Andreas Beyer : Citation Profile


Are you Andreas Beyer?

European Central Bank

12

H index

15

i10 index

624

Citations

RESEARCH PRODUCTION:

15

Articles

34

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 29
   Journals where Andreas Beyer has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 22 (3.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe141
   Updated: 2020-03-30    RAS profile: 2019-09-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Alter, Adrian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreas Beyer.

Is cited by:

Wolters, Juergen (30)

Dreger, Christian (30)

Marcellino, Massimiliano (20)

Farmer, Roger (11)

Barigozzi, Matteo (10)

Sosvilla-Rivero, Simon (10)

Belke, Ansgar (9)

Chatelain, Jean-Bernard (9)

Sorge, Marco (9)

Gómez-Puig, Marta (9)

Canova, Fabio (9)

Cites to:

Farmer, Roger (19)

Perron, Pierre (14)

Gertler, Mark (13)

Smets, Frank (12)

Johansen, Soren (12)

Peydro, Jose-Luis (10)

Christiano, Lawrence (9)

Eichenbaum, Martin (9)

Diebold, Francis (9)

Coenen, Günter (8)

Yilmaz, Kamil (8)

Main data


Where Andreas Beyer has published?


Journals with more than one article published# docs
Research Bulletin2
Journal of Common Market Studies2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank12
Discussion Papers / University of Copenhagen. Department of Economics4
CFS Working Paper Series / Center for Financial Studies (CFS)3
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Andreas Beyer (2019 and 2018)


YearTitle of citing document
2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

Full description at Econpapers || Download paper

2018Interaction of Monetary and Macro-prudential Policies: The Case of Jordan- Credit Gap as an Example. (2018). Obeid, Rami ; Awad, Bassam. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:99-111.

Full description at Econpapers || Download paper

2019Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Chatelain, Jean-Bernard ; Ralf, Kirsten ; Jean- Bernard Chatelain, . In: Papers. RePEc:arx:papers:1908.10680.

Full description at Econpapers || Download paper

2018To Be or not to Be a Euro Country? The Behavioural Political Economics of Currency Unions. (2018). Romelli, Davide ; masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1883.

Full description at Econpapers || Download paper

2018DOES NEAR†RATIONALITY MATTER IN FIRST†ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH. (2018). Sorge, Marco ; Hespeler, Frank . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e97-e113.

Full description at Econpapers || Download paper

2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

Full description at Econpapers || Download paper

2019Global Determinants of the Gold Price: A Multivariate Cointegration Analysis. (2019). Murach, Michael. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:198-214.

Full description at Econpapers || Download paper

2019The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: Research Discussion Papers. RePEc:bof:bofrdp:2019_012.

Full description at Econpapers || Download paper

2017Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George. In: Working Papers. RePEc:bog:wpaper:240.

Full description at Econpapers || Download paper

2018Sovereign Risk and Asset Market Dynamics in the Euro Area. (2018). Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2018-18.

Full description at Econpapers || Download paper

2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

Full description at Econpapers || Download paper

2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

Full description at Econpapers || Download paper

2019Empowering Central Bank Asset Purchases: The Role of Financial Policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Papers. RePEc:cyb:wpaper:2019-1.

Full description at Econpapers || Download paper

2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

Full description at Econpapers || Download paper

2017Interpreting rational expectations econometrics via analytic function approach. (2017). Tan, Fei. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00218.

Full description at Econpapers || Download paper

2018Beyond spreads: measuring sovereign market stress in the euro area. (2018). Kremer, Manfred ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20182185.

Full description at Econpapers || Download paper

2019Empowering central bank asset purchases: The role of financial policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Paper Series. RePEc:ecb:ecbwps:20192237.

Full description at Econpapers || Download paper

2020A cointegration model of money and wealth. (2020). Assenmacher, Katrin ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20202365.

Full description at Econpapers || Download paper

2018Keynesian economics without the Phillips curve. (2018). Farmer, Roger ; Nicolo, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:137-150.

