Details about Thomas Siemsen

Access statistics for papers by Thomas Siemsen.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psi540

Working Papers

2020

1. Interbank risk assessment: A simulation approach
   Discussion Papers, Deutsche Bundesbank

2019

2. Restoring euro area monetary transmission: Which role for government bond rates?
   Munich Reprints in Economics, University of Munich, Department of Economics
   See also Journal Article Restoring euro area monetary transmission: Which role for government bond rates?, Empirical Economics, Springer (2019) View citations (3) (2019)

2018

3. On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests
   Discussion Papers, Deutsche Bundesbank View citations (1)

2017

4. A stress test framework for the German residential mortgage market: Methodology and application
   Discussion Papers, Deutsche Bundesbank View citations (7)

2016

5. Stress Testing in a Structural Model of Bank Behavior
   2016 Meeting Papers, Society for Economic Dynamics View citations (3)

2015

6. Forward Guidance at the Zero Lower Bound in a Model of Price-Level Targeting
   Discussion Papers in Economics, University of Munich, Department of Economics View citations (1)
   See also Journal Article Forward Guidance at the Zero Lower Bound in a Model of Price-Level Targeting, CESifo Economic Studies, CESifo Group (2016) (2016)

2014

7. Forward Guidance in a Simple Model with a Zero Lower Bound
   VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (1)
   Also in CESifo Working Paper Series, CESifo (2014) View citations (1)
8. Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB s OMT Program
   VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (5)
   Also in CESifo Working Paper Series, CESifo (2014) View citations (4)

Journal Articles

2019

1. Restoring euro area monetary transmission: Which role for government bond rates?
   Empirical Economics, 2019, 57, (3), 991-1021 View citations (3)
   See also Working Paper Restoring euro area monetary transmission: Which role for government bond rates?, Munich Reprints in Economics (2019) (2019)

2018

2. The Monetary Policy of the ECB: Caring for the Weakest Links
   Kyklos, 2018, 71, (4), 537-556 View citations (5)

2016

3. Forward Guidance at the Zero Lower Bound in a Model of Price-Level Targeting
   CESifo Economic Studies, 2016, 62, (1), 47-67
   See also Working Paper Forward Guidance at the Zero Lower Bound in a Model of Price-Level Targeting, Discussion Papers in Economics (2015) View citations (1) (2015)

2014

4. Schiffbruch ohne Tiger: Das OMT-Programm der Europäischen Zentralbank
   ifo Schnelldienst, 2014, 67, (04), 15-16

2010

5. Die größten aufstrebenden Märkte für deutsche Exporte liegen in Asien und Osteuropa
   ifo Schnelldienst, 2010, 63, (16), 22-25 View citations (6)