Details about Timo Bettendorf

Access statistics for papers by Timo Bettendorf.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pbe760

Working Papers

2019

1. Connectedness between G10 currencies: Searching for the causal structure
   Discussion Papers, Deutsche Bundesbank View citations (2)

2017

2. Chow-Lin x N: How adding a panel dimension can improve accuracy
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Chow-Lin ×N: How adding a panel dimension can improve accuracy, Economics Letters, Elsevier (2017) (2017)

2016

3. Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2019) View citations (6) (2019)

2015

4. German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory
   Studies in Economics, School of Economics, University of Kent View citations (5)
   Also in Discussion Papers, Deutsche Bundesbank (2015) View citations (5)
   See also Journal Article German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (1) (2019)

2013

5. Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests
   VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (52)
   Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2013) View citations (1)
   See also Journal Article Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests, Economics Letters, Elsevier (2013) View citations (50) (2013)

2012

6. Investigating Global Imbalances: Empirical Evidence from a GVAR Approach
   Studies in Economics, School of Economics, University of Kent View citations (5)
   See also Journal Article Investigating Global Imbalances: Empirical evidence from a GVAR approach, Economic Modelling, Elsevier (2017) View citations (18) (2017)

Journal Articles

2019

1. German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory
   Journal of Money, Credit and Banking, 2019, 51, (2-3), 617-653 View citations (1)
   See also Working Paper German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory, Studies in Economics (2015) View citations (5) (2015)
2. Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach
   International Journal of Finance & Economics, 2019, 24, (1), 296-312 View citations (6)
   See also Working Paper Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach, Discussion Papers (2016) (2016)

2017

3. Chow-Lin ×N: How adding a panel dimension can improve accuracy
   Economics Letters, 2017, 157, (C), 5-9
   See also Working Paper Chow-Lin x N: How adding a panel dimension can improve accuracy, Discussion Papers (2017) (2017)
4. Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?
   Review of International Economics, 2017, 25, (4), 856-890
5. Investigating Global Imbalances: Empirical evidence from a GVAR approach
   Economic Modelling, 2017, 64, (C), 201-210 View citations (18)
   See also Working Paper Investigating Global Imbalances: Empirical Evidence from a GVAR Approach, Studies in Economics (2012) View citations (5) (2012)

2013

6. Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests
   Economics Letters, 2013, 120, (2), 350-353 View citations (50)
   See also Working Paper Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests, VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order (2013) View citations (52) (2013)