Details about Andreas Beyer

Access statistics for papers by Andreas Beyer.

Last updated 2011-11-08. Update your information in the RePEc Author Service.

Short-id: pbe141

Working Papers

2010

1. Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area
   Working Paper Series, European Central Bank View citations (3)

2009

2. A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth
   Working Paper Series, European Central Bank View citations (10)
3. Opting out of the Great Inflation: German Monetary Policy after the Break Down of Bretton Woods
   CFS Working Paper Series, Center for Financial Studies View citations (3)
   Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2009) View citations (2)
   Working Paper Series, European Central Bank (2009)
   NBER Working Papers, National Bureau of Economic Research, Inc (2008)
4. Structural Breaks, Cointegration and the Fisher Effect
   Working Paper Series, European Central Bank View citations (3)

2008

5. Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area
   Discussion Papers, University of Copenhagen. Department of Economics View citations (2)

2007

6. Factor Analysis in a Model with Rational Expectations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   See also Journal Article in Econometrics Journal (2008)

2006

7. A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models
   Working Paper Series, European Central Bank View citations (1)
8. Identification Problems in SDGE Models with an illustration to a small Macro model
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (2)

2005

9. Estimating an Open Economy SDGE Model for the Euro Area
   Computing in Economics and Finance 2005, Society for Computational Economics
10. Factor Analysis in a New-Keynesian Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in Working Paper Series, European Central Bank (2005) View citations (6)
11. Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

12. On the Indeterminacy of New Keynesian Economics
    2004 Meeting Papers, Society for Economic Dynamics View citations (14)
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (34)
    Working Paper Series, European Central Bank (2004) View citations (35)
13. What We Don't Know About the Monetary Transmission Mechanism and Why We Don't Know It
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article in Macroeconomic Dynamics (2008)

2003

14. Identifying the Monetary Transmission Mechanism Using Structural Breaks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in Working Paper Series, European Central Bank (2003) View citations (16)
15. On the Indeterminacy of Determinacy and Indeterminacy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in Working Paper Series, European Central Bank (2003) View citations (13)

2002

16. Natural rate doubts
    Working Paper Series, European Central Bank View citations (10)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)

2000

17. Constructing Historical Euro-Zone Data
    Economics Working Papers, European University Institute View citations (8)
    See also Journal Article in Economic Journal (2001)

1998

18. Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel
    Discussion Papers, University of Copenhagen. Department of Economics
19. European Money Demand and the Role of UK for its Stability: A Cointegration Analysis
    Discussion Papers, University of Copenhagen. Department of Economics
20. Monetary Transmission in Germany: Evidence From a Structural Econometric Model
    Discussion Papers, University of Copenhagen. Department of Economics

1995

21. The causal link between money and prices in Germany
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences

Undated

22. Beyer-Doornik-Hendry
    Instructional Stata datasets for econometrics, Boston College Department of Economics

Journal Articles

2011

1. Structural Breaks and the Fisher Effect
   The B.E. Journal of Macroeconomics, 2011, 11, (1), 9

2008

2. Factor analysis in a model with rational expectations
   Econometrics Journal, 2008, 11, (2), 271-286 View citations (1)
   See also Working Paper (2007)
3. WHAT WE DON'T KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DON'T KNOW IT
   Macroeconomic Dynamics, 2008, 12, (S1), 60-74 View citations (2)
   See also Working Paper (2004)

2007

4. Natural rate doubts
   Journal of Economic Dynamics and Control, 2007, 31, (3), 797-825 View citations (20)
   See also Working Paper (2002)
5. Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment
   American Economic Review, 2007, 97, (1), 524-529 View citations (12)

2004

6. Issues in Money Demand: The Case of Europe
   Journal of Common Market Studies, 2004, 42, (4), 717-736 View citations (24)

2001

7. A Formalization of Seasonal Encompassing with an Application to a German Macromodel
   Journal of Business & Economic Statistics, 2001, 19, (3), 315-23
8. Constructing Historical Euro-Zone Data
   Economic Journal, 2001, 111, (469), F102-21 View citations (62)
   See also Working Paper (2000)

2000

9. Reconstructing Aggregate Euro-zone Data
   Journal of Common Market Studies, 2000, 38, (4), 613-624 View citations (17)

1998

10. Modelling money demand in Germany
    Journal of Applied Econometrics, 1998, 13, (1), 57-76 View citations (24)

Edited books

2008

1. The role of money - money and monetary policy in the twenty-first century, 4th ECB Central Banking Conference, 9-10 November 2006
   Books, European Central Bank