Discussion Papers

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59/2020: Hampered interest rate pass-through: A supply side story?

Lotta Heckmann and Julia Moertel

58/2020: Performance of maturity transformation strategies

Christoph Schmidhammer, Vanessa Hille and Arnd Wiedemann

57/2020: Demographic change and the rate of return in PAYG pension systems

Matthias Schön

56/2020: Bank capital forbearance and serial gambling

Natalya Martynova, Enrico Perotti and Javier Suarez

55/2020: A random forest-based approach to identifying the most informative seasonality tests

Daniel Ollech and Karsten Webel

54/2020: Sovereign risk and bank fragility

Kartik Anand and Jochen Mankart

53/2020: Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata

Puriya Abbassi and Falk Bräuning

52/2020: Anticipation effects of protectionist U.S. trade policies

Norbert Metiu

51/2020: Classification of monetary and fiscal dominance regimes using machine learning techniques

Natascha Hinterlang and Josef Hollmayr

50/2020: Interest rate pegs and the reversal puzzle: On the role of anticipation

Rafael Gerke, Sebastian Giesen and Daniel Kienzler

49/2020: Coin migration between Germany and other euro area countries

Matthias Uhl

48/2020: Connected funds

Daniel Fricke and Hannes Wilke

47/2020: Capital controls checkup: Cases, customs, consequences

Stefan Goldbach and Volker Nitsch

46/2020: Beta dispersion and market timing

Laura-Chloé Kuntz

45/2020: Backtesting macroprudential stress tests

Amanah Ramadiah, Daniel Fricke and Fabio Caccioli

44/2020: Predicting monetary policy using artificial neural networks

Natascha Hinterlang

43/2020: Interactions between bank levies and corporate taxes: How is bank leverage affected?

Franziska Bremus, Kirsten Schmidt and Lena Tonzer

42/2020: Estimation of heterogeneous agent models: A likelihood approach

Juan Parra-Alvarez, Olaf Posch and Mu-Chun Wang

41/2020: Household savings, capital investments and public policies: What drives the German current account?

Kilian Ruppert and Nikolai Stähler

40/2020: Does greater transparency discipline the loan loss provisioning of privately held banks?

Jannis Bischof, Daniel Foos and Jan Riepe

39/2020: Financial shocks and the relative dynamics of tangible and intangible investment: Evidence from the euro area

Johannes Gareis and Eric Mayer

38/2020: Procyclical asset management and bond risk premia

Alexandru Barbu, Christoph Fricke and Emanuel Mönch

37/2020: Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register

Johannes Bubeck, Angela Maddaloni and Jose-Luis Peydro

36/2020: Central bank funding and credit risk-taking

Peter Bednarek, Valeriya Dinger, Daniel te Kaat and Natalja von Westernhagen

35/2020: Fiscal sustainability duringthe COVID-19 pandemic

Patrick Hürtgen

34/2020: Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model

Benny Hartwig

33/2020: Identifying indicators of systemic risk

Benny Hartwig, Christoph Meinerding and Yves Schüler

32/2020: The (ir)relevance of the nominal lower bound for real yield curve analysis

Fabian Schupp

31/2020: The fiscal footprint of macroprudential policy

Ricardo Reis

30/2020: The impact of aging and automation on the macroeconomy and inequality

Nikolai Stähler

29/2020: Estimating the effects of the Eurosystem's asset purchase programme at the country level

Martin Mandler and Michael Scharnagl

28/2020: On the credit-to-GDP gap and spurious medium-term cycles

Yves Schüler

27/2020: Loan supply and bank capital: A micro-macro linkage

Thomas Kick, Swetlana Malinkovich and Christian Merkl

26/2020: Stressed banks? Evidence from the largest-ever supervisory review

Puriya Abbassi, Rajkamal Iyer, Jose-Luis Peydro and Paul E. Soto

25/2020: Compilation of commercial property price indices for Germany tailored for policy use

Thomas Knetsch

24/2020: Measuring price dynamics of package holidays with transaction data

Karola Henn, Chris-Gabriel Islam, Patrick Schwind and Elisabeth Wieland

23/2020: Interbank risk assessment: A simulation approach

Maximilian Jager, Thomas Siemsen and Johannes Vilsmeier

22/2020: Long-term outlook for the German statutory pension system

Matthias Schön

21/2020: Foreign exchange interventions under a one-sided target zone regime and the Swiss franc

Markus Hertrich

20/2020: The German housing market cycle: Answers to FAQs

Florian Kajuth

19/2020: Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus

Nikolay Hristov, Oliver Hülsewig and Johann Scharler

18/2020: Doing more with less: The catalytic function of IMF lending and the role of program size

Tobias Krahnke

17/2020: Rebalancing the euro area: Is wage adjustment in Germany the answer?

Mathias Hoffmann, Martin Kliem, Michael Krause, Stéphane Moyen and Radek Šauer

16/2020: Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data

Arne Nagengast, Dirk Bursian and Jan-Oliver Menz

15/2020: Demographics and the decline in firm entry: Lessons from a life-cycle model

Oke Röhe and Nikolai Stähler

14/2020: The impact of uncertainty and certainty shocks

Yves Schüler

13/2020: Central bank information shocks and exchange rates

Thorsten Franz

12/2020: Measuring spatial price differentials: A comparison of stochastic index number methods

Sebastian Weinand

11/2020: On adjusting the one-sided Hodrick-Prescott filter

Elias Wolf, Frieder Mokinski and Yves Schüler

10/2020: Implications of negative interest rates for the net interest margin and lending of euro area banks

Melanie Klein