Details about Joscha Beckmann

Access statistics for papers by Joscha Beckmann.

Last updated 2024-11-26. Update your information in the RePEc Author Service.

Short-id: pbe644

Working Papers

2024

1. Auftragseingänge, Industrieproduktion und Bruttowertschöpfung im Verarbeitenden Gewerbe
   Kiel Insight, Kiel Institute for the World Economy (IfW Kiel)
2. 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)
3. Fundamental determinants of exchange rate expectations
   MPRA Paper, University Library of Munich, Germany
   Also in VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association (2020)
   Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology (2022) View citations (2)
4. German Economy Summer 2024: Recovery gets off to a slow start
   Kiel Institute Economic Outlook, Kiel Institute for the World Economy (IfW Kiel)
5. Gesamtwirtschaftliche Auswirkungen von Fußball-Großveranstaltungen
   Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
6. Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries
   MPRA Paper, University Library of Munich, Germany
7. Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring
   MPRA Paper, University Library of Munich, Germany View citations (1)

2023

8. Mediendaten für die Konjunkturanalyse
   Kiel Insight, Kiel Institute for the World Economy (IfW Kiel)
9. 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

10. Boosting carry with equilibrium exchange rate estimates
    Working Paper Series, European Central Bank View citations (1)
11. 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)
12. 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 (5) (2023)

2021

13. Bedeutung von Lieferengpässen für die laufende Produktion in Deutschland
    Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) View citations (16)
14. Big Data in der makroökonomischen Analyse
    Kieler Beiträge zur Wirtschaftspolitik, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
15. 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)
16. 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)
17. German Economy Summer 2021 - Pronounced price pressures
    Kiel Institute Economic Outlook, Kiel Institute for the World Economy (IfW Kiel)

2020

18. 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)
19. 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

20. Auswirkungen globaler wirtschaftspolitischer Unsicherheit auf die deutsche Konjunktur
    Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
21. Zu den Auswirkungen des jüngsten Anstiegs der globalen wirtschaftspolitischen Unsicherheit
    Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) View citations (2)

2018

22. An intuitive method to improve the estimation of output gaps
    VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association
23. 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)
24. 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)
25. Monetary policy shocks, expectations and information rigidities
    VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association View citations (10)
    Also in Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology (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)
26. 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

27. 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)
28. 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)
29. 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)
30. 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)
31. 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

32. 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)
33. 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 (30) (2017)

2015

34. Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification
    Post-Print, HAL
    Also in Post-Print, HAL (2015)
35. The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule
    CEPS Papers, Centre for European Policy Studies
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2014) View citations (2)
    ROME Working Papers, ROME Network (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

36. 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 (249) (2015)
37. 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
38. Forecasting Equity Premia using Bayesian Dynamic Model Averaging
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (4)
39. Forecasting Exchange Rates under Model and Parameter Uncertainty
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (4)
40. 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)
41. 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

42. Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective
    ROME Working Papers, ROME Network View citations (1)
    Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2013) View citations (1)
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) View citations (4)
    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)
43. 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)
44. 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 (81) (2013)

2012

45. 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 (119) (2013)
46. 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 Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2012) View citations (14)
    ROME Working Papers, ROME Network (2012) View citations (13)
    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

47. 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)
48. 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

49. Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments
    EcoMod2010, EcoMod
    Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2010) View citations (1)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009)
    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

50. 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

1. Expectations and the transmission of international uncertainty: Evidence from cross-country survey data
   Macroeconomic Dynamics, 2025, 29, -

2024

2. Are consensus FX forecasts valuable for investors?
   International Journal of Forecasting, 2024, 40, (1), 268-284 View citations (1)
3. Determinants and effects of country ESG controversy
   Energy Economics, 2024, 131, (C)
4. Expectations, sentiments and capital flows to emerging market economies
   Emerging Markets Review, 2024, 62, (C)
5. Is the exchange rate a shock absorber? The shocks matter
   International Review of Economics & Finance, 2024, 89, (PB), 114-130 View citations (2)
6. Media sentiment emotions and consumer energy prices
   Energy Economics, 2024, 130, (C) View citations (1)
7. 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

8. 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
9. Cross-country uncertainty spillovers: Evidence from international survey data
   Journal of International Money and Finance, 2023, 130, (C) View citations (2)
10. Dimensions and Determinants of Inflation Anchoring
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2023, 92, (2), 31-43 View citations (1)
11. Perceived monetary policy uncertainty
    Journal of International Money and Finance, 2023, 130, (C) View citations (5)
    See also Working Paper Perceived monetary policy uncertainty, MPRA Paper (2022) (2022)
12. Real and Financial Integration in Asia – Recent Evidence and Policy Perspective
    Open Economies Review, 2023, 34, (3), 471-478
13. 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

14. 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)
15. Expectations, disagreement and exchange rate pressure
    Economics Letters, 2022, 212, (C) View citations (2)
16. Savings–investment and the current account More measurement than identity
    Journal of International Money and Finance, 2022, 121, (C) View citations (1)
17. 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)
18. 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

