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Details about Juergen Wolters

This author is deceased (2015-11-21).

Access statistics for papers by Juergen Wolters.

Last updated 2019-01-28. Update your information in the RePEc Author Service.

Short-id: pwo76


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Working Papers

2017

  1. 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 Downloads
  2. Characterizing the financial cycle: evidence from a frequency domain analysis
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute Downloads
    Also in Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) Downloads View citations (13)
    Discussion Papers, Deutsche Bundesbank (2015) Downloads View citations (13)
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2015) Downloads View citations (17)

2015

  1. How Do Financial Cycles Interact? Evidence from the US and the UK
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)

2014

  1. Unconventional Monetary Policy and Money Demand
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2015)

2013

  1. Money demand and the role of monetary indicators in forecasting euro area inflation
    FIW Working Paper series, FIW Downloads View citations (3)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) Downloads View citations (8)

    See also Journal Article in International Journal of Forecasting (2014)

2011

  1. Money and Inflation in the Euro Area during the Financial Crisis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
    Also in Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics (2011) Downloads View citations (9)

2010

  1. Risk and Policy Shocks on the US Term Structure
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads
    See also Journal Article in Scottish Journal of Political Economy (2013)
  2. The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    Also in CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA) (2009) Downloads
    University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen (2009) Downloads

    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2010)

2009

  1. Liquidity and Asset Prices: How Strong Are the Linkages?
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research Downloads View citations (4)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) Downloads View citations (3)

    See also Journal Article in EconStor Open Access Articles (2011)
  2. The US Term Structure and Central Bank Policy
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads
    See also Journal Article in Applied Economics Letters (2012)

2008

  1. M3 Money Demand and Excess Liquidity in the Euro Area
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (7)
    Also in Working Paper / FINESS, DIW Berlin, German Institute for Economic Research (2008) Downloads View citations (4)

    See also Journal Article in EconStor Open Access Articles (2010)
  2. Money Velocity and Asset Prices in the Euro Area
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
    Also in Working Paper / FINESS, DIW Berlin, German Institute for Economic Research (2008) Downloads View citations (1)

    See also Journal Article in EconStor Open Access Articles (2009)

2006

  1. Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (30)

2005

  1. Autoregressive distributed lag models and cointegration
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (9)
    See also Journal Article in AStA Advances in Statistical Analysis (2006)
  2. Unit root testing
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (6)
    See also Journal Article in AStA Advances in Statistical Analysis (2006)

2004

  1. Domestic and international determinants of the Bank of England's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads
  2. Domestic and international determinants of the Reichsbank's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads
  3. Domestic and international determinants of the bank of France's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (1)
  4. Monetary policy in Austria-Hungary, 1876 - 1913: An econometric analysis of the determinants of the Central Bank's discount rate and the liquidity ratio
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads
    See also Journal Article in Open Economies Review (2007)

2002

  1. Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

2001

  1. The Transmission of German Monetary Policy in the Pre-Euro Period
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) Downloads View citations (2)

    See also Journal Article in Macroeconomic Dynamics (2003)

2000

  1. Aggregation and Seasonal Adjustment: Empirical Results for EMU Quarterly National Accounts
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
  2. Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
    See also Journal Article in International Economics and Economic Policy (2004)

1999

  1. Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) Downloads View citations (5)

    See also Journal Article in Macroeconomic Dynamics (2001)

1998

  1. 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 Downloads View citations (1)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (1999)

1997

  1. A money demand system for M3 in the unified Germany
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

1996

  1. Modelling the Demand for M3 in the Unified Germany
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1996) View citations (9)

    See also Journal Article in The Review of Economics and Statistics (1998)
  2. Money and Prices in Germany. Empirical Results for 1962 to 1994
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

1995

  1. Investigating Stability and Linearity of a German M1 Money Demand Function
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1995) View citations (9)

    See also Journal Article in Journal of Applied Econometrics (1999)

1994

  1. Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (4)

1992

  1. Persistence and Seasonality in output and Employment of the Federal Republic of Germany
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (2)

