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Details about Peter Tillmann

Homepage:https://sites.google.com/view/peter-tillmann/
Workplace:Fachbereich Wirtschaftswissenschaften (Faculty of Economics and Business Studies), Justus-Liebig-Universität Gießen (University of Giessen), (more information at EDIRC)

Access statistics for papers by Peter Tillmann.

Last updated 2020-08-24. Update your information in the RePEc Author Service.

Short-id: pti99


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Working Papers

2020

  1. 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) Downloads
  2. 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) Downloads
  3. Pandemic Shocks and Household Spending
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads

2019

  1. 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) Downloads View citations (2)
  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) Downloads
  3. Trump Pressuring the Fed
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads

2018

  1. 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) Downloads View citations (3)
  2. 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) Downloads View citations (3)
  3. 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) Downloads
  4. 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) Downloads View citations (1)
    See also Journal Article in China Economic Review (2019)

2017

  1. Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads View citations (3)
    See also Journal Article in Journal of Money, Credit and Banking (2020)
  2. Remittance Inflows and State-Dependent Monetary Policy Transmission in Developing Countries
    VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association Downloads
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2016) Downloads
  3. 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 Downloads
  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) Downloads

2016

  1. 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) Downloads View citations (4)
  2. Quantitative Easing and Tapering Uncertainty: Evidence from Twitter
    Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (1)
    Also in VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) Downloads View citations (2)
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2015) Downloads View citations (2)

    See also Journal Article in International Journal of Central Banking (2017)
  3. The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    See also Journal Article in China Economic Review (2017)
  4. The Spillover Effects of U.S. Monetary Policy on Emerging Market Economies: Breaks, Asymmetries and Fundamentals
    Working Papers, Economic Research Institute, Bank of Korea Downloads

2014

  1. 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) Downloads View citations (6)
    Also in Discussion Papers, Deutsche Bundesbank (2014) Downloads View citations (6)
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) Downloads View citations (6)

    See also Journal Article in Journal of International Economics (2019)
  2. Superstar Central Bankers
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads
  3. The Macroeconomic Impact of Unconventional Monetary Policy Shocks
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (6)
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2014) Downloads View citations (6)

    See also Journal Article in Journal of Macroeconomics (2016)
  4. The changing dynamics of US inflation persistence: A quantile regression approach
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (5)
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012) Downloads View citations (3)
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2012) Downloads View citations (4)
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2014) Downloads View citations (5)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2015)
  5. Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (10)

2013

  1. 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) Downloads
    Also in Research Papers in Economics, University of Trier, Department of Economics (2013) Downloads View citations (1)

    See also Journal Article in Economic Inquiry (2016)
  2. 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) Downloads View citations (2)
  3. 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) Downloads View citations (3)

2012

  1. Capital Inflows and Asset Prices: Evidence from Emerging Asia
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012) Downloads View citations (3)
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2012) Downloads View citations (3)

    See also Journal Article in Journal of Banking & Finance (2013)
  2. 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) Downloads View citations (5)
    See also Journal Article in Empirical Economics (2014)
  3. 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) Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2014)
  4. 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) Downloads View citations (7)
    See also Journal Article in Journal of International Money and Finance (2014)

2011

  1. 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) Downloads View citations (2)
    See also Journal Article in Economics Letters (2012)
  2. Inflation Targeting and Inflation Persistence in Asia-Pacific
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
    See also Journal Article in Journal of Asian Economics (2012)
  3. 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) Downloads View citations (1)
    See also Journal Article in Pacific Economic Review (2013)
  4. 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) Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2012)
  5. 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) Downloads View citations (3)

2010

  1. Do FOMC Members Herd?
    WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management Downloads
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2010) Downloads View citations (1)

    See also Journal Article in Economics Letters (2011)
  2. Inflation Targeting and Inflation Persistence in Asia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  3. Monetary Policy Committees and Model Uncertainty
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads View citations (2)
  4. Strategic Forecasting on the FOMC
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads View citations (14)
    See also Journal Article in European Journal of Political Economy (2011)

2009

  1. 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) Downloads View citations (7)
    See also Journal Article in Journal of Macroeconomics (2010)

2008

  1. Integration of financial markets and national price levels: the role of exchange rate volatility
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads

2007

  1. Robust Monetary Policy with the Cost Channel
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads
    See also Journal Article in Economica (2009)

2005

  1. The New Keynesian Phillips Curve in Europe: does it fit or does it fail?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (8)
    See also Journal Article in Empirical Economics (2009)

