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Martin Mandler

Personal Details

First Name:Martin
Middle Name:
Last Name:Mandler
Suffix:
RePEc Short-ID:pma698
http://wiwi.uni-giessen.de/ma/dat/Tillmann/Martin_Mandler/
Deutsche Bundesbank, Economics Department, Wilhelm-Epstein-Str. 14, D-60431 Frankfurt am Main, Germany

Affiliation

(70%) 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)

(30%) Fachbereich Wirtschaftswissenschaften
Justus-Liebig-Universität Gießen

Gießen, Germany
http://wiwi.uni-giessen.de/home/fb02/

: +49 (0)641 99 22 001
+49 (0)641 99 22 009
Licher Straße 74, 35394 Gießen
RePEc:edi:fwgiede (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Ute Volz & Martin Mandler & Michael Scharnagl, 2016. "Heterogeneity in Euro Area Monetary Policy Transmission: Results from a large Multi-Country BVAR," EcoMod2016 9609, EcoMod.
  2. Mandler, Martin & Scharnagl, Michael & Volz, Ute, 2016. "Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model," Discussion Papers 03/2016, Deutsche Bundesbank.
  3. Scharnagl, Michael & Mandler, Martin, 2015. "The relationship of simple sum and Divisia monetary aggregates with real GDP and inflation: a wavelet analysis for the US," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112879, Verein für Socialpolitik / German Economic Association.
  4. Mandler, Martin & Scharnagl, Michael, 2014. "Money growth and consumer price inflation in the euro area: A wavelet analysis," Discussion Papers 33/2014, Deutsche Bundesbank.
  5. Mandler, Martin, 2011. "Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank," MPRA Paper 32430, University Library of Munich, Germany.
  6. Mandler, Martin, 2010. "Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy," MPRA Paper 25929, University Library of Munich, Germany.
  7. Mandler, Martin, 2010. "Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions," MPRA Paper 21215, University Library of Munich, Germany.
  8. Mandler, Martin, 2010. "Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions," MPRA Paper 21887, University Library of Munich, Germany.
  9. Martin Mandler, 2009. "The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006," MAGKS Papers on Economics 200945, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  10. Mandler, Martin, 2007. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper 13498, University Library of Munich, Germany, revised Jan 2009.
  11. Mandler, Martin, 2007. "The Taylor rule and interest rate uncertainty in the U.S. 1955-2006," MPRA Paper 2340, University Library of Munich, Germany.
  12. Mandler, Martin, 2006. "Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy," MPRA Paper 2318, University Library of Munich, Germany.

Articles

  1. Mandler, Martin, 2012. "Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions," Economics Letters, Elsevier, vol. 116(3), pages 422-425.
  2. Mandler, Martin, 2012. "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 228-245.
  3. Martin Mandler & Peter Tillmann, 2011. "Die schwierige Rückkehr der EZB zur Normalität: Ein Vorschlag," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(14), pages 27-29, July.
  4. Markus Kerber & Martin Mandler & Peter Tillmann, 2010. "Ankauf von Staatsanleihen durch die EZB: Wie ist die neue Offenmarktpolitik der Europäischen Zentralbank zu bewerten?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(21), pages 03-10, November.
  5. Mandler, Martin, 2009. "In search of robust monetary policy rules - Should the Fed look at money growth or stock market performance?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 345-361, June.
  6. Martin Mandler, 2002. "Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(II), pages 165-189, June.

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. Mandler, Martin & Scharnagl, Michael & Volz, Ute, 2016. "Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model," Discussion Papers 03/2016, Deutsche Bundesbank.

    Cited by:

    1. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.

  2. Mandler, Martin & Scharnagl, Michael, 2014. "Money growth and consumer price inflation in the euro area: A wavelet analysis," Discussion Papers 33/2014, Deutsche Bundesbank.

