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

- Thomas 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
- 09/2022: Existence and uniqueness of solutions to dynamic models with occasionally binding constraints

- Tom Holden
- 08/2022: Cybersecurity and financial stability

- Kartik Anand, Chanelle Duley and Prasanna Gai
- 07/2022: The impact of carbon pricing in a multi-region production network model and an application to climate scenarios

- Ivan Frankovic
- 06/2022: Banks' strategic interaction, adverse price dynamics and systemic liquidity risk

- Ulrich Krüger, Christoph Roling, Leonid Silbermann and Lui Hsian Wong
- 05/2022: Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model

- Timo Bettendorf and Aikaterini Karadimitropoulou
- 04/2022: Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default

- Jan Henrik Wosnitza
- 03/2022: You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform

- Daniel Fricke, Stefan Greppmair and Karol Paludkiewicz
- 02/2022: EU enlargement and (temporary) migration: Effects on labour market outcomes in Germany

- Luisa Hammer and Matthias Hertweck
- 01/2022: Climate change and individual behavior

- René Bernard, Panagiota Tzamourani and Michael Weber
- 56/2021: Economic theories and macroeconomic reality

- Francesca Loria, Christian Matthes and Mu-Chun Wang
| |