Technical Papers

From Deutsche Bundesbank
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12/2024: The German and Italian government bond markets: The role of banks versus non-banks

Puriya Abbassi, Michele Leonardo Bianchi, Daniela Della Gatta, Raffaele Gallo, Hanna Gohlke, Daniel Krause, Arianna Miglietta, Luca Moller, Jens Orben, Onofrio Panzarino, Dario Ruzzi, Willy Scherrieble and Michael Schmidt

11/2024: Technische Dokumentation zur Analyse der Änderung des Zinsergebnisses

Christoph Memmel, Atılım Seymen and Lena Strobel

10/2024: A financial stress indicator for Germany

Norbert Metiu

09/2024: A top-down loan-level stress test for banks' corporate credit risk: Application to risks from commercial real estate markets

Tobias Herbst and Christoph Roling

08/2024: A price-at-risk approach for the German commercial real estate market

Tobias Herbst, Jannick Plaasch and Florian Stammwitz

07/2024: Late payments on mortgage loans and unemployment: Evidence from a German household panel

Axel Möhlmann and Edgar Vogel

06/2024: HICP and national CPI in Germany: As similar as possible, as different as needed

Thomas Knetsch, Dilyana Popova and Patrick Schwind

05/2024: Digital euro: Short-term effects on the liquidity of German banks considering holding limits

Benedikt Fritz, Ulrich Krüger and Lui Hsian Wong

04/2024: Forecasting HICP package holidays with forward-looking booking data

Richard Schnorrenberger, Patrick Schwind and Elisabeth Wieland

03/2024: The effects of energy efficiency on GDP and GHG emissions in Germany

Marcus Jüppner, Anika Martin and Lucas Radke-Arden

02/2024: Sources of post-pandemic inflation in Germany and the euro area: An application of Bernanke and Blanchard (2023)

Jan-Oliver Menz

01/2024: A primer on optimal policy projections

Thomas Dengler, Rafael Gerke, Sebastian Giesen, Daniel Kienzler, Joost Röttger, Alexander Scheer and Johannes Wacks

08/2023: A latent weekly GDP indicator for Germany

Sercan Eraslan and Magnus Reif

07/2023: A house prices at risk approach for the German residential real estate market

Lucas Hafemann

06/2023: Quantifizierung des Pull-to-Par-Effekts für Anleiheportfolios deutscher Banken (Quantifying the pull-to-par effect for German banks' bond portfolios)

Lena Strobel

06/2023: Quantifying the pull-to-par effect for German banks' bond portfolios

Lena Strobel

05/2023: Abschätzung des Zinseinkommens der Banken in Deutschland

Christoph Memmel

04/2023: Climate transition risk stress test for the German financial system

Ivan Frankovic, Tobias Etzel, Alexander Falter, Christian Gross, Jana Ohls, Lena Strobel and Hannes Wilke

03/2023: The Environmental Multi-Sector DSGE model EMuSe: A technical documentation

Natascha Hinterlang, Anika Martin, Oke Röhe, Nikolai Stähler and Johannes Strobel

02/2023: Including carbon taxation risk in Deutsche Bundesbank's in-house credit assessment system (ICAS): An empirical analysis

Justus Grundmann, Anna Silberbach and Laura Auria

01/2023: Money growth and consumer price inflation in the euro area: An update

Martin Mandler and Michael Scharnagl

04/2022: Systemic risk buffer and residential real estate loans: The steering effect of sectoral buffer application

Sebastian Geiger

03/2022: A composite indicator of financial conditions for Germany

Norbert Metiu

02/2022: Calibrating capital buffers for other systemically important institutions (O-SIIs) in Germany - Utilising the equal expected impact approach

Sebastian Geiger, Marcel Heires, Ulrich Krüger, Johannes Ludwig and Ursula Vogel

01/2022: The macroeconometric model of the Bundesbank revisited

Thomas Haertel, Britta Hamburg and Vladimir Kusin

13/2021: Sensitivity analysis of climate-related transition risks in the German financial sector

