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Wolfgang Lemke

This is information that was supplied by Wolfgang Lemke in registering through RePEc. If you are Wolfgang Lemke , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Wolfgang
Middle Name:
Last Name:Lemke
RePEc Short-ID:ple433
Postal Address:
Location: Frankfurt am Main, Germany
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Postal: D-60640 Frankfurt am Main
Handle: RePEc:edi:emieude (more details at EDIRC)
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  1. Lemke, Wolfgang & Strohsal, Till, 2013. "What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79794, Verein für Socialpolitik / German Economic Association.
  2. Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers 8321, C.E.P.R. Discussion Papers.
  3. Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR," Discussion Paper Series 1: Economic Studies 2011,05, Deutsche Bundesbank, Research Centre.
  4. Fornari, Fabio & Lemke, Wolfgang, 2010. "Predicting recession probabilities with financial variables over multiple horizons," Working Paper Series 1255, European Central Bank.
  5. Ejsing, Jacob & Lemke, Wolfgang, 2009. "The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09," Working Paper Series 1127, European Central Bank.
  6. Lemke, Wolfgang & Werner, Thomas, 2009. "The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics," Working Paper Series 1045, European Central Bank.
  7. Archontakis, Theofanis & Lemke, Wolfgang, 2007. "Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure," Discussion Paper Series 1: Economic Studies 2007,02, Deutsche Bundesbank, Research Centre.
  8. Lemke, Wolfgang, 2007. "An affine macro-finance term structure model for the euro area," Discussion Paper Series 1: Economic Studies 2007,13, Deutsche Bundesbank, Research Centre.
  9. Michael Krause & Wolfgang Lemke, 2006. "Optimal Monetary Policy Response to Distortionary Tax Changes," Computing in Economics and Finance 2006 306, Society for Computational Economics.
  10. Lemke, Wolfgang & Archontakis, Theofanis, 2006. "Bond pricing when the short term interest rate follows a threshold process," Discussion Paper Series 1: Economic Studies 2006,06, Deutsche Bundesbank, Research Centre.
  11. Wolfgang Lemke, 2005. "Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations," Computing in Economics and Finance 2005 341, Society for Computational Economics.
  12. Lemke, Wolfgang & Greiber, Claus, 2005. "Money demand and macroeconomic uncertainty," Discussion Paper Series 1: Economic Studies 2005,26, Deutsche Bundesbank, Research Centre.
  1. Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2015. "Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 493-533, 06.
  2. Ejsing, Jacob & Lemke, Wolfgang, 2011. "The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009," Economics Letters, Elsevier, vol. 110(1), pages 28-31, January.
  3. Wolfgang Lemke & Theofanis Archontakis, 2008. "Bond pricing when the short-term interest rate follows a threshold process," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 811-822.
  4. Axel A. Weber & Wolfgang Lemke & Andreas Worms, 2008. "How useful is the concept of the natural real rate of interest for monetary policy?," Cambridge Journal of Economics, Oxford University Press, vol. 32(1), pages 49-63, January.
  5. Lemke, Wolfgang, 2008. "An affine macro-finance term structure model for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 41-69, March.
  6. Theofanis Archontakis & Wolfgang Lemke, 2008. "Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 75-117, 02.
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-01-10
  2. NEP-BEC: Business Economics (1) 2010-10-23
  3. NEP-CBA: Central Banking (6) 2006-07-15 2007-09-02 2010-10-23 2011-04-23 2011-04-23 2014-02-02. Author is listed
  4. NEP-ECM: Econometrics (2) 2010-10-23 2011-04-23
  5. NEP-EEC: European Economics (4) 2007-09-02 2010-01-10 2010-10-23 2014-02-02. Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2007-03-10 2011-04-23
  7. NEP-FIN: Finance (1) 2006-08-05
  8. NEP-FMK: Financial Markets (2) 2006-08-05 2009-08-08
  9. NEP-FOR: Forecasting (2) 2010-10-23 2011-04-23
  10. NEP-IFN: International Finance (1) 2011-04-23
  11. NEP-MAC: Macroeconomics (6) 2006-07-15 2006-08-05 2006-08-05 2007-03-10 2007-09-02 2014-02-02. Author is listed
  12. NEP-MON: Monetary Economics (8) 2006-07-15 2006-08-05 2006-08-05 2007-03-10 2007-09-02 2009-08-08 2011-04-23 2014-02-02. Author is listed
  13. NEP-PBE: Public Economics (1) 2006-07-15
  14. NEP-RMG: Risk Management (2) 2010-01-10 2010-10-23
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2009-08-08

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