Details about Norbert Metiu

Access statistics for papers by Norbert Metiu.

Last updated 2025-11-12. Update your information in the RePEc Author Service.

Short-id: pme421

Working Papers

2025

1. Monetary policy, central bank information, and bank lending: Evidence from German banks
   Discussion Papers, Deutsche Bundesbank

2024

2. A financial stress indicator for Germany
   Technical Papers, Deutsche Bundesbank
3. What moves households' expectations during a crisis? Evidence from a randomized information experiment
   Discussion Papers, Deutsche Bundesbank

2023

4. The macroeconomic effects of inflation uncertainty
   Discussion Papers, Deutsche Bundesbank View citations (1)
5. Time-varying stock return correlation, news shocks, and business cycles
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Time-varying stock return correlation, news shocks, and business cycles, European Economic Review, Elsevier (2025) (2025)
6. Time-varying volatility, financial intermediation and monetary policy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2016) View citations (30)
   Discussion Papers, Deutsche Bundesbank (2016) View citations (30)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (30)

2022

7. A composite indicator of financial conditions for Germany
   Technical Papers, Deutsche Bundesbank View citations (2)
8. The global financial cycle and macroeconomic tail risks
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article The global financial cycle and macroeconomic tail risks, Journal of International Money and Finance, Elsevier (2025) (2025)

2021

9. Toothless tiger with claws? Financial stability communication, expectations, and risk-taking
   Discussion Papers, Deutsche Bundesbank View citations (6)
   See also Journal Article Toothless tiger with claws? Financial stability communication, expectations, and risk-taking, Journal of Monetary Economics, Elsevier (2021) View citations (6) (2021)

2020

10. Anticipation effects of protectionist U.S. trade policies
    Discussion Papers, Deutsche Bundesbank
    See also Journal Article Anticipation effects of protectionist U.S. trade policies, Journal of International Economics, Elsevier (2021) View citations (13) (2021)

2016

11. Credit constraints and the international propagation of US financial shocks
    Working Paper Series, European Central Bank View citations (8)
    See also Journal Article Credit constraints and the international propagation of US financial shocks, Journal of Banking & Finance, Elsevier (2016) View citations (8) (2016)

2015

12. Financial frictions and global spillovers
    Discussion Papers, Deutsche Bundesbank View citations (5)
13. The synchronization of European credit cycles
    Discussion Papers, Deutsche Bundesbank View citations (11)

2014

14. Disentangling economic recessions and depressions
    Working Papers, Department of Research, Ipag Business School View citations (16)
    Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (3)

2013

15. A distribution-free test for outliers
    Discussion Papers, Deutsche Bundesbank View citations (4)
16. The evolution of economic convergence in the European Union
    Discussion Papers, Deutsche Bundesbank View citations (33)
    See also Journal Article The evolution of economic convergence in the European Union, Empirical Economics, Springer (2015) View citations (108) (2015)

2011

17. Financial contagion in developed sovereign bond markets
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (2)

2009

18. Testing for exceptional bulls and bears: a non-parametric perspective
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)

Journal Articles

2025

1. The global financial cycle and macroeconomic tail risks
   Journal of International Money and Finance, 2025, 156, (C)
   See also Working Paper The global financial cycle and macroeconomic tail risks, Discussion Papers (2022) (2022)
2. Time-varying stock return correlation, news shocks, and business cycles
   European Economic Review, 2025, 172, (C)
   See also Working Paper Time-varying stock return correlation, news shocks, and business cycles, Discussion Papers (2023) (2023)

2021

3. Anticipation effects of protectionist U.S. trade policies
   Journal of International Economics, 2021, 133, (C) View citations (13)
   See also Working Paper Anticipation effects of protectionist U.S. trade policies, Discussion Papers (2020) (2020)
4. Toothless tiger with claws? Financial stability communication, expectations, and risk-taking
   Journal of Monetary Economics, 2021, 120, (C), 53-69 View citations (6)
   See also Working Paper Toothless tiger with claws? Financial stability communication, expectations, and risk-taking, Discussion Papers (2021) View citations (6) (2021)

2017

5. The synchronization of credit cycles
   Journal of Banking & Finance, 2017, 82, (C), 98-111 View citations (41)

2016

6. Credit constraints and the international propagation of US financial shocks
   Journal of Banking & Finance, 2016, 72, (C), 67-80 View citations (8)
   See also Working Paper Credit constraints and the international propagation of US financial shocks, Working Paper Series (2016) View citations (8) (2016)
7. How does the stock market respond to changes in bank lending standards?
   Economics Letters, 2016, 144, (C), 92-97 View citations (1)

2015

8. The evolution of economic convergence in the European Union
   Empirical Economics, 2015, 48, (2), 657-681 View citations (108)
   See also Working Paper The evolution of economic convergence in the European Union, Discussion Papers (2013) View citations (33) (2013)

2012

9. Sovereign risk contagion in the Eurozone
   Economics Letters, 2012, 117, (1), 35-38 View citations (93)

Chapters

2024

1. Global financial stress and financial transmission channels
   Chapter 6 in Handbook of Financial Integration, 2024, pp 134-171

2011

2. Chapter 2 Linkages between Stock Market Fluctuations and Business Cycles in Asia
   A chapter in The Evolving Role of Asia in Global Finance, 2011, pp 23-51