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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, 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

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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

  1. 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

  1. 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:

    1. 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.
    2. 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.
    3. 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

    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.
  1. NEP-MAC: Macroeconomics (2) 2016-10-16 2017-05-07. Author is listed
  2. NEP-MON: Monetary Economics (2) 2016-10-16 2017-05-07. Author is listed
  3. NEP-CBA: Central Banking (1) 2017-05-07. Author is listed
  4. NEP-ECM: Econometrics (1) 2017-05-07. Author is listed
  5. NEP-EEC: European Economics (1) 2016-10-16. Author is listed

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