Discussion Paper Series 1: Economic Studies

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2003,15: Money in a New-Keynesian model estimated with German data

Thomas Werner, Giovanni Lombardo and Jana Kremer

2003,14: Did the Bundesbank React to Stock Price Movements?

Pierre Siklos, Martin T. Bohl and Thomas Werner

2003,13: Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank

Dieter Nautz, Tobias Linzert and Jörg Breitung

2003,12: Active monetary policy, passive fiscal policy and the value of public debt: some further monetarist arithmetic

Leopold von Thadden

2003,11: Determinants of German Foreign Direct Investment in Latin American and Asian Emerging Markets in the 1990s

Torsten Wezel

2003,10: On the Stability of Different Financial Systems

Falko Fecht

2003,09: Determinants of German FDI: New Evidence from Micro-Data

Farid Toubal, Joern Kleinert and Claudia Buch

2003,08: The international integration of foreign exchange markets in the central and east European accession countries: speculative efficiency, transaction costs and exchange rate premiums

Sabine Herrmann and Axel Jochem

2003,08: Die internationale Intregration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern: Spekulative Effizienz, Transaktionskosten und Wechselkursprämien

Sabine Herrmann and Axel Jochem

2003,07: The international integration of money markets in the central and east European accession countries: deviations from covered interest parity, capital controls and inefficiencies in the financial sector

Axel Jochem and Sabine Herrmann

2003,07: Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finanzsektors

Sabine Herrmann and Axel Jochem

2003,06: A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms

Ulf von Kalckreuth, Bob Chirinko and Jörg Breitung

2003,05: A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function

Andreas Behr

2003,04: Multiple equilibrium overnight rates in a dynamic interbank market game

Jens Tapking

2003,03: The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity

Jeong-Ryeol Kim

2003,02: Finite-sample distributions of self-normalized sums

Jeong-Ryeol Kim

2003,01: Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach

Jean-Marie Dufour, Marie-Claude Beaulieu and Lynda Khalaf

2002,31: Optimal factor taxation under wage bargaining: a dynamic perspective

Erkki Koskela and Leopold von Thadden

2002,30: Wechselkurszielzonen, wirtschaftlicher Aufholprozess und endogene Realignmentrisiken

Karin Radeck

2002,29: Genetic learning as an explanation of stylized facts of foreign exchange markets

Thomas Lux and Sascha Schornstein

2002,28: Further Evidence On The Relationship Between Firm Investment And Financial Status

Ulf von Kalckreuth and Bob Chirinko

2002,27: Cost-Push Shocks and Monetary Policy and Monetary Policy in Open Economies

Alan Sutherland

2002,26: Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Lutz Kilian and Silvia Goncalves

2002,25: Time Variation in the Tail Behaviour of Bund Futures Returns

Christian Upper and Thomas Werner

2002,24: Tail Wags Dog? Time-Varying Information Shares in the Bund Market

Christian Upper and Thomas Werner

2002,23: Dynamic Q-investment functions for Germany using panel balance sheet data and a new algorithm for the capital stock at replacement values

Egon Bellgardt and Andreas Behr

2002,22: Monetary and fiscal policy rules in a model with capital accumulation and potentially non-superneutral money

Leopold von Thadden

2002,21: Imperfect Competition, Monetary Policy and Welfare in a Currency Area

Giovanni Lombardo

2002,20: The Eurosystem's Standing Facilities in a General Equilibrium Model of the European Interbank Market

Jens Tapking

2002,19: Real currency appreciation in accession countries: Balassa-Samuelson and investment demand

Christoph Fischer

2002,18: Monetary indicators and policy rules in the P-star model

Karl-Heinz Tödter

2002,17: Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate

Stefan Reitz

2002,16: Monetary Transmission in the New Economy: Service Life of Capital, Transmission Channels and the Speed of Adjustment

Ulf von Kalckreuth and Jürgen Schröder

2002,15: An Examination of the Relationship Between Firm Size, Growth and Liquidity in the Neuer Markt

Julie Elston

2002,14: Price rigidity, the mark-up and the dynamics of the current account

Giovanni Lombardo

2002,13: Analysing Divisia Aggregates for the Euro Area

Hans-Eggert Reimers

2002,12: Dependencies between European stock markets when price changes are unusually large

Sebastian Schich

2002,11: The pass-through from market interest rates to bank lending rates in Germany

Mark A. Weth

2002,10: The long-term sustainability of public finance in Germany: an analysis based on generational accounting

Bernhard Manzke

2002,09: Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?

Christian Upper and Andreas Worms

2002,08: Evaluating Density Forecasts with an Application to Stock Market Returns

Burkhard Raunig and Gabriela de Raaij

2002,07: The Empirical Performance of Option Based Densities of Foreign Exchange

Joachim G. Keller and Ben Craig

2002,06: Pitfalls in the European Enlargement Process: Financial Instability and Real Divergence

Helmut Wagner

2002,05: The stable long-run CAPM and the cross-section of expected returns

Jeong-Ryeol Kim

2002,04: Testing for Competition Among German Banks

Hannah Hempell

2002,03: Fiscal Foundation of Convergence to European Union in Pre-Accession Transition Countries

László Halpern and Judit Neményi

2002,02: Short-Term Capital, Economic Transformation, and EU Accession

Lusine Lusinyan and Claudia Buch

2002,01: Rent indices for housing in West Germany 1985 to 1998

Johannes Hoffmann and Claudia Kurz

2001,20: Firm Investment and Monetary Policy Transmission in the Euro Area

Ulf von Kalckreuth, Ignacio Hernando, Andrea Generale, Jean-Bernard Chatelain and Philip Vermeulen

2001,19: Monetary transmission in Germany: New Perspectives on Financial Constraints and Investment Spending

Ulf von Kalckreuth