators - Lessons from the Nordic region," Economics wp80, Department of Economics, Central bank of Iceland.
    7. Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2023. "Global and Domestic Financial Cycles: Variations on a Theme," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 49-98, December.
    8. Yan, Chuanpeng & Huang, Kevin X.D., 2020. "Financial cycle and business cycle: An empirical analysis based on the data from the U.S," Economic Modelling, Elsevier, vol. 93(C), pages 693-701.
    9. Khwazi Magubane & Phocenah Nyatanga & Ntokozo Nzimande, 2024. "Financial cycle synchronization in the advanced and systemic middle-income economies: evidence from a dynamic factor model," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 13(7), pages 301-314, October.
    10. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    11. Verona, Fabio, 2016. "Time-frequency characterization of the U.S. financial cycle," Bank of Finland Research Discussion Papers 14/2016, Bank of Finland.
    12. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021. "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, vol. 132(C).
    13. Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," IMK Working Paper 183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    14. Milan Christian Wet & Ilse Botha, 2022. "Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(1), pages 37-67, March.
    15. Jakob Fiedler & Josef Ruzicka & Thomas Theobald, 2019. "The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles," IMK Working Paper 198-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    16. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK," IMK Working Paper 182-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    17. Łukasz Markowski & Aleksandra Ostrowska, 2024. "Synchronizacja cyklu gospodarczego i finansowego w krajach Unii Europejskiej," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 178-208.
    18. Hong, Yanran & Li, Pan & Wang, Lu & Zhang, Yaojie, 2023. "New evidence of extreme risk transmission between financial stress and international crude oil markets," Research in International Business and Finance, Elsevier, vol. 64(C).
    19. Engelbert Stockhammer & Robert Calvert Jump & Karsten Kohler & Julian Cavallero, 2018. "Short and medium term financial-real cycles: An empirical assessment," FMM Working Paper 29-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    20. Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021. "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," IMK Working Paper 212-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    21. Gong, Xiao-Li & Jia, Kai-Wen & Xiong, Xiong, 2025. "How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict," International Review of Economics & Finance, Elsevier, vol. 103(C).
    22. Karsten Kohler & Engelbert Stockhammer, 2023. "Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 551-572.
    23. Klein, Paul-Olivier & Turk-Ariss, Rima, 2022. "Bank capital and economic activity," Journal of Financial Stability, Elsevier, vol. 62(C).
    24. Ashe, Sinéad & Egan, Paul, 2023. "Examining financial and business cycle interaction using cross recurrence plot analysis," Finance Research Letters, Elsevier, vol. 51(C).
    25. Mundra, Sruti & Bicchal, Motilal, 2024. "Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    26. Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Working Papers PKWP1807, Post Keynesian Economics Society (PKES).
    27. Yang Hu & Yanran Hong & Kai Feng & Jikai Wang, 2023. "Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses," Evaluation Review, , vol. 47(2), pages 264-286, April.
    28. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
    29. Kang, Natasha & Marmer, Vadim, 2020. "Modeling Long Cycles," Economics working papers vadim_marmer-2020-3, Vancouver School of Economics, revised 26 Oct 2020.
    30. Dieckelmann, Daniel, 2021. "Market sentiment, financial fragility, and economic activity: The role of corporate securities issuance," Discussion Papers 2021/6, Free University Berlin, School of Business & Economics.
    31. Mandler, Martin & Scharnagl, Michael, 2022. "Financial cycles across G7 economies: A view from wavelet analysis," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    32. Amat Adarov, 2017. "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers 140, The Vienna Institute for International Economic Studies, wiiw.
    33. Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    34. Siem Jan Koopman & Rutger Lit & Andre Lucas, 2016. "Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S," Tinbergen Institute Discussion Papers 16-051/IV, Tinbergen Institute.
    35. Uch, Raksmey & Miyamoto, Hiroaki & Kakinaka, Makoto, 2021. "Effects of a banking crisis on credit growth in developing countries," Finance Research Letters, Elsevier, vol. 43(C).
    36. Jose Barrales‐Ruiz & Rudiger von Arnim & Mikidadu Mohammed, 2023. "Income distribution and economic activity: A frequency domain causal exploration," Metroeconomica, Wiley Blackwell, vol. 74(2), pages 306-327, May.
    37. Xi, Yue & Zeng, Qing & Lu, Xinjie & Huynh, Toan L.D., 2022. "Oil and renewable energy stock markets: Unique role of extreme shocks," Energy Economics, Elsevier, vol. 109(C).
    38. Borio, Claudio & Drehmann, Mathias & Xia, Fan Dora, 2020. "Forecasting recessions: the importance of the financial cycle," Journal of Macroeconomics, Elsevier, vol. 66(C).
    39. Adél Bosch & Steven F. Koch, 2020. "The South African Financial Cycle and its Relation to Household Deleveraging," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 145-173, June.
    40. Gong, Xiao-Li & Liu, Jian-Min & Xiong, Xiong & Zhang, Wei, 2022. "Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network," International Review of Financial Analysis, Elsevier, vol. 84(C).
