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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

04/2024: The transmission of bank liquidity shocks: Evidence from the Eurosystem collateral framework

Pia Hüttl and Matthias Kaldorf

03/2024: How good are banks' forecasts?

Lotta Heckmann and Christoph Memmel

02/2024: Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?

Victoria Böhnke, Steven Ongena, Florentina Paraschiv and Endre J. Reite

01/2024: On household labour supply in sticky-wage HANK models

Rafael Gerke, Sebastian Giesen, Matija Lozej and Joost Röttger

34/2023: Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany

Guenter Beck, Kai Carstensen, Jan-Oliver Menz, Richard Schnorrenberger and Elisabeth Wieland

33/2023: The role of emission disclosure for the low-carbon transition

Ivan Frankovic and Benedikt Kolb

32/2023: The macroeconomic effects of inflation uncertainty

Norbert Metiu and Esteban Prieto

31/2023: Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities

Stefan Greppmair and Stephan Jank

30/2023: Staggered difference-in-differences in gravity settings: Revisiting the effects of trade agreements

Arne Nagengast and Yoto Yotov

29/2023: Effects of mergers on network models of the financial system

Daniel Nevermann and Lotta Heckmann

28/2023: Energy prices and inflation expectations: Evidence from households and firms

Nils Wehrhöfer

27/2023: Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations

Mathias Hoffmann, Emanuel Mönch, Lora Pavlova and Guido Schultefrankenfeld

26/2023: Effects of bank capital requirements on lending by banks and non-bank financial institutions

Peter Bednarek, Olga Briukhova, Steven Ongena and Natalja von Westernhagen

25/2023: Precision-based sampling for state space models that have no measurement error

Elmar Mertens

24/2023: Towards seasonal adjustment of infra-monthly time series with JDemetra+

Karsten Webel and Anna Smyk

23/2023: Capital reallocation under climate policy uncertainty

Makram Khalil and Felix Strobel

22/2023: Learning monetary policy strategies at the effective lower bound with sudden surprises

Spencer David Krane, Leonardo Melosi and Matthias Rottner

21/2023: Effects of the ECB's communication on government bond spreads

Sebastian Camarero Garcia, Frederik Neugebauer, Jan Russnak and Lilli Zimmermann

20/2023: Forecasting banknote circulation during the COVID-19 pandemic using structural time series models

Nikolaus Bartzsch, Marco Brandi, Raymond de Pastor, Lucas Devigne, Gianluca Maddaloni, Diana Posada Restrepo and Gabriele Sene

19/2023: The state-dependent impact of changes in bank capital requirements

Jan Hannes Lang and Dominik Menno

18/2023: Monetary policy rules under bounded rationality

Michael Dobrew, Rafael Gerke, Daniel Kienzler and Alexander Schwemmer

17/2023: The pass-through from inflation perceptions to inflation expectations

Stefanie Huber, Daria Minina and Tobias Schmidt

16/2023: Corporate taxes, productivity, and business dynamism

Andrea Colciago, Vivien Lewis and Branka Matyska

15/2023: Convenient but risky government bonds

Matthias Kaldorf and Joost Röttger

14/2023: Shadow-rate VARs

Andrea Carriero, Todd Clark, Massimiliano Marcellino and Elmar Mertens

13/2023: Mental accounting and the marginal propensity to consume

René Bernard

12/2023: Long-term deposit funding and demand for central bank funds: Evidence from targeted longer-term refinancing operations

Adina Fudulache and Martin R. Goetz

11/2023: Banks' net interest margin and changes in the term structure

Christoph Memmel and Lotta Heckmann-Draisbach

10/2023: On the empirical relevance of the exchange rate as a shock absorber at the zero lower bound

David Finck, Mathias Hoffmann and Patrick Hürtgen

09/2023: Banks of a feather: The informational advantage of being alike

Peter Bednarek, Valeriya Dinger, Alison Schultz and Natalja von Westernhagen

08/2023: Pricing the Bund term structure with linear regressions – without an observable short rate

Christian Speck

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