Details about Joscha Beckmann
Access statistics for papers by Joscha Beckmann.
Last updated 2025-04-06. Update your information in the RePEc Author Service.
Short-id: pbe644
Jump to Journal Articles Books Chapters
Working Papers
2024
- Auftragseingänge, Industrieproduktion und Bruttowertschöpfung im Verarbeitenden Gewerbe
Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) 
- Deutsche Wirtschaft in Sommer 2024: Erholung kommt mühsam in Gang
(German Economy Summer 2024: Recovery gets off to a slow start)
Kieler Konjunkturberichte, Kiel Institute for the World Economy (IfW Kiel)
- Fundamental determinants of exchange rate expectations
MPRA Paper, University Library of Munich, Germany
Also in Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology (2022) View citations (2)
VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association (2020)
- German Economy Summer 2024: Recovery gets off to a slow start
Kiel Institute Economic Outlook, Kiel Institute for the World Economy (IfW Kiel)
- Gesamtwirtschaftliche Auswirkungen von Fußball-Großveranstaltungen
Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
- Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries
MPRA Paper, University Library of Munich, Germany
See also Journal Article Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries, European Journal of Political Economy, Elsevier (2024) (2024)
- Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring
MPRA Paper, University Library of Munich, Germany View citations (1)
2023
- Mediendaten für die Konjunkturanalyse
Kiel Insight, Kiel Institute for the World Economy (IfW Kiel)
- The role of expectations for currency crisis dynamics - The case of the Turkish lira
Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel)
Also in MPRA Paper, University Library of Munich, Germany (2022)
See also Journal Article The role of expectations for currency crisis dynamics—The case of the Turkish lira, Journal of Forecasting, John Wiley & Sons, Ltd. (2023) (2023)
2022
- Boosting carry with equilibrium exchange rate estimates
Working Paper Series, European Central Bank View citations (1)
- Exchange rate expectation, abnormal returns, and the COVID-19 pandemic
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology
See also Journal Article Exchange rate expectation, abnormal returns, and the COVID-19 pandemic, Journal of Economic Behavior & Organization, Elsevier (2022) View citations (5) (2022)
- Perceived monetary policy uncertainty
MPRA Paper, University Library of Munich, Germany
See also Journal Article Perceived monetary policy uncertainty, Journal of International Money and Finance, Elsevier (2023) View citations (6) (2023)
2021
- Bedeutung von Lieferengpässen für die laufende Produktion in Deutschland
Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) View citations (16)
- Big Data in der makroökonomischen Analyse
Kieler Beiträge zur Wirtschaftspolitik, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
- Deutsche Wirtschaft im Sommer 2021 - Mehr Druck auf den Preisventilen
(German Economy Summer 2021 - Pronounced price pressures)
Kieler Konjunkturberichte, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
- Exchange rate fluctuations and the financial channel in emerging economies
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
Also in Bank of Lithuania Working Paper Series, Bank of Lithuania (2020)
- German Economy Summer 2021 - Pronounced price pressures
Kiel Institute Economic Outlook, Kiel Institute for the World Economy (IfW Kiel)
2020
- Drivers of Government Activity in European Countries: Do Partisan Politics Still Divide East and West?
Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel)
See also Journal Article Drivers of Government Activity in European Countries: Do Partisan Politics Still Divide East and West?, Journal of Common Market Studies, Wiley Blackwell (2020) (2020)
- Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (3)
See also Journal Article Fiscal policy uncertainty and its effects on the real economy: German evidence, Oxford Economic Papers, Oxford University Press (2021) View citations (6) (2021)
2019
- Auswirkungen globaler wirtschaftspolitischer Unsicherheit auf die deutsche Konjunktur
Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
- Zu den Auswirkungen des jüngsten Anstiegs der globalen wirtschaftspolitischen Unsicherheit
Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
2018
- An intuitive method to improve the estimation of output gaps
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association
- Exchange rate predictability and dynamic Bayesian learning
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association View citations (3)
Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017) View citations (2)
See also Journal Article Exchange rate predictability and dynamic Bayesian learning, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (19) (2020)
- Information Rigidities and Exchange Rate Expectations
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association
See also Journal Article Information rigidities and exchange rate expectations, Journal of International Money and Finance, Elsevier (2020) View citations (8) (2020)
- Monetary policy shocks, expectations and information rigidities
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (10)
Also in VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) View citations (10)
See also Journal Article MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES, Economic Inquiry, Western Economic Association International (2018) View citations (10) (2018)
- What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association View citations (3)
See also Journal Article What drives updates of inflation expectations? A Bayesian VAR analysis for the G‐7 countries, The World Economy, Wiley Blackwell (2022) View citations (1) (2022)
2017
- Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (12)
See also Journal Article Capital flows and GDP in emerging economies and the role of global spillovers, Journal of Economic Behavior & Organization, Elsevier (2017) View citations (11) (2017)
- Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association View citations (26)
See also Journal Article Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven, Journal of International Money and Finance, Elsevier (2017) View citations (27) (2017)
- Gold Price Dynamics and the Role of Uncertainty
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (17)
See also Journal Article Gold price dynamics and the role of uncertainty, Quantitative Finance, Taylor & Francis Journals (2019) View citations (66) (2019)
- Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (3)
Also in Post-Print, HAL (2016) View citations (1)
See also Journal Article Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification, Empirical Economics, Springer (2019) View citations (14) (2019)
- The Relative Valuation of Gold
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (3)
Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2016)
See also Journal Article THE RELATIVE VALUATION OF GOLD, Macroeconomic Dynamics, Cambridge University Press (2020) View citations (1) (2020)
2016
- Effective exchange rates, current accounts and global imbalances
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (2)
Also in VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014)
See also Journal Article Effective Exchange Rates, Current Accounts and Global Imbalances, Review of International Economics, Wiley Blackwell (2017) View citations (4) (2017)
- The impact of uncertainty on professional exchange rate forecasts
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (2)
See also Journal Article The impact of uncertainty on professional exchange rate forecasts, Journal of International Money and Finance, Elsevier (2017) View citations (31) (2017)
2015
- Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification
Post-Print, HAL
Also in Post-Print, HAL (2015)
- The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule
CEPS Papers, Centre for European Policy Studies
Also in ROME Working Papers, ROME Network (2014) View citations (2)
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2014) View citations (2)
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics (2014) View citations (6)
See also Journal Article The relevance of international spillovers and asymmetric effects in the Taylor rule, The Quarterly Review of Economics and Finance, Elsevier (2017) View citations (13) (2017)
2014
- Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (21)
See also Journal Article Does gold act as a hedge or a safe haven for stocks? A smooth transition approach, Economic Modelling, Elsevier (2015) View citations (252) (2015)
- Does the foreign interest rate matter for monetary policy? Evidence from nonlinear Taylor rules
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association
- Forecasting Equity Premia using Bayesian Dynamic Model Averaging
CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (4)
- Forecasting Exchange Rates under Model and Parameter Uncertainty
CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (4)
- Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (10)
- Government activity and economic growth: One size fits all?
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)
See also Journal Article Government activity and economic growth – one size fits All?, International Economics and Economic Policy, Springer (2016) View citations (6) (2016)
2013
- Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective
ROME Working Papers, ROME Network View citations (1)
Also in VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) View citations (4)
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2013) View citations (1)
See also Journal Article Exchange rate pass-through into German import prices - a disaggregated perspective, Applied Economics, Taylor & Francis Journals (2014) View citations (9) (2014)
- Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run*
ROME Working Papers, ROME Network
Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2013)
See also Journal Article Foreign exchange market interventions and the $-¥ exchange rate in the long run, Applied Economics, Taylor & Francis Journals (2015) View citations (1) (2015)
- Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (83)
See also Journal Article Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?, Energy Economics, Elsevier (2013) View citations (85) (2013)
2012
- Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (5)
See also Journal Article Gold as an inflation hedge in a time-varying coefficient framework, The North American Journal of Economics and Finance, Elsevier (2013) View citations (120) (2013)
- Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (13)
Also in ROME Working Papers, ROME Network (2012) View citations (13)
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2012) View citations (14)
See also Journal Article Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data, Journal of International Money and Finance, Elsevier (2013) View citations (86) (2013)
2011
- Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (11)
Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2011) View citations (1)
See also Journal Article Cross-section dependence and the monetary exchange rate model – A panel analysis, The North American Journal of Economics and Finance, Elsevier (2012) View citations (24) (2012)
- Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen
See also Journal Article Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices, The North American Journal of Economics and Finance, Elsevier (2013) View citations (14) (2013)
2010
- Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments
EcoMod2010, EcoMod
Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009)
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2010) View citations (1)
See also Journal Article Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments, Review of International Economics, Wiley Blackwell (2011) View citations (15) (2011)
2009
- How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (1)
Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) View citations (2)
Journal Articles
2025
- Expectations and the transmission of international uncertainty: Evidence from cross-country survey data
Macroeconomic Dynamics, 2025, 29, -
2024
- Are consensus FX forecasts valuable for investors?