    Cited by:

    1. Scharnagl, Michael & Mandler, Martin, 2015. "The relationship of simple sum and Divisia monetary aggregates with real GDP and inflation: a wavelet analysis for the US," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112879, Verein für Socialpolitik / German Economic Association.
    2. Michael A. Flor & Torben Klarl, 2015. "On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas," CESifo Working Paper Series 5471, CESifo Group Munich.
    3. Jung, Alexander, 2016. "Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?," Working Paper Series 1926, European Central Bank.
    4. Marcin Koltuniak, 2016. "Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 251-266.

  3. Mandler, Martin, 2011. "Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank," MPRA Paper 32430, University Library of Munich, Germany.

    Cited by:

    1. Sznajderska, Anna, 2014. "Asymmetric effects in the Polish monetary policy rule," Economic Modelling, Elsevier, vol. 36(C), pages 547-556.

  4. Mandler, Martin, 2010. "Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy," MPRA Paper 25929, University Library of Munich, Germany.

    Cited by:

    1. Georg Dettmann, 2014. "Determinants of Internal and External Imbalances within the Euro Area," Working Papers 01/2014, University of Verona, Department of Economics.

  5. Martin Mandler, 2009. "The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006," MAGKS Papers on Economics 200945, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

    Cited by:

    1. Yüksel, Ebru & Metin-Ozcan, Kivilcim & Hatipoglu, Ozan, 2013. "A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through," Economic Systems, Elsevier, vol. 37(1), pages 122-134.

  6. Mandler, Martin, 2007. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper 13498, University Library of Munich, Germany, revised Jan 2009.

    Cited by:

    1. Pierdzioch, Christian & Rülke, Jan-Christoph, 2014. "Central banks’ interest rate projections and forecast coordination," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 130-137.

  7. Mandler, Martin, 2007. "The Taylor rule and interest rate uncertainty in the U.S. 1955-2006," MPRA Paper 2340, University Library of Munich, Germany.

    Cited by:

    1. Belongia, Michael T. & Ireland, Peter N., 2016. "The evolution of U.S. monetary policy: 2000–2007," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 78-93.

Articles

  1. Mandler, Martin, 2012. "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 228-245.

    Cited by:

    1. Pauwels, Laurent & Vasnev, Andrey, 2013. "Forecast combination for U.S. recessions with real-time data," Working Papers 02/2013, University of Sydney Business School, Discipline of Business Analytics.
    2. Beckmann, Joscha, 2011. "Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices," Ruhr Economic Papers 272, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    3. Pierdzioch, Christian & Rülke, Jan-Christoph, 2014. "Central banks’ interest rate projections and forecast coordination," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 130-137.

  2. Mandler, Martin, 2009. "In search of robust monetary policy rules - Should the Fed look at money growth or stock market performance?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 345-361, June.

    Cited by:

    1. Mandler, Martin, 2010. "Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy," MPRA Paper 25929, University Library of Munich, Germany.

  3. Martin Mandler, 2002. "Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(II), pages 165-189, June.

    Cited by:

    1. Vahamaa, Sami, 2005. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Journal of Economics and Business, Elsevier, vol. 57(1), pages 23-38.

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 16 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 (16) 2007-03-24 2007-03-31 2009-11-27 2009-11-27 2010-03-20 2010-03-20 2010-04-17 2010-04-17 2010-10-30 2010-10-30 2011-08-02 2015-01-09 2016-02-17 2016-05-21 2017-03-12 2017-04-23. Author is listed
  2. NEP-MON: Monetary Economics (13) 2007-03-24 2007-03-31 2009-11-27 2009-11-27 2010-03-20 2010-04-17 2010-10-30 2011-08-02 2015-01-09 2016-02-17 2016-05-21 2017-03-12 2017-04-23. Author is listed
  3. NEP-CBA: Central Banking (9) 2009-11-27 2009-11-27 2010-03-20 2010-03-20 2010-10-30 2010-10-30 2011-08-02 2016-05-21 2017-03-12. Author is listed
  4. NEP-EEC: European Economics (4) 2010-10-30 2015-01-09 2016-05-21 2017-03-12
  5. NEP-FOR: Forecasting (3) 2007-03-31 2009-11-27 2009-11-27

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