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Content
2022
- 14/2022 Interest rate shocks, competition and bank liquidity creation
by Kick, Thomas
- 13/2022 Addressing COVID-19 outliers in BVARs with stochastic volatility
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar
- 12/2022 Inflation expectations and climate concern
by Meinerding, Christoph & Poinelli, Andrea & Schüler, Yves
- 11/2022 Wealth and subjective well-being in Germany
by Jantsch, Antje & Le Blanc, Julia & Schmidt, Tobias
- 10/2022 Optimal timing of policy interventions in troubled banks
by König, Philipp Johann & Mayer, Paul & Pothier, David
- 09/2022 Existence and uniqueness of solutions to dynamic models with occasionally binding constraints
by Holden, Tom D.
- 08/2022 Cybersecurity and financial stability
by Anand, Kartik & Duley, Chanelle & Gai, Prasanna
- 07/2022 The impact of carbon pricing in a multi-region production network model and an application to climate scenarios
by Frankovic, Ivan
- 06/2022 Banks' strategic interaction, adverse price dynamics and systemic liquidity risk
by Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian
- 05/2022 Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model
by Bettendorf, Timo & Karadimitropoulou, Aikaterini
- 04/2022 Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default
by Wosnitza, Jan Henrik
- 03/2022 You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform
by Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol
- 02/2022 EU enlargement and (temporary) migration: Effects on labour market outcomes in Germany
by Hammer, Luisa & Hertweck, Matthias S.
- 01/2022 Climate change and individual behavior
by Bernard, René & Tzamourani, Panagiota & Weber, Michael
2021
- 56/2021 Economic theories and macroeconomic reality
by Loria, Francesca & Matthes, Christian & Wang, Mu-Chun
- 55/2021 The hockey stick Phillips curve and the effective lower bound
by Böhl, Gregor & Lieberknecht, Philipp
- 54/2021 Markups and financial shocks
by Meinen, Philipp & Soares, Ana Cristina
- 53/2021 Economic analysis using higher frequency time series: Challenges for seasonal adjustment
by Ollech, Daniel
- 52/2021 Exchange rate depreciations and local business cycles: The role of bank loan supply
by Beck, Thorsten & Bednarek, Peter & te Kaat, Daniel Marcel & von Westernhagen, Natalja
- 51/2021 Optimal monetary policy using reinforcement learning
by Hinterlang, Natascha & Tänzer, Alina
- 50/2021 Using energy and emissions taxation to finance labor tax reductions in a multi-sector economy: An assessment with EMuSe
by Hinterlang, Natascha & Martin, Anika & Röhe, Oke & Stähler, Nikolai & Strobel, Johannes
- 49/2021 US trade policy and the US dollar
by Khalil, Makram & Strobel, Felix
- 48/2021 Do inflation expectations improve model-based inflation forecasts?
by Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver
- 47/2021 Consumption taxation to finance pension payments
by Ruppert, Kilian & Schön, Matthias & Stähler, Nikolai
- 46/2021 Why are interest rates on bank deposits so low?
