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.

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

09/2020: The market impact of systemic risk capital surcharges

Yalin Gündüz

08/2020: Recession probabilities falling from the STARs

Sercan Eraslan and Marvin Nöller

07/2020: Leaping into the dark: A theory of policy gambles

Kartik Anand, Prasanna Gai and Philipp Johann König

06/2020: Partial pooling with cross-country priors: An application to house price shocks

Markus Roth

05/2020: Financial variables as predictors of real growth vulnerability

Lucrezia Reichlin, Giovanni Ricco and Thomas Hasenzagl

04/2020: Financial stability committees and the countercyclical capital buffer

Rochelle M. Edge and Jean Nellie Liang

03/2020: The power of forward guidance in a quantitative TANK model

Rafael Gerke, Sebastian Giesen and F. Alexander Scheer

02/2020: Interest and credit risk management in German banks: Evidence from a quantitative survey

Vanessa Dräger, Lotta Heckmann-Draisbach and Christoph Memmel

01/2020: Indeterminacy and imperfect information

Thomas A. Lubik, Christian Matthes and Elmar Mertens

49/2019: The transmission of bank capital requirements and monetary policy to bank lending

Bjorn Imbierowicz, Axel Löffler and Ursula Vogel

48/2019: Does the lack of financial stability impair the transmission of monetary policy?

Viral Acharya, Bjorn Imbierowicz, Sascha Steffen and Daniel Teichmann

47/2019: Financial frictions,the Phillips curve and monetary policy

Philipp Lieberknecht

46/2019: The impact of US tariffs against China on US imports: Evidence for trade diversion?

Philipp Meinen, Patrick Schulte, Simone Cigna and Nils Steinhoff

45/2019: Capital flows, real estate, and local cycles: Evidence from German cities, banks, and firms

Peter Bednarek, Daniel te Kaat, Chang Ma and Alessandro Rebucci

44/2019: Labor productivity, effort and the euro area business cycle

Vivien Lewis, Stefania Villa and Maik Wolters

43/2019: The fire-sale channels of universal banks in the European sovereign debt crisis

Giulio Bagattini, Falko Fecht and Patrick Weber

42/2019: OTC discount

Calebe de Roure, Emanuel Mönch, Loriana Pelizzon and Michael Schneider

41/2019: Nowcasting GDP with a large factor model space

Sercan Eraslan and Maximilian Schröder

40/2019: Cross-country differences in homeownership: A cultural phenomenon?

Stefanie Huber and Tobias Schmidt

39/2019: Foreign exchange dealer asset pricing

Stefan Reitz and Dennis Umlandt

38/2019: The real effects of bank distress: Evidence from bank bailouts in Germany

Johannes Bersch, Hans Degryse, Thomas Kick and Ingrid Stein

37/2019: Statistical governance and FDI in emerging economies

Ulf von Kalckreuth

36/2019: Uncertainty shocks and financial crisis indicators

Nikolay Hristov and Markus Roth

35/2019: Estimating regional wealth in Germany: How different are East and West really?

Ann-Kristin Kreutzmann, Philipp Marek, Nicola Salvati and Timo Schmid

34/2019: Expectations formation, sticky prices, and the ZLB

Betsy Bersson, Patrick Hürtgen and Matthias Paustian

33/2019: When old meets young? Germany's population ageing and the current account

Matthias Schön and Nikolai Stähler

32/2019: Price trends over the product life cycle and the optimal inflation target

Klaus Adam and Henning Weber

31/2019: A novel housing price misalignment indicator for Germany

Markus Hertrich

30/2019: Risk weighting, private lending and macroeconomic dynamics

Michael Donadelli, Marcus Jüppner and Lorenzo Prosperi

29/2019: Going the extra mile: Effort by workers and job-seekers

Matthias Hertweck, Vivien Lewis and Stefania Villa

28/2019: Forecast uncertainty, disagreement, and the linear pool

Malte Knüppel and Fabian Krüger

27/2019: Do conventional monetary policy instruments matter in unconventional times?

Manuel Buchholz, Kirsten Schmidt and Lena Tonzer

26/2019: The effects of the eurosystem's APP on euro area bank lending: Letting different data speak

Barno Blaes, Björn Kraaz and Christian Offermanns

25/2019: Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit

Alexander Falter

24/2019: Capital flows in the euro area and TARGET2 balances

Nikolay Hristov, Oliver Hülsewig and Timo Wollmershäuser

23/2019: Bank loan supply shocks and alternative financing of non-financial corporations in the euro area

Martin Mandler and Michael Scharnagl

22/2019: Financial cycles across G7 economies: A view from wavelet analysis

Martin Mandler and Michael Scharnagl

21/2019: Bank profitability, leverage constraints, and risk-taking

Natalya Martynova, Lev Ratnovski and Razvan Vlahu

20/2019: The rise of part-time work: A German-French comparison

Petra Marotzke

19/2019: Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?

Rainer Frey and Mark Weth

18/2019: Agricultural productivity shocks and poverty in India: The short- and long-term effects of monsoon rainfall

Bjoern Brey and Matthias Hertweck

17/2019: Stress testing the German mortgage market

Nataliya Barasinska, Philipp Haenle, Anne Koban and Alexander Schmidt

16/2019: Extreme inflation and time-varying consumption growth

Ilya Dergunov, Christoph Meinerding and Christian Schlag

15/2019: A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing

Philipp Hauber, Christian Schumacher and Jiachun Zhang

14/2019: Equilibrium real exchange rate estimates across time and space

Christoph Fischer

13/2019: Labor market reforms, precautionary savings, and global imbalances

Brigitte Hochmuth, Stéphane Moyen and Nikolai Stähler