Details about Martin Mandler

Access statistics for papers by Martin Mandler.

Last updated 2023-03-28. Update your information in the RePEc Author Service.

Short-id: pma698

Working Papers

2023

1. Money growth and consumer price inflation in the euro area: An update
   Technical Papers, Deutsche Bundesbank

2022

2. Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment
   Occasional Paper Series, European Central Bank View citations (4)

2020

3. Estimating the effects of the Eurosystem's asset purchase programme at the country level
   Discussion Papers, Deutsche Bundesbank View citations (6)

2019

4. Bank loan supply shocks and alternative financing of non-financial corporations in the euro area
   Discussion Papers, Deutsche Bundesbank View citations (5)
   See also Journal Article Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area, Manchester School, University of Manchester (2020) View citations (1) (2020)
5. Financial cycles across G7 economies: A view from wavelet analysis
   Discussion Papers, Deutsche Bundesbank View citations (8)
   See also Journal Article Financial cycles across G7 economies: A view from wavelet analysis, The Journal of Economic Asymmetries, Elsevier (2022) (2022)

2018

6. Financial cycles in euro area economies: A cross-country perspective
   Discussion Papers, Deutsche Bundesbank View citations (13)
   Also in Working Papers, The Croatian National Bank, Croatia (2018) View citations (13)
7. Real and financial cycles in EU countries - Stylised facts and modelling implications
   Occasional Paper Series, European Central Bank View citations (43)

2016

8. Heterogeneity in Euro Area Monetary Policy Transmission: Results from a large Multi-Country BVAR
   EcoMod2016, EcoMod View citations (11)
9. Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (14)
   Also in Discussion Papers, Deutsche Bundesbank (2016) View citations (14)
   See also Journal Article Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model, Journal of Money, Credit and Banking, Blackwell Publishing (2022) View citations (7) (2022)

2015

10. The relationship of simple sum and Divisia monetary aggregates with real GDP and inflation: a wavelet analysis for the US
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (2)

2014

11. Money growth and consumer price inflation in the euro area: A wavelet analysis
    Discussion Papers, Deutsche Bundesbank View citations (29)

2011

12. Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2011) View citations (1)

2010

13. Explaining ECB and FED interest rate correlation: Economic interdependence and optimal monetary policy
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (1)
14. Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2010) View citations (1)
15. Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
    MPRA Paper, University Library of Munich, Germany
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2010)

2009

16. Decomposing Federal Funds Rate forecast uncertainty using real-time data
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (1)
17. The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)

2007

18. The Taylor rule and interest rate uncertainty in the U.S. 1955-2006
    MPRA Paper, University Library of Munich, Germany View citations (3)

2006

19. Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2025

1. Money Growth and Inflation—How to Account for the Differences in Empirical Results
   Journal of Forecasting, 2025, 44, (3), 1009-1025

2023

2. The effects of shocks to interest rate expectations in the euro area: Estimates at the country level
   Journal of Forecasting, 2023, 42, (3), 643-656

2022

3. Financial Cycles in Euro Area Economies: A Cross‐Country Perspective Using Wavelet Analysis
   Oxford Bulletin of Economics and Statistics, 2022, 84, (3), 569-593 View citations (2)
4. Financial cycles across G7 economies: A view from wavelet analysis
   The Journal of Economic Asymmetries, 2022, 26, (C)
   See also Working Paper Financial cycles across G7 economies: A view from wavelet analysis, Discussion Papers (2019) View citations (8) (2019)
5. Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model
   Journal of Money, Credit and Banking, 2022, 54, (2-3), 627-649 View citations (7)
   See also Working Paper Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model, VfS Annual Conference 2016 (Augsburg): Demographic Change (2016) View citations (14) (2016)

2020

6. Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area
   Manchester School, 2020, 88, (S1), 126-150 View citations (1)
   See also Working Paper Bank loan supply shocks and alternative financing of non-financial corporations in the euro area, Discussion Papers (2019) View citations (5) (2019)

2019

7. Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2019, 239, (5-6), 895-916 View citations (5)

2012

8. Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
   The North American Journal of Economics and Finance, 2012, 23, (2), 228-245 View citations (5)
9. Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
   Economics Letters, 2012, 116, (3), 422-425 View citations (3)

2011

10. Die schwierige Rückkehr der EZB zur Normalität: Ein Vorschlag
    ifo Schnelldienst, 2011, 64, (14), 27-29

2010

11. Ankauf von Staatsanleihen durch die EZB: Wie ist die neue Offenmarktpolitik der Europäischen Zentralbank zu bewerten?
    ifo Schnelldienst, 2010, 63, (21), 03-10 View citations (1)

2009

12. Buchbesprechungen / Book Reviews
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2009, 229, (1), 103-112
13. In search of robust monetary policy rules - Should the Fed look at money growth or stock market performance?
    Journal of Macroeconomics, 2009, 31, (2), 345-361 View citations (1)

2002

14. Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000
    Swiss Journal of Economics and Statistics (SJES), 2002, 138, (II), 165-189 View citations (1)