by Busch, Ramona & Memmel, Christoph
- 45/2021 Identifying empty creditors with a shock and micro-data
by Degryse, Hans & Gündüz, Yalin & O'Flynn, Kuchulain & Ongena, Steven
- 44/2021 Household bargaining, pension contributions and retirement expectations: Evidence from the German Panel on Household Finances
by Fernandes, Inês & Schmidt, Tobias
- 43/2021 Gauging the effects of the German COVID-19 fiscal stimulus package
by Hinterlang, Natascha & Moyen, Stéphane & Röhe, Oke & Stähler, Nikolai
- 42/2021 Bank risk-taking and impaired monetarypolicy transmission
by Koenig, Philipp J. & Schliephake, Eva
- 41/2021 Monetary policy and Bitcoin
by Karau, Sören
- 40/2021 Hitting the elusive inflation target
by Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias
- 39/2021 Safe asset shortage and collateral reuse
by Jank, Stephan & Mönch, Emanuel & Schneider, Michael
- 38/2021 Structural change revisited: The rise of manufacturing jobs in the service sector
by Boddin, Dominik & Kroeger, Thilo
- 37/2021 Financial integration and the co-movement of economic activity: Evidence from U.S. states
by Götz, Martin & Gozzi, Juan Carlos
- 36/2021 Banks' credit losses and lending dynamics
by Raupach, Peter & Memmel, Christoph
- 35/2021 Quantitative easing, safe asset scarcity and bank lending
by Tischer, Johannes
- 34/2021 Pandemic recessions and contact tracing
by Melosi, Leonardo & Rottner, Matthias
- 33/2021 Benefits of internationalisation for acquirers and targets - But unevenly distributed
by Frey, Rainer & Goldbach, Stefan
- 32/2021 Macroprudential policy and the sovereign-bank nexus in the euro area
by Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt
- 31/2021 The leverage effect of bank disclosures
by König, Philipp Johann & Laux, Christian & Pothier, David
- 30/2021 Better be careful: The replenishment of ABS backed by SME loans
by Fenner, Arved & Klein, Philipp & Mössinger, Carina
- 29/2021 On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic
by Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad
- 28/2021 Return differences between DAX ETFs and the benchmark DAX
by Schmidhammer, Christoph
- 27/2021 Decomposing the yield curve with linear regressions and survey information
by Halberstadt, Arne
- 26/2021 The case for a positive euro area inflation target: Evidence from France, Germany and Italy
by Adam, Klaus & Gautier, Erwan & Santoro, Sergio & Weber, Henning
- 25/2021 Equity premium predictability over the business cycle
by Mönch, Emanuel & Stein, Tobias
- 24/2021 Reversal interest rate and macroprudential policy
by Darracq Pariès, Matthieu & Kok Sørensen, Christoffer & Rottner, Matthias
- 23/2021 German banks' behavior in the low interest rate environment
by Busch, Ramona & Littke, Helge & Memmel, Christoph & Niederauer, Simon
- 22/2021 Labor adjustment and productivity in the OECD
by Dossche, Maarten & Gazzani, Andrea & Lewis, Vivien
- 21/2021 Lighting up the dark: Liquidity in the German corporate bond market
by Gündüz, Yalin & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G.
- 20/2021 The impact of borrower-based instruments on household vulnerability in Germany
by Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar
- 19/2021 System-wide and banks' internal stress tests: Regulatory requirements and literature review
by Pliszka, Kamil
- 18/2021 The effect of unemployment insurance benefits on (self-)employment: Two sides of the same coin?
by Camarero Garcia, Sebastian & Hansch, Michelle
- 17/2021 Covid-19 and capital flows: He responses of investors to the responses of governments
by Goldbach, Stefan & Nitsch, Volker
- 16/2021 Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups
by Littke, Helge & Ossandon Busch, Matias
- 15/2021 Contagious zombies
by Bittner, Christian & Fecht, Falko & Georg, Co-Pierre
- 14/2021 Banks' complexity-risk nexus and the role of regulation
by Martynova, Natalya & Vogel, Ursula
- 13/2021 Do exchange rates absorb demand shocks at the ZLB?
by Hoffmann, Mathias & Hürtgen, Patrick
- 12/2021 What drives the German TARGET balances? Evidence from a BVAR approach
by Bettendorf, Timo & Jochem, Axel
- 11/2021 Precision-based sampling with missing observations: A factor model application
by Hauber, Philipp & Schumacher, Christian
- 10/2021 Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts
by Hombert, Johan & Möhlmann, Axel & Weiß, Matthias
- 09/2021 Synthetic leverage and fund risk-taking
by Fricke, Daniel
- 08/2021 Liquidity in the German corporate bond market: Has the CSPP made a difference?
