Till Strohsal
Personal Details
| First Name: | Till |
| Middle Name: | |
| Last Name: | Strohsal |
| Suffix: | |
| RePEc Short-ID: | pst1062 |
| [This author has chosen not to make the email address public] | |
| https://www.hwr-berlin.de/en/prof/till-strohsal | |
Affiliation
(90%) Fachbereich Wirtschaftswissenschaften
Hochschule für Wirtschaft und Recht
Berlin, Germanyhttp://www.hwr-berlin.de/fachbereich-wirtschaftswissenschaften/
RePEc:edi:fhwbede (more details at EDIRC)
(10%) Fachbereich Wirtschaftswissenschaft
Freie Universität Berlin
Berlin, Germanyhttp://www.wiwiss.fu-berlin.de/
RePEc:edi:fwfubde (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Helmut Lütkepohl & Till Strohsal, 2025. "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin 2110, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Till Strohsal, 2025. "Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin 2146, DIW Berlin, German Institute for Economic Research.
- Reichlin, Lucrezia & Andreini, Paolo & Hasenzagl, Thomas & Senftleben-König, Charlotte & Strohsal, Till, 2020. "Nowcasting German GDP," CEPR Discussion Papers 14323, C.E.P.R. Discussion Papers.
- Zhen Zhu & Enzo Weber & Till Strohsal & Duaa Serhan, 2020. "Sustainable Border Control Policy in the COVID-19 Pandemic: A Math Modeling Study," Papers 2008.13561, arXiv.org, revised Feb 2021.
- Strohsal, Till & Wolf, Elias, 2019. "Data revisions to German national accounts: Are initial releases good nowcasts?," Discussion Papers 2019/11, Free University Berlin, School of Business & Economics.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017.
"Characterizing the financial cycle: evidence from a frequency domain analysis,"
IMK Working Paper
189-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 568-591.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers 22/2015, Deutsche Bundesbank.
- Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers 2015-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113143, Verein für Socialpolitik / German Economic Association.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017.
"Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK,"
IMK Working Paper
182-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2019. "Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK," Empirical Economics, Springer, vol. 57(2), pages 385-398, August.
- Nautz, Dieter & Netšunajev, Aleksei & Strohsal, Till, 2016.
"The anchoring of inflation expectations in the short and in the long run,"
SFB 649 Discussion Papers
2016-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nautz, Dieter & Strohsal, Till & Netšunajev, Aleksei, 2019. "The Anchoring Of Inflation Expectations In The Short And In The Long Run," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1959-1977, July.
- Nautz, Dieter & Netsunajew, Aleksei & Strohsal, Till, 2017. "The Anchoring of Inflation Expectations in the Short and in the Long Run," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168075, Verein für Socialpolitik / German Economic Association.
- Melnick, Rafi & Strohsal, Till, 2016. "Disinflation and the Phillips Curve: Israel 1986-2015," SFB 649 Discussion Papers 2016-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Melnick, Rafi & Strohsal, Till, 2015. "From galloping inflation to price stability in steps: Israel 1985-2013," SFB 649 Discussion Papers 2015-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "How do financial cycles interact? Evidence from the US and the UK," SFB 649 Discussion Papers 2015-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2015.
"The time-varying degree of inflation expectations anchoring,"
SFB 649 Discussion Papers
2015-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016. "The time-varying degree of inflation expectations anchoring," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 62-71.
- Pagenhardt, Laura & Nautz, Dieter & Strohsal, Till, 2015.
"The (de-)anchoring of inflation expectations: New evidence from the Euro area,"
SFB 649 Discussion Papers
2015-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017. "The (de-)anchoring of inflation expectations: New evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 103-115.
- Nautz, Dieter & Strohsal, Till, 2014.
"Are US inflation expectations re-anchored?,"
SFB 649 Discussion Papers
2014-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nautz, Dieter & Strohsal, Till, 2015. "Are US inflation expectations re-anchored?," Economics Letters, Elsevier, vol. 127(C), pages 6-9.
- Strohsal, Till, 2013. "Testing the preferred-habitat theory: The role of time-varying risk aversion," SFB 649 Discussion Papers 2013-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lemke, Wolfgang & Strohsal, Till, 2013. "What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79794, Verein für Socialpolitik / German Economic Association.
- Strohsal, Till & Weber, Enzo, 2013. "Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79903, Verein für Socialpolitik / German Economic Association.
- Strohsal, Till & Winkelmann, Lars, 2012. "Assessing the anchoring of inflation expectations," SFB 649 Discussion Papers 2012-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Weber, Enzo, 2012. "The signal of volatility," SFB 649 Discussion Papers 2012-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Weber, Enzo, 2010.
"Mean-Variance Cointegration and the Expectations Hypothesis,"
University of Regensburg Working Papers in Business, Economics and Management Information Systems
442, University of Regensburg, Department of Economics.
- Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
- Strohsal, Till & Weber, Enzo, 2011. "Mean-variance cointegration and the expectations hypothesis," SFB 649 Discussion Papers 2011-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Articles
- Proaño, Christian R. & Quero Virla, Leonardo & Strohsal, Till, 2025. "How strong is the link between the global financial cycle and national macro-financial dynamics? A wavelet analysis," Journal of International Money and Finance, Elsevier, vol. 159(C).