Full description at Econpapers || Download paper

2018Comments on Keynesian economics without the Phillips curve by R.E.A. Farmer and G. Nicolo. (2018). Ellison, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:151-153.

Full description at Econpapers || Download paper

2019Do political factors influence banking crisis?. (2019). Hasanov, Rashad ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:305-318.

Full description at Econpapers || Download paper

2019Economic policy uncertainty in the US and China and their impact on the global markets. (2019). Zhang, Dayong ; Ji, Qiang ; Lei, Lei ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:47-56.

Full description at Econpapers || Download paper

2017An empirical assessment of Optimal Monetary Policy in the Euro area. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Chen, Xiaoshan. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:95-115.

Full description at Econpapers || Download paper

2019Animal spirits in a monetary model. (2019). Platonov, Konstantin. In: European Economic Review. RePEc:eee:eecrev:v:115:y:2019:i:c:p:60-77.

Full description at Econpapers || Download paper

2018Crash risk and risk neutral densities. (2018). Chen, Ren-Raw ; Huang, Jeffrey ; Hsieh, Pei-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:162-189.

Full description at Econpapers || Download paper

2019The bank-sovereign nexus: Evidence from a non-bailout episode. (2019). Santucci de Magistris, Paolo ; Caporin, Massimiliano ; Ravazzolo, Francesco ; Natvik, Gisle J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:181-196.

Full description at Econpapers || Download paper

2018Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets. (2018). Prasad, Nalin ; Kim, Suk-Joong ; Grant, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:115-126.

Full description at Econpapers || Download paper

2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

Full description at Econpapers || Download paper

2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:121-142.

Full description at Econpapers || Download paper

2018Measuring sovereign contagion in Europe. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Rigobon, Roberto ; Ravazzolo, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

Full description at Econpapers || Download paper

2018Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

Full description at Econpapers || Download paper

2018The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210.

Full description at Econpapers || Download paper

2019A new macro stress testing approach for financial realignment in the Eurozone. (2019). Apergis, Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:52-80.

Full description at Econpapers || Download paper

2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

Full description at Econpapers || Download paper

2018Dealing with dealers: Sovereign CDS comovements. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

Full description at Econpapers || Download paper

2018Sector spillovers in credit markets. (2018). Collet, Jerome ; Ielpo, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:267-278.

Full description at Econpapers || Download paper

2018International money supply and real estate risk premium: The case of the London office market. (2018). Coen, Alain ; Simon, Arnaud ; Lefebvre, Benoit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:120-140.

Full description at Econpapers || Download paper

2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

Full description at Econpapers || Download paper

2018Fiscal crises. (2018). Poghosyan, Tigran ; Gerling, Kerstin ; Farah-Yacoub, Juan ; Xu, Yizhi ; Medas, Paulo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:191-207.

Full description at Econpapers || Download paper

2018Volatility spillover in seafood markets. (2018). Jonsson, Erlendur ; Dahl, Roy Endre . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:44-59.

Full description at Econpapers || Download paper

2018Sovereign bond holdings and monetary policy operations in the euro area. (2018). , Ivo ; Soederhuizen, Beau. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1243-1254.

Full description at Econpapers || Download paper

2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

Full description at Econpapers || Download paper

2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

Full description at Econpapers || Download paper

2019European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21.

Full description at Econpapers || Download paper

2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

Full description at Econpapers || Download paper

2018Spillover effects among financial institutions within Germany and the United Kingdom. (2018). Ghulam, Yaseen ; Doering, Jana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:49-63.

Full description at Econpapers || Download paper

2017Box dynamics: A sectoral approach to analyse containerized port throughput interdependencies. (2017). Paflioti, Persa ; Tsamourgelis, Ioannis ; Teye, Collins ; Vitsounis, Thomas K. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:106:y:2017:i:c:p:396-413.