    41. Amat Adarov, 2018. "Financial Cycles Around the World," wiiw Working Papers 145, The Vienna Institute for International Economic Studies, wiiw.
    42. Beau Soederhuizen & Rutger Teulings & Rob Luginbuhl, 2023. "Estimating the impact of the financial cycle on fiscal policy," Empirical Economics, Springer, vol. 65(6), pages 2669-2709, December.
    43. Milan Christian de Wet, 2021. "Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 14(1), pages 69-79, June.
    44. Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025. "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, vol. 72(C), pages 67-77.
    45. Wang, Lu & Ma, Feng & Niu, Tianjiao & Liang, Chao, 2021. "The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market," Energy Economics, Elsevier, vol. 99(C).
    46. Tihana Škrinjarić & Maja Bukovšak, 2022. "New Indicators of Credit Gap in Croatia: Improving the Calibration of the Countercyclical Capital Buffer," Working Papers 69, The Croatian National Bank, Croatia.
    47. Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
    48. Adam Cagliarini & Fiona Price, 2017. "Exploring the Link between the Macroeconomic and Financial Cycles," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
    49. Cevik, Emrah Ismail & Gunay, Samet & Zafar, Muhammad Wasif & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Tuna, Fatih, 2022. "The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold," Resources Policy, Elsevier, vol. 79(C).
    50. Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "How do financial cycles interact? Evidence from the US and the UK," SFB 649 Discussion Papers 2015-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    51. Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
    52. Shengnan Lv & Zeshui Xu & Xuecheng Fan & Yong Qin & Marinko Skare, 2023. "The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 11-47, March.
    53. Lenarčič, Črt, 2021. "Estimating business and financial cycles in Slovenia," MPRA Paper 109977, University Library of Munich, Germany.
    54. Schüler, Yves, 2020. "On the credit-to-GDP gap and spurious medium-term cycles," Discussion Papers 28/2020, Deutsche Bundesbank.
    55. Marlon Fritz & Thomas Gries & Lukas Wiechers, 2022. "An Early Indicator for Anomalous Stock Market Performance," Working Papers CIE 153, Paderborn University, CIE Center for International Economics.
    56. Karsten Kohler & Robert Calvert Jump, 2022. "Estimating Nonlinear Business Cycle Mechanisms with Linear Vector Autoregressions: A Monte Carlo Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1077-1100, October.
    57. Sun, Chentong & Yi, Shangkun & Wu, Fenglin & Li, Yanshuang & Dong, Zibing, 2025. "Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
    58. Greg Farrell & Esti Kemp, 2020. "Measuring the Financial Cycle in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 123-144, June.
    59. Lin, Boqiang & Su, Tong, 2021. "Do China's macro-financial factors determine the Shanghai crude oil futures market?," International Review of Financial Analysis, Elsevier, vol. 78(C).
    60. Esti Kemp & Rene van Stralen & Alexandros Vardoulakis & Peter J. Wierts, 2018. "The Non-Bank Credit Cycle," Finance and Economics Discussion Series 2018-076, Board of Governors of the Federal Reserve System (U.S.).
    61. Schüler, Yves S., 2018. "On the cyclical properties of Hamilton's regression filter," Discussion Papers 03/2018, Deutsche Bundesbank.
    62. Harendra Behera & Saurabh Sharma, 2022. "Characterizing India’s Financial Cycle," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(2), pages 152-183, June.
    63. Schüler, Yves S. & Peltonen, Tuomas A. & Hiebert, Paul, 2017. "Coherent financial cycles for G-7 countries: Why extending credit can be an asset," ESRB Working Paper Series 43, European Systemic Risk Board.
    64. Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    65. Moisă ALTĂR & Matei KUBINSCHI & Dinu BARNEA, 2017. "Measuring Financial Cycle Length and Assessing Synchronization using Wavelets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 18-36, September.
    66. Stefan Ederer & Miriam Rehm, 2018. "Making sense of Piketty’s ‘fundamental laws’ in a Post-Keynesian framework," Working Papers PKWP1808, Post Keynesian Economics Society (PKES).
    67. Malgorzata Porada - Rochon, 2020. "The Length of Financial Cycle and its Impact on Business Cycle in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1278-1290.
    68. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
    69. Schüler, Yves S., 2018. "Detrending and financial cycle facts across G7 countries: mind a spurious medium term!," Working Paper Series 2138, European Central Bank.
    70. Hong, Yanran & Ma, Feng & Wang, Lu & Liang, Chao, 2022. "How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test," Resources Policy, Elsevier, vol. 78(C).
    71. Deepal Basak & Mr. Yunhui Zhao, 2018. "Does Financial Tranquility Call for Stringent Regulation?," IMF Working Papers 2018/123, International Monetary Fund.
    72. Huang, Zhigang & Zhang, Weilan, 2024. "Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate—The time-frequency and quantile connectivity perspective," Research in International Business and Finance, Elsevier, vol. 72(PB).
    73. Mejri, Sami & Aloui, Chaker & Khan, Nasir, 2024. "The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches," Resources Policy, Elsevier, vol. 88(C).
    74. Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018. "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, vol. 38(C), pages 72-80.
    75. Scharnagl Michael & Mandler Martin, 2019. "Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(5-6), pages 895-916, October.
    76. Dalia Mansour-Ibrahim, 2023. "Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 389-427, January.
    77. Friedrich Lucke, 2022. "The Great Moderation and the Financial Cycle," Working Papers REM 2022/0238, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.

