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Florian Kajuth

Personal Details

First Name:Florian
Middle Name:
Last Name:Kajuth
Suffix:
RePEc Short-ID:pka741
[This author has chosen not to make the email address public]

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 Books

Working papers

  1. Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank.
  2. Kajuth, Florian & Schmidt, Tobias, 2011. "Seasonality in house prices," Discussion Paper Series 1: Economic Studies 2011,08, Deutsche Bundesbank.
  3. Kajuth, Florian, 2010. "NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off," Discussion Paper Series 1: Economic Studies 2010,19, Deutsche Bundesbank.
  4. Kajuth, Florian, 2008. "Studies on the role of asset prices and credit in the design of monetary and regulatory policy," Munich Dissertations in Economics 8801, University of Munich, Department of Economics.
  5. Kajuth, Florian & Watzka, Sebastian, 2008. "Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia," Discussion Papers in Economics 4858, University of Munich, Department of Economics.

Articles

  1. Florian Kajuth, 2016. "NAIRU Estimates for Germany: New Evidence on the Inflation–Unemployment Tradeoff," German Economic Review, Verein für Socialpolitik, vol. 17(1), pages 104-125, February.
  2. Kajuth, Florian, 2012. "Identifying the Phillips curve through shifts in volatility," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 975-991.
  3. Kajuth, Florian & Watzka, Sebastian, 2011. "Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 225-235, June.
  4. Kajuth, Florian, 2010. "The role of liquidity constraints in the response of monetary policy to house prices," Journal of Financial Stability, Elsevier, vol. 6(4), pages 230-242, December.

Books

  1. Derry O'Brien & Thomas Westermann & Zbigniew Krysiak & Kazimierz Kirejczyk & Michael Lea & Florian Kajuth & Thomas A. Knetsch & Nicolas Pinkwart & Guenter Karl & Andrey Tumanov & Evgeniya Zhelezova & , 2013. "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013," NBP Conference Publications, Narodowy Bank Polski, Economic Research Department, number 1 edited by Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski, Octubre-D.

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. Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank.

    Cited by:

    1. Oestmann, Marco & Bennöhr, Lars, 2015. "Determinants of house price dynamics. What can we learn from search engine data?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113198, Verein für Socialpolitik / German Economic Association.
    2. Darius Kulikauskas, 2015. "Measuring fundamental housing prices in the Baltic States: empirical approach," ERES eres2015_31, European Real Estate Society (ERES).
    3. Bienert, Sven & Sebastian, Steffen P. & Just, Tobias, . "Niedrigzinsumfeld und die Auswirkungen auf die Immobilienwirtschaft," Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics, number 8, March.
    4. Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," ZEW Discussion Papers 15-024, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    5. Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.
    6. Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2014. "Speculative Price Bubbles in Urban Housing Markets in Germany," Discussion Papers of DIW Berlin 1417, DIW Berlin, German Institute for Economic Research.
    7. Hana Hejlová & Michal Hlaváček & Luboš Komárek, 2017. "A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic," Prague Economic Papers, University of Economics, Prague, vol. 2017(3), pages 269-285.
    8. Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 276-291.
    9. Ch. Warisse, 2017. "Analysis of the developments in residential property prices : Is the Belgian market overvalued ?," Economic Review, National Bank of Belgium, issue i, pages 61-77, June.
    10. Konstantin Kholodilin, 2015. "Speculative Bubbles in Urban Housing Markets in Germany," ERSA conference papers ersa15p67, European Regional Science Association.

  2. Kajuth, Florian, 2010. "NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off," Discussion Paper Series 1: Economic Studies 2010,19, Deutsche Bundesbank.

    Cited by:

    1. Knetsch, Thomas A. & Sonderhof, Katja & Kempe, Wolfram, 2013. "Das Erwerbspersonenpotenzial zu Vollzeitäquivalenten: Messkonzept, Projektion und Anwendungsbeispiele," Discussion Papers 26/2013, Deutsche Bundesbank.
    2. De la Serve, M-E. & Lemoine, M., 2011. "Measuring the NAIRU: a complementary approach," Working papers 342, Banque de France.
    3. OECD & Elena Rusticelli, 2014. "Rescuing the Phillips curve: Making use of long-term unemployment in the measurement of the NAIRU," OECD Journal: Economic Studies, OECD Publishing, vol. 2014(1), pages 109-127.