Dominik Schober, Tobias Etzel, Alexander Falter, Ivan Frankovic, Christian Gross, Anke Kablau, Pierre Lauscher, Jana Ohls, Lena Strobel and Hannes Wilke

13/2021: Sensitivitätsanalyse klimabezogener Transitionsrisiken des deutschen Finanzsektors (Sensitivity analysis of climate-related transition risks in the German financial sector)

Dominik Schober, Tobias Etzel, Alexander Falter, Ivan Frankovic, Christian Gross, Anke Kablau, Pierre Lauscher, Jana Ohls, Lena Strobel and Hannes Wilke

12/2021: Potential deleveraging in the German banking system and effects on financial stability

Manuel Pelzer, Nataliya Barasinska, Manuel Buchholz, Sören Friedrich, Sebastian Geiger, Nikolay Hristov, Philip Jamaldeen, Axel Löffler, Marcel Madjarac, Markus Roth, Leonid Silbermann and Lui-Hsian Wong

12/2021: Deleveraging-Potenzial im deutschen Bankensystem und Auswirkungen auf die Finanzstabilität (Potential deleveraging in the German banking system and effects on financial stability)

Manuel Pelzer, Nataliya Barasinska, Manuel Buchholz, Sören Friedrich, Sebastian Geiger, Nikolay Hristov, Philip Jamaldeen, Axel Löffler, Marcel Madjarac, Markus Roth, Leonid Silbermann and Lui-Hsian Wong

11/2021: Stress testing market risk of German financial intermediaries

Alexander Falter, Michael Kleemann, Lena Strobel and Hannes Wilke

10/2021: Analysis of (stressed) allocation risk in the aggregate credit portfolio of domestic banks

Peter Bednarek

09/2021: German residential real estate valuation under NGFS climate scenarios

Lucas Ter Steege and Edgar Vogel

08/2021: Risiken im Unternehmenskreditgeschäft inländischer Banken (Risks in domestic banks' corporate lending business)

Christoph Memmel and Christoph Roling

08/2021: Risks in domestic banks' corporate lending business

Christoph Memmel and Christoph Roling

07/2021: Die Unternehmensverschuldung in Deutschland im Verlauf der Corona-Pandemie: Eine Auswertung anhand des AnaCredit-Datensatzes (Corporate debt in Germany in the course of the COVID-19 pandemic: An evaluation based on the AnaCredit dataset)

Benedikt Kolb, Frieder Mokinski and Robert Unger

07/2021: Corporate debt in Germany in the course of the COVID-19 pandemic: An evaluation based on the AnaCredit dataset

Benedikt Kolb, Frieder Mokinski and Robert Unger

06/2021: Analysing funding costs advantages using European primary market bond yield spreads

Peter Bednarek and Christoph Roling

05/2021: A comparison of monetary policy rules in an estimated TANK model

Rafael Gerke, Sebastian Giesen, Daniel Kienzler, Joost Röttger and Alexander Scheer

04/2021: The incentive effects of monetary policy on fiscal policy behaviour

Joost Röttger and Rafael Gerke

03/2021: Unconventional monetary policies at the effective lower bound

Rafael Gerke, Daniel Kienzler and Alexander Scheer

02/2021: A comparison of monetary policy rules in a HANK model

Michael Dobrew, Rafael Gerke, Sebastian Giesen and Joost Röttger

01/2021: Too-big-to-fail and funding costs: A repository of research studies

Claudia Buch, Angélica Dominguez-Cardoza and Martin Völpel

03/2020: A model-based analysis of the German current account surplus

Dirk Bursian, Stefan Goldbach, Axel Jochem, Arne Nagengast, Matthias Schön, Nikolai Stähler and Igor Vetlov

02/2020: An unconventional weekly economic activity index for Germany

Sercan Eraslan and Thomas Götz

01/2020: Bundesbank online pilot survey on consumer expectations

Elisabeth Beckmann and Tobias Schmidt