by Boneva, Lena & Islami, Mevlud & Schlepper, Kathi
- 07/2021 The role of information and experience for households' inflation expectations
by Conrad, Christian & Enders, Zeno & Glas, Alexander
- 06/2021 Quantifying bias and inaccuracy of upper-level aggregation in HICPs for Germany and the euro area
by Herzberg, Julika & Knetsch, Thomas A. & Schwind, Patrick & Weinand, Sebastian
- 05/2021 Toothless tiger with claws? Financial stability communication, expectations, and risk-taking
by Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin
- 04/2021 Real estate transaction taxes and credit supply
by Koetter, Michael & Marek, Philipp & Mavropoulos, Antonios
- 03/2021 Re-allocating taxing rights and minimum tax rates in international profit taxation
by Kempkes, Gerhard & Stähler, Nikolai
- 02/2021 A note of caution on quantifying banks' recapitalization effects
by Schmidt, Kirsten & Noth, Felix & Tonzer, Lena
- 01/2021 A structural investigation of quantitative easing
by Böhl, Gregor & Goy, Gavin & Strobel, Felix
2020
- 67/2020 Global value chain participation and exchange rate pass-through
by Georgiadis, Georgios & Gräb, Johannes & Khalil, Makram
- 66/2020 "The devil is in the details, but so is salvation": Different approachesin money market measurement
by Müller, Alexander & Paulick, Jan
- 65/2020 US business cycle dynamics at the zero lower bound
by Böhl, Gregor & Strobel, Felix
- 64/2020 Demographic change and the German current account surplus
by Schön, Matthias
- 63/2020 Buried in the vaults of central banks: Monetary gold hoarding and the slide into the Great Depression
by Karau, Sören
- 62/2020 GMM weighting matrices incross-sectional asset pricing tests
by Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian
- 61/2020 Monetary policy, firm exit and productivity
by Hartwig, Benny & Lieberknecht, Philipp
- 60/2020 Global oil prices and the macroeconomy: The role of tradeable manufacturing versus nontradeable services
by Khalil, Makram
- 59/2020 Hampered interest rate pass-through: A supply side story?
by Heckmann, Lotta & Moertel, Julia
- 58/2020 Performance of maturity transformation strategies
by Schmidhammer, Christoph & Hille, Vanessa & Wiedemann, Arnd
- 57/2020 Demographic change and the rate of return in PAYG pension systems
by Schön, Matthias
- 56/2020 Bank capital forbearance and serial gambling
by Martynova, Natalya & Perotti, Enrico C. & Suárez, Javier
- 55/2020 A random forest-based approach to identifying the most informative seasonality tests
by Ollech, Daniel & Webel, Karsten
- 54/2020 Sovereign risk and bank fragility
by Anand, Kartik & Mankart, Jochen
- 53/2020 Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata
by Abbassi, Puriya & Bräuning, Falk
- 52/2020 Anticipation effects of protectionist U.S. trade policies
by Metiu, Norbert
- 51/2020 Classification of monetary and fiscal dominance regimes using machine learning techniques
by Hinterlang, Natascha & Hollmayr, Josef
- 50/2020 Interest rate pegs and the reversal puzzle: On the role of anticipation
by Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel
- 49/2020 Coin migration between Germany and other euro area countries
by Uhl, Matthias
- 48/2020 Connected funds
by Fricke, Daniel & Wilke, Hannes
- 47/2020 Capital controls checkup: Cases, customs, consequences
by Goldbach, Stefan & Nitsch, Volker
- 46/2020 Beta dispersion and market timing
by Kuntz, Laura-Chloé
- 45/2020 Backtesting macroprudential stress tests
by Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio
- 44/2020 Predicting monetary policy using artificial neural networks
by Hinterlang, Natascha
- 43/2020 Interactions between bank levies and corporate taxes: How is bank leverage affected?
by Bremus, Franziska & Schmidt, Kirsten & Tonzer, Lena
- 42/2020 Estimation of heterogeneous agent models: A likelihood approach
by Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun
- 41/2020 Household savings, capital investments and public policies: What drives the German current account?
by Ruppert, Kilian & Stähler, Nikolai
- 40/2020 Does greater transparency discipline the loan loss provisioning of privately held banks?
