Details about Dieter Nautz
Access statistics for papers by Dieter Nautz.
Last updated 2024-07-04. Update your information in the RePEc Author Service.
Short-id: pna289
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Working Papers
2022
- Inflation target credibility in times of high inflation
Discussion Papers, Free University Berlin, School of Business & Economics 
See also Journal Article Inflation target credibility in times of high inflation, Economics Letters, Elsevier (2023) View citations (6) (2023)
- Inflation Expectations, Inflation Target Credibility and the COVID-19 Pandemic: New Evidence from Germany
VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association
2021
- Inflation expectations, inflation target credibility and the COVID-19 pandemic: New evidence from Germany
Discussion Papers, Free University Berlin, School of Business & Economics View citations (6)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2021) View citations (6)
2020
- The credibility of the ECB's inflation target in times of Corona: New evidence from an online survey
Discussion Papers, Free University Berlin, School of Business & Economics View citations (3)
- The role of long-term inflation expectations for the transmission of monetary policy shocks
Discussion Papers, Free University Berlin, School of Business & Economics View citations (1)
2019
- Divisia monetary aggregates for a heterogeneous euro area
Discussion Papers, Free University Berlin, School of Business & Economics
See also Journal Article Divisia monetary aggregates for a heterogeneous euro area, Empirica, Springer (2021) View citations (1) (2021)
2018
- 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
2017
- The Anchoring of Inflation Expectations in the Short and in the Long Run
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association View citations (4)
Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2016)
See also Journal Article THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN, Macroeconomic Dynamics, Cambridge University Press (2019) View citations (12) (2019)
- The dynamic impact of macroeconomic news on long-term inflation expectations
Discussion Papers, Free University Berlin, School of Business & Economics
See also Journal Article The dynamic impact of macroeconomic news on long-term inflation expectations, Economics Letters, Elsevier (2018) View citations (15) (2018)
2015
- The (de-)anchoring of inflation expectations: New evidence from the Euro area
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
See also Journal Article The (de-)anchoring of inflation expectations: New evidence from the euro area, The North American Journal of Economics and Finance, Elsevier (2017) View citations (37) (2017)
- The information content of monetary statistics for the Great Recession: Evidence from Germany
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
- The time-varying degree of inflation expectations anchoring
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
See also Journal Article The time-varying degree of inflation expectations anchoring, Journal of Macroeconomics, Elsevier (2016) View citations (25) (2016)
2014
- Are US inflation expectations re-anchored?
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
See also Journal Article Are US inflation expectations re-anchored?, Economics Letters, Elsevier (2015) View citations (42) (2015)
- 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 Berlin, Collaborative Research Center 649: Economic Risk
- Institutional herding in financial markets: New evidence through the lens of a simulated model
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (4)
Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013)
- Stale forward guidance
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk View citations (7)
See also Journal Article Stale forward guidance, Economics Letters, Elsevier (2014) View citations (8) (2014)
2013
- Herding in financial markets: Bridging the gap between theory and evidence
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Also in BDPEMS Working Papers, Berlin School of Economics View citations (6)
- How Stale Central Bank Interest Rate Projections Affect Interest Rate Uncertainty
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (4)
- The impact of information risk and market stress on institutional trading: New evidence through the lens of a simulated herd model
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association
2012
- Correlated trades and herd behavior in the stock market
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
- 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 View citations (51)
Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011)
See also Journal Article The Information Content of Central Bank Interest Rate Projections: Evidence from New Zealand, The Economic Record, The Economic Society of Australia (2012) View citations (36) (2012)
2011
- 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 View citations (2)
See also Journal Article 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, Elsevier (2012) View citations (2) (2012)
- Short-term herding of institutional traders: New evidence from the German stock market
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
2010
- Central bank communication and the perception of monetary policy by financial market experts
Discussion Papers, Free University Berlin, School of Business & Economics View citations (1)
See also Journal Article Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (12) (2012)
- Inflation, price dispersion and market integration through the lens of a monetary search model
Discussion Papers, Free University Berlin, School of Business & Economics View citations (5)
Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2010)
See also Journal Article Inflation, price dispersion and market integration through the lens of a monetary search model, European Economic Review, Elsevier (2012) View citations (6) (2012)
- 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 View citations (4)
Also in Discussion Papers, Free University Berlin, School of Business & Economics (2010) View citations (18)
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2010)
- Monetary policy implementation and overnight rate persistence
Discussion Papers, Free University Berlin, School of Business & Economics
Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2009)
See also Journal Article Monetary policy implementation and overnight rate persistence, Journal of International Money and Finance, Elsevier (2011) View citations (6) (2011)
- The (in)stability of money demand in the Euro Area: Lessons from a cross-country analysis
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
See also Journal Article The (in)stability of money demand in the euro area: lessons from a cross-country analysis, Empirica, Springer (2011) View citations (15) (2011)
- The (in)stability of money demand in the Euro area
Discussion Papers, Free University Berlin, School of Business & Economics
- Why do financial market experts misperceive future monetary policy decisions?
