Discussion Papers
From Deutsche Bundesbank Contact information at EDIRC. Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics (). Access Statistics for this working paper series.
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- 07/2023: The rollout of internal credit risk models: Implications for the novel partial-use philosophy

- Carina Schlam and Corinna Woyand
- 06/2023: Asset allocation with recursive parameter updating and macroeconomic regime identifiers

- Milad Goodarzi and Christoph Meinerding
- 05/2023: Time-varying stock return correlation, news shocks, and business cycles

- Norbert Metiu and Esteban Prieto
- 04/2023: Shocks to transition risk

- Christoph Meinerding, Yves Schüler and Philipp Zhang
- 03/2023: Inflation expectations in the wake of the war in Ukraine

- Geghetsik Afunts, Misina Cato and Tobias Schmidt
- 02/2023: Households' expectations and regional COVID-19 dynamics

- Misina Cato and Tobias Schmidt
- 01/2023: Make-up strategies with incomplete markets and bounded rationality

- Michael Dobrew, Rafael Gerke, Sebastian Giesen and Joost Röttger
- 52/2022: Bayesian VARs and prior calibration in times of COVID-19

- Benny Hartwig
- 51/2022: The preferential treatment of green bonds

- Francesco Giovanardi, Matthias Kaldorf, Lucas Radke and Florian Wicknig
- 50/2022: Score-based calibration testing for multivariate forecast distributions

- Malte Knüppel, Fabian Krüger and Marc-Oliver Pohle
- 49/2022: Estimating the impact of quality adjustment on consumer price inflation

- Jan-Oliver Menz, Elisabeth Wieland and Jens Mehrhoff
- 48/2022: Real interest rates, bank borrowing, and fragility

- Toni Ahnert, Kartik Anand and Philipp Johann König
- 47/2022: On the macroeconomic effects of reinvestments in asset purchase programmes

- Rafael Gerke, Daniel Kienzler and Alexander Scheer
- 46/2022: What drives inflation? Disentangling demand and supply factors

- Sandra Eickmeier and Boris Hofmann
- 45/2022: A nonlinear generalization of the country-product-dummy method

- Ludwig von Auer and Sebastian Weinand
- 44/2022: Chinese supply chain shocks

- Makram Khalil and Marc-Daniel Weber
- 43/2022: The global financial cycle and macroeconomic tail risks

- Johannes Beutel, Lorenz Emter, Norbert Metiu, Esteban Prieto and Yves Schüler
- 42/2022: Robust real rate rules

- Tom Holden
- 41/2022: Who creates and who bears flow externalities in mutual funds?

- Daniel Fricke, Stephan Jank and Hannes Wilke
- 40/2022: Determinants of TARGET2 transactions of European banks based on micro-data

- Constantin Drott, Stefan Goldbach and Axel Jochem
- 39/2022: The Eurosystem's asset purchase programmes, securities lending and Bund specialness

- Markus Baltzer, Kathi Schlepper and Christian Speck
- 38/2022: The effects of sanctions on Russian banks in TARGET2 transactions data

- Constantin Drott, Stefan Goldbach and Volker Nitsch
- 37/2022: Basel III and SME bank finance in Germany

- Philipp Marek and Ingrid Stein
- 36/2022: The impact of natural disasters on banks' impairment flow: Evidence from Germany

- Iliriana Shala and Benno Schumacher
- 35/2022: Robust real-time estimates of the German output gap based on a multivariate trend-cycle decomposition

- Tino Berger and Christian Ochsner
- 34/2022: Global monetary and financial spillovers: Evidence from a new measure of Bundesbank policy shocks

- James Cloyne, Patrick Hürtgen and Alan M. Taylor
- 33/2022: Going below zero - How do banks react?

- Henrike Michaelis
- 32/2022: New facts on consumer price rigidity in the euro area

- Erwan Gautier, Cristina Conflitti, Riemer P. Faber, Brian Fabo, Ludmila Fadejeva, Valentin Jouvanceau, Jan-Oliver Menz, Teresa Messner, Pavlos Petroulas, Pau Roldan-Blanco, Fabio Rumler, Sergio Santoro, Elisabeth Wieland and Hélène Zimmer
- 31/2022: A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series

- Karsten Webel
- 30/2022: Loan pricing in internal capital markets and the impact of the two-tier system: Finance groups in Germany

- Ulrike Busch, Nuri Khayal and Melanie Klein
- 29/2022: Information transmission between banks and the market for corporate control

- Christian Bittner, Falko Fecht, Melissa Pala and Farzad Saidi
- 28/2022: Smart or smash? The effect of financial sanctions on trade in goods and services

- Tibor Besedeš, Stefan Goldbach and Volker Nitsch
- 27/2022: The impact of weight shifts on inflation: Evidence for the euro area HICP

- Thomas A. Knetsch, Patrick Schwind and Sebastian Weinand
- 26/2022: Spending effects of child-related fiscal transfers

- Olga Goldfayn-Frank, Vivien Lewis and Nils Wehrhöfer
- 25/2022: Carbon pricing, border adjustment and climate clubs: An assessment with EMuSe

- Anne Ernst, Natascha Hinterlang, Alexander Mahle and Nikolai Stähler
- 24/2022: CDS market structure and bond spreads

- Andrada Bilan and Yalin Gündüz
- 23/2022: Pulling ourselves up by our bootstraps: The greenhouse gas value of products, enterprises and industries

- Ulf von Kalckreuth
- 22/2022: The augmented bank balance-sheet channel of monetary policy

- Christian Bittner, Diana Bonfim, Florian Heider, Farzad Saidi, Glenn Schepens and Carla Soares
- 21/2022: Monetary policy and endogenous financial crises

- Frédéric Boissay, Fabrice Collard, Jordi Galí and Cristina Manea
- 20/2022: Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market

- Markus Hertrich and Daniel Nathan
- 19/2022: The impact of German public support transfers on firm finance: Evidence from the Covid-19 crisis

- Leo Gärtner and Philipp Marek
- 18/2022: Time inconsistency and overdraft use: Evidence from transaction data and behavioral measurement experiments

- Andrej Gill, Florian Hett and Johannes Tischer
- 17/2022: Would households understand average inflation targeting?

- Mathias Hoffmann, Lora Pavlova, Emanuel Mönch and Guido Schultefrankenfeld
- 16/2022: What moves markets?

- Mark Kerssenfischer and Maik Schmeling
- 15/2022: Financial crises and shadow banks: A quantitative analysis

- Matthias Rottner
- 14/2022: Interest rate shocks, competition and bank liquidity creation

- Thomas Kick
- 13/2022: Addressing COVID-19 outliers in BVARs with stochastic volatility

- Andrea Carriero, Todd Clark, Massimiliano Marcellino and Elmar Mertens
- 12/2022: Inflation expectations and climate concern

- Christoph Meinerding, Andrea Poinelli and Yves Schüler
- 11/2022: Wealth and subjective well-being in Germany

- Antje Jantsch, Julia Le Blanc and Tobias Schmidt
- 10/2022: Optimal timing of policy interventions in troubled banks

- Philipp Johann König, Paul Mayer and David Pothier
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