Details about Dieter Nautz

E-mail:
Homepage:	https://www.wiwiss.fu-berlin.de/fachbereich/vwl/nautz/team/dieter_nautz/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 2022-01-08. Update your information in the RePEc Author Service.

Short-id: pna289

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Working Papers

2021

1. Inflation expectations, inflation target credibility and the COVID-19 pandemic: New evidence from Germany
   Discussion Papers, Free University Berlin, School of Business & Economics

2020

2. 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 (1)
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

4. Divisia monetary aggregates for a heterogeneous euro area
   Discussion Papers, Free University Berlin, School of Business & Economics
   See also Journal Article in Empirica (2021)

2018

5. 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

6. 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 (3)
   See also Journal Article in Macroeconomic Dynamics (2019)
7. The dynamic impact of macroeconomic news on long-term inflation expectations
   Discussion Papers, Free University Berlin, School of Business & Economics
   See also Journal Article in Economics Letters (2018)

2015

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

2014

11. Are US Inflation Expectations Re-Anchored?
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
    See also Journal Article in Economics Letters (2015)
12. 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 View citations (4)
13. 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)
14. Stale Forward Guidance
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (6)
    See also Journal Article in Economics Letters (2014)

2013

15. Herding in financial markets: Bridging the gap between theory and evidence
    Working Papers, Berlin Doctoral Program in Economics and Management Science (BDPEMS) View citations (1)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2013) View citations (4)
16. 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 (2)
17. 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

18. Correlated Trades and Herd Behavior in the Stock Market
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)
19. 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 (35)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2011) View citations (11)
    See also Journal Article in The Economic Record (2012)

2011

20. 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
    See also Journal Article in The North American Journal of Economics and Finance (2012)
21. Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (3)

2010

22. Central bank communication and the perception of monetary policy by financial market experts
    Discussion Papers, Free University Berlin, School of Business & Economics
    See also Journal Article in Journal of Money, Credit and Banking (2012)
23. Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2010) View citations (4)
    See also Journal Article in European Economic Review (2012)
24. 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 View citations (2)
25. 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 (15)
26. Monetary policy implementation and overnight rate persistence
    Discussion Papers, Free University Berlin, School of Business & Economics
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2009) View citations (4)
    See also Journal Article in Journal of International Money and Finance (2011)
27. 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 View citations (6)
    See also Journal Article in Empirica (2011)
28. The (in)stability of money demand in the Euro area
    Discussion Papers, Free University Berlin, School of Business & Economics
29. Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (16)
    Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2010) View citations (5)

2009

30. 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 View citations (6)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) View citations (6)
    See also Journal Article in German Economic Review (2010)
31. Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (26)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) View citations (16)
    See also Journal Article in Empirical Economics (2013)
32. Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2010)
33. The Impact of the European Monetary Union on Inflation Persistence in the Euro Area
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (7)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2009) View citations (3)

2008

34. 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 in Journal of Banking & Finance (2009)

2006

35. 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 in Applied Economics (2012)
36. 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 (9)
    See also Journal Article in International Journal of Finance & Economics (2007)

2005

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

2004

38. 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)
39. The longer term refinancing operations of the ECB
    Working Paper Series, European Central Bank View citations (9)

2003

40. 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 in European Economic Review (2006)

2001

41. 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 in Scandinavian Journal of Economics (2003)

1999

42. 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

43. 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
44. 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
45. 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 in Review of World Economics (Weltwirtschaftliches Archiv) (1999)

1997

46. 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 (9)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (1997)
47. 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

48. 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)
49. 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

50. 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

2021

1. Divisia monetary aggregates for a heterogeneous euro area
   Empirica, 2021, 48, (1), 247-278 View citations (1)
   See also Working Paper (2019)
2. 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)

2019

3. THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN
   Macroeconomic Dynamics, 2019, 23, (5), 1959-1977 View citations (6)
   See also Working Paper (2017)
4. 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 (1)

2018

5. The dynamic impact of macroeconomic news on long-term inflation expectations
   Economics Letters, 2018, 165, (C), 39-43 View citations (4)
   See also Working Paper (2017)

2017

6. 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 (22)
   See also Working Paper (2015)

2016

7. The time-varying degree of inflation expectations anchoring
   Journal of Macroeconomics, 2016, 48, (C), 62-71 View citations (16)
   See also Working Paper (2015)

2015

8. Are US inflation expectations re-anchored?
   Economics Letters, 2015, 127, (C), 6-9 View citations (28)
   See also Working Paper (2014)

