15
H index
20
i10 index
933
Citations
Andreas Beyer : Citation Profile
European Central Bank | RESEARCH PRODUCTION: 15 Articles 34 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1998 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andreas Beyer. | Is cited by:
| Cites to:
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Main data
Where Andreas Beyer has published?
| Journals with more than one article published | # docs |
|---|---|
| Research Bulletin | 2 |
| Journal of Common Market Studies | 2 |
Recent works citing Andreas Beyer (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
| 2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
| 2023 | Inflation and energy price shocks: lessons from the 1970s. (2023). Pellegrino, Dario ; Gomellini, Matteo ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_790_23. Full description at Econpapers || Download paper | |
| 2023 | The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789. Full description at Econpapers || Download paper | |
| 2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download 2023 | A deep dive into the capital channel of risk sharing in the euro area. (2023). Born, Alexandra ; Fuentes, Natalia Martin ; Lambert, Claudia ; Kastelein, Wieger ; Bremus, Franziska. In: Working Paper Series. RePEc:ecb:ecbwps:20232864. Full description at Econpapers || Download paper |
| 2024 | The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940. Full description at Econpapers || Download paper | |
| 2023 | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688. Full description at Econpapers || Download paper | |
| 2023 | The Phillips curve at 65: Time for time and frequency. (2023). Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300026x. Full description at Econpapers || Download paper | |
| 2023 | Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689. Full description at Econpapers || Download paper | |
| 2023 | A long-run approach to money, unemployment, and equity prices. (2023). Pyun, Ju Hyun ; Mo, Kuk. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001499. Full description at Econpapers || Download paper | |
| 2023 | Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365. Full description at Econpapers || Download paper | |
| 2023 | How does fintech affect bank risk? A perspective based on financialized transfer of government implicit debt risk. (2023). Sun, Ruiyi ; Song, Zilong ; Gu, Qiankun ; Huang, Xiang ; Wang, Jiaxin. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003103. Full description at Econpapers || Download paper | |
| 2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper | |
| 2023 | Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers || Download paper | |
| 2023 | Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049. Full description at Econpapers || Download paper | |
| 2023 | Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004. Full description at Econpapers || Download paper | |
| 2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper | |
| 2023 | Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611. Full description at Econpapers || Download paper | |
| 2024 | Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200. Full description at Econpapers || Download paper | |
| 2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper | |
| 2023 | Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074. Full description at Econpapers || Download paper | |
| 2023 | Do sovereign-bond issuers learn from peers?. (2023). Chidambaran, N K ; Chahine, Salim. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000438. Full description at Econpapers || Download paper | |
| 2024 | The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x. Full description at Econpapers || Download paper | |
| 2023 | The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051. Full description at Econpapers || Download paper | |
| 2023 | Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600. Full description at Econpapers || Download paper | |
| 2023 | Risk sharing channels in OECD countries: A heterogeneous panel VAR approach. (2023). Asdrubali, Pierfederico ; Poncela, Pilar ; Pericoli, Filippo Maria ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000050. Full description at Econpapers || Download paper | |
| 2023 | Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233. Full description at Econpapers || Download paper | |
| 2024 | Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Tian, Shu ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044. Full description at Econpapers || Download paper | |
| 2023 | A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV. (2023). Heald, Jeremy ; Vives, Gilberto Calvillo ; Aguilar, Erick Trevio. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:18:y:2023:i:3:p:6. Full description at Econpapers || Download paper | |
| 2023 | Monetary Policy and Determinacy: An Inquiry into Open Economy New Keynesian Macrodynamics. (2023). Barnett, William ; Eryilmaz, Unal. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09702-5. Full description at Econpapers || Download paper | |
| 2023 | Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22. Full description at Econpapers || Download paper | |
| 2023 | Is the Fisher effect asymmetric? Cointegration analysis and expectations measurement. (2023). de Vita, Glauco ; Cushman, David O ; Trachanas, Emmanouil. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3727-3748. Full description at Econpapers || Download paper |
Works by Andreas Beyer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 54 |
| 2001 | A Formalization of Seasonal Encompassing with an Application to a German Macromodel. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 2000 | Reconstructing Aggregate Euro-zone Data In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 23 |
