Mark Kerssenfischer
Personal Details
First Name: | Mark |
Middle Name: | |
Last Name: | Kerssenfischer |
Suffix: | |
RePEc Short-ID: | pke298 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/markkerssenfischer/home | |
Twitter: | @markkersen |
Affiliation
Deutsche Bundesbank
Frankfurt, Germanyhttp://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
Jump to: Working papers ArticlesWorking papers
- Kerssenfischer, Mark, 2017. "The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model," Discussion Papers 08/2017, Deutsche Bundesbank.
- Alessi, Lucia & Kerssenfischer, Mark, 2016. "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series 1967, European Central Bank.
Articles
- Mark Kerssenfischer, 2019. "The puzzling effects of monetary policy in VARs: Invalid identification or missing information?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(1), pages 18-25, January.
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
- Alessi, Lucia & Kerssenfischer, Mark, 2016.
"The response of asset prices to monetary policy shocks: stronger than thought,"
Working Paper Series
1967, European Central Bank.
Cited by:
- Kerssenfischer, Mark, 2017. "The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model," Discussion Papers 08/2017, Deutsche Bundesbank.
- Helmut Lütkepohl & Aleksei Netšunajev, 2018.
"The Relation between Monetary Policy and the Stock Market in Europe,"
Econometrics,
MDPI, Open Access Journal, vol. 6(3), pages 1-14, August.
- Helmut Lütkepohl & Aleksei Netsunajev, 2018. "The Relation between Monetary Policy and the Stock Market in Europe," Discussion Papers of DIW Berlin 1729, DIW Berlin, German Institute for Economic Research.
- 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.
Articles
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Sorry, no citations of articles recorded.
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 2 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.- NEP-MAC: Macroeconomics (2) 2016-10-16 2017-05-07. Author is listed
- NEP-MON: Monetary Economics (2) 2016-10-16 2017-05-07. Author is listed
- NEP-CBA: Central Banking (1) 2017-05-07. Author is listed
- NEP-ECM: Econometrics (1) 2017-05-07. Author is listed
- NEP-EEC: European Economics (1) 2016-10-16. Author is listed
Corrections
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