2014

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

2013

10. Causes and consequences of short-term institutional herding
    Journal of Banking & Finance, 2013, 37, (5), 1676-1686 View citations (36)
11. Inflation and growth: new evidence from a dynamic panel threshold analysis
    Empirical Economics, 2013, 44, (2), 861-878 View citations (196)
    See also Working Paper (2009)
12. Short†term Herding of Institutional Traders: New Evidence from the German Stock Market
    European Financial Management, 2013, 19, (4), 730-746 View citations (3)

2012

13. 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 (2)
    Also in Journal of Money, Credit and Banking, 2012, 44, 323-340 (2012) View citations (17)
    See also Working Paper (2010)
14. Inflation and relative price variability in the euro area: evidence from a panel threshold model
    Applied Economics, 2012, 44, (4), 449-460 View citations (13)
    See also Working Paper (2006)
15. Inflation persistence in the Euro area before and after the European Monetary Union
    Economic Modelling, 2012, 29, (4), 1170-1176 View citations (25)
16. Inflation, price dispersion and market integration through the lens of a monetary search model
    European Economic Review, 2012, 56, (3), 624-634 View citations (5)
    See also Working Paper (2010)
17. 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 (2011)
18. The Information Content of Central Bank Interest Rate Projections: Evidence from New Zealand
    The Economic Record, 2012, 88, (282), 323-329 View citations (22)
    See also Working Paper (2012)

2011

19. 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 (2010)
20. The (in)stability of money demand in the euro area: lessons from a cross-country analysis
    Empirica, 2011, 38, (4), 539-553 View citations (13)
    See also Working Paper (2010)

2010

21. 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 (1)
    Also in German Economic Review, 2010, 11, (3), 367-380 (2010) View citations (1)
    See also Working Paper (2009)
22. Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 313-340 View citations (1)
    See also Working Paper (2009)

2009

23. Inflation and Relative Price Variability: New Evidence for the United States
    Southern Economic Journal, 2009, 76, (1), 146-164
24. Monetary policy implementation and the federal funds rate
    Journal of Banking & Finance, 2009, 33, (7), 1274-1284 View citations (27)
    See also Working Paper (2008)

2008

25. Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities
    International Journal of Central Banking, 2008, 4, (3), 61-76 View citations (18)
26. 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 (2005)
27. On the persistence of the Eonia spread
    Economics Letters, 2008, 101, (3), 184-187 View citations (26)
28. Volatility transmission in the European money market
    The North American Journal of Economics and Finance, 2008, 19, (1), 23-39 View citations (22)

2007

29. 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 (21)
30. 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 (18)
    See also Working Paper (2006)

2006

31. 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 (13)
32. 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 (11)
33. Overbidding in fixed rate tenders--an empirical assessment of alternative explanations
    European Economic Review, 2006, 50, (3), 631-646 View citations (17)
    See also Working Paper (2003)

2005

34. Inflation and Relative Price Variability in a Low Inflation Country: Empirical Evidence for Germany
    German Economic Review, 2005, 6, (4), 507-523
    Also in German Economic Review, 2005, 6, (4), 507-523 (2005) View citations (17)

2003

35. The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle*
    Scandinavian Journal of Economics, 2003, 105, (2), 207-220 View citations (28)
    See also Working Paper (2001)

2001

36. A note on testing the monetary model of the exchange rate
    Applied Financial Economics, 2001, 11, (3), 261-268 View citations (11)
37. Interest rate and liquidity risk management and the European money supply process
    Journal of Banking & Finance, 2001, 25, (11), 2089-2101 View citations (6)
38. 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 (23)

1999

39. 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 (5)
    See also Working Paper (1998)

1998

40. Banks' demand for reserves when future monetary policy is uncertain
    Journal of Monetary Economics, 1998, 42, (1), 161-183 View citations (19)
41. 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

42. Bid shading and risk aversion in multi-unit auctions with many bidders
    Economics Letters, 1997, 56, (2), 195-200 View citations (15)
43. How Auctions Reveal Information: A Case Study on German REPO Rates
    Journal of Money, Credit and Banking, 1997, 29, (1), 17-25 View citations (27)
44. 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 (8)
    See also Working Paper (1997)

1995

45. Expectations and Interest Rates on Mortgage Loans
    Empirical Economics, 1995, 20, (4), 667-80
46. Optimal bidding in multi-unit auctions with many bidders
    Economics Letters, 1995, 48, (3-4), 301-306 View citations (24)