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2010) View citations (18)
2009
- Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) View citations (6)
See also Journal Article Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area, German Economic Review, Verein für Socialpolitik (2010) View citations (4) (2010)
- Inflation and growth: New evidence from a dynamic panel threshold analysis
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) View citations (38)
See also Journal Article Inflation and growth: new evidence from a dynamic panel threshold analysis, Empirical Economics, Springer (2013) View citations (359) (2013)
- Interest rate dynamics and monetary policy implementation in Switzerland
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
See also Journal Article Interest Rate Dynamics and Monetary Policy Implementation in Switzerland, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2010) View citations (2) (2010)
- The impact of the European Monetary Union on inflation persistence in the Euro area
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) View citations (4)
2008
- Monetary Policy Implementation and the Federal Funds Rate
ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (1)
See also Journal Article Monetary policy implementation and the federal funds rate, Journal of Banking & Finance, Elsevier (2009) View citations (31) (2009)
2006
- Inflation and relative price variability in the euro area: evidence from a panel threshold model
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (3)
See also Journal Article Inflation and relative price variability in the euro area: evidence from a panel threshold model, Applied Economics, Taylor & Francis Journals (2012) View citations (14) (2012)
- 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 View citations (14)
See also Journal Article The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2007) View citations (24) (2007)
2005
- Monetary disequilibria and the Euro/Dollar exchange rate
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (1)
See also Journal Article Monetary disequilibria and the euro/dollar exchange rate, The European Journal of Finance, Taylor & Francis Journals (2008) View citations (2) (2008)
2004
- 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
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2003) View citations (5)
- The longer term refinancing operations of the ECB
Working Paper Series, European Central Bank View citations (14)
2003
- Overbidding in Fixed Rate Tenders - An Empirical Assessment of Alternative Explanations
Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE)
See also Journal Article Overbidding in fixed rate tenders--an empirical assessment of alternative explanations, European Economic Review, Elsevier (2006) View citations (21) (2006)
2001
- 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) View citations (3)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) View citations (12)
See also Journal Article The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle*, Scandinavian Journal of Economics, Wiley Blackwell (2003) View citations (35) (2003)
1999
- 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
1998
- 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
- 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
- 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 View citations (1)
See also Journal Article 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), Springer (1999) View citations (6) (1999)
1997
- 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 View citations (14)
See also Journal Article Money growth volatility and the demand for money in Germany: Friedman’s volatility hypothesis revisited, Review of World Economics (Weltwirtschaftliches Archiv), Springer (1997) View citations (14) (1997)
- 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
1996
- 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 View citations (1)
- 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
- 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
2023
- Inflation Expectations, Inflation Target Credibility, and the COVID‐19 Pandemic: Evidence from Germany
Journal of Money, Credit and Banking, 2023, 55, (7), 1937-1953 View citations (1)
- Inflation target credibility in times of high inflation
Economics Letters, 2023, 222, (C) View citations (6)
See also Working Paper Inflation target credibility in times of high inflation, Discussion Papers (2022) (2022)
2021
- Divisia monetary aggregates for a heterogeneous euro area
Empirica, 2021, 48, (1), 247-278 View citations (1)
See also Working Paper Divisia monetary aggregates for a heterogeneous euro area, Discussion Papers (2019) (2019)
- Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis
Journal of Economic Dynamics and Control, 2021, 130, (C) View citations (15)
2019
- THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN
Macroeconomic Dynamics, 2019, 23, (5), 1959-1977 View citations (12)
See also Working Paper The Anchoring of Inflation Expectations in the Short and in the Long Run, VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking (2017) View citations (4) (2017)
- The information content of market-based measures for the long-term inflation expectations of professionals: evidence from a midas analysis
Applied Economics, 2019, 51, (51), 5623-5636 View citations (2)
2018
- The dynamic impact of macroeconomic news on long-term inflation expectations
Economics Letters, 2018, 165, (C), 39-43 View citations (15)
See also Working Paper The dynamic impact of macroeconomic news on long-term inflation expectations, Discussion Papers (2017) (2017)
2017
- 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 View citations (37)
See also Working Paper The (de-)anchoring of inflation expectations: New evidence from the Euro area, SFB 649 Discussion Papers (2015) (2015)
2016
- The time-varying degree of inflation expectations anchoring
Journal of Macroeconomics, 2016, 48, (C), 62-71 View citations (25)
See also Working Paper The time-varying degree of inflation expectations anchoring, SFB 649 Discussion Papers (2015) (2015)
2015
- Are US inflation expectations re-anchored?
