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Details about Dieter Nautz

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Homepage:http://www.wiwiss.fu-berlin.de/institute/iso/nautz/mitarbeiter/Nautz.html
Workplace:Abteilung Volkswirtschaftslehre (Department of Economics), Fachbereich Wirtschaftswissenschaft (Economics and Management Field), Freie Universität Berlin (Berlin Free University), (more information at EDIRC)

Access statistics for papers by Dieter Nautz.

Last updated 2019-08-14. Update your information in the RePEc Author Service.

Short-id: pna289


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Working Papers

2019

  1. Divisia monetary aggregates for a heterogeneous euro area
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads

2018

  1. The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads

2017

  1. The Anchoring of Inflation Expectations in the Short and in the Long Run
    Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association Downloads View citations (2)
    See also Journal Article in Macroeconomic Dynamics (2019)
  2. The dynamic impact of macroeconomic news on long-term inflation expectations
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads
    See also Journal Article in Economics Letters (2018)

2015

  1. The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)
    See also Journal Article in The North American Journal of Economics and Finance (2017)
  2. The Information Content of Monetary Statistics for the Great Recession: Evidence from Germany
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
  3. The Time-Varying Degree of Inflation Expectations Anchoring
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (11)
    See also Journal Article in Journal of Macroeconomics (2016)

2014

  1. Are US Inflation Expectations Re-Anchored?
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
    See also Journal Article in Economics Letters (2015)
  2. Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (3)
  3. Institutional herding in financial markets: New evidence through the lens of a simulated model
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (3)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) Downloads
  4. Stale Forward Guidance
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (6)
    See also Journal Article in Economics Letters (2014)

2013

  1. Herding in financial markets: Bridging the gap between theory and evidence
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (4)
    Also in Working Papers, Berlin Doctoral Program in Economics and Management Science (BDPEMS) (2013) Downloads View citations (1)
  2. How Stale Central Bank Interest Rate Projections Affect Interest Rate Uncertainty
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association Downloads View citations (2)
  3. The impact of information risk and market stress on institutional trading: New evidence through the lens of a simulated herd model
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association Downloads

2012

  1. Correlated Trades and Herd Behavior in the Stock Market
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)
  2. The information content of central bank interest rate projections: Evidence from New Zealand
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (33)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2011) Downloads View citations (11)

    See also Journal Article in The Economic Record (2012)

2011

  1. Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2012)
  2. Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (3)

2010

  1. Central bank communication and the perception of monetary policy by financial market experts
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads
    See also Journal Article in Journal of Money, Credit and Banking (2012)
  2. Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2010) Downloads View citations (3)

    See also Journal Article in European Economic Review (2012)
  3. Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)
  4. Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
    Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz Downloads View citations (2)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2010) Downloads View citations (14)
  5. Monetary policy implementation and overnight rate persistence
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2009) Downloads View citations (4)

    See also Journal Article in Journal of International Money and Finance (2011)
  6. The (In)stability of Money Demand in the Euro Area: Lessons from a Cross-Country Analysis
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (5)
    See also Journal Article in Empirica (2011)
  7. The (in)stability of money demand in the Euro area
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads
  8. Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (16)
    Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2010) Downloads View citations (5)

2009

  1. Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (6)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) Downloads View citations (6)

    See also Journal Article in German Economic Review (2010)
  2. Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (24)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) Downloads View citations (14)

    See also Journal Article in Empirical Economics (2013)
  3. Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2010)
  4. The Impact of the European Monetary Union on Inflation Persistence in the Euro Area
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (7)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) Downloads View citations (3)

2008

  1. Monetary Policy Implementation and the Federal Funds Rate
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2009)

2006

  1. Inflation and relative price variability in the euro area: evidence from a panel threshold model
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (3)
    See also Journal Article in Applied Economics (2012)
  2. The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (9)
    See also Journal Article in International Journal of Finance & Economics (2007)

2005

  1. Monetary disequilibria and the Euro/Dollar exchange rate
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (1)
    See also Journal Article in The European Journal of Finance (2008)

2004

  1. Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2003) Downloads View citations (5)
  2. The longer term refinancing operations of the ECB
    Working Paper Series, European Central Bank Downloads View citations (8)