by Bischof, Jannis & Foos, Daniel & Riepe, Jan
- 39/2020 Financial shocks and the relative dynamics of tangible and intangible investment: Evidence from the euro area
by Gareis, Johannes & Mayer, Eric
- 38/2020 Procyclical asset management and bond risk premia
by Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel
- 37/2020 Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register
by Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis
- 36/2020 Central bank funding and credit risk-taking
by Bednarek, Peter & Dinger, Valeriya & te Kaat, Daniel Marcel & von Westernhagen, Natalja
- 35/2020 Fiscal sustainability duringthe COVID-19 pandemic
by Hürtgen, Patrick
- 34/2020 Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model
by Hartwig, Benny
- 33/2020 Identifying indicators of systemic risk
by Hartwig, Benny & Meinerding, Christoph & Schüler, Yves
- 32/2020 The (ir)relevance of the nominal lower bound for real yield curve analysis
by Schupp, Fabian
- 31/2020 The fiscal footprint of macroprudential policy
by Reis, Ricardo
- 30/2020 The impact of aging and automation on the macroeconomy and inequality
by Stähler, Nikolai
- 29/2020 Estimating the effects of the Eurosystem's asset purchase programme at the country level
by Mandler, Martin & Scharnagl, Michael
- 28/2020 On the credit-to-GDP gap and spurious medium-term cycles
by Schüler, Yves
- 27/2020 Loan supply and bank capital: A micro-macro linkage
by Kick, Thomas & Malinkovich, Swetlana & Merkl, Christian
- 26/2020 Stressed banks? Evidence from the largest-ever supervisory review
by Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Soto, Paul E.
- 25/2020 Compilation of commercial property price indices for Germany tailored for policy use
by Knetsch, Thomas A.
- 24/2020 Measuring price dynamics of package holidays with transaction data
by Henn, Karola & Islam, Chris-Gabriel & Schwind, Patrick & Wieland, Elisabeth
- 23/2020 Interbank risk assessment: A simulation approach
by Jager, Maximilian & Siemsen, Thomas & Vilsmeier, Johannes
- 22/2020 Long-term outlook for the German statutory pension system
by Schön, Matthias
- 21/2020 Foreign exchange interventions under a one-sided target zone regime and the Swiss franc
by Hertrich, Markus
- 20/2020 The German housing market cycle: Answers to FAQs
by Kajuth, Florian
- 19/2020 Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus
by Hristov, Nikolay & Hülsewig, Oliver & Scharler, Johann
- 18/2020 Doing more with less: The catalytic function of IMF lending and the role of program size
by Krahnke, Tobias
- 17/2020 Rebalancing the euro area: Is wage adjustment in Germany the answer?
by Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stephane & Sauer, Radek
- 16/2020 Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data
by Nagengast, Arne J. & Bursian, Dirk & Menz, Jan-Oliver
- 15/2020 Demographics and the decline in firm entry: Lessons from a life-cycle model
by Röhe, Oke & Stähler, Nikolai
- 14/2020 The impact of uncertainty and certainty shocks
by Schüler, Yves S.
- 13/2020 Central bank information shocks and exchange rates
by Franz, Thorsten
- 12/2020 Measuring spatial price differentials: A comparison of stochastic index number methods
by Weinand, Sebastian
- 11/2020 On adjusting the one-sided Hodrick-Prescott filter
by Wolf, Elias & Mokinski, Frieder & Schüler, Yves
- 10/2020 Implications of negative interest rates for the net interest margin and lending of euro area banks
by Klein, Melanie
- 09/2020 The market impact of systemic risk capital surcharges
by Gündüz, Yalin
- 08/2020 Recession probabilities falling from the STARs
by Eraslan, Sercan & Nöller, Marvin
- 07/2020 Leaping into the dark: A theory of policy gambles
by Anand, Kartik & Gai, Prasanna & König, Philipp Johann
- 06/2020 Partial pooling with cross-country priors: An application to house price shocks
by Roth, Markus
- 05/2020 Financial variables as predictors of real growth vulnerability
by Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas
- 04/2020 Financial stability committees and the countercyclical capital buffer
by Edge, Rochelle M. & Liang, Jean Nellie
- 03/2020 The power of forward guidance in a quantitative TANK model
by Gerke, Rafael & Giesen, Sebastian & Scheer, F. Alexander
- 02/2020 Interest and credit risk management in German banks: Evidence from a quantitative survey
by Dräger, Vanessa & Heckmann-Draisbach, Lotta & Memmel, Christoph
- 01/2020 Indeterminacy and imperfect information
by Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar
2019
- 49/2019 The transmission of bank capital requirements and monetary policy to bank lending
by Imbierowicz, Björn & Löffler, Axel & Vogel, Ursula
- 48/2019 Does the lack of financial stability impair the transmission of monetary policy?
by Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel
- 47/2019 Financial frictions,the Phillips curve and monetary policy
by Lieberknecht, Philipp
- 46/2019 The impact of US tariffs against China on US imports: Evidence for trade diversion?
by Meinen, Philipp & Schulte, Patrick & Cigna, Simone & Steinhoff, Nils
- 45/2019 Capital flows, real estate, and local cycles: Evidence from German cities, banks, and firms
by Bednarek, Peter & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro
- 44/2019 Labor productivity, effort and the euro area business cycle
by Lewis, Vivien & Villa, Stefania & Wolters, Maik H.
- 43/2019 The fire-sale channels of universal banks in the European sovereign debt crisis
by Bagattini, Giulio & Fecht, Falko & Weber, Patrick
- 42/2019 OTC discount
by de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael
- 41/2019 Nowcasting GDP with a large factor model space
by Eraslan, Sercan & Schröder, Maximilian
- 40/2019 Cross-country differences in homeownership: A cultural phenomenon?
by Huber, Stefanie J. & Schmidt, Tobias
- 39/2019 Foreign exchange dealer asset pricing
by Reitz, Stefan & Umlandt, Dennis
- 38/2019 The real effects of bank distress: Evidence from bank bailouts in Germany
by Bersch, Johannes & Degryse, Hans & Kick, Thomas & Stein, Ingrid
- 37/2019 Statistical governance and FDI in emerging economies
by von Kalckreuth, Ulf
- 36/2019 Uncertainty shocks and financial crisis indicators
by Hristov, Nikolay & Roth, Markus
- 35/2019 Estimating regional wealth in Germany: How different are East and West really?
by Kreutzmann, Ann-Kristin & Marek, Philipp & Salvati, Nicola & Schmid, Timo
- 34/2019 Expectations formation, sticky prices, and the ZLB
by Bersson, Betsy & Hürtgen, Patrick & Paustian, Matthias
- 33/2019 When old meets young? Germany's population ageing and the current account
by Schön, Matthias & Stähler, Nikolai
- 32/2019 Price trends over the product life cycle and the optimal inflation target
by Adam, Klaus & Weber, Henning
- 31/2019 A novel housing price misalignment indicator for Germany
by Hertrich, Markus
- 30/2019 Risk weighting, private lending and macroeconomic dynamics
by Donadelli, Michael & Jüppner, Marcus & Prosperi, Lorenzo
- 29/2019 Going the extra mile: Effort by workers and job-seekers
by Hertweck, Matthias S. & Lewis, Vivien & Villa, Stefania
- 28/2019 Forecast uncertainty, disagreement, and the linear pool
by Knüppel, Malte & Krüger, Fabian
- 27/2019 Do conventional monetary policy instruments matter in unconventional times?
by Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena
- 26/2019 The effects of the eurosystem's APP on euro area bank lending: Letting different data speak
by Blaes, Barno A. & Kraaz, Björn & Offermanns, Christian J.
- 25/2019 Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit
by Falter, Alexander
- 24/2019 Capital flows in the euro area and TARGET2 balances
by Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo
- 23/2019 Bank loan supply shocks and alternative financing of non-financial corporations in the euro area
by Mandler, Martin & Scharnagl, Michael
- 22/2019 Financial cycles across G7 economies: A view from wavelet analysis
by Mandler, Martin & Scharnagl, Michael
- 21/2019 Bank profitability, leverage constraints, and risk-taking
by Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan E.
