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Timo Bettendorf

Personal Details

First Name:Timo
Middle Name:
Last Name:Bettendorf
Suffix:
RePEc Short-ID:pbe760
Terminal Degree:2014 School of Economics; University of Kent (from RePEc Genealogy)

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/

0 69 / 95 66 - 0
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Bettendorf, Timo & Heinlein, Reinhold, 2019. "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers 06/2019, Deutsche Bundesbank.
  2. Bettendorf, Timo & Bursian, Dirk, 2017. "Chow-Lin x N: How adding a panel dimension can improve accuracy," Discussion Papers 12/2017, Deutsche Bundesbank.
  3. Bettendorf, Timo, 2016. "Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach," Discussion Papers 42/2016, Deutsche Bundesbank.
  4. Timo Bettendorf & Miguel A. Leon-Ledesma, 2015. "German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory," Studies in Economics 1510, School of Economics, University of Kent.
  5. Timo Bettendorf & Wenjuan Chen, 2013. "Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests," SFB 649 Discussion Papers SFB649DP2013-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Timo Bettendorf, 2012. "Investigating Global Imbalances: Empirical Evidence from a GVAR Approach," Studies in Economics 1217, School of Economics, University of Kent.

Articles

  1. Timo Bettendorf & Miguel A. León‐Ledesma, 2019. "German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 617-653, March.
  2. Timo Bettendorf, 2019. "Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 296-312, January.
  3. Timo Bettendorf, 2017. "Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?," Review of International Economics, Wiley Blackwell, vol. 25(4), pages 856-890, September.
  4. Bettendorf, Timo & Bursian, Dirk, 2017. "Chow-Lin ×N: How adding a panel dimension can improve accuracy," Economics Letters, Elsevier, vol. 157(C), pages 5-9.
  5. Bettendorf, Timo, 2017. "Investigating Global Imbalances: Empirical evidence from a GVAR approach," Economic Modelling, Elsevier, vol. 64(C), pages 201-210.
  6. Bettendorf, Timo & Chen, Wenjuan, 2013. "Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests," Economics Letters, Elsevier, vol. 120(2), pages 350-353.

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. Bettendorf, Timo & Heinlein, Reinhold, 2019. "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers 06/2019, Deutsche Bundesbank.

    Cited by:

    1. Umut Akovali, 2020. "Beyond Connectedness: A Covariance Decomposition based Network Risk Model," Koç University-TUSIAD Economic Research Forum Working Papers 2003, Koc University-TUSIAD Economic Research Forum.

  2. Bettendorf, Timo, 2016. "Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach," Discussion Papers 42/2016, Deutsche Bundesbank.

    Cited by:

    1. Foglia, Matteo & Angelini, Eliana, 2020. "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).

  3. Timo Bettendorf & Miguel A. Leon-Ledesma, 2015. "German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory," Studies in Economics 1510, School of Economics, University of Kent.

    Cited by:

    1. Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2016. "German labor market and fiscal reforms 1999–2008: Can they be blamed for intra-euro area imbalances?," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 307-324.
    2. Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2020. "The North-South Divide, the Euro and the Worlds," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 147, Hellenic Observatory, LSE.
    3. Niels Gilbert & Sebastiaan Pool, 2020. "Sectoral allocation and macroeconomic imbalances in EMU," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 945-984, November.

  4. Timo Bettendorf & Wenjuan Chen, 2013. "Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests," SFB 649 Discussion Papers SFB649DP2013-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

    Cited by:

    1. Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016. "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 548-574.
    2. Sinelnikova-Muryleva, Elena & Skrobotov, Anton, 2017. "Testing time series for the bubbles (with application to Russian data)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 46, pages 90-103.
    3. Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 201544, University of Pretoria, Department of Economics.
    4. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers 201445, University of Pretoria, Department of Economics.
    5. Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2017. "Tests for an end-of-sample bubble in financial time series," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 651-666, October.
    6. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018. "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, vol. 70(C), pages 582-587.
    7. Sollis Robert, 2016. "Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null," Journal of Time Series Econometrics, De Gruyter, vol. 8(1), pages 1-19, January.
    8. Poeschel, Friedrich, 2012. "Assortative matching through signals," IAB Discussion Paper 201215, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    9. Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.
    10. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers 201529, University of Pretoria, Department of Economics.
    11. Yang Hu & Les Oxley, 2016. "Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries," Working Papers in Economics 16/05, University of Waikato.
    12. Anna Creti & Marc Joëts, 2014. "Multiple bubbles in European Union Emission Trading Scheme," Post-Print hal-01411636, HAL.
    13. Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2019. "Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    14. Koy, Ayben, 2018. "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(2), pages 291-299, April.
    15. Ryan van Lamoen & Simona Mattheussens & Martijn Dröes, 2017. "Quantitative easing and exuberance in government bond markets: Evidence from the ECB's expanded asset purchase program," DNB Working Papers 548, Netherlands Central Bank, Research Department.
    16. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Date-stamping US housing market explosivity," Economics Discussion Papers 2017-44, Kiel Institute for the World Economy (IfW).
    17. Beckmann, Joscha & Czudaj, Robert, 2014. "Regime shifts and the Canada/US exchange rate in a multivariate framework," Economics Letters, Elsevier, vol. 123(2), pages 206-211.
    18. Chen, Mei-Ping & Lin, Yu-Hui & Tseng, Chun-Yao & Chen, Wen-Yi, 2015. "Bubbles in health care: Evidence from the U.S., U.K., and German stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 193-205.
    19. Joscha Beckmann & Ansgar Belke & Florian Verheyen, 2014. "Exchange rate pass-through into German import prices - a disaggregated perspective," Applied Economics, Taylor & Francis Journals, vol. 46(34), pages 4164-4177, December.
    20. Butt, Muhammad Danial & Ahmed, Mumtaz, 2019. "Testing for Multiple Bubbles in Inflation for Pakistan," MPRA Paper 96847, University Library of Munich, Germany.
    21. Hu, Yang & Oxley, Les, 2017. "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, vol. 64(C), pages 419-442.
    22. Butt, Muhammad Danial & Ahmed, Mumtaz, 2019. "Testing for Multiple Bubbles in Inflation for Pakistan," MPRA Paper 96705, University Library of Munich, Germany.
    23. Tom Hudepohl & Ryan van Lamoen & Nander de Vette, 2019. "Quantitative easing and exuberance in stock markets: Evidence from the euro area," DNB Working Papers 660, Netherlands Central Bank, Research Department.
    24. Caspi, Itamar, 2013. "Rtadf: Testing for Bubbles with EViews," MPRA Paper 58791, University Library of Munich, Germany, revised 06 Sep 2014.
    25. Wen-Yi Chen & Yia-Wun Liang & Yu-Hui Lin, 2016. "Is the United States in the middle of a healthcare bubble?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 17(1), pages 99-111, January.
    26. Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya & Juan P. Franco & Jhon E. Torres, 2017. "Asset Price Bubbles: Existence, Persistence and Migration," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 52-67, March.
    27. Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.
    28. Michael Frenkel & Matthias Mauch & Jan-Christoph Rülke, 2017. "Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?," WHU Working Paper Series - Economics Group 17-04, WHU - Otto Beisheim School of Management.
    29. Juan Huang & Geoffrey Qiping Shen, 2017. "Residential housing bubbles in Hong Kong: identification and explanation based on GSADF test and dynamic probit model," Journal of Property Research, Taylor & Francis Journals, vol. 34(2), pages 108-128, April.
    30. Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L., 2015. "What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 194-206.
    31. Martijn (M.I.) Droes & Ryan van Lamoen & Simona Mattheussens, 2017. "Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECB's Expanded Assets Purchase Program," Tinbergen Institute Discussion Papers 17-080/IV, Tinbergen Institute.

  5. Timo Bettendorf, 2012. "Investigating Global Imbalances: Empirical Evidence from a GVAR Approach," Studies in Economics 1217, School of Economics, University of Kent.

    Cited by:

    1. Mariam Camarero Author-X-Name-Mariam & Josep Lluís Carrión-i-Silvestre & Cecilio Tamarit, 2020. "External imbalances from a GVAR perspective," Working Papers 2005, Department of Applied Economics II, Universidad de Valencia.
    2. Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
    3. Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2020. "The North-South Divide, the Euro and the Worlds," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 147, Hellenic Observatory, LSE.
    4. Cao, Zheng & Li, Gang & Song, Haiyan, 2017. "Modelling the interdependence of tourism demand: The global vector autoregressive approach," Annals of Tourism Research, Elsevier, vol. 67(C), pages 1-13.
    5. Xue, Huidan & Li, Chenguang & Wang, Liming, 2018. "The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand," 2018 Annual Meeting, August 5-7, Washington, D.C. 273971, Agricultural and Applied Economics Association.
    6. Anna Sznajderska, 2019. "The role of China in the world economy: evidence from a global VAR model," Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1574-1587, March.
    7. Khan, Nazmus Sadat, 2020. "Spillover Effects of Trade Shocks in the Central and Eastern European and Baltic Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 39-68.

Articles

  1. Timo Bettendorf & Miguel A. León‐Ledesma, 2019. "German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 617-653, March.
    See citations under working paper version above.
  2. Timo Bettendorf, 2019. "Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 296-312, January. See citations under working paper version above.
  3. Bettendorf, Timo, 2017. "Investigating Global Imbalances: Empirical evidence from a GVAR approach," Economic Modelling, Elsevier, vol. 64(C), pages 201-210.
    See citations under working paper version above.
  4. Bettendorf, Timo & Chen, Wenjuan, 2013. "Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests," Economics Letters, Elsevier, vol. 120(2), pages 350-353.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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Statistics

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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 8 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 (3) 2015-06-20 2015-07-25 2016-11-06. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (3) 2013-01-07 2015-06-20 2015-07-25. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (2) 2015-06-20 2015-07-25. Author is listed
  4. NEP-ECM: Econometrics (2) 2017-06-04 2019-02-25. Author is listed
  5. NEP-MON: Monetary Economics (2) 2013-03-16 2014-02-02. Author is listed
  6. NEP-ACC: Accounting & Auditing (1) 2015-07-25
  7. NEP-CMP: Computational Economics (1) 2019-02-25
  8. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  9. NEP-LAB: Labour Economics (1) 2015-06-20

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