| 2004 | Issues in Money Demand: The Case of Europe In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 48 |
| Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
| 2011 | Structural Breaks and the Fisher Effect In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 10 |
| 2003 | On the Indeterminacy of Determinacy and Indeterminacy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2003 | On the indeterminacy of determinacy and indeterminacy.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2003 | Identifying the Monetary Transmission Mechanism Using Structural Breaks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2003 | Identifying the monetary transmission mechanism using structural breaks.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2004 | What We Dont Know About the Monetary Transmission Mechanism and Why We Dont Know It In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2008 | WHAT WE DONT KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DONT KNOW IT.(2008) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2005 | Factor Analysis in a New-Keynesian Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2005 | Factor analysis in a New-Keynesian model.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2017 | The transmission channels of monetary, macro- and microprudential policies and their interrelations In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2004 | Policy Changes: Macroeconomics and Identfication In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Enhancing monetary analysis In: Research Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2002 | Natural rate doubts In: Working Paper Series. [Full Text][Citation analysis] | paper | 67 |
| 2007 | Natural rate doubts.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
| 2004 | On the indeterminacy of new-Keynesian economics In: Working Paper Series. [Full Text][Citation analysis] | paper | 66 |
| 2004 | On the Indeterminacy of New Keynesian Economics.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2004 | On the Indeterminacy of New-Keynesian Economics.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2006 | A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Structural breaks, cointegration and the Fisher effect In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2009 | Opting out of the Great Inflation: German monetary policy after the break down of Bretton Woods In: Working Paper Series. [Full Text][Citation analysis] | paper | 43 |
| 2013 | Opting Out of the Great Inflation: German Monetary Policy after the Breakdown of Bretton Woods.(2013) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | chapter | |
| 2008 | Opting Out of the Great Inflation: German Monetary Policy After the Break Down of Bretton Woods.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2009 | Opting out of the great inflation: German monetary policy after the breakdown of Bretton Woods.(2009) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2008 | Opting out of the great inflation: German monetary policy after the break down of Bretton Woods.(2008) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2009 | A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth In: Working Paper Series. [Full Text][Citation analysis] | paper | 55 |
| 2010 | Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2013 | The dynamics of spillover effects during the European sovereign debt crisis In: Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
| 2019 | The architecture of supervision In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Preparatory Work for Banking Supervision at the ECB In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Constructing Historical Euro-Zone Data. In: Economic Journal. [Full Text][Citation analysis] | article | 119 |
| 2000 | Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
| 2008 | Factor analysis in a model with rational expectations In: Econometrics Journal. [Full Text][Citation analysis] | article | 17 |
| 2007 | Factor Analysis in a Model with Rational Expectations.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2014 | The dynamics of spillover effects during the European sovereign debt turmoil In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 225 |
| 2012 | The dynamics of spillover effects during the European sovereign debt turmoil.(2012) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 225 | paper | |
| 1998 | Modelling money demand in Germany In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 39 |
| 2008 | Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1998 | Monetary Transmission in Germany: Evidence From a Structural Econometric Model In: Discussion Papers. [Citation analysis] | paper | 1 |
| 1998 | European Money Demand and the Role of UK for its Stability: A Cointegration Analysis In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1998 | Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel In: Discussion Papers. [Citation analysis] | paper | 0 |
| 2017 | Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research In: Economie et Statistique / Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2005 | Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Estimating an Open Economy SDGE Model for the Euro Area In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 1 |
| 2006 | Identification Problems in SDGE Models with an illustration to a small Macro model In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 4 |
| 2019 | A cointegration model of money and wealth In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team