Details about Till Strohsal

Access statistics for papers by Till Strohsal.

Last updated 2026-01-13. Update your information in the RePEc Author Service.

Short-id: pst1062

Working Papers

2025

1. Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
2. Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research

2021

3. Sustainable Border Control Policy in the COVID-19 Pandemic: A Math Modeling Study
   Papers, arXiv.org View citations (2)

2020

4. Nowcasting German GDP
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)

2019

5. Data revisions to German national accounts: Are initial releases good nowcasts?
   Discussion Papers, Free University Berlin, School of Business & Economics
   See also Journal Article Data revisions to German national accounts: Are initial releases good nowcasts?, International Journal of Forecasting, Elsevier (2020) View citations (11) (2020)

2017

6. Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK
   IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (2)
   See also Journal Article Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK, Empirical Economics, Springer (2019) View citations (5) (2019)
7. Characterizing the financial cycle: evidence from a frequency domain analysis
   IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (4)
   Also in VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) View citations (42)
   Discussion Papers, Deutsche Bundesbank (2015) View citations (41)
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2015)
   See also Journal Article Characterizing the financial cycle: Evidence from a frequency domain analysis, Journal of Banking & Finance, Elsevier (2019) View citations (49) (2019)
8. 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 (13) (2019)

2016

9. Disinflation and the Phillips Curve: Israel 1986-2015
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2015

10. From galloping inflation to price stability in steps: Israel 1985-2013
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
11. How do financial cycles interact? Evidence from the US and the UK
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk View citations (1)
12. 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 (40) (2017)
13. 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 (30) (2016)

2014

14. 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 (44) (2015)

2013

15. Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association
16. Testing the preferred-habitat theory: The role of time-varying risk aversion
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
17. What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (3)

2012

18. Assessing the anchoring of inflation expectations
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
    See also Journal Article Assessing the anchoring of inflation expectations, Journal of International Money and Finance, Elsevier (2015) View citations (47) (2015)
19. The signal of volatility
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2011

20. Mean-variance cointegration and the expectations hypothesis
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2010)
    See also Journal Article Mean-variance cointegration and the expectations hypothesis, Quantitative Finance, Taylor & Francis Journals (2014) View citations (6) (2014)

Journal Articles

2025

1. How strong is the link between the global financial cycle and national macro-financial dynamics? A wavelet analysis
   Journal of International Money and Finance, 2025, 159, (C)

2023

2. Nowcasting German GDP: Foreign factors, financial markets, and model averaging
   International Journal of Forecasting, 2023, 39, (1), 298-313 View citations (6)

2020

3. Data revisions to German national accounts: Are initial releases good nowcasts?
   International Journal of Forecasting, 2020, 36, (4), 1252-1259 View citations (11)
   See also Working Paper Data revisions to German national accounts: Are initial releases good nowcasts?, Discussion Papers (2019) (2019)

2019

4. Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK
   Empirical Economics, 2019, 57, (2), 385-398 View citations (5)
   See also Working Paper Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK, IMK Working Paper (2017) View citations (2) (2017)
5. Characterizing the financial cycle: Evidence from a frequency domain analysis
   Journal of Banking & Finance, 2019, 106, (C), 568-591 View citations (49)
   See also Working Paper Characterizing the financial cycle: evidence from a frequency domain analysis, IMK Working Paper (2017) View citations (4) (2017)
6. THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN
   Macroeconomic Dynamics, 2019, 23, (5), 1959-1977 View citations (13)
   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)

2018

7. Der deutsche Konjunkturzyklus: Vermessung und Zusammenhang mit Investitionen
   (Assessing the German Business Cycle and the Role of Investment)
   Wirtschaftsdienst, 2018, 98, (2), 125-128 View citations (1)

2017

8. Bond yields and debt supply: new evidence through the lens of a preferred-habitat model
   Quantitative Finance, 2017, 17, (10), 1509-1522 View citations (4)
9. Disinflation in steps and the Phillips curve: Israel 1986–2015
   Journal of Macroeconomics, 2017, 53, (C), 145-161 View citations (2)
10. 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 (40)
    See also Working Paper The (de-)anchoring of inflation expectations: New evidence from the Euro area, SFB 649 Discussion Papers (2015) (2015)

2016

11. The time-varying degree of inflation expectations anchoring
    Journal of Macroeconomics, 2016, 48, (C), 62-71 View citations (30)
    See also Working Paper The time-varying degree of inflation expectations anchoring, SFB 649 Discussion Papers (2015) (2015)

2015

12. Are US inflation expectations re-anchored?
    Economics Letters, 2015, 127, (C), 6-9 View citations (44)
    See also Working Paper Are US inflation expectations re-anchored?, SFB 649 Discussion Papers (2014) (2014)
13. Assessing the anchoring of inflation expectations
    Journal of International Money and Finance, 2015, 50, (C), 33-48 View citations (47)
    See also Working Paper Assessing the anchoring of inflation expectations, SFB 649 Discussion Papers (2012) (2012)
14. Time-varying international stock market interaction and the identification of volatility signals
    Journal of Banking & Finance, 2015, 56, (C), 28-36 View citations (7)

2014

15. Mean-variance cointegration and the expectations hypothesis
    Quantitative Finance, 2014, 14, (11), 1983-1997 View citations (6)
    See also Working Paper Mean-variance cointegration and the expectations hypothesis, SFB 649 Discussion Papers (2011) (2011)

Chapters

2017

1. German Open-End Real Estate Funds
   Springer
   Also in Springer (2012)