Details about Peter Tillmann
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Last updated 2020-08-24. Update your information in the RePEc Author Service.
Short-id: pti99
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Working Papers
2020
- COVID-19 and Financial Markets: A Panel Analysis for European Countries
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (6)
- Macroeconomic Surprises and the Demand for Information about Monetary Policy
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)
- Pandemic Shocks and Household Spending
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (2)
2019
- Robust Monetary Policy Under Uncertainty About the Lower Bound
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (2)
- The Role of Global and Domestic Shocks for In flation Dynamics: Evidence from Asia
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) 
Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019)
- Trump Pressuring the Fed
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
2018
- ECB vs Bundesbank: Diverging Tones and Policy Effectiveness
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (14)
Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2018)
- Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit 
Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2017) View citations (7)
See also Journal Article in Journal of Money, Credit and Banking (2020)
- Mortgage Debt and Time-Varying Monetary Policy Transmission
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (7)
- News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
- Pushing on a String: State-Owned Enterprises and Monetary Policy Transmission in China
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)
See also Journal Article in China Economic Review (2019)
2017
- Remittance Inflows and State-Dependent Monetary Policy Transmission in Developing Countries
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit 
Also in VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017)  MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2016)
- The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach
European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (4)
- The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
2016
- Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (5)
- Quantitative Easing and Tapering Uncertainty: Evidence from Twitter
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (1)
Also in VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) View citations (6) MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2015) View citations (4)
See also Journal Article in International Journal of Central Banking (2017)
- The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR
Working Papers, Hong Kong Institute for Monetary Research View citations (1)
Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit 
See also Journal Article in China Economic Review (2017)
- The Spillover Effects of U.S. Monetary Policy on Emerging Market Economies: Breaks, Asymmetries and Fundamentals
Working Papers, Economic Research Institute, Bank of Korea View citations (5)
2014
- International Capital Flows, External Assets and Output Volatility
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (11)
Also in VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) View citations (11) Discussion Papers, Deutsche Bundesbank (2014) View citations (11)
See also Journal Article in Journal of International Economics (2019)
- Superstar Central Bankers
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association
- The Macroeconomic Impact of Unconventional Monetary Policy Shocks
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (7)
Also in VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) View citations (11)
See also Journal Article in Journal of Macroeconomics (2016)
- The changing dynamics of US inflation persistence: A quantile regression approach
Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (6)
Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2012) View citations (8) IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012) View citations (6) Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (6)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2015)
- Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets
Working Papers, Hong Kong Institute for Monetary Research View citations (17)
2013
- Does a Good Central Banker make a Difference?
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)
Also in Research Papers in Economics, University of Trier, Department of Economics (2013) View citations (1)
See also Journal Article in Economic Inquiry (2016)
- Local Inflation: Reconsidering the International Comovement of Inflation
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (2)
- Using forecasts to uncover the loss function of FOMC members
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (3)
2012
- Capital Inflows and Asset Prices: Evidence from Emerging Asia
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (14)
Also in Working Papers, Hong Kong Institute for Monetary Research (2012) View citations (12) IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012) View citations (12)
See also Journal Article in Journal of Banking & Finance (2013)
- Evaluating FOMC forecast ranges: an interval data approach
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (5)
See also Journal Article in Empirical Economics (2014)
- Inflation Targeting, Credibility, and Non-Linear Taylor Rules
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (2)
See also Journal Article in Journal of International Money and Finance (2014)
- The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (8)
See also Journal Article in Journal of International Money and Finance (2014)
2011
- Cross-Checking Optimal Monetary Policy with Information from the Taylor Rule
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (2)
See also Journal Article in Economics Letters (2012)
- Inflation Targeting and Inflation Persistence in Asia-Pacific
Working Papers, Hong Kong Institute for Monetary Research View citations (3)
See also Journal Article in Journal of Asian Economics (2012)
- Inflation Targeting and Regional Inflation Persistence: Evidence from Korea
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)
See also Journal Article in Pacific Economic Review (2013)
- International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)
See also Journal Article in Journal of International Money and Finance (2012)
- Reputation and Forecast Revisions: Evidence from the FOMC
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (4)
2010
- Do FOMC Members Herd?
WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management 
Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2010) View citations (1)
See also Journal Article in Economics Letters (2011)
- Inflation Targeting and Inflation Persistence in Asia
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
- Monetary Policy Committees and Model Uncertainty
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (2)
- Strategic Forecasting on the FOMC
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (14)
See also Journal Article in European Journal of Political Economy (2011)
2009
- The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (7)
See also Journal Article in Journal of Macroeconomics (2010)
2008
- Integration of financial markets and national price levels: the role of exchange rate volatility
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
2007
- Robust Monetary Policy with the Cost Channel
European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission 
See also Journal Article in Economica (2009)
2005
- The New Keynesian Phillips Curve in Europe: does it fit or does it fail?
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (11)
See also Journal Article in Empirical Economics (2009)
2004
- Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates
Econometric Society 2004 North American Summer Meetings, Econometric Society 
Also in Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) (2003) View citations (2)
2001
- The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials
IWP Discussion Paper Series, Institute for Economic Policy, Cologne, Germany View citations (2)
See also Journal Article in German Economic Review (2003)
Undated
- Tapering Talk on Twitter and the Transmission to Emerging Economies
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
Journal Articles
2020
- Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks
Journal of Money, Credit and Banking, 2020, 52, (4), 803-833 View citations (18)
See also Working Paper (2018)
- Monetary policy on twitter and asset prices: Evidence from computational text analysis
The North American Journal of Economics and Finance, 2020, 51, (C) View citations (14)
- TRUMP, TWITTER, AND TREASURIES
Contemporary Economic Policy, 2020, 38, (3), 403-408 View citations (5)
2019
- International capital flows, external assets and output volatility
Journal of International Economics, 2019, 117, (C), 242-255 View citations (4)
See also Working Paper (2014)
- Pushing on a string: State-owned enterprises and monetary policy transmission in China
China Economic Review, 2019, 54, (C), 26-40 View citations (14)
See also Working Paper (2018)
- Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds
Economics Letters, 2019, 178, (C), 37-45 View citations (1)
- The effect of diverging communication: The case of the ECB and the Bundesbank
Economics Letters, 2019, 176, (C), 68-74 View citations (11)
- The spillover effects of U.S. monetary policy on emerging market economies
International Journal of Finance & Economics, 2019, 24, (3), 1313-1332
2017
- A Monetary Stress Indicator for the Economic Community of West African States
Journal of African Development, 2017, 19, (2), 1-18 View citations (5)
- Quantitative Easing and Tapering Uncertainty: Evidence from Twitter
International Journal of Central Banking, 2017, 13, (4), 227-258 View citations (11)
See also Working Paper (2016)
- The effectiveness of monetary policy in China: Evidence from a Qual VAR
China Economic Review, 2017, 43, (C), 216-231 View citations (43)
See also Working Paper (2016)
- ‘Talking down monetary policy’ – a note
Applied Economics Letters, 2017, 24, (20), 1443-1447
2016
- DOES A GOOD CENTRAL BANKER MAKE A DIFFERENCE?
Economic Inquiry, 2016, 54, (3), 1541-1560 View citations (5)
See also Working Paper (2013)
- The macroeconomic impact of unconventional monetary policy shocks
Journal of Macroeconomics, 2016, 47, (PA), 58-67 View citations (44)
See also Working Paper (2014)
- USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS
Macroeconomic Dynamics, 2016, 20, (3), 791-818 View citations (4)
- Unconventional monetary policy and the spillovers to emerging markets
Journal of International Money and Finance, 2016, 66, (C), 136-156 View citations (80)
2015
- Estimating the effects of macroprudential policy shocks: A Qual VAR approach
Economics Letters, 2015, 135, (C), 1-4 View citations (26)
- The changing dynamics of US inflation persistence: a quantile regression approach
Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (2), 161-182 View citations (33)
See also Working Paper (2014)
2014
- Evaluating FOMC forecast ranges: an interval data approach
Empirical Economics, 2014, 47, (1), 365-388 View citations (3)
See also Working Paper (2012)
- Inflation targeting, credibility, and non-linear Taylor rules
Journal of International Money and Finance, 2014, 41, (C), 30-45 View citations (27)
See also Working Paper (2012)
- Reconsidering the International Comovement of Inflation
Open Economies Review, 2014, 25, (5), 841-863 View citations (17)
- Robust monetary policy, optimal delegation and misspecified potential output
Economics Letters, 2014, 123, (2), 244-247 View citations (14)
- The dynamics of international capital flows: Results from a dynamic hierarchical factor model
Journal of International Money and Finance, 2014, 48, (PA), 101-124 View citations (22)
See also Working Paper (2012)
2013
- Capital Inflow Shocks and House Prices: Aggregate and Regional Evidence from Korea
East Asian Economic Review, 2013, 17, (2), 129-159 View citations (6)
- Capital inflows and asset prices: Evidence from emerging Asia
Journal of Banking & Finance, 2013, 37, (3), 717-729 View citations (49)
See also Working Paper (2012)
- Inflation Targeting and Regional Inflation Persistence: Evidence from Korea
Pacific Economic Review, 2013, 18, (2), 147-161 View citations (3)
See also Working Paper (2011)
2012
- Cross-checking optimal monetary policy with information from the Taylor rule
Economics Letters, 2012, 117, (1), 204-207 View citations (9)
See also Working Paper (2011)
- Has Inflation Persistence Changed under EMU?