19. 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)
20. Konjunkturschlaglicht: Lieferengpässe behindern Produktion
    (Economic headlines: Supply bottlenecks hamper production)
    Wirtschaftsdienst, 2021, 101, (7), 575-576
21. Lieferengpässe bleiben Belastungsfaktor
    (Supply bottlenecks remain a burdening factor)
    Wirtschaftsdienst, 2021, 101, (11), 915-916
22. Measurement and effects of euro/dollar exchange rate uncertainty
    Journal of Economic Behavior & Organization, 2021, 183, (C), 773-790 View citations (7)

2020

23. 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)
24. 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)
25. 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)
26. Net Foreign Asset Positions, Capital Flows and GDP Spillovers
    Open Economies Review, 2020, 31, (2), 295-308 View citations (1)
27. Professional forecasters' expectations, consistency, and international spillovers
    Journal of Forecasting, 2020, 39, (7), 1001-1024 View citations (2)
28. 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)
29. The relationship between oil prices and exchange rates: Revisiting theory and evidence
    Energy Economics, 2020, 88, (C) View citations (72)

2019

30. An empirical assessment of recent challenges in today's financial markets
    Scottish Journal of Political Economy, 2019, 66, (1), 1-4
31. 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)
32. 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

33. 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, VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy (2018) View citations (10) (2018)
34. Special issue of applied economics on ‘Finance and the real economy’
    Applied Economics, 2018, 50, (34-35), 3645-3646
35. The dollar–euro exchange rate and monetary fundamentals
    Empirical Economics, 2018, 54, (4), 1389-1410 View citations (1)
36. The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience
    The World Economy, 2018, 41, (1), 77-99

2017

37. 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)
38. 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)
39. Exchange rate expectations and economic policy uncertainty
    European Journal of Political Economy, 2017, 47, (C), 148-162 View citations (99)
40. 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)
41. 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
42. The impact of uncertainty on professional exchange rate forecasts
    Journal of International Money and Finance, 2017, 73, (PB), 296-316 View citations (30)
    See also Working Paper The impact of uncertainty on professional exchange rate forecasts, Ruhr Economic Papers (2016) View citations (2) (2016)
43. The political economy of the impossible trinity
    European Journal of Political Economy, 2017, 47, (C), 103-123 View citations (11)
44. 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

45. A melting pot — Gold price forecasts under model and parameter uncertainty
    International Review of Financial Analysis, 2016, 48, (C), 282-291 View citations (16)
46. Forecasting exchange rates under parameter and model uncertainty
    Journal of International Money and Finance, 2016, 60, (C), 267-288 View citations (37)
47. 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)
48. Oil price and FX-rates dependency
    Quantitative Finance, 2016, 16, (3), 477-488 View citations (32)

2015

49. 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)
50. 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 (249)
    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)
51. 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)
52. Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models
    Journal of Banking & Finance, 2015, 54, (C), 254-265 View citations (13)
53. Productivity Shocks and Real Effective Exchange Rates
    Review of Development Economics, 2015, 19, (3), 502-515 View citations (4)

2014

54. Does global liquidity drive commodity prices?
    Journal of Banking & Finance, 2014, 48, (C), 224-234 View citations (56)
55. 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)
56. Non-linearities in the relationship of agricultural futures prices
    European Review of Agricultural Economics, 2014, 41, (1), 1-23 View citations (16)
57. Regime shifts and the Canada/US exchange rate in a multivariate framework
    Economics Letters, 2014, 123, (2), 206-211
58. Regime-dependent adjustment in energy spot and futures markets
    Economic Modelling, 2014, 40, (C), 400-409 View citations (22)
59. 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)
60. Volatility transmission in agricultural futures markets
    Economic Modelling, 2014, 36, (C), 541-546 View citations (54)

2013

61. 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 (119)
    See also Working Paper Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework, Ruhr Economic Papers (2012) View citations (5) (2012)
62. 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)
63. 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 (81)
    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)
64. Nonlinear Exchange Rate Adjustment and the Monetary Model
    Review of International Economics, 2013, 21, (4), 654-670 View citations (2)
65. 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)
66. Oil and gold price dynamics in a multivariate cointegration framework
    International Economics and Economic Policy, 2013, 10, (3), 453-468 View citations (37)
67. Oil prices and effective dollar exchange rates
    International Review of Economics & Finance, 2013, 27, (C), 621-636 View citations (87)
68. Taylor rule equilibrium exchange rates and nonlinear mean reversion
    Applied Financial Economics, 2013, 23, (13), 1097-1107 View citations (3)
69. 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

70. 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)
71. 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)
72. 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

73. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange
    International Advances in Economic Research, 2011, 17, (4), 397-412 View citations (4)
74. 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)
75. 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

1. Large-scale Transformations of Socio-economic Institutions
   WIFO Studies, WIFO

Chapters

2024

1. Measuring currency dominance
   Chapter 13 in Handbook of Financial Integration, 2024, pp 292-311 View citations (1)

2022

2. What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics
   Springer