Discussion Papers

From Deutsche Bundesbank
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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