German Economic Review, 2012, 13, (1), 86-102 View citations (5)
- Inflation targeting and inflation persistence in Asia–Pacific
Journal of Asian Economics, 2012, 23, (4), 360-373 View citations (34)
See also Working Paper (2011)
- International financial integration and national price levels: The role of the exchange rate regime
Journal of International Money and Finance, 2012, 31, (6), 1503-1528 
See also Working Paper (2011)
2011
- Die schwierige Rückkehr der EZB zur Normalität: Ein Vorschlag
ifo Schnelldienst, 2011, 64, (14), 27-29
- Do FOMC members herd?
Economics Letters, 2011, 113, (2), 176-179 View citations (20)
See also Working Paper (2010)
- PARAMETER UNCERTAINTY AND NONLINEAR MONETARY POLICY RULES
Macroeconomic Dynamics, 2011, 15, (2), 184-200 View citations (15)
- Strategic forecasting on the FOMC
European Journal of Political Economy, 2011, 27, (3), 547-553 View citations (47)
See also Working Paper (2010)
2010
- A note on the stability of the New Keynesian Phillips Curve in Europe
Applied Economics Letters, 2010, 17, (3), 241-245 View citations (1)
- Ankauf von Staatsanleihen durch die EZB: Wie ist die neue Offenmarktpolitik der Europäischen Zentralbank zu bewerten?
ifo Schnelldienst, 2010, 63, (21), 03-10
- Do FOMC members believe in Okun's Law?
Economics Bulletin, 2010, 30, (3), 2398-2404 View citations (7)
- The Fed's perceived Phillips curve: Evidence from individual FOMC forecasts
Journal of Macroeconomics, 2010, 32, (4), 1008-1013 View citations (13)
See also Working Paper (2009)
- The changing nature of inflation persistence in Switzerland
Empirica, 2010, 37, (4), 445-453
2009
- Does Model Uncertainty Justify Conservatism? Robustness and the Delegation of Monetary Policy
The B.E. Journal of Macroeconomics, 2009, 9, (1), 1-28 View citations (4)
- Optimal Monetary Policy with an Uncertain Cost Channel
Journal of Money, Credit and Banking, 2009, 41, (5), 885-906 View citations (26)
- Robust Monetary Policy with the Cost Channel
Economica, 2009, 76, (303), 486-504 View citations (15)
See also Working Paper (2007)
- The New Keynesian Phillips curve in Europe: does it fit or does it fail?
Empirical Economics, 2009, 37, (3), 463-473 View citations (4)
See also Working Paper (2005)
- The stabilization bias and robust monetary policy delegation
Journal of Macroeconomics, 2009, 31, (4), 730-734 View citations (18)
- The time-varying cost channel of monetary transmission
Journal of International Money and Finance, 2009, 28, (6), 941-953 View citations (17)
2008
- The conservative central banker revisited: Too conservative is more costly than too liberal
European Journal of Political Economy, 2008, 24, (4), 737-741 View citations (13)
2007
- Inflation regimes in the US term structure of interest rates
Economic Modelling, 2007, 24, (2), 203-223 View citations (13)
2005
- Private sector involvement in the resolution of financial crises: How do markets react?
Journal of Development Economics, 2005, 78, (1), 114-132 View citations (1)
2004
- Disparate information and the probability of currency crises: empirical evidence
Economics Letters, 2004, 84, (1), 61-68 View citations (8)
- External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR
Journal of International Financial Markets, Institutions and Money, 2004, 14, (5), 439-454 View citations (5)
2003
- The Regime‐Dependent Determination of Credibility: A New Look at European Interest Rate Differentials
German Economic Review, 2003, 4, (4), 409-431 View citations (4)
See also Working Paper (2001)
Books
2017
- Global Liquidity and the Impact on SEACEN Economies
Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre
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