Economics Letters, 2015, 127, (C), 6-9 View citations (42)
See also Working Paper Are US inflation expectations re-anchored?, SFB 649 Discussion Papers (2014) (2014)
2014
- Stale forward guidance
Economics Letters, 2014, 124, (3), 358-361 View citations (8)
See also Working Paper Stale forward guidance, SFB 649 Discussion Papers (2014) View citations (7) (2014)
2013
- Causes and consequences of short-term institutional herding
Journal of Banking & Finance, 2013, 37, (5), 1676-1686 View citations (71)
- Inflation and growth: new evidence from a dynamic panel threshold analysis
Empirical Economics, 2013, 44, (2), 861-878 View citations (359)
See also Working Paper Inflation and growth: New evidence from a dynamic panel threshold analysis, SFB 649 Discussion Papers (2009) (2009)
- Short†term Herding of Institutional Traders: New Evidence from the German Stock Market
European Financial Management, 2013, 19, (4), 730-746 View citations (12)
2012
- Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts
Journal of Money, Credit and Banking, 2012, 44, (2‐3), 323-340 View citations (12)
Also in Journal of Money, Credit and Banking, 2012, 44, 323-340 (2012) View citations (28)
See also Working Paper Central bank communication and the perception of monetary policy by financial market experts, Discussion Papers (2010) View citations (1) (2010)
- Inflation and relative price variability in the euro area: evidence from a panel threshold model
Applied Economics, 2012, 44, (4), 449-460 View citations (14)
See also Working Paper Inflation and relative price variability in the euro area: evidence from a panel threshold model, Discussion Paper Series 1: Economic Studies (2006) View citations (3) (2006)
- Inflation persistence in the Euro area before and after the European Monetary Union
Economic Modelling, 2012, 29, (4), 1170-1176 View citations (34)
- Inflation, price dispersion and market integration through the lens of a monetary search model
European Economic Review, 2012, 56, (3), 624-634 View citations (6)
See also Working Paper Inflation, price dispersion and market integration through the lens of a monetary search model, Discussion Papers (2010) View citations (5) (2010)
- 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 View citations (2)
See also Working Paper Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations, Discussion Paper Series 1: Economic Studies (2011) View citations (2) (2011)
- The Information Content of Central Bank Interest Rate Projections: Evidence from New Zealand
The Economic Record, 2012, 88, (282), 323-329 View citations (36)
See also Working Paper The information content of central bank interest rate projections: Evidence from New Zealand, Reserve Bank of New Zealand Discussion Paper Series (2012) View citations (51) (2012)
2011
- Monetary policy implementation and overnight rate persistence
Journal of International Money and Finance, 2011, 30, (7), 1375-1386 View citations (6)
See also Working Paper Monetary policy implementation and overnight rate persistence, Discussion Papers (2010) (2010)
- The (in)stability of money demand in the euro area: lessons from a cross-country analysis
Empirica, 2011, 38, (4), 539-553 View citations (15)
See also Working Paper The (in)stability of money demand in the Euro Area: Lessons from a cross-country analysis, SFB 649 Discussion Papers (2010) (2010)
2010
- Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area
German Economic Review, 2010, 11, (3), 367-380 View citations (4)
Also in German Economic Review, 2010, 11, (3), 367-380 (2010) View citations (4)
See also Working Paper Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area, SFB 649 Discussion Papers (2009) (2009)
- Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 313-340 View citations (2)
See also Working Paper Interest rate dynamics and monetary policy implementation in Switzerland, SFB 649 Discussion Papers (2009) (2009)
2009
- Inflation and Relative Price Variability: New Evidence for the United States
Southern Economic Journal, 2009, 76, (1), 146-164 View citations (3)