  4. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK," IMK Working Paper 182-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

    Cited by:

    1. Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020. "Credit decomposition and economic activity in Turkey: A wavelet-based approach," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(3), pages 109-131.
    2. Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," IMK Working Paper 183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    3. Camila Miriam Santander Quino, 2022. "Ciclos económicos y financieros: Una aproximación empírica para Bolivia," Documentos de trabajo 1/2022, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
    4. Ashe, Sinéad & Egan, Paul, 2023. "Examining financial and business cycle interaction using cross recurrence plot analysis," Finance Research Letters, Elsevier, vol. 51(C).
    5. Mandler, Martin & Scharnagl, Michael, 2022. "Financial cycles across G7 economies: A view from wavelet analysis," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    6. Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025. "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, vol. 72(C), pages 67-77.

  5. Nautz, Dieter & Netšunajev, Aleksei & Strohsal, Till, 2016. "The anchoring of inflation expectations in the short and in the long run," SFB 649 Discussion Papers 2016-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Demgensky, Lisa & Fritsche, Ulrich, 2023. "Narratives on the causes of inflation in Germany: First results of a pilot study," WiSo-HH Working Paper Series 77, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    2. Hachula, Michael & Nautz, Dieter, 2017. "The dynamic impact of macroeconomic news on long-term inflation expectations," Discussion Papers 2017/12, Free University Berlin, School of Business & Economics.
    3. Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
    4. Christina Anderl & Guglielmo Maria Caporale, 2023. "Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects," CESifo Working Paper Series 10656, CESifo.
    5. Diegel, Max & Nautz, Dieter, 2021. "Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
    6. Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024. "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin 2100, DIW Berlin, German Institute for Economic Research.
    7. Coleman, Winnie & Nautz, Dieter, 2020. "The credibility of the ECB's inflation target in times of Corona: New evidence from an online survey," Discussion Papers 2020/11, Free University Berlin, School of Business & Economics.
    8. Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    9. Czudaj, Robert L., 2023. "Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors," MPRA Paper 119029, University Library of Munich, Germany.
    10. Diegel, Max & Nautz, Dieter, 2020. "The role of long-term inflation expectations for the transmission of monetary policy shocks," Discussion Papers 2020/19, Free University Berlin, School of Business & Economics.
    11. Cho, Dooyeon & Jung, Jaehun, 2025. "Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations," Journal of Macroeconomics, Elsevier, vol. 85(C).
    12. Kenny, Geoff & Dovern, Jonas, 2017. "The long-term distribution of expected inflation in the euro area: what has changed since the great recession?," Working Paper Series 1999, European Central Bank.
    13. Dash, Pradyumna & Rohit, Abhishek Kumar & Devaguptapu, Adviti, 2020. "Assessing the (de-)anchoring of households’ long-term inflation expectations in the US," Journal of Macroeconomics, Elsevier, vol. 63(C).

  6. Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "How do financial cycles interact? Evidence from the US and the UK," SFB 649 Discussion Papers 2015-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025. "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, vol. 72(C), pages 67-77.

