Details about Andreas Beyer

Access statistics for papers by Andreas Beyer.

Last updated 2020-10-19. Update your information in the RePEc Author Service.

Short-id: pbe141

Working Papers

2019

1. A cointegration model of money and wealth
   CFS Working Paper Series, Center for Financial Studies (CFS)
2. The architecture of supervision
   Working Paper Series, European Central Bank View citations (6)

2017

3. The transmission channels of monetary, macro- and microprudential policies and their interrelations
   Occasional Paper Series, European Central Bank View citations (22)

2013

4. The dynamics of spillover effects during the European sovereign debt crisis
   Working Paper Series, European Central Bank View citations (37)

2012

5. The dynamics of spillover effects during the European sovereign debt turmoil
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (32)
   See also Journal Article The dynamics of spillover effects during the European sovereign debt turmoil, Journal of Banking & Finance, Elsevier (2014) View citations (204) (2014)

2010

6. 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 (14)

2009

7. A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth
   Working Paper Series, European Central Bank View citations (56)
8. Opting out of the Great Inflation: German monetary policy after the break down of Bretton Woods
   Working Paper Series, European Central Bank View citations (14)
   Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2009) View citations (13)
   NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (19)
   CFS Working Paper Series, Center for Financial Studies (CFS) (2008) View citations (19)
   See also Chapter Opting Out of the Great Inflation: German Monetary Policy after the Breakdown of Bretton Woods, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (9) (2013)
9. Structural breaks, cointegration and the Fisher effect
   Working Paper Series, European Central Bank View citations (15)

2008

10. 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 (3)

2007

11. Factor Analysis in a Model with Rational Expectations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    See also Journal Article Factor analysis in a model with rational expectations, Econometrics Journal, Royal Economic Society (2008) View citations (11) (2008)

2006

12. 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 (5)
13. 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 (4)

2005

14. Estimating an Open Economy SDGE Model for the Euro Area
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
15. Factor Analysis in a New-Keynesian Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in Working Paper Series, European Central Bank (2005) View citations (14)
16. 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

17. On the Indeterminacy of New Keynesian Economics
    2004 Meeting Papers, Society for Economic Dynamics View citations (58)
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (60)
    Working Paper Series, European Central Bank (2004) View citations (63)
18. 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 View citations (1)
    See also Journal Article WHAT WE DON'T KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DON'T KNOW IT, Macroeconomic Dynamics, Cambridge University Press (2008) View citations (13) (2008)

2003

19. Identifying the Monetary Transmission Mechanism Using Structural Breaks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
    Also in Working Paper Series, European Central Bank (2003) View citations (17)
20. On the Indeterminacy of Determinacy and Indeterminacy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
    Also in Working Paper Series, European Central Bank (2003) View citations (16)

2002

21. Natural rate doubts
    Working Paper Series, European Central Bank View citations (15)
    See also Journal Article Natural rate doubts, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (64) (2007)

2000

22. Constructing Historical Euro-Zone Data
    Economics Working Papers, European University Institute View citations (17)
    See also Journal Article Constructing Historical Euro-Zone Data, Economic Journal, Royal Economic Society (2001) View citations (108) (2001)

1998

23. Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel
    Discussion Papers, University of Copenhagen. Department of Economics
24. European Money Demand and the Role of UK for its Stability: A Cointegration Analysis
    Discussion Papers, University of Copenhagen. Department of Economics View citations (2)
25. Monetary Transmission in Germany: Evidence From a Structural Econometric Model
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)

Undated

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

Journal Articles

2017

1. Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research
   Economie et Statistique / Economics and Statistics, 2017, (494-495-496), 45-64 View citations (2)

2014

2. The dynamics of spillover effects during the European sovereign debt turmoil
   Journal of Banking & Finance, 2014, 42, (C), 134-153 View citations (204)
   See also Working Paper The dynamics of spillover effects during the European sovereign debt turmoil, CFS Working Paper Series (2012) View citations (32) (2012)

2013

3. Preparatory Work for Banking Supervision at the ECB
   Financial Stability Review, 2013, 2

2011

4. Structural Breaks and the Fisher Effect
   The B.E. Journal of Macroeconomics, 2011, 11, (1), 31 View citations (10)

2010

5. Enhancing monetary analysis
   Research Bulletin, 2010, 11, 2-6 View citations (4)

2008

6. Factor analysis in a model with rational expectations
   Econometrics Journal, 2008, 11, (2), 271-286 View citations (11)
   See also Working Paper Factor Analysis in a Model with Rational Expectations, NBER Working Papers (2007) View citations (6) (2007)
7. 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 (13)
   See also Working Paper What We Don't Know About the Monetary Transmission Mechanism and Why We Don't Know It, CEPR Discussion Papers (2004) View citations (1) (2004)

2007

8. Natural rate doubts
   Journal of Economic Dynamics and Control, 2007, 31, (3), 797-825 View citations (64)
   See also Working Paper Natural rate doubts, Working Paper Series (2002) View citations (15) (2002)
9. Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment
   American Economic Review, 2007, 97, (1), 524-529 View citations (54)

2004

10. Issues in Money Demand: The Case of Europe
    Journal of Common Market Studies, 2004, 42, (4), 717-736 View citations (51)
11. Policy Changes: Macroeconomics and Identfication
    Research Bulletin, 2004, 1, 8-9

2001

12. A Formalization of Seasonal Encompassing with an Application to a German Macromodel
    Journal of Business & Economic Statistics, 2001, 19, (3), 315-23
13. Constructing Historical Euro-Zone Data
    Economic Journal, 2001, 111, (469), F102-21 View citations (108)
    See also Working Paper Constructing Historical Euro-Zone Data, Economics Working Papers (2000) View citations (17) (2000)

2000

14. Reconstructing Aggregate Euro‐zone Data
    Journal of Common Market Studies, 2000, 38, (4), 613-624 View citations (25)

1998

15. Modelling money demand in Germany
    Journal of Applied Econometrics, 1998, 13, (1), 57-76 View citations (45)

Chapters

2013

1. Opting Out of the Great Inflation: German Monetary Policy after the Breakdown of Bretton Woods
   A chapter in The Great Inflation: The Rebirth of Modern Central Banking, 2013, pp 301-346 View citations (9)
   See also Working Paper Opting out of the Great Inflation: German monetary policy after the break down of Bretton Woods, European Central Bank (2009) View citations (14) (2009)