International Journal of Forecasting, 2024, 40, (1), 268-284 View citations (1)
- Determinants and effects of country ESG controversy
Energy Economics, 2024, 131, (C)
- Expectations, sentiments and capital flows to emerging market economies
Emerging Markets Review, 2024, 62, (C)
- Is the exchange rate a shock absorber? The shocks matter
International Review of Economics & Finance, 2024, 89, (PB), 114-130 View citations (2)
- Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries
European Journal of Political Economy, 2024, 85, (C)
See also Working Paper Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries, MPRA Paper (2024) (2024)
- Media sentiment emotions and consumer energy prices
Energy Economics, 2024, 130, (C) View citations (2)
- The relevance of media sentiment for small and large scale bitcoin investors
Journal of International Financial Markets, Institutions and Money, 2024, 92, (C) View citations (4)
2023
- Celebrating the 27th anniversary of International Journal of Finance and Economics and shaping the future
International Journal of Finance & Economics, 2023, 28, (1), 5-8
- Cross-country uncertainty spillovers: Evidence from international survey data
Journal of International Money and Finance, 2023, 130, (C) View citations (3)
- Dimensions and Determinants of Inflation Anchoring
Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2023, 92, (2), 31-43 View citations (1)
- Perceived monetary policy uncertainty
Journal of International Money and Finance, 2023, 130, (C) View citations (6)
See also Working Paper Perceived monetary policy uncertainty, MPRA Paper (2022) (2022)
- Real and Financial Integration in Asia – Recent Evidence and Policy Perspective
Open Economies Review, 2023, 34, (3), 471-478
- The role of expectations for currency crisis dynamics—The case of the Turkish lira
Journal of Forecasting, 2023, 42, (3), 625-642
See also Working Paper The role of expectations for currency crisis dynamics - The case of the Turkish lira, Open Access Publications from Kiel Institute for the World Economy (2023) (2023)
2022
- Exchange rate expectation, abnormal returns, and the COVID-19 pandemic
Journal of Economic Behavior & Organization, 2022, 196, (C), 1-25 View citations (5)
See also Working Paper Exchange rate expectation, abnormal returns, and the COVID-19 pandemic, Chemnitz Economic Papers (2022) (2022)
- Expectations, disagreement and exchange rate pressure
Economics Letters, 2022, 212, (C) View citations (2)
- Savings–investment and the current account More measurement than identity
Journal of International Money and Finance, 2022, 121, (C) View citations (1)
- Should they stay or should they go? Negative interest rate policies under review
International Economics and Economic Policy, 2022, 19, (4), 885-912 View citations (3)
- What drives updates of inflation expectations? A Bayesian VAR analysis for the G‐7 countries
The World Economy, 2022, 45, (9), 2748-2765 View citations (1)
See also Working Paper What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries, VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy (2018) View citations (3) (2018)
2021
- Fiscal policy uncertainty and its effects on the real economy: German evidence
Oxford Economic Papers, 2021, 73, (4), 1516-1535 View citations (6)
See also Working Paper Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence, Chemnitz Economic Papers (2020) View citations (3) (2020)
- Konjunkturschlaglicht: Lieferengpässe behindern Produktion
(Economic headlines: Supply bottlenecks hamper production)
Wirtschaftsdienst, 2021, 101, (7), 575-576
- Lieferengpässe bleiben Belastungsfaktor
(Supply bottlenecks remain a burdening factor)
Wirtschaftsdienst, 2021, 101, (11), 915-916
- Measurement and effects of euro/dollar exchange rate uncertainty
Journal of Economic Behavior & Organization, 2021, 183, (C), 773-790 View citations (7)
2020
- Drivers of Government Activity in European Countries: Do Partisan Politics Still Divide East and West?
