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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
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, 2019. "Information effects of euro area monetary policy: New evidence from high-frequency futures data," Discussion Papers 07/2019, Deutsche Bundesbank.
  2. Kerssenfischer, Mark, 2019. "Information Effects of Euro Area Monetary Policy," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203524, Verein für Socialpolitik / German Economic Association.
  3. 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.
  4. 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. Lucia Alessi & Mark Kerssenfischer, 2019. "The response of asset prices to monetary policy shocks: Stronger than thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 661-672, August.
  2. 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. Kerssenfischer, Mark, 2019. "Information effects of euro area monetary policy: New evidence from high-frequency futures data," Discussion Papers 07/2019, Deutsche Bundesbank.

    Cited by:

    1. Jung, Alexander & Uhlig, Harald, 2019. "Monetary policy shocks and the health of banks," Working Paper Series 2303, European Central Bank.
    2. Murgia, Lucia M., 2020. "The effect of monetary policy shocks on macroeconomic variables: Evidence from the Eurozone," Economics Letters, Elsevier, vol. 186(C).

  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.

    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.
    4. Mirela Miescu & Haroon Mumtaz, 2019. "Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy," Working Papers 280730188, Lancaster University Management School, Economics Department.
    5. Mirela S. Miescu & Haroon Mumtaz, 2019. "Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy," Working Papers 894, Queen Mary University of London, School of Economics and Finance.
    6. Gries, Thomas & Mitschke, Alexandra, 2019. "Systemic Risk from Interbank Credit Markets?," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203582, Verein für Socialpolitik / German Economic Association.

Articles

  1. Lucia Alessi & Mark Kerssenfischer, 2019. "The response of asset prices to monetary policy shocks: Stronger than thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 661-672, August.
    See citations under working paper version above.
  2. 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.

    Cited by:

    1. Carsen Jentsch & Kurt Graden Lunsford, 2019. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers 201908, Federal Reserve Bank of Cleveland.
    2. Martin Bruns, 2019. "Proxy VAR Models in a Data-Rich Environment," Discussion Papers of DIW Berlin 1831, DIW Berlin, German Institute for Economic Research.
    3. Dominik Bertsche, 2019. "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz 2019-06, Department of Economics, University of Konstanz.
    4. Martin Bruns, 2019. "Proxy VAR models in a data-rich environment," University of East Anglia School of Economics Working Paper Series 2019-03, School of Economics, University of East Anglia, Norwich, UK..
    5. Kerssenfischer, Mark, 2019. "Information Effects of Euro Area Monetary Policy," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203524, Verein für Socialpolitik / German Economic Association.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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-MAC: Macroeconomics (4) 2016-10-16 2017-05-07 2019-03-04 2019-11-04. Author is listed
  2. NEP-MON: Monetary Economics (4) 2016-10-16 2017-05-07 2019-03-04 2019-11-04. Author is listed
  3. NEP-CBA: Central Banking (3) 2017-05-07 2019-03-04 2019-11-04. Author is listed
  4. NEP-EEC: European Economics (3) 2016-10-16 2019-03-04 2019-11-04. Author is listed
  5. NEP-ECM: Econometrics (1) 2017-05-07. Author is listed

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