Journal Articles

2016

  1. On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand
    EconStor Open Access Articles, 2016, 61-82 Downloads
    Also in Empirica, 2016, 43, (1), 61-82 (2016) Downloads

2015

  1. Unconventional monetary policy and money demand
    Journal of Macroeconomics, 2015, 46, (C), 40-54 Downloads View citations (9)
    See also Working Paper (2014)

2014

  1. Money demand and the role of monetary indicators in forecasting euro area inflation
    International Journal of Forecasting, 2014, 30, (2), 303-312 Downloads View citations (20)
    See also Working Paper (2013)

2013

  1. Risk and Policy Shocks on the US Term Structure
    Scottish Journal of Political Economy, 2013, 60, (1), 101-119 Downloads View citations (3)
    See also Working Paper (2010)

2012

  1. The US term structure and central bank policy
    Applied Economics Letters, 2012, 19, (1), 41-45 Downloads View citations (4)
    See also Working Paper (2009)

2011

  1. Liquidity and Asset Prices: How Strong Are the Linkages?
    EconStor Open Access Articles, 2011, 43-52 Downloads View citations (5)
    Also in Review of Economics & Finance, 2011, 1, 43-52 (2011) Downloads View citations (6)

    See also Working Paper (2009)

2010

  1. Editorial
    International Economics and Economic Policy, 2010, 7, (1), 1-2 Downloads
  2. Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2010, 79, (4), 135-145 Downloads
  3. Investigating M3 money demand in the euro area
    Journal of International Money and Finance, 2010, 29, (1), 111-122 Downloads View citations (55)
  4. M3 Money Demand and Excess Liquidity in the Euro Area
    EconStor Open Access Articles, 2010, 459-472 Downloads View citations (10)
    Also in Public Choice, 2010, 144, (3), 459-472 (2010) Downloads View citations (23)

    See also Working Paper (2008)
  5. The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 221-253 Downloads View citations (5)
    See also Working Paper (2010)

2009

  1. Geldpolitik und Vermögensmärkte
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2009, 78, (1), 56-65 Downloads View citations (2)
  2. Hysteresis in Unemployment Rates? A Comparison between Germany and the US
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2009, 229, (2-3), 119-129 Downloads View citations (1)
  3. Money Velocity and Asset Prices in the Euro Area
    EconStor Open Access Articles, 2009, 51-63 Downloads View citations (19)
    Also in Empirica, 2009, 36, (1), 51-63 (2009) Downloads View citations (25)

    See also Working Paper (2008)

2008

  1. Common stochastic volatility trends in international stock returns
    International Review of Financial Analysis, 2008, 17, (3), 431-445 Downloads View citations (11)
  2. Editorial
    International Economics and Economic Policy, 2008, 4, (4), 329-330 Downloads

2007

  1. Instabile Geldnachfrage im Euroraum?
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2007, 76, (4), 85-95 Downloads
  2. Monetary Policy in Austria–Hungary, 1876–1913: An Econometric Analysis of the Determinants of the Central Bank’s Discount Rate and the Liquidity Ratio
    Open Economies Review, 2007, 18, (5), 521-537 Downloads View citations (6)
    See also Working Paper (2004)
  3. The long-run Phillips curve revisited: Is the NAIRU framework data-consistent?
    Journal of Macroeconomics, 2007, 29, (2), 355-367 Downloads View citations (30)

2006

  1. Autoregressive distributed lag models and cointegration
    AStA Advances in Statistical Analysis, 2006, 90, (1), 59-74 Downloads View citations (18)
    See also Working Paper (2005)
  2. Die Liquidität in der Eurozone ist nicht zu hoch
    DIW Wochenbericht, 2006, 73, (25), 373-377 Downloads
  3. Unit root testing
    AStA Advances in Statistical Analysis, 2006, 90, (1), 43-58 Downloads View citations (2)
    See also Working Paper (2005)

2004

  1. Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998
    International Economics and Economic Policy, 2004, 1, (1), 73-85 Downloads View citations (1)
    See also Working Paper (2000)

2003

  1. TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD
    Macroeconomic Dynamics, 2003, 7, (05), 711-733 Downloads View citations (27)
    See also Working Paper (2001)