- Monetary policy implementation and the federal funds rate
Journal of Banking & Finance, 2009, 33, (7), 1274-1284 View citations (31)
See also Working Paper Monetary Policy Implementation and the Federal Funds Rate, ZEW Discussion Papers (2008) View citations (1) (2008)
2008
- Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities
International Journal of Central Banking, 2008, 4, (3), 61-76 View citations (27)
- Monetary disequilibria and the euro/dollar exchange rate
The European Journal of Finance, 2008, 14, (8), 701-716 View citations (2)
See also Working Paper Monetary disequilibria and the Euro/Dollar exchange rate, Discussion Paper Series 1: Economic Studies (2005) View citations (1) (2005)
- On the persistence of the Eonia spread
Economics Letters, 2008, 101, (3), 184-187 View citations (27)
- Volatility transmission in the European money market
The North American Journal of Economics and Finance, 2008, 19, (1), 23-39 View citations (31)
2007
- 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 View citations (26)
- 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 View citations (24)
See also Working Paper The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread, Discussion Paper Series 1: Economic Studies (2006) View citations (14) (2006)
2006
- Bidder behavior in central bank repo auctions: Evidence from the Bundesbank
Journal of International Financial Markets, Institutions and Money, 2006, 16, (3), 215-230 View citations (14)
- Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate
European Economic Review, 2006, 50, (5), 1279-1295 View citations (12)
- Overbidding in fixed rate tenders--an empirical assessment of alternative explanations
European Economic Review, 2006, 50, (3), 631-646 View citations (21)
See also Working Paper Overbidding in Fixed Rate Tenders - An Empirical Assessment of Alternative Explanations, Bonn Econ Discussion Papers (2003) (2003)
2005
- Inflation and Relative Price Variability in a Low Inflation Country: Empirical Evidence for Germany
German Economic Review, 2005, 6, (4), 507-523 View citations (16)
Also in German Economic Review, 2005, 6, (4), 507-523 (2005) View citations (18)
2003
- The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle*
Scandinavian Journal of Economics, 2003, 105, (2), 207-220 View citations (35)
See also Working Paper The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle, Bonn Econ Discussion Papers (2001) View citations (3) (2001)
2001
- A note on testing the monetary model of the exchange rate
Applied Financial Economics, 2001, 11, (3), 261-268 View citations (12)
- Interest rate and liquidity risk management and the European money supply process
Journal of Banking & Finance, 2001, 25, (11), 2089-2101 View citations (9)
- 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 View citations (25)
1999
- 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 View citations (6)
See also Working Paper The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany, SFB 373 Discussion Papers (1998) View citations (1) (1998)
1998
- Banks' demand for reserves when future monetary policy is uncertain
Journal of Monetary Economics, 1998, 42, (1), 161-183 View citations (26)
- 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
1997
- Bid shading and risk aversion in multi-unit auctions with many bidders
Economics Letters, 1997, 56, (2), 195-200 View citations (18)
- How Auctions Reveal Information: A Case Study on German REPO Rates
Journal of Money, Credit and Banking, 1997, 29, (1), 17-25 View citations (25)
- 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 View citations (14)
See also Working Paper Money growth volatility and the demand for money in Germany: Friedman's volatility hypothesis revisited, SFB 373 Discussion Papers (1997) View citations (14) (1997)
1995
- Expectations and Interest Rates on Mortgage Loans
Empirical Economics, 1995, 20, (4), 667-80
- Optimal bidding in multi-unit auctions with many bidders
Economics Letters, 1995, 48, (3-4), 301-306 View citations (26)
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