  7. Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2015. "The time-varying degree of inflation expectations anchoring," SFB 649 Discussion Papers 2015-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Jørgensen, Peter Lihn & Lansing, Kevin J., 2025. "A simple measure of anchoring for short-run expected inflation in FIRE models," Economics Letters, Elsevier, vol. 246(C).
    2. Demgensky, Lisa & Fritsche, Ulrich, 2023. "Narratives on the causes of inflation in Germany: First results of a pilot study," WiSo-HH Working Paper Series 77, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    3. Christina Anderl & Guglielmo Maria Caporale, 2025. "Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks," CESifo Working Paper Series 11924, CESifo.
    4. Sangyup Choi & David Furceri & Prakash Loungani & Myungkyu shim, 2021. "Inflation Anchoring and Growth: The Role of Credit Constraints," Working papers 2021rwp-188, Yonsei University, Yonsei Economics Research Institute.
    5. Dominik Hecker & Maik Wolters & Maik H. Wolters, 2025. "Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring," CESifo Working Paper Series 12280, CESifo.
    6. Coleman, Winnie & Nautz, Dieter, 2021. "Inflation expectations, inflation target credibility and the COVID-19 pandemic: New evidence from Germany," Discussion Papers 2021/12, Free University Berlin, School of Business & Economics.
    7. Monique Reid & Pierre Siklos, 2024. "Firm level expectations and macroeconomic conditions underpinnings and disagreement," Working Papers 11058, South African Reserve Bank.
    8. Hachula, Michael & Nautz, Dieter, 2017. "The dynamic impact of macroeconomic news on long-term inflation expectations," Discussion Papers 2017/12, Free University Berlin, School of Business & Economics.
    9. Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
    10. José Vicente Romero & Sara Naranjo-Saldarriaga, 2022. "Weather Shocks and Inflation Expectations in Semi-Structural Models," Borradores de Economia 1218, Banco de la Republica de Colombia.
    11. Suh, Sangwon & Kim, Daehwan, 2021. "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    12. M. Ayhan Kose & Hideaki Matsuoka & Ugo Panizza & Dana Vorisek, 2019. "Inflation Expectations: Review and Evidence," Koç University-TUSIAD Economic Research Forum Working Papers 1904, Koc University-TUSIAD Economic Research Forum.
    13. Mototsugu Shintani & Naoto Soma, 2020. "The Effects of QQE on Long-run Inflation Expectations in Japan," CARF F-Series CARF-F-494, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    14. Eichler, Stefan & Littke, Helge C. N., 2017. "Central bank transparency and the volatility of exchange rates," IWH Discussion Papers 22/2017, Halle Institute for Economic Research (IWH).
    15. Xu, Kun & Cheng, Jian-hua & Xu, Wenli, 2016. "通胀及通胀预期冲击的动态特征分析 [Study on Dynamics of Inflation and Inflation Expectation Shocks in China]," MPRA Paper 71977, University Library of Munich, Germany.
    16. James Yetman, 2020. "The pass-through from short-horizon to long-horizon inflation expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation dynamics in Asia and the Pacific, volume 111, pages 55-66, Bank for International Settlements.
    17. Cho, Dooyeon & Jung, Jaehun, 2025. "Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations," Journal of Macroeconomics, Elsevier, vol. 85(C).
    18. Bopjun Gwak, 2020. "Long-term Inflation Expectations and Central Bank Credibility," Economics Bulletin, AccessEcon, vol. 40(3), pages 2320-2335.
    19. Lena Dräger & Michael Lamla, 2018. "Is the Anchoring of Consumers' Inflation Expectations Shaped by Inflational Experience?," CESifo Working Paper Series 7042, CESifo.
    20. Eichler, Stefan & Littke, Helge C.N., 2018. "Central bank transparency and the volatility of exchange rates," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 23-49.
    21. Juan Camilo Anzoategui-Zapata & Juan Camilo Galvis-Ciro, 2021. "Effects of fiscal credibility on inflation expectations: evidence from an emerging economy," Public Sector Economics, Institute of Public Finance, vol. 45(1), pages 125-148.
    22. Nautz, Dieter & Netsunajew, Aleksei & Strohsal, Till, 2017. "The Anchoring of Inflation Expectations in the Short and in the Long Run," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168075, Verein für Socialpolitik / German Economic Association.
    23. Dash, Pradyumna & Rohit, Abhishek Kumar & Devaguptapu, Adviti, 2020. "Assessing the (de-)anchoring of households’ long-term inflation expectations in the US," Journal of Macroeconomics, Elsevier, vol. 63(C).
    24. Coleman, Winnie & Nautz, Dieter, 2022. "Inflation Expectations, Inflation Target Credibility and the COVID-19 Pandemic: New Evidence from Germany," VfS Annual Conference 2022 (Basel): Big Data in Economics 264094, Verein für Socialpolitik / German Economic Association.