2001

  1. COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS
    Macroeconomic Dynamics, 2001, 5, (01), 81-100 Downloads View citations (46)
    See also Working Paper (1999)

2000

  1. Interest Rate Linkages between the US and the UK during the Classical Gold Standard
    Scottish Journal of Political Economy, 2000, 47, (1), 61-71 Downloads View citations (3)

1999

  1. Investigating Stability and Linearity of a German M1 Money Demand Function
    Journal of Applied Econometrics, 1999, 14, (5), 511-25 Downloads View citations (47)
    See also Working Paper (1995)
  2. 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 Downloads View citations (5)
    See also Working Paper (1998)

1998

  1. A money demand system for German M3
    Empirical Economics, 1998, 23, (3), 371-386 Downloads View citations (34)
  2. Cointegration and German bond yields
    Applied Economics Letters, 1998, 5, (8), 497-502 Downloads View citations (8)
  3. Modeling The Demand For M3 In The Unified Germany
    The Review of Economics and Statistics, 1998, 80, (3), 399-409 Downloads View citations (38)
    See also Working Paper (1996)
  4. Money demand in Europe: Editors' preface
    Empirical Economics, 1998, 23, (3), 263-266 Downloads View citations (1)

1996

  1. Was London the Conductor of the International Orchestra or Just the Triangle Player? An Empirical Analysis of Asymmetries in Interest Rate Behaviour during the Classical Gold Standard, 1876-1913
    Scottish Journal of Political Economy, 1996, 43, (4), 419-43 View citations (2)

1995

  1. Interest Rate Linkages in Europe before and after the Introduction of the European Monetary System: Some Empirical Results
    Empirical Economics, 1995, 20, (3), 435-54 View citations (14)
  2. Long Memory in Inflation Rates: International Evidence
    Journal of Business & Economic Statistics, 1995, 13, (1), 37-45 View citations (189)

1994

  1. On the power of unit root tests against fractional alternatives
    Economics Letters, 1994, 45, (1), 1-5 Downloads View citations (117)

1993

  1. Does the DM Dominate the Euro Market? An Empirical Investigation
    The Review of Economics and Statistics, 1993, 75, (4), 773-78 Downloads View citations (40)

1991

  1. Die Abhängigkeit der schweizerischen von der europäischen und amerikanischen Zinsentwicklung. Empirische Ergebnisse für die achtziger Jahre
    Swiss Journal of Economics and Statistics (SJES), 1991, 127, (III), 631-646 Downloads

1987

  1. The influence of poll results on election outcomes
    Mathematical Social Sciences, 1987, 13, (2), 165-175 Downloads
  2. U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States
    The Review of Economics and Statistics, 1987, 69, (4), 675-84 Downloads View citations (10)

1980

  1. Business cycle stabilization policies in a small econometric model of the FRG
    European Economic Review, 1980, 14, (1), 9-43 Downloads View citations (4)

1977

  1. Einzelbesprechungen
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1977, 192, (2), 179-189 Downloads
    Also in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1975, 189, (3-4), 322-362 (1975) Downloads
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1973, 187, (6), 550-564 (1973) Downloads
  2. Reply [Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany.]
    Empirical Economics, 1977, 2, (2), 67-68

1976

  1. Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany
    Empirical Economics, 1976, 1, (3), 167-88

1969

  1. Über den Zusammenhang zwischen kurz- und langfristigem Zinssatz: Bemerkungen zur Modigliani-Sutch-Hypothese der Zinsstruktur
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1969, 183, (1), 487-509 Downloads

Books

2013

  1. Introduction to Modern Time Series Analysis
    Springer Texts in Business and Economics, Springer View citations (5)

Edited books

1998

  1. Gesamtwirtschaftliche Modelle in der Bundesrepublik Deutschland: Erfahrungen und Perspektiven, vol 61
    RWI Schriften, RWI - Leibniz-Institut für Wirtschaftsforschung Downloads View citations (1)

Editor

  1. International Economics and Economic Policy
    Springer
 
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