Full description at Econpapers || Download paper

2019Analyzing credit risk transmission to the non-financial sector in Europe: A network approach. (2019). Siklos, Pierre ; Gross, Christian. In: CAMA Working Papers. RePEc:een:camaaa:2019-43.

Full description at Econpapers || Download paper

2018Sovereign risk and asset market dynamics in the euro area. (2018). Perego, Erica. In: Documents de recherche. RePEc:eve:wpaper:18-01.

Full description at Econpapers || Download paper

2019The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

Full description at Econpapers || Download paper

2020Analysis of Tail Dependence between Sovereign Debt Distress and Bank Non-Performing Loans. (2020). Ren, Guang-Qian ; Zhong, Rui ; Kim, Jong-Min ; Liu, Yu-Min . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:747-:d:311096.

Full description at Econpapers || Download paper

2018Publish and Perish: Creative Destruction and Macroeconomic Theory. (2018). Chatelain, Jean-Bernard ; Ralf, Kirsten ; Jean- Bernard Chatelain, . In: Post-Print. RePEc:hal:journl:hal-01465858.

Full description at Econpapers || Download paper

2019Brexit and CDS spillovers across UK and Europe. (2018). Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01736525.

Full description at Econpapers || Download paper

2018International money supply and real estate risk premium: The case of the London office market. (2018). Simon, Arnaud ; Lefebvre, Benoit ; Coen, Alain. In: Post-Print. RePEc:hal:journl:hal-01778910.

Full description at Econpapers || Download paper

2019Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01720655.

Full description at Econpapers || Download paper

2018Brexit and CDS spillovers across UK and Europe. (2018). . In: Working Papers. RePEc:hal:wpaper:hal-01736525.

Full description at Econpapers || Download paper

2019Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Chatelain, Jean-Bernard ; Ralf, Kirsten. In: Working Papers. RePEc:hal:wpaper:halshs-01720655.

Full description at Econpapers || Download paper

2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

Full description at Econpapers || Download paper

2019Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. (2019). Sousa, Ricardo. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9696-2.

Full description at Econpapers || Download paper

2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

Full description at Econpapers || Download paper

2019The single supervision mechanism and contagion between bank and sovereign risk. (2019). Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Saiz, Maria Cantero. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:55:y:2019:i:1:d:10.1007_s11149-018-09373-6.

Full description at Econpapers || Download paper

2018The Fisher Equation: A Nonlinear Panel Data Approach. (2018). Lin, Shu-Chin ; Suen, Yu-Bo ; Hsieh, Joyce ; Kim, Dong-Hyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:1:p:162-180.

Full description at Econpapers || Download paper

2017Keynesian Economics without the Phillips Curve. (2017). Farmer, Roger ; Nicolo, Giovanni. In: NBER Working Papers. RePEc:nbr:nberwo:23837.

Full description at Econpapers || Download paper

2019The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: NIPE Working Papers. RePEc:nip:nipewp:04/2019.

Full description at Econpapers || Download paper

2018The Relationship Between Inflation Rate and Nominal Interest Rate in Bolivarian Republic Of Venezuela: Revisiting Fisher’s Hypothesis. (2018). Kasim, Mustafa ; Naima, Bentouir. In: Journal of Applied Management and Investments. RePEc:ods:journl:v:7:y:2018:i:4:p:214-224.

Full description at Econpapers || Download paper

2018The Costs of Sovereign Default: Evidence from the Stock Market. (2018). Andrade, Sandro C ; Chhaochharia, Vidhi . In: Review of Financial Studies. RePEc:oup:rfinst:v:31:y:2018:i:5:p:1707-1751..

Full description at Econpapers || Download paper

2018Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2018). Balteanu, Irina ; Erce, Aitor. In: IMF Economic Review. RePEc:pal:imfecr:v:66:y:2018:i:4:d:10.1057_s41308-018-0066-4.