  8. Pagenhardt, Laura & Nautz, Dieter & Strohsal, Till, 2015. "The (de-)anchoring of inflation expectations: New evidence from the Euro area," SFB 649 Discussion Papers 2015-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Athanasios Orphanides, 2020. "The fiscal–monetary policy mix in the euro area: challenges at the zero lower bound," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(103), pages 461-517.
    2. Demgensky, Lisa & Fritsche, Ulrich, 2023. "Narratives on the causes of inflation in Germany: First results of a pilot study," WiSo-HH Working Paper Series 77, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    3. Juan Angel Garcia & Sebastian Werner, 2018. "Inflation News and Euro Area Inflation Expectations," IMF Working Papers 2018/167, International Monetary Fund.
    4. Neil Lawton & Liam A. Gallagher, 2020. "The negative side of inflation targeting: revisiting inflation uncertainty in the EMU," Applied Economics, Taylor & Francis Journals, vol. 52(29), pages 3186-3203, June.
    5. Dominik Hecker & Maik Wolters & Maik H. Wolters, 2025. "Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring," CESifo Working Paper Series 12280, CESifo.
    6. Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
    7. Coleman, Winnie & Nautz, Dieter, 2021. "Inflation expectations, inflation target credibility and the COVID-19 pandemic: New evidence from Germany," Discussion Papers 2021/12, Free University Berlin, School of Business & Economics.
    8. Dany-Knedlik, Geraldine & Holtemöller, Oliver, 2018. "Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181520, Verein für Socialpolitik / German Economic Association.
    9. Hachula, Michael & Nautz, Dieter, 2017. "The dynamic impact of macroeconomic news on long-term inflation expectations," Discussion Papers 2017/12, Free University Berlin, School of Business & Economics.
    10. Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
    11. Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
    12. Sascha Möhrle, 2020. "New Evidence on the Anchoring of Inflation Expectations in the Euro Area," ifo Working Paper Series 337, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    13. Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2020. "Phillips Curve and output expectations: New perspectives from the Euro Zone," DEM Working Papers 2020/6, Department of Economics and Management.
    14. Diegel, Max & Nautz, Dieter, 2021. "Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
    15. Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
    16. Abildgren, Kim & Kuchler, Andreas, 2021. "Revisiting the inflation perception conundrum," Journal of Macroeconomics, Elsevier, vol. 67(C).
    17. Gobbi, Lucio & Mazzocchi, Ronny & Tamborini, Roberto, 2025. "Inflation shocks and the New Keynesian model: When should central banks fear inflation expectations?," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
    18. Suh, Sangwon & Kim, Daehwan, 2021. "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    19. Tatsushi Okuda & Tomohiro Tsuruga, 2021. "Inflation Expectations and Central Bank Communication with Unknown Prior," IMES Discussion Paper Series 21-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
    20. Sami Oinonen & Matti Viren, 2021. "Effects of Monetary Policy Decisions on Professional Forecasters' Expectations and Expectation Uncertainty," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(2), pages 245-280.
    21. James Yetman, 2020. "Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations," BIS Working Papers 895, Bank for International Settlements.
    22. Inês da Cunha Cabral & Pedro Pires Ribeiro & João Nicolau, 2022. "Changes in inflation compensation and oil prices: short-term and long-term dynamics," Empirical Economics, Springer, vol. 62(2), pages 581-603, February.
    23. Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2022. "Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(1), pages 123-153, February.
    24. Coleman, Winnie & Nautz, Dieter, 2020. "The credibility of the ECB's inflation target in times of Corona: New evidence from an online survey," Discussion Papers 2020/11, Free University Berlin, School of Business & Economics.
    25. Lena Cleanthous, 2020. "Conceptual note on inflation targeting types and their performance in anchoring inflation expectations," Working Papers 2020-01, Central Bank of Cyprus.
    26. Byrne, David & Zekaite, Zivile, 2019. "Euro area longer-term inflation expectations revisited," Economic Letters 12/EL/19, Central Bank of Ireland.
    27. Gobbi, Lucio & Mazzocchi, Ronny & Tamborini, Roberto, 2019. "Monetary policy, de-anchoring of inflation expectations, and the “new normal”," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    28. Diegel, Max & Nautz, Dieter, 2020. "The role of long-term inflation expectations for the transmission of monetary policy shocks," Discussion Papers 2020/19, Free University Berlin, School of Business & Economics.
    29. Helder Ferreira de Mendonça & Pedro Mendes Garcia & José Valentim Machado Vicente, 2021. "Rationality and anchoring of inflation expectations: An assessment from survey‐based and market‐based measures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 1027-1053, September.
    30. Hanoma, Ahmed & Nautz, Dieter, 2018. "The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis," Discussion Papers 2018/16, Free University Berlin, School of Business & Economics.
    31. Petra Gerlach & Richhild Moessner & Rina Rosenblatt-Wisch, 2017. "Computing long‐term market inflation expectations for countries without inflation expectation markets," Working Papers 2017-09, Swiss National Bank.
    32. Dash, Pradyumna & Rohit, Abhishek Kumar & Devaguptapu, Adviti, 2020. "Assessing the (de-)anchoring of households’ long-term inflation expectations in the US," Journal of Macroeconomics, Elsevier, vol. 63(C).
    33. Daria Minina & Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2024. "The effect of information on consumer inflation expectations," Working Papers 810, DNB.
    34. Coleman, Winnie & Nautz, Dieter, 2022. "Inflation Expectations, Inflation Target Credibility and the COVID-19 Pandemic: New Evidence from Germany," VfS Annual Conference 2022 (Basel): Big Data in Economics 264094, Verein für Socialpolitik / German Economic Association.