- Andreini, Paolo & Hasenzagl, Thomas & Reichlin, Lucrezia & Senftleben-König, Charlotte & Strohsal, Till, 2023. "Nowcasting German GDP: Foreign factors, financial markets, and model averaging," International Journal of Forecasting, Elsevier, vol. 39(1), pages 298-313.
- Strohsal, Till & Wolf, Elias, 2020. "Data revisions to German national accounts: Are initial releases good nowcasts?," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1252-1259.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2019.
"Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK,"
Empirical Economics, Springer, vol. 57(2), pages 385-398, August.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK," IMK Working Paper 182-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019.
"Characterizing the financial cycle: Evidence from a frequency domain analysis,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 568-591.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers 22/2015, Deutsche Bundesbank.
- Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers 2015-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Characterizing the financial cycle: evidence from a frequency domain analysis," IMK Working Paper 189-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113143, Verein für Socialpolitik / German Economic Association.
- Nautz, Dieter & Strohsal, Till & Netšunajev, Aleksei, 2019.
"The Anchoring Of Inflation Expectations In The Short And In The Long Run,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1959-1977, July.
- Nautz, Dieter & Netsunajew, Aleksei & Strohsal, Till, 2017. "The Anchoring of Inflation Expectations in the Short and in the Long Run," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168075, Verein für Socialpolitik / German Economic Association.
- Nautz, Dieter & Netšunajev, Aleksei & Strohsal, Till, 2016. "The anchoring of inflation expectations in the short and in the long run," SFB 649 Discussion Papers 2016-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Till Strohsal, 2018. "Der deutsche Konjunkturzyklus: Vermessung und Zusammenhang mit Investitionen [Assessing the German Business Cycle and the Role of Investment]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 98(2), pages 125-128, February.
- Till Strohsal, 2017. "Bond yields and debt supply: new evidence through the lens of a preferred-habitat model," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1509-1522, October.
- Melnick, Rafi & Strohsal, Till, 2017. "Disinflation in steps and the Phillips curve: Israel 1986–2015," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 145-161.
- Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017.
"The (de-)anchoring of inflation expectations: New evidence from the euro area,"
The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 103-115.
- Pagenhardt, Laura & Nautz, Dieter & Strohsal, Till, 2015. "The (de-)anchoring of inflation expectations: New evidence from the Euro area," SFB 649 Discussion Papers 2015-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016.
"The time-varying degree of inflation expectations anchoring,"
Journal of Macroeconomics, Elsevier, vol. 48(C), pages 62-71.
- Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2015. "The time-varying degree of inflation expectations anchoring," SFB 649 Discussion Papers 2015-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Weber, Enzo, 2015. "Time-varying international stock market interaction and the identification of volatility signals," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 28-36.
- Strohsal, Till & Winkelmann, Lars, 2015. "Assessing the anchoring of inflation expectations," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 33-48.
- Nautz, Dieter & Strohsal, Till, 2015.
"Are US inflation expectations re-anchored?,"
Economics Letters, Elsevier, vol. 127(C), pages 6-9.
- Nautz, Dieter & Strohsal, Till, 2014. "Are US inflation expectations re-anchored?," SFB 649 Discussion Papers 2014-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Till Strohsal & Enzo Weber, 2014.
"Mean-variance cointegration and the expectations hypothesis,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
- Strohsal, Till & Weber, Enzo, 2011. "Mean-variance cointegration and the expectations hypothesis," SFB 649 Discussion Papers 2011-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Weber, Enzo, 2010. "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 442, University of Regensburg, Department of Economics.
Chapters
- Steffen Sebastian & Till Strohsal & René-Ojas Woltering, 2017. "German Open-End Real Estate Funds," Management for Professionals, in: Tobias Just & Wolfgang Maennig (ed.), Understanding German Real Estate Markets, edition 2, pages 279-293, Springer.
- Steffen Sebastian & Till Strohsal, 2012. "German Open-End Real Estate Funds," Management for Professionals, in: Tobias Just & Wolfgang Maennig (ed.), Understanding German Real Estate Markets, edition 127, pages 301-313, Springer.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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 (9) 2010-07-24 2014-02-02 2015-08-13 2016-02-17 2017-10-15 2017-10-22 2018-01-29 2019-08-12 2020-07-27. Author is listed
- NEP-ETS: Econometric Time Series (3) 2019-08-12 2025-04-14 2025-12-22
- NEP-MON: Monetary Economics (3) 2010-07-24 2014-02-02 2017-10-22
- NEP-CBA: Central Banking (2) 2014-02-02 2017-10-22
- NEP-EEC: European Economics (2) 2014-02-02 2019-08-12
- NEP-ENE: Energy Economics (2) 2025-04-14 2025-12-22
- NEP-CTA: Contract Theory and Applications (1) 2017-10-22
- NEP-ECM: Econometrics (1) 2025-04-14
- NEP-FMK: Financial Markets (1) 2010-07-24
- NEP-FOR: Forecasting (1) 2020-07-27
- NEP-HEA: Health Economics (1) 2020-09-14
- NEP-INT: International Trade (1) 2020-09-14
- NEP-MST: Market Microstructure (1) 2014-02-02
- NEP-OPM: Open Economy Macroeconomics (1) 2020-09-14
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