Journal of Common Market Studies, 2020, 58, (5), 1235-1251
See also Working Paper Drivers of Government Activity in European Countries: Do Partisan Politics Still Divide East and West?, Open Access Publications from Kiel Institute for the World Economy (2020) (2020)
- Exchange rate predictability and dynamic Bayesian learning
Journal of Applied Econometrics, 2020, 35, (4), 410-421 View citations (19)
See also Working Paper Exchange rate predictability and dynamic Bayesian learning, VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy (2018) View citations (3) (2018)
- Information rigidities and exchange rate expectations
Journal of International Money and Finance, 2020, 105, (C) View citations (8)
See also Working Paper Information Rigidities and Exchange Rate Expectations, VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy (2018) (2018)
- Net Foreign Asset Positions, Capital Flows and GDP Spillovers
Open Economies Review, 2020, 31, (2), 295-308 View citations (1)
- Professional forecasters' expectations, consistency, and international spillovers
Journal of Forecasting, 2020, 39, (7), 1001-1024 View citations (2)
- THE RELATIVE VALUATION OF GOLD
Macroeconomic Dynamics, 2020, 24, (6), 1346-1391 View citations (1)
See also Working Paper The Relative Valuation of Gold, Chemnitz Economic Papers (2017) View citations (3) (2017)
- The relationship between oil prices and exchange rates: Revisiting theory and evidence
Energy Economics, 2020, 88, (C) View citations (89)
2019
- An empirical assessment of recent challenges in today's financial markets
Scottish Journal of Political Economy, 2019, 66, (1), 1-4
- Gold price dynamics and the role of uncertainty
Quantitative Finance, 2019, 19, (4), 663-681 View citations (66)
See also Working Paper Gold Price Dynamics and the Role of Uncertainty, Chemnitz Economic Papers (2017) View citations (17) (2017)
- Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification
Empirical Economics, 2019, 56, (3), 1117-1144 View citations (14)
See also Working Paper Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication, Chemnitz Economic Papers (2017) View citations (3) (2017)
2018
- MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES
Economic Inquiry, 2018, 56, (4), 2158-2176 View citations (10)
See also Working Paper Monetary policy shocks, expectations and information rigidities, Chemnitz Economic Papers (2018) View citations (10) (2018)
- Special issue of applied economics on ‘Finance and the real economy’
Applied Economics, 2018, 50, (34-35), 3645-3646
- The dollar–euro exchange rate and monetary fundamentals
Empirical Economics, 2018, 54, (4), 1389-1410 View citations (2)
- The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience
The World Economy, 2018, 41, (1), 77-99
2017
- Capital flows and GDP in emerging economies and the role of global spillovers
Journal of Economic Behavior & Organization, 2017, 142, (C), 140-163 View citations (11)
See also Working Paper Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers, Chemnitz Economic Papers (2017) View citations (12) (2017)
- Effective Exchange Rates, Current Accounts and Global Imbalances
Review of International Economics, 2017, 25, (3), 500-533 View citations (4)
See also Working Paper Effective exchange rates, current accounts and global imbalances, Ruhr Economic Papers (2016) View citations (2) (2016)
- Exchange rate expectations and economic policy uncertainty
European Journal of Political Economy, 2017, 47, (C), 148-162 View citations (100)
- Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
Journal of International Money and Finance, 2017, 74, (C), 283-300 View citations (27)
See also Working Paper Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven, VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking (2017) View citations (26) (2017)
- The Role for Long-run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function
The World Economy, 2017, 40, (9), 1836-1865
- The impact of uncertainty on professional exchange rate forecasts
Journal of International Money and Finance, 2017, 73, (PB), 296-316 View citations (31)
See also Working Paper The impact of uncertainty on professional exchange rate forecasts, Ruhr Economic Papers (2016) View citations (2) (2016)
- The political economy of the impossible trinity
European Journal of Political Economy, 2017, 47, (C), 103-123 View citations (12)
- The relevance of international spillovers and asymmetric effects in the Taylor rule
The Quarterly Review of Economics and Finance, 2017, 64, (C), 162-170 View citations (13)
See also Working Paper The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule, CEPS Papers (2015) (2015)
2016
- A melting pot — Gold price forecasts under model and parameter uncertainty
International Review of Financial Analysis, 2016, 48, (C), 282-291 View citations (16)
- Forecasting exchange rates under parameter and model uncertainty
Journal of International Money and Finance, 2016, 60, (C), 267-288 View citations (37)
- Government activity and economic growth – one size fits All?
