Details about Andreas Beyer

Access statistics for papers by Andreas Beyer.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pbe141

Working Papers

2009

1. 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
   Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2009) View citations
   Working Paper Series, European Central Bank (2009) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2008)
2. Structural Breaks, Cointegration and the Fisher Effect
   Working Paper Series, European Central Bank

2008

3. 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

2007

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

2006

5. A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models
   Working Paper Series, European Central Bank
6. 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

2005

7. Estimating an Open Economy SDGE Model for the Euro Area
   Computing in Economics and Finance 2005, Society for Computational Economics
8. Factor Analysis in a New-Keynesian Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Working Paper Series, European Central Bank (2005) View citations
9. 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

10. On the Indeterminacy of New Keynesian Economics
    2004 Meeting Papers, Society for Economic Dynamics View citations
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations
    Working Paper Series, European Central Bank (2004) View citations
11. 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

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

2002

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

2000

15. Constructing Historical Euro-Zone Data
    Economics Working Papers, European University Institute View citations
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations
    See also Journal Article in Economic Journal (2001)

1998

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

1995

19. 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

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

Journal Articles

2008

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

2007

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

2004

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

2001

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

2000

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

1998

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