2004

  1. Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads
    Also in Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) (2003) Downloads View citations (2)

2001

  1. The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials
    IWP Discussion Paper Series, Institute for Economic Policy, Cologne, Germany Downloads View citations (2)
    See also Journal Article in German Economic Review (2003)

Journal Articles

2020

  1. Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks
    Journal of Money, Credit and Banking, 2020, 52, (4), 803-833 Downloads View citations (4)
    See also Working Paper (2017)
  2. Monetary policy on twitter and asset prices: Evidence from computational text analysis
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads
  3. TRUMP, TWITTER, AND TREASURIES
    Contemporary Economic Policy, 2020, 38, (3), 403-408 Downloads

2019

  1. International capital flows, external assets and output volatility
    Journal of International Economics, 2019, 117, (C), 242-255 Downloads View citations (1)
    See also Working Paper (2014)
  2. Pushing on a string: State-owned enterprises and monetary policy transmission in China
    China Economic Review, 2019, 54, (C), 26-40 Downloads View citations (2)
    See also Working Paper (2018)
  3. Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds
    Economics Letters, 2019, 178, (C), 37-45 Downloads
  4. The effect of diverging communication: The case of the ECB and the Bundesbank
    Economics Letters, 2019, 176, (C), 68-74 Downloads View citations (1)
  5. The spillover effects of U.S. monetary policy on emerging market economies
    International Journal of Finance & Economics, 2019, 24, (3), 1313-1332 Downloads

2017

  1. A Monetary Stress Indicator for the Economic Community of West African States
    Journal of African Development, 2017, 19, (2), 1-18 Downloads View citations (5)
  2. Quantitative Easing and Tapering Uncertainty: Evidence from Twitter
    International Journal of Central Banking, 2017, 13, (4), 227-258 Downloads View citations (5)
    See also Working Paper (2016)
  3. The effectiveness of monetary policy in China: Evidence from a Qual VAR
    China Economic Review, 2017, 43, (C), 216-231 Downloads View citations (24)
    See also Working Paper (2016)
  4. ‘Talking down monetary policy’ – a note
    Applied Economics Letters, 2017, 24, (20), 1443-1447 Downloads

2016

  1. DOES A GOOD CENTRAL BANKER MAKE A DIFFERENCE?
    Economic Inquiry, 2016, 54, (3), 1541-1560 Downloads View citations (1)
    See also Working Paper (2013)
  2. The macroeconomic impact of unconventional monetary policy shocks
    Journal of Macroeconomics, 2016, 47, (PA), 58-67 Downloads View citations (23)
    See also Working Paper (2014)
  3. USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS
    Macroeconomic Dynamics, 2016, 20, (3), 791-818 Downloads View citations (2)
  4. Unconventional monetary policy and the spillovers to emerging markets
    Journal of International Money and Finance, 2016, 66, (C), 136-156 Downloads View citations (52)

2015

  1. Estimating the effects of macroprudential policy shocks: A Qual VAR approach
    Economics Letters, 2015, 135, (C), 1-4 Downloads View citations (12)
  2. The changing dynamics of US inflation persistence: a quantile regression approach
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (2), 161-182 Downloads View citations (27)
    See also Working Paper (2014)

2014

  1. Evaluating FOMC forecast ranges: an interval data approach
    Empirical Economics, 2014, 47, (1), 365-388 Downloads View citations (2)
    See also Working Paper (2012)
  2. Inflation targeting, credibility, and non-linear Taylor rules
    Journal of International Money and Finance, 2014, 41, (C), 30-45 Downloads View citations (21)
    See also Working Paper (2012)
  3. Reconsidering the International Comovement of Inflation
    Open Economies Review, 2014, 25, (5), 841-863 Downloads View citations (14)
  4. Robust monetary policy, optimal delegation and misspecified potential output
    Economics Letters, 2014, 123, (2), 244-247 Downloads View citations (4)
  5. The dynamics of international capital flows: Results from a dynamic hierarchical factor model
    Journal of International Money and Finance, 2014, 48, (PA), 101-124 Downloads View citations (16)
    See also Working Paper (2012)

2013

  1. Capital Inflow Shocks and House Prices: Aggregate and Regional Evidence from Korea
    East Asian Economic Review, 2013, 17, (2), 129-159 Downloads View citations (5)
  2. Capital inflows and asset prices: Evidence from emerging Asia
    Journal of Banking & Finance, 2013, 37, (3), 717-729 Downloads View citations (40)
    See also Working Paper (2012)
  3. Inflation Targeting and Regional Inflation Persistence: Evidence from Korea
    Pacific Economic Review, 2013, 18, (2), 147-161 Downloads View citations (3)
    See also Working Paper (2011)