International Economics and Economic Policy, 2016, 13, (3), 429-450 View citations (6)
See also Working Paper Government activity and economic growth: One size fits all?, Kiel Working Papers (2014) View citations (3) (2014)
- Oil price and FX-rates dependency
Quantitative Finance, 2016, 16, (3), 477-488 View citations (32)
2015
- Causality and volatility patterns between gold prices and exchange rates
The North American Journal of Economics and Finance, 2015, 34, (C), 292-300 View citations (29)
- Does gold act as a hedge or a safe haven for stocks? A smooth transition approach
Economic Modelling, 2015, 48, (C), 16-24 View citations (252)
See also Working Paper Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach, Ruhr Economic Papers (2014) View citations (21) (2014)
- Foreign exchange market interventions and the $-¥ exchange rate in the long run
Applied Economics, 2015, 47, (38), 4037-4055 View citations (1)
See also Working Paper Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run*, ROME Working Papers (2013) (2013)
- Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models
Journal of Banking & Finance, 2015, 54, (C), 254-265 View citations (14)
- Productivity Shocks and Real Effective Exchange Rates
Review of Development Economics, 2015, 19, (3), 502-515 View citations (4)
2014
- Does global liquidity drive commodity prices?
Journal of Banking & Finance, 2014, 48, (C), 224-234 View citations (57)
- Exchange rate pass-through into German import prices - a disaggregated perspective
Applied Economics, 2014, 46, (34), 4164-4177 View citations (9)
See also Working Paper Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective, ROME Working Papers (2013) View citations (1) (2013)
- Non-linearities in the relationship of agricultural futures prices
European Review of Agricultural Economics, 2014, 41, (1), 1-23 View citations (17)
- Regime shifts and the Canada/US exchange rate in a multivariate framework
Economics Letters, 2014, 123, (2), 206-211
- Regime-dependent adjustment in energy spot and futures markets
Economic Modelling, 2014, 40, (C), 400-409 View citations (22)
- The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies
The World Economy, 2014, 37, (8), 1101-1127 View citations (19)
- Volatility transmission in agricultural futures markets
Economic Modelling, 2014, 36, (C), 541-546 View citations (54)
2013
- Gold as an inflation hedge in a time-varying coefficient framework
The North American Journal of Economics and Finance, 2013, 24, (C), 208-222 View citations (120)
See also Working Paper Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework, Ruhr Economic Papers (2012) View citations (5) (2012)
- Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data
Journal of International Money and Finance, 2013, 37, (C), 1-24 View citations (86)
See also Working Paper Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data, Ruhr Economic Papers (2012) View citations (13) (2012)
- Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Energy Economics, 2013, 40, (C), 665-678 View citations (85)
See also Working Paper Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?, Ruhr Economic Papers (2013) View citations (83) (2013)
- Nonlinear Exchange Rate Adjustment and the Monetary Model
Review of International Economics, 2013, 21, (4), 654-670 View citations (2)
- Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
The North American Journal of Economics and Finance, 2013, 24, (C), 176-190 View citations (14)
See also Working Paper Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices, Ruhr Economic Papers (2011) (2011)
- Oil and gold price dynamics in a multivariate cointegration framework
International Economics and Economic Policy, 2013, 10, (3), 453-468 View citations (37)
- Oil prices and effective dollar exchange rates
International Review of Economics & Finance, 2013, 27, (C), 621-636 View citations (88)
- Taylor rule equilibrium exchange rates and nonlinear mean reversion
Applied Financial Economics, 2013, 23, (13), 1097-1107 View citations (3)
- The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis
International Review of Applied Economics, 2013, 27, (4), 472-490 View citations (9)
2012
- Cross-section dependence and the monetary exchange rate model – A panel analysis
The North American Journal of Economics and Finance, 2012, 23, (1), 38-53 View citations (24)
See also Working Paper Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis, Discussion Papers of DIW Berlin (2011) View citations (11) (2011)
- Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
Economics Bulletin, 2012, 32, (2), 1695-1707 View citations (2)
- The cross-country importance of global sentiments—evidence for smaller EU countries
International Economics and Economic Policy, 2012, 9, (3), 245-264 View citations (1)
2011
- Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange
International Advances in Economic Research, 2011, 17, (4), 397-412 View citations (4)
- Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments
Review of International Economics, 2011, 19, (1), 137-157 View citations (15)
See also Working Paper Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments, EcoMod2010 (2010) (2010)
- The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach
Review of World Economics (Weltwirtschaftliches Archiv), 2011, 147, (1), 11-40 View citations (44)
Books
2014
- Large-scale Transformations of Socio-economic Institutions
WIFO Studies, WIFO
Chapters
2024
- Measuring currency dominance
Chapter 13 in Handbook of Financial Integration, 2024, pp 292-311 View citations (1)
2022
- What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics
Springer
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
EconPapers is hosted by the
School of Business at Örebro University.