  9. Nautz, Dieter & Strohsal, Till, 2014. "Are US inflation expectations re-anchored?," SFB 649 Discussion Papers 2014-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Michael Pedersen, 2020. "Surveying the survey: What can we learn about the effects of monetary policy on inflation expectations?," Working Papers Central Bank of Chile 889, Central Bank of Chile.
    2. Tomasz Lyziak, 2016. "Financial crisis, low inflation environment and short-term inflation expectations in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 285-300.
    3. Carlos Medel, 2018. "Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile," Working Papers Central Bank of Chile 825, Central Bank of Chile.
    4. Speck, Christian, 2016. "Inflation Anchoring in the Euro Area," VfS Annual Conference 2016 (Augsburg): Demographic Change 145697, Verein für Socialpolitik / German Economic Association.
    5. Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
    6. Hachula, Michael & Nautz, Dieter, 2017. "The dynamic impact of macroeconomic news on long-term inflation expectations," Discussion Papers 2017/12, Free University Berlin, School of Business & Economics.
    7. Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
    8. de Oliveira, Fernando Nascimento & Gaglianone, Wagner Piazza, 2020. "Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term," International Economics, Elsevier, vol. 163(C), pages 72-91.
    9. Dzmitry Kruk, 2016. "SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus," BEROC Working Paper Series 39, Belarusian Economic Research and Outreach Center (BEROC).
    10. Jonas Dovern & Geoff Kenny, 2020. "Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 309-347, October.
    11. Christophe Blot, 2022. "La hausse de l’inflation peut-elle modifier l’ancrage des anticipations ?," Post-Print hal-03794336, HAL.
    12. Natoli, Filippo & Sigalotti, Laura, 2017. "A new indicator of inflation expectations anchoring," Working Paper Series 1996, European Central Bank.
    13. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Anchoring of inflation expectations in the euro area: Recent evidence based on survey data," European Journal of Political Economy, Elsevier, vol. 46(C), pages 52-73.
    14. Christophe Blot, 2022. "La hausse de l’inflation peut-elle modifier l’ancrage des anticipations ?," Sciences Po Economics Publications (main) hal-03794336, HAL.
    15. Andrea Fracasso & Rocco Probo, 2016. "When did inflation expectations in the euro area de-anchor?," DEM Working Papers 2016/05, Department of Economics and Management.
    16. Carola Binder & Wesley Janson & Randal J. Verbrugge, 2019. "Thinking Outside the Box: Do SPF Respondents Have Anchored Inflation Expectations?," Working Papers 19-15, Federal Reserve Bank of Cleveland.
    17. Gobbi, Lucio & Mazzocchi, Ronny & Tamborini, Roberto, 2025. "Inflation shocks and the New Keynesian model: When should central banks fear inflation expectations?," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
    18. Bernd Hayo & Florian Neumeier, 2022. "Households’ inflation perceptions and expectations: survey evidence from New Zealand," International Economics and Economic Policy, Springer, vol. 19(1), pages 185-217, February.
    19. James Yetman, 2020. "Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations," BIS Working Papers 895, Bank for International Settlements.
    20. Inês da Cunha Cabral & Pedro Pires Ribeiro & João Nicolau, 2022. "Changes in inflation compensation and oil prices: short-term and long-term dynamics," Empirical Economics, Springer, vol. 62(2), pages 581-603, February.
    21. Degiannakis, Stavros & Filis, George, 2023. "Oil price assumptions for macroeconomic policy," Energy Economics, Elsevier, vol. 117(C).
    22. Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017. "The (de-)anchoring of inflation expectations: New evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 103-115.
    23. Speck, Christian, 2016. "Inflation anchoring in the euro area," Discussion Papers 04/2016, Deutsche Bundesbank.
    24. Oinonen, Sami & Paloviita, Maritta & Viren, Matti, 2018. "Effects of monetary policy decisions on professional forecasters' expectations and expectations uncertainty," Bank of Finland Research Discussion Papers 24/2018, Bank of Finland.
    25. António R. Antunes, 2015. "Co-movement of revisions in short- and long-term inflation expectations," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    26. Pedersen, Michael, 2024. "The effect of monetary policy on inflation expectations: Evidence from a financial traders survey," Economic Modelling, Elsevier, vol. 137(C).
    27. Xu, Kun & Cheng, Jian-hua & Xu, Wenli, 2016. "通胀及通胀预期冲击的动态特征分析 [Study on Dynamics of Inflation and Inflation Expectation Shocks in China]," MPRA Paper 71977, University Library of Munich, Germany.
    28. Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016. "The time-varying degree of inflation expectations anchoring," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 62-71.
    29. Cho, Dooyeon & Jung, Jaehun, 2025. "Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations," Journal of Macroeconomics, Elsevier, vol. 85(C).
    30. Lena Dräger & Michael Lamla, 2018. "Is the Anchoring of Consumers' Inflation Expectations Shaped by Inflational Experience?," CESifo Working Paper Series 7042, CESifo.
    31. Nautz, Dieter & Netsunajew, Aleksei & Strohsal, Till, 2017. "The Anchoring of Inflation Expectations in the Short and in the Long Run," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168075, Verein für Socialpolitik / German Economic Association.
    32. Yingying Xu & Zhi-Xin Liu & Hsu-Ling Chang & Adelina Dumitrescu Peculea & Chi-Wei Su, 2017. "Does self-fulfilment of the inflation expectation exist?," Applied Economics, Taylor & Francis Journals, vol. 49(11), pages 1098-1113, March.
    33. Yingying Xu & Zhixin Liu & Jingjing Chen & Sultan Salem, 2024. "How official TV news affect public inflation expectations? Evidence from the Chinese national broadcaster China Central Television," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 819-831, January.
    34. Petra Gerlach & Richhild Moessner & Rina Rosenblatt-Wisch, 2017. "Computing long‐term market inflation expectations for countries without inflation expectation markets," Working Papers 2017-09, Swiss National Bank.
    35. Dash, Pradyumna & Rohit, Abhishek Kumar & Devaguptapu, Adviti, 2020. "Assessing the (de-)anchoring of households’ long-term inflation expectations in the US," Journal of Macroeconomics, Elsevier, vol. 63(C).