Full description at Econpapers || Download paper

2018Dealing with Systemic Sovereign Debt Crises: Fiscal Consolidation, Bail-Ins, or Bail-Outs?. (2018). Sandri, Damiano. In: IMF Economic Review. RePEc:pal:imfecr:v:66:y:2018:i:4:d:10.1057_s41308-018-0067-3.

Full description at Econpapers || Download paper

2019The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: CEF.UP Working Papers. RePEc:por:cetedp:1902.

Full description at Econpapers || Download paper

2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

Full description at Econpapers || Download paper

2018Renewable Energy, Quality of Institutions and Economic Growth in MENA Countries: a Panel Cointegration Approach. (2018). El Montasser, Ghassen ; Ajmi, Noomen ; Saidi, Hichem. In: MPRA Paper. RePEc:pra:mprapa:84055.

Full description at Econpapers || Download paper

2018A comprehensive classification of monetary policy frameworks for advanced and emerging economies. (2018). Cobham, David. In: MPRA Paper. RePEc:pra:mprapa:84737.

Full description at Econpapers || Download paper

2018Dissecting the ‘doom loop’: the bank-sovereign credit risk nexus during the US debt ceiling crisis. (2018). Gori, Filippo. In: MPRA Paper. RePEc:pra:mprapa:87994.

Full description at Econpapers || Download paper

2020The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area. (2020). PSILLAKI, Maria ; Margaritis, Dimitris ; Papafilis, Michalis-Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:98182.

Full description at Econpapers || Download paper

2020Stability of Money Demand Function in the SAARC Region: A Panel Co-Integration Approach. (2020). Paija, Nirash ; Nepal, Rabindra. In: Journal of Economic Integration. RePEc:ris:integr:0792.

Full description at Econpapers || Download paper

2019Supervisory Governance, Capture and Non-Performing Loans. (2019). Fraccaroli, Niccolo. In: CEIS Research Paper. RePEc:rtv:ceisrp:471.

Full description at Econpapers || Download paper

2019MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK. (2019). Vander Vennet, Rudi ; Meuleman, Elien . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/971.

Full description at Econpapers || Download paper

2019Wskaźniki wczesnego ostrzegania przed niestabilnością finansową polskiego sektora bankowego. (2019). upiski, Marcin . In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:55:y:2019:p:99-113.

Full description at Econpapers || Download paper

2018Investigating the Presence of Fisher Effect for the China Economy. (2018). Altunoz, Utku. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:180102.

Full description at Econpapers || Download paper

2017How Reliable are Cointegration-Based Estimates for Wealth Effects on Consumption? Evidence from Switzerland. (2017). Galli, Alain. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:4:d:10.1007_bf03399514.

Full description at Econpapers || Download paper

2018Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2018). Siklos, Pierre ; Gross, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201878.

Full description at Econpapers || Download paper

2019Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis. (2019). Schienle, Melanie ; Urban, Jorg ; Buse, Rebekka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201990.

Full description at Econpapers || Download paper

2017Linking 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

2018Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

Full description at Econpapers || Download paper

2018 Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach. (2018). Ferreiro, Javier Ojea. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1812.

Full description at Econpapers || Download paper

2019Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria. (2019). Fasanya, Ismail. In: Zagreb International Review of Economics and Business. RePEc:zag:zirebs:v:22:y:2019:i:2:p:71-94.

Full description at Econpapers || Download paper

2018Publish and Perish: Creative Destruction and Macroeconomic Theory. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: EconStor Open Access Articles. RePEc:zbw:espost:201652.

Full description at Econpapers || Download paper

2018Cross-category spillovers of economic policy uncertainty. (2018). Thiem, Christopher. In: Ruhr Economic Papers. RePEc:zbw:rwirep:744.

Full description at Econpapers || Download paper

2019Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2019). Gross, Christian. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203645.