2003

  1. Overbidding in Fixed Rate Tenders - An Empirical Assessment of Alternative Explanations
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads
    See also Journal Article in European Economic Review (2006)

2001

  1. The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads View citations (3)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) Downloads View citations (12)

    See also Journal Article in Scandinavian Journal of Economics (2003)

1999

  1. Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

1998

  1. Banks' supply of loans: When future monetary policy is uncertain
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
  2. The monetary model of the exchange rate: A structural interpretation
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
  3. The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (1)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (1999)

1997

  1. Money growth volatility and the demand for money in Germany: Friedman's volatility hypothesis revisited
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (6)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (1997)
  2. Wie brauchbar sind Multiplikatorprognosen für die Geldmengensteuerung der Bundesbank?
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

1996

  1. Optimal Bids in Multi-Unit Auctions when Demand is Price Elastic
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
  2. The Money Supply of Banks when Refinancing Conditions are Uncertain
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

1995

  1. The Term Structure of Interest Rates as an Indicator of German Monetary Policy?
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (5)

Journal Articles

2019

  1. THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN
    Macroeconomic Dynamics, 2019, 23, (5), 1959-1977 Downloads
    See also Working Paper (2017)

2018

  1. The dynamic impact of macroeconomic news on long-term inflation expectations
    Economics Letters, 2018, 165, (C), 39-43 Downloads
    See also Working Paper (2017)

2017

  1. The (de-)anchoring of inflation expectations: New evidence from the euro area
    The North American Journal of Economics and Finance, 2017, 40, (C), 103-115 Downloads View citations (10)
    See also Working Paper (2015)

2016

  1. The time-varying degree of inflation expectations anchoring
    Journal of Macroeconomics, 2016, 48, (C), 62-71 Downloads View citations (9)
    See also Working Paper (2015)

2015

  1. Are US inflation expectations re-anchored?
    Economics Letters, 2015, 127, (C), 6-9 Downloads View citations (21)
    See also Working Paper (2014)

2014

  1. Stale forward guidance
    Economics Letters, 2014, 124, (3), 358-361 Downloads View citations (6)
    See also Working Paper (2014)

2013

  1. Causes and consequences of short-term institutional herding
    Journal of Banking & Finance, 2013, 37, (5), 1676-1686 Downloads View citations (21)
  2. Inflation and growth: new evidence from a dynamic panel threshold analysis
    Empirical Economics, 2013, 44, (2), 861-878 Downloads View citations (129)
    See also Working Paper (2009)
  3. Short†term Herding of Institutional Traders: New Evidence from the German Stock Market
    European Financial Management, 2013, 19, (4), 730-746 Downloads

2012

  1. Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts
    Journal of Money, Credit and Banking, 2012, 44, 323-340 Downloads View citations (13)
    See also Working Paper (2010)
  2. Inflation and relative price variability in the euro area: evidence from a panel threshold model
    Applied Economics, 2012, 44, (4), 449-460 Downloads View citations (9)
    See also Working Paper (2006)
  3. Inflation persistence in the Euro area before and after the European Monetary Union
    Economic Modelling, 2012, 29, (4), 1170-1176 Downloads View citations (19)
  4. Inflation, price dispersion and market integration through the lens of a monetary search model
    European Economic Review, 2012, 56, (3), 624-634 Downloads View citations (3)
    See also Working Paper (2010)
  5. Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations
    The North American Journal of Economics and Finance, 2012, 23, (1), 54-69 Downloads View citations (2)
    See also Working Paper (2011)
  6. The Information Content of Central Bank Interest Rate Projections: Evidence from New Zealand
    The Economic Record, 2012, 88, (282), 323-329 Downloads View citations (20)
    See also Working Paper (2012)

2011

  1. Monetary policy implementation and overnight rate persistence
    Journal of International Money and Finance, 2011, 30, (7), 1375-1386 Downloads View citations (3)
    See also Working Paper (2010)
  2. The (in)stability of money demand in the euro area: lessons from a cross-country analysis
    Empirica, 2011, 38, (4), 539-553 Downloads View citations (10)
    See also Working Paper (2010)

2010

  1. Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area
    German Economic Review, 2010, 11, (3), 367-380 Downloads
    Also in German Economic Review, 2010, 11, 367-380 (2010) Downloads View citations (2)