  10. Lemke, Wolfgang & Strohsal, Till, 2013. "What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79794, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. Speck, Christian, 2016. "Inflation Anchoring in the Euro Area," VfS Annual Conference 2016 (Augsburg): Demographic Change 145697, Verein für Socialpolitik / German Economic Association.
    2. Speck, Christian, 2017. "Inflation anchoring in the euro area," Working Paper Series 1998, European Central Bank.
    3. Speck, Christian, 2016. "Inflation anchoring in the euro area," Discussion Papers 04/2016, Deutsche Bundesbank.

  11. Strohsal, Till & Weber, Enzo, 2010. "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 442, University of Regensburg, Department of Economics.

    Cited by:

    1. Choudhry, Taufiq, 2016. "Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 303-311.
    2. Samih Antoine Azar, 2018. "Forward Unbiasedness in the Short End of the Interest Rate Market," International Business Research, Canadian Center of Science and Education, vol. 11(2), pages 70-78, February.
    3. Mark Holmes & Jesus Otero & Theodore Panagiotidis, 2015. "The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach," Working Paper series 15-31, Rimini Centre for Economic Analysis.
    4. Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2021. "The impact of the term spread in US monetary policy from 1870 to 2013," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 230-251.
    5. Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2020. "The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 124-137.

Articles

  1. Andreini, Paolo & Hasenzagl, Thomas & Reichlin, Lucrezia & Senftleben-König, Charlotte & Strohsal, Till, 2023. "Nowcasting German GDP: Foreign factors, financial markets, and model averaging," International Journal of Forecasting, Elsevier, vol. 39(1), pages 298-313.

    Cited by:

    1. Robert Lehmann, 2024. "A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting," Empirical Economics, Springer, vol. 67(2), pages 817-838, August.
    2. Domenic Franjic & Karsten Schweikert, 2025. "Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(2), pages 255-269, March.
    3. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
    4. Alexander Eliseev, 2025. "Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables," Russian Journal of Money and Finance, Bank of Russia, vol. 84(3), pages 63-93, September.
    5. Liu, Ying & Wen, Long & Liu, Han & Song, Haiyan, 2024. "Predicting tourism recovery from COVID-19: A time-varying perspective," Economic Modelling, Elsevier, vol. 135(C).
    6. Diego Fresoli, 2024. "Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 15(2), pages 145-177, June.

  2. Strohsal, Till & Wolf, Elias, 2020. "Data revisions to German national accounts: Are initial releases good nowcasts?," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1252-1259.

    Cited by:

    1. Michael Pfarrhofer, 2024. "Forecasts with Bayesian vector autoregressions under real time conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 771-801, April.
    2. Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020. "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers 924, Statistics Norway, Research Department.
    3. Natalia Makeeva, 2025. "The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 79, pages 27-49.
    4. Robert Lehmann, 2023. "The Forecasting Power of the ifo Business Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 43-94, March.
    5. Fátima Cardoso & Carlos Melo Gouveia & António Rua, 2023. "From first to last: the National Accounts revisions," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    6. Robert Lehmann & Magnus Reif, 2021. "Predicting the German Economy: Headline Survey Indices Under Test," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(2), pages 215-232, November.
    7. Roland Döhrn, 2023. "Are German National Accounts informationally efficient?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 23-42, March.
    8. Andreini, Paolo & Hasenzagl, Thomas & Reichlin, Lucrezia & Senftleben-König, Charlotte & Strohsal, Till, 2023. "Nowcasting German GDP: Foreign factors, financial markets, and model averaging," International Journal of Forecasting, Elsevier, vol. 39(1), pages 298-313.