- 20/2019 The rise of part-time work: A German-French comparison
by Marotzke, Petra
- 19/2019 Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?
by Frey, Rainer & Weth, Mark
- 18/2019 Agricultural productivity shocks and poverty in India: The short- and long-term effects of monsoon rainfall
by Brey, Björn & Hertweck, Matthias S.
- 17/2019 Stress testing the German mortgage market
by Barasinska, Nataliya & Haenle, Philipp & Koban, Anne & Schmidt, Alexander
- 16/2019 Extreme inflation and time-varying consumption growth
by Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian
- 15/2019 A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing
by Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun
- 14/2019 Equilibrium real exchange rate estimates across time and space
by Fischer, Christoph
- 13/2019 Labor market reforms, precautionary savings, and global imbalances
by Hochmuth, Brigitte & Moyen, Stephane & Stähler, Nikolai
- 12/2019 Fear, deposit insurance schemes, and deposit reallocation in the German banking system
by Fecht, Falko & Thum, Stefan & Weber, Patrick
- 11/2019 Redemptions and asset liquidations in corporate bond funds
by Dötz, Niko & Weth, Mark
- 10/2019 Procyclical leverage in Europe and its role in asset pricing
by Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan
- 09/2019 Model and estimation risk in credit risk stress tests
by Grundke, Peter & Pliszka, Kamil & Tuchscherer, Michael
- 08/2019 The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants
by Fischer, Henning & Stolper, Oscar
- 07/2019 Information effects of euro area monetary policy: New evidence from high-frequency futures data
by Kerssenfischer, Mark
- 06/2019 Connectedness between G10 currencies: Searching for the causal structure
by Bettendorf, Timo & Heinlein, Reinhold
- 05/2019 What drives the short-term fluctuations of banks' exposure to interest rate risk?
by Memmel, Christoph
- 04/2019 Anatomy of regional price differentials: Evidence from micro price data
by Weinand, Sebastian & von Auer, Ludwig
- 03/2019 Who benefits from using property taxes to finance a labor tax wedge reduction?
by Stähler, Nikolai
- 02/2019 Monetary policy, housing, and collateral constraints
by Franz, Thorsten
- 01/2019 The interest rate exposure of euro area households
by Tzamourani, Panagiota
2018
- 57/2018 Credit crunches from occasionally binding bank borrowing constraints
by Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M.
- 56/2018 Assessing the uncertainty in central banks' inflation outlooks
by Knüppel, Malte & Schultefrankenfeld, Guido
- 55/2018 Revisiting the finance and growth nexus: A deeper look at sectors and instruments
by Unger, Robert
- 54/2018 Effects of bank capital requirement tightenings on inequality
by Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban
- 53/2018 Politics, banks, and sub-sovereign debt: Unholy trinity or divine coincidence?
by Koetter, Michael & Popov, Alexander
- 52/2018 The role of non-performing loans for bank lending rates
by Bredl, Sebastian
- 51/2018 Bank capital buffers in a dynamic model
by Mankart, Jochen & Michaelides, Alexander & Pagratis, Spyros
- 50/2018 Monetary-fiscal interaction and quantitative easing
by Hollmayr, Josef & Kühl, Michael
- 49/2018 May the force be with you: Exit barriers, governance shocks, and profitability sclerosis in banking
by Koetter, Michael & Müller, Carola & Noth, Felix & Fritz, Benedikt
- 48/2018 An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?
by Beutel, Johannes & List, Sophia & von Schweinitz, Gregor
- 47/2018 A structural quantitative analysis of services trade de-liberalization
by Blank, Sven & Egger, Peter H. & Merlo, Valeria & Wamser, Georg
- 46/2018 Monetary policy communication shocks and the macroeconomy
by Goodhead, Robert & Kolb, Benedikt
- 45/2018 Freeze! Financial sanctions and bank responses
by Efing, Matthias & Goldbach, Stefan & Nitsch, Volker
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