Discussion Papers

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11/2024: The fall and rebound of average establishment size in West Germany

Tim Kovalenko, Timo Sauerbier and Benedikt Schröpf

10/2024: Risky firms and fragile banks: Implications for macroprudential policy

Tommaso Gasparini, Vivien Lewis, Stéphane Moyen and Stefania Villa

09/2024: On curbing the rise in energy prices: An examination of different mitigation approaches

Natascha Hinterlang, Marius Jäger, Nikolai Stähler and Johannes Strobel

08/2024: Securities lending and information acquisition

Stefan Greppmair, Stephan Jank, Pedro Saffi and Jason Sturgess

07/2024: COVID-19 and the fragmentation of the European interbank market

Melissa Pala

06/2024: Macroprudential capital regulation and fiscal balances in the euro area

Nikolay Hristov, Oliver Hülsewig and Benedikt Kolb

05/2024: Excess reserves and monetary policy tightening

Daniel Fricke, Stefan Greppmair and Karol Paludkiewicz

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