  3. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2019. "Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK," Empirical Economics, Springer, vol. 57(2), pages 385-398, August.
    See citations under working paper version above.
  4. Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 568-591.
    See citations under working paper version above.
  5. Nautz, Dieter & Strohsal, Till & Netšunajev, Aleksei, 2019. "The Anchoring Of Inflation Expectations In The Short And In The Long Run," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1959-1977, July.
    See citations under working paper version above.
  6. Till Strohsal, 2018. "Der deutsche Konjunkturzyklus: Vermessung und Zusammenhang mit Investitionen [Assessing the German Business Cycle and the Role of Investment]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 98(2), pages 125-128, February.

    Cited by:

    1. Fabian Lindner & Anita Tiefensee, 2025. "Nachhaltigkeit der Wirtschaftspolitik - Stagnation statt Transformation - Lehren aus dem Neuen Magischen Viereck," IMK Studies 99-2025, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

  7. Till Strohsal, 2017. "Bond yields and debt supply: new evidence through the lens of a preferred-habitat model," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1509-1522, October.

    Cited by:

    1. Julia Giese & Michael Joyce & Jack Meaning & Jack Worlidge, 2021. "Preferred habitat investors in the UK government bond market," Bank of England working papers 939, Bank of England.
    2. Anne-Charlotte Paret & Miss Anke Weber, 2019. "German Bond Yields and Debt Supply: Is There a “Bund Premium”?," IMF Working Papers 2019/235, International Monetary Fund.
    3. Abdul Wahid & Oskar Kowalewski, 2024. "Monetary Policy Spillovers and Inter-Market Dynamics Perspective of Preferred Habitat Model," Economies, MDPI, vol. 12(5), pages 1-17, April.

  8. Melnick, Rafi & Strohsal, Till, 2017. "Disinflation in steps and the Phillips curve: Israel 1986–2015," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 145-161.

    Cited by:

    1. Carbajal-De-Nova, Carolina, 2021. "Wages and inflation in Mexican manufacturing. A two-period comparison: 1994-2003 and 2007-2016," MPRA Paper 109555, University Library of Munich, Germany.
    2. Gorodnichenko, Yuriy & Melnick, Rafi & Kutai, Ari, 2023. "Information and the Formation of Inflation Expectations by Firms: Evidence from a Survey of Israeli Firms," IZA Discussion Papers 16334, Institute of Labor Economics (IZA).

  9. Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017. "The (de-)anchoring of inflation expectations: New evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 103-115.
    See citations under working paper version above.
  10. Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016. "The time-varying degree of inflation expectations anchoring," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 62-71.
    See citations under working paper version above.
  11. Strohsal, Till & Weber, Enzo, 2015. "Time-varying international stock market interaction and the identification of volatility signals," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 28-36.

    Cited by:

    1. Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with heteroskedasticity: A review of different volatility models," Econometrics and Statistics, Elsevier, vol. 1(C), pages 2-18.
    2. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017. "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 94-111.
    3. Tangyong Liu & Xu Gong & Boqiang Lin, 2021. "Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1375-1396, September.
    4. Gong, Xu & Liu, Yun & Wang, Xiong, 2021. "Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method," International Review of Financial Analysis, Elsevier, vol. 76(C).
    5. Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stober, 2016. "Regime switching vine copula models for global equity and volatility indices," Papers 1604.05598, arXiv.org.
    6. Lukas Boeckelmann & Arthur Stalla-Bourdillon, 2021. "Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission," Working papers 798, Banque de France.
    7. Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stöber, 2017. "Regime Switching Vine Copula Models for Global Equity and Volatility Indices," Econometrics, MDPI, vol. 5(1), pages 1-38, January.

  12. Strohsal, Till & Winkelmann, Lars, 2015. "Assessing the anchoring of inflation expectations," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 33-48.

    Cited by:

    1. Nautz, Dieter & Strohsal, Till, 2015. "Are US inflation expectations re-anchored?," Economics Letters, Elsevier, vol. 127(C), pages 6-9.
    2. Christina Anderl & Guglielmo Maria Caporale, 2025. "Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks," CESifo Working Paper Series 11924, CESifo.
    3. Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
    4. Natoli, Filippo & Sigalotti, Laura, 2017. "Tail co-movement in inflation expectations as an indicator of anchoring," Working Paper Series 1997, European Central Bank.
    5. Netésunajev, Aleksei & Winkelmann, Lars, 2016. "International dynamics of inflation expectations," SFB 649 Discussion Papers 2016-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    6. Monique Reid & Pierre Siklos, 2024. "Firm level expectations and macroeconomic conditions underpinnings and disagreement," Working Papers 11058, South African Reserve Bank.
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  13. Nautz, Dieter & Strohsal, Till, 2015. "Are US inflation expectations re-anchored?," Economics Letters, Elsevier, vol. 127(C), pages 6-9.
    See citations under working paper version above.
  14. Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
    See citations under working paper version above.

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