Full description at Econpapers || Download paper

Works by Andreas Beyer:


YearTitleTypeCited
2007Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment In: American Economic Review.
[Full Text][Citation analysis]
article32
2001A Formalization of Seasonal Encompassing with an Application to a German Macromodel. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2000Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies.
[Full Text][Citation analysis]
article22
2004Issues in Money Demand: The Case of Europe In: Journal of Common Market Studies.
[Full Text][Citation analysis]
article42
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
2011Structural Breaks and the Fisher Effect In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]
article8
2003On the Indeterminacy of Determinacy and Indeterminacy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper12
2003On the indeterminacy of determinacy and indeterminacy.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2003Identifying the Monetary Transmission Mechanism Using Structural Breaks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper12
2003Identifying the monetary transmission mechanism using structural breaks.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2004What We Dont Know About the Monetary Transmission Mechanism and Why We Dont Know It In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2008WHAT 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 another version. Agregated cites: 11
article
2005Factor Analysis in a New-Keynesian Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper9
2005Factor analysis in a New-Keynesian model.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017The transmission channels of monetary, macro- and microprudential policies and their interrelations In: Occasional Paper Series.
[Full Text][Citation analysis]
paper5
2004Policy Changes: Macroeconomics and Identfication In: Research Bulletin.
[Full Text][Citation analysis]
article0
2010Enhancing monetary analysis In: Research Bulletin.
[Full Text][Citation analysis]
article3
2002Natural rate doubts In: Working Paper Series.
[Full Text][Citation analysis]
paper52
2007Natural rate doubts.(2007) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
article
2004On the indeterminacy of new-Keynesian economics In: Working Paper Series.
[Full Text][Citation analysis]
paper53
2004On the Indeterminacy of New Keynesian Economics.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2004On the Indeterminacy of New-Keynesian Economics.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2006A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models In: Working Paper Series.
[Full Text][Citation analysis]
paper2
2009Structural breaks, cointegration and the Fisher effect In: Working Paper Series.
[Full Text][Citation analysis]
paper9
2009Opting out of the Great Inflation: German monetary policy after the break down of Bretton Woods In: Working Paper Series.
[Full Text][Citation analysis]
paper14
2013Opting 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 another version. Agregated cites: 14
chapter
2008Opting 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 another version. Agregated cites: 14
paper
2009Opting 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 another version. Agregated cites: 14
paper
2008Opting 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 another version. Agregated cites: 14
paper
2009A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth In: Working Paper Series.
[Full Text][Citation analysis]
paper30
2010Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2013The dynamics of spillover effects during the European sovereign debt crisis In: Working Paper Series.
[Full Text][Citation analysis]
paper14
2019The architecture of supervision In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2013Preparatory Work for Banking Supervision at the ECB In: Financial Stability Review.
[Full Text][Citation analysis]
article0
2001Constructing Historical Euro-Zone Data. In: Economic Journal.
[Full Text][Citation analysis]
article108
2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 108
paper
2008Factor analysis in a model with rational expectations In: Econometrics Journal.
[Full Text][Citation analysis]
article14
2007Factor Analysis in a Model with Rational Expectations.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2014The dynamics of spillover effects during the European sovereign debt turmoil In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article121
2012The dynamics of spillover effects during the European sovereign debt turmoil.(2012) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 121
paper
1998Modelling money demand in Germany In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article36
2008Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area In: Discussion Papers.
[Full Text][Citation analysis]
paper2
1998Monetary Transmission in Germany: Evidence From a Structural Econometric Model In: Discussion Papers.
[Citation analysis]
paper1
1998European Money Demand and the Role of UK for its Stability: A Cointegration Analysis In: Discussion Papers.
[Full Text][Citation analysis]
paper1
1998Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel In: Discussion Papers.
[Citation analysis]
paper0
2017Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research In: Economie et Statistique / Economics and Statistics.
[Full Text][Citation analysis]
article0
2005Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
paper0
2005Estimating an Open Economy SDGE Model for the Euro Area In: Computing in Economics and Finance 2005.
[Citation analysis]
paper1
2006Identification Problems in SDGE Models with an illustration to a small Macro model In: Computing in Economics and