    See also Working Paper (2009)
  2. Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 313-340 Downloads View citations (1)
    See also Working Paper (2009)

2009

  1. Inflation and Relative Price Variability: New Evidence for the United States
    Southern Economic Journal, 2009, 76, (1), 146-164 Downloads View citations (12)
  2. Monetary policy implementation and the federal funds rate
    Journal of Banking & Finance, 2009, 33, (7), 1274-1284 Downloads View citations (26)
    See also Working Paper (2008)

2008

  1. Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities
    International Journal of Central Banking, 2008, 4, (3), 61-76 Downloads View citations (15)
  2. Monetary disequilibria and the euro/dollar exchange rate
    The European Journal of Finance, 2008, 14, (8), 701-716 Downloads View citations (2)
    See also Working Paper (2005)
  3. On the persistence of the Eonia spread
    Economics Letters, 2008, 101, (3), 184-187 Downloads View citations (23)
  4. Volatility transmission in the European money market
    The North American Journal of Economics and Finance, 2008, 19, (1), 23-39 Downloads View citations (22)

2007

  1. Bidding behavior in the longer term refinancing operations of the European Central Bank: Evidence from a panel sample selection model
    Journal of Banking & Finance, 2007, 31, (5), 1521-1543 Downloads View citations (18)
  2. The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread
    International Journal of Finance & Economics, 2007, 12, (3), 287-300 Downloads View citations (17)
    See also Working Paper (2006)

2006

  1. Bidder behavior in central bank repo auctions: Evidence from the Bundesbank
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (3), 215-230 Downloads View citations (11)
  2. Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate
    European Economic Review, 2006, 50, (5), 1279-1295 Downloads View citations (10)
  3. Overbidding in fixed rate tenders--an empirical assessment of alternative explanations
    European Economic Review, 2006, 50, (3), 631-646 Downloads View citations (12)
    See also Working Paper (2003)

2005

  1. Inflation and Relative Price Variability in a Low Inflation Country: Empirical Evidence for Germany
    German Economic Review, 2005, 6, (4), 507-523 Downloads View citations (15)

2003

  1. The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle*
    Scandinavian Journal of Economics, 2003, 105, (2), 207-220 Downloads View citations (21)
    See also Working Paper (2001)

2001

  1. A note on testing the monetary model of the exchange rate
    Applied Financial Economics, 2001, 11, (3), 261-268 Downloads View citations (11)
  2. Interest rate and liquidity risk management and the European money supply process
    Journal of Banking & Finance, 2001, 25, (11), 2089-2101 Downloads View citations (6)
  3. The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data
    Journal of International Money and Finance, 2001, 20, (6), 839-856 Downloads View citations (19)

1999

  1. The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the U.S. and Germany
    Review of World Economics (Weltwirtschaftliches Archiv), 1999, 135, (3), 397-412 Downloads View citations (5)
    See also Working Paper (1998)

1998

  1. Banks' demand for reserves when future monetary policy is uncertain
    Journal of Monetary Economics, 1998, 42, (1), 161-183 Downloads View citations (17)
  2. The Link between German Short- and Long-Term Interest Rates. Some Evidence against a Term Structure Oriented Monetary Policy / Der Zusammenhang zwischen kurz- und langfristigen Zinssätzen in Deutschland. Empirische Evidenz gegen eine zinsstrukturorientierte Geldpolitik
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1998, 217, (2), 214-226 Downloads

1997

  1. Bid shading and risk aversion in multi-unit auctions with many bidders
    Economics Letters, 1997, 56, (2), 195-200 Downloads View citations (13)
  2. How Auctions Reveal Information: A Case Study on German REPO Rates
    Journal of Money, Credit and Banking, 1997, 29, (1), 17-25 View citations (26)
  3. Money growth volatility and the demand for money in Germany: Friedman’s volatility hypothesis revisited
    Review of World Economics (Weltwirtschaftliches Archiv), 1997, 133, (3), 523-537 Downloads View citations (5)
    See also Working Paper (1997)

1995

  1. Expectations and Interest Rates on Mortgage Loans
    Empirical Economics, 1995, 20, (4), 667-80
  2. Optimal bidding in multi-unit auctions with many bidders
    Economics Letters, 1995, 48, (3-4), 301-306 Downloads View citations (23)
 
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