Details about Stefan Zeugner

Access statistics for papers by Stefan Zeugner.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pze55

Working Papers

2022

1. Housing Market Developments in the Euro Area: Focus on Housing Affordability
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (1)

2020

2. Is Private Debt Excessive?
   Post-Print, HAL View citations (2)
   See also Journal Article Is Private Debt Excessive?, Open Economies Review, Springer (2020) View citations (2) (2020)

2019

3. Benchmarks for Net International Investment Positions
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (12)
   See also Journal Article Benchmarks for net international investment positions, Journal of International Money and Finance, Elsevier (2019) View citations (10) (2019)

2018

4. Methodologies for the Assessment of Current Account Benchmarks
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (15)

2017

5. What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging
   Working Paper Series, European Central Bank View citations (5)
   Also in Working Papers, Latvijas Banka (2017) View citations (1)
   See also Journal Article What drives export market shares? It depends! An empirical analysis using Bayesian model averaging, Empirical Economics, Springer (2020) View citations (7) (2020)

2016

6. Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Control Variable: the Correct Formula
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles
   Also in MPRA Paper, University Library of Munich, Germany (2016)

2014

7. The "imbalanced balance" and its unravelling: current accounts and bilateral financial flows in the euro area
   European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (27)

2012

8. Macroeconometrics with high-dimensional data
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2011

9. Leverage as a Predictor for Real Activity and Volatility
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (4)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (6)
   See also Journal Article Leverage as a predictor for real activity and volatility, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (9) (2012)

2010

10. The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'
    Working Papers in Economics, University of Salzburg View citations (16)
    See also Journal Article The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (38) (2012)

2009

11. Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging
    IMF Working Papers, International Monetary Fund View citations (163)

Journal Articles

2022

1. Assessing the euro area current account
   Journal of International Money and Finance, 2022, 121, (C) View citations (2)

2021

2. International tourism decline and its impact on external balances in the euro area
   Quarterly Report on the Euro Area (QREA), 2021, 20, (2), 31-40

2020

3. Is Private Debt Excessive?
   Open Economies Review, 2020, 31, (2), 471-512 View citations (2)
   See also Working Paper Is Private Debt Excessive?, Post-Print (2020) View citations (2) (2020)
4. Using Supra-Covered Bonds to Enhance Liquidity in the Euro Area: Assessment of Advantages for the Banking Sector
   JRFM, 2020, 13, (12), 1-10 View citations (1)
5. What drives export market shares? It depends! An empirical analysis using Bayesian model averaging
   Empirical Economics, 2020, 59, (2), 817-869 View citations (7)
   See also Working Paper What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging, Working Paper Series (2017) View citations (5) (2017)

2019

6. Benchmarks for net international investment positions
   Journal of International Money and Finance, 2019, 95, (C), 149-164 View citations (10)
   See also Working Paper Benchmarks for Net International Investment Positions, European Economy - Discussion Papers (2019) View citations (12) (2019)

2018

7. Assessing Prudent NIIP and Current Account Positions
   Quarterly Report on the Euro Area (QREA), 2018, 17, (3), 47-57 View citations (2)
8. Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Jump Variable: The Correct Formula
   Manchester School, 2018, 86, (1), 49-51

2016

9. Baltics’ External Balance: Still a Constraint?
   CESifo Forum, 2016, 16, (04), 19-30 View citations (1)

2015

10. Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R
    Journal of Statistical Software, 2015, 068, (i04) View citations (127)

2014

11. Cross-border spillovers in the euro area
    Quarterly Report on the Euro Area (QREA), 2014, 13, (4), 7-22
12. Current accounts and financial flows in the euro area
    Journal of International Money and Finance, 2014, 48, (PB), 291-313 View citations (64)

2012

13. Leverage as a predictor for real activity and volatility
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1267-1283 View citations (9)
    See also Working Paper Leverage as a Predictor for Real Activity and Volatility, Working Papers ECARES (2011) View citations (4) (2011)
14. The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’
    Journal of Applied Econometrics, 2012, 27, (4), 686-694 View citations (38)
    See also Working Paper The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?', Working Papers in Economics (2010) View citations (16) (2010)