2012

  1. Cross-checking optimal monetary policy with information from the Taylor rule
    Economics Letters, 2012, 117, (1), 204-207 Downloads View citations (5)
    See also Working Paper (2011)
  2. Has Inflation Persistence Changed under EMU?
    German Economic Review, 2012, 13, (1), 86-102 Downloads View citations (4)
  3. Inflation targeting and inflation persistence in Asia–Pacific
    Journal of Asian Economics, 2012, 23, (4), 360-373 Downloads View citations (27)
    See also Working Paper (2011)
  4. 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 Downloads
    See also Working Paper (2011)

2011

  1. Die schwierige Rückkehr der EZB zur Normalität: Ein Vorschlag
    ifo Schnelldienst, 2011, 64, (14), 27-29 Downloads
  2. Do FOMC members herd?
    Economics Letters, 2011, 113, (2), 176-179 Downloads View citations (14)
    See also Working Paper (2010)
  3. PARAMETER UNCERTAINTY AND NONLINEAR MONETARY POLICY RULES
    Macroeconomic Dynamics, 2011, 15, (2), 184-200 Downloads View citations (13)
  4. Strategic forecasting on the FOMC
    European Journal of Political Economy, 2011, 27, (3), 547-553 Downloads View citations (38)
    See also Working Paper (2010)

2010

  1. A note on the stability of the New Keynesian Phillips Curve in Europe
    Applied Economics Letters, 2010, 17, (3), 241-245 Downloads View citations (1)
  2. Ankauf von Staatsanleihen durch die EZB: Wie ist die neue Offenmarktpolitik der Europäischen Zentralbank zu bewerten?
    ifo Schnelldienst, 2010, 63, (21), 03-10 Downloads
  3. Do FOMC members believe in Okun's Law?
    Economics Bulletin, 2010, 30, (3), 2398-2404 Downloads View citations (6)
  4. The Fed's perceived Phillips curve: Evidence from individual FOMC forecasts
    Journal of Macroeconomics, 2010, 32, (4), 1008-1013 Downloads View citations (8)
    See also Working Paper (2009)
  5. The changing nature of inflation persistence in Switzerland
    Empirica, 2010, 37, (4), 445-453 Downloads

2009

  1. Does Model Uncertainty Justify Conservatism? Robustness and the Delegation of Monetary Policy
    The B.E. Journal of Macroeconomics, 2009, 9, (1), 1-28 Downloads View citations (3)
  2. Optimal Monetary Policy with an Uncertain Cost Channel
    Journal of Money, Credit and Banking, 2009, 41, (5), 885-906 View citations (18)
  3. Robust Monetary Policy with the Cost Channel
    Economica, 2009, 76, (303), 486-504 Downloads View citations (9)
    See also Working Paper (2007)
  4. The New Keynesian Phillips curve in Europe: does it fit or does it fail?
    Empirical Economics, 2009, 37, (3), 463-473 Downloads View citations (3)
    See also Working Paper (2005)
  5. The stabilization bias and robust monetary policy delegation
    Journal of Macroeconomics, 2009, 31, (4), 730-734 Downloads View citations (13)
  6. The time-varying cost channel of monetary transmission
    Journal of International Money and Finance, 2009, 28, (6), 941-953 Downloads View citations (17)

2008

  1. The conservative central banker revisited: Too conservative is more costly than too liberal
    European Journal of Political Economy, 2008, 24, (4), 737-741 Downloads View citations (12)

2007

  1. Inflation regimes in the US term structure of interest rates
    Economic Modelling, 2007, 24, (2), 203-223 Downloads View citations (12)

2005

  1. Private sector involvement in the resolution of financial crises: How do markets react?
    Journal of Development Economics, 2005, 78, (1), 114-132 Downloads View citations (1)

2004

  1. Disparate information and the probability of currency crises: empirical evidence
    Economics Letters, 2004, 84, (1), 61-68 Downloads View citations (6)
  2. 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 Downloads View citations (3)

2003

  1. The Regime‐Dependent Determination of Credibility: A New Look at European Interest Rate Differentials
    German Economic Review, 2003, 4, (4), 409-431 Downloads
    See also Working Paper (2001)

Books

2017

  1. Global Liquidity and the Impact on SEACEN Economies
    Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads
 
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