Discussion Papers

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02/2016: Markup responses to Chinese imports

Philipp Meinen

01/2016: The effect of peer observation on consumption choices: experimental evidence

Sahra Sakha and Antonia Grohmann

48/2015: Monetary policy and the asset risk-taking channel

Angela Abbate and Dominik Thaler

47/2015: The great collapse in value added trade

Arne Nagengast and Robert Stehrer

46/2015: Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?

Philipp Koziol, Carmen Schell and Meik Eckhardt

45/2015: Testing for Granger causality in large mixed-frequency VARs

Thomas Götz, Alain Hecq and Stephan Smeekes

44/2015: Fundamentals matter: Idiosyncratic shocks and interbank relations

Peter Bednarek, Valeriya Dinger and Natalja von Westernhagen

43/2015: The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany

Susann Sieber and Tobias Schmidt

42/2015: Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries

Martin Kliem, Alexander Kriwoluzky and Samad Sarferaz

40/2015: Arbitraging the Basel securitization framework: Evidence from German ABS investment

Matthias Efing

39/2015: Cyclicality of SME lending and government involvement in banks

Patrick Behr, Daniel Foos and Lars Norden

38/2015: The credit quality channel: Modeling contagion in the interbank market

Kilian Fink, Ulrich Krüger, Barbara Meller and Lui-Hsian Wong

37/2015: Bracket creep revisited - with and without r>g: Evidence from Germany

Junyi Zhu

35/2015: Identifying income and wealth-poor households in the euro area

Philip Müller and Tobias Schmidt

34/2015: On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces

Robert Düll, Felix König and Jana Ohls

33/2015: The organization of knowledge in multinational firms

Anna Gumpert

30/2015: A macroeconomic reverse stress test

Peter Grundke and Kamil Pliszka

29/2015: German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-euro area imbalances?

Niklas Gadatsch, Nikolai Stähler and Benjamin Weigert

28/2015: Personal bankruptcy law, debt portfolios, and entrepreneurship

Jochen Mankart and Giacomo Rodano

27/2015: Distributional consequences of asset price inflation in the euro area

Klaus Adam and Panagiota Tzamourani

25/2015: Cutting the credit line: Evidence from Germany

Stefan Goldbach and Volker Nitsch

24/2015: The intraday interest rate: What's that?

Puriya Abbassi, Falko Fecht and Johannes Tischer

23/2015: Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks

Ramona Busch, Philipp Koziol and Marc Mitrovic

21/2015: Cross-border banking and business cycles in asymmetric currency unions

Lena Dräger and Christian Proaño

20/2015: The synchronization of European credit cycles

Barbara Meller and Norbert Metiu

19/2015: Calculating trading book capital: Is risk separation appropriate?

Peter Raupach

18/2015: Multinational banks' deleveraging in the crisis driven by pre-crisis characteristics and behavior

Rainer Frey

17/2015: International financial market integration, asset compositions, and the falling exchange rate pass-through

Almira Buzaushina, Zeno Enders and Mathias Hoffmann

15/2015: German wage moderation and European imbalances: Feeding the global VAR with theory

Timo Bettendorf and Miguel Leon-Ledesma

14/2015: Tales of transition paths: Policy uncertainty and random walks

Josef Hollmayr and Christian Matthes

13/2015: Market discipline across bank governance models: Empirical evidence from German depositors

Eva A. Arnold, Ingrid Größl and Philipp Koziol

10/2015: The interest rate pass-through in the euro area during the sovereign debt crisis

Julia von Borstel, Sandra Eickmeier and Leo Krippner

08/2015: Securities trading by banks and credit supply: Micro-evidence

Puriya Abbassi, Rajkamal Iyer, Jose-Luis Peydro and Francesc Rodríguez Tous

06/2015: Fiscal austerity, unemployment and family firms

Zsuzsa Munkacsi

04/2015: Financial frictions and global spillovers

Norbert Metiu, Björn Hilberg and Michael Grill

02/2015: The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR

Arne Halberstadt

01/2015: Employment, hours and optimal monetary policy

Maarten Dossche, Vivien Lewis and Céline Poilly

46/2014: Banking market structure and macroeconomic stability: Are low-income countries special?

Franziska Bremus and Claudia Buch

45/2014: Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis

Puriya Abbassi, Falk Bräuning, Falko Fecht and Jose-Luis Peydro

44/2014: A network view on interbank market freezes

Silvia Gabrieli and Co-Pierre Georg

43/2014: Updating the option implied probability of default methodology

Johannes Vilsmeier

42/2014: Who trades on momentum?

Markus Baltzer, Stephan Jank and Esad Smajlbegovic

41/2014: Unconventional monetary policy in an open economy

Jana Gieck

40/2014: Forecast-error-based estimation of forecast uncertainty when the horizon is increased

Malte Knüppel

39/2014: Loan loss provisioning and procyclicality: Evidence from an expected loss model

Christian Domikowsky, Sven Bornemann, Klaus Duellmann and Andreas Pfingsten

38/2014: Taxing banks: An evaluation of the German bank levy

Claudia Buch, Björn Hilberg and Lena Tonzer

37/2014: Decomposition of country-specific corporate bond spreads

Niko Dötz

36/2014: What predicts financial (in)stability? A Bayesian approach

Judith Eidenberger, Benjamin Neudorfer, Michael Sigmund and Ingrid Stein

35/2014: Financial conditions, macroeconomic factors and (un)expected bond excess returns

Christoph Fricke and Lukas Menkhoff

34/2014: Carry funding and safe haven currencies: A threshold regression approach

Oliver Hossfeld and Ronald MacDonald