  3. Kajuth, Florian & Watzka, Sebastian, 2008. "Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia," Discussion Papers in Economics 4858, University of Munich, Department of Economics.

    Cited by:

    1. El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
    2. Güler, Mustafa Haluk & Keleş, Gürsu & Polat, Tandoğan, 2017. "An empirical decomposition of the liquidity premium in breakeven inflation rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 185-192.
    3. Paul Söderlind, 2011. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 113-133, June.
    4. Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2017. "Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del Gobierno colombiano," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, vol. 78, February.
    5. Montes, Gabriel Caldas & Curi, Alexandre, 2017. "Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium," Journal of Economics and Business, Elsevier, vol. 93(C), pages 46-61.
    6. Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016. "Inflation expectations derived from a portfolio model," MPRA Paper 69489, University Library of Munich, Germany.
    7. Kajuth, Florian & Watzka, Sebastian, 2008. "Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia," Discussion Papers in Economics 4858, University of Munich, Department of Economics.
    8. 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).
    9. Zeng, Zheng, 2013. "New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 125-139.

Articles

  1. Florian Kajuth, 2016. "NAIRU Estimates for Germany: New Evidence on the Inflation–Unemployment Tradeoff," German Economic Review, Verein für Socialpolitik, vol. 17(1), pages 104-125, February. See citations under working paper version above.
  2. Kajuth, Florian, 2012. "Identifying the Phillips curve through shifts in volatility," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 975-991.

    Cited by:

    1. Kajuth, Florian, 2010. "NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off," Discussion Paper Series 1: Economic Studies 2010,19, Deutsche Bundesbank.
    2. William Gatt, 2016. "Time variation, asymmetry and threshold effect in Malta's Phillips curve," CBM Working Papers WP/02/2016, Central Bank of Malta.
    3. Owen Grech & Noel Rapa, 2016. "STREAM: A structural macro-econometric model of the Maltese economy," CBM Working Papers WP/01/2016, Central Bank of Malta.

  3. Kajuth, Florian & Watzka, Sebastian, 2011. "Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 225-235, June.
    See citations under working paper version above.
  4. Kajuth, Florian, 2010. "The role of liquidity constraints in the response of monetary policy to house prices," Journal of Financial Stability, Elsevier, vol. 6(4), pages 230-242, December.

    Cited by:

    1. Zeng, Jhih-Hong & Peng, Chi-Lu & Chen, Ming-Chi & Lee, Chien-Chiang, 2013. "Wealth effects on the housing markets: Do market liquidity and market states matter?," Economic Modelling, Elsevier, vol. 32(C), pages 488-495.
    2. John C. Williams, 2011. "Monetary policy in an era of crises," Speech 93, Federal Reserve Bank of San Francisco.

Books

  1. Derry O'Brien & Thomas Westermann & Zbigniew Krysiak & Kazimierz Kirejczyk & Michael Lea & Florian Kajuth & Thomas A. Knetsch & Nicolas Pinkwart & Guenter Karl & Andrey Tumanov & Evgeniya Zhelezova & , 2013. "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013," NBP Conference Publications, Narodowy Bank Polski, Economic Research Department, number 1 edited by Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski, Octubre-D.

    Cited by:

    1. Augustyniak, Hanna & Leszczyński, Robert & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2014. "On the dynamics of the primary housing market and the forecasting of house prices," MPRA Paper 61015, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

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 4 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-CBA: Central Banking (3) 2008-07-14 2010-10-16 2011-05-24
  2. NEP-MAC: Macroeconomics (3) 2008-07-14 2010-10-16 2013-11-29
  3. NEP-URE: Urban & Real Estate Economics (2) 2011-05-24 2013-11-29
  4. NEP-LAB: Labour Economics (1) 2010-10-16
  5. NEP-MON: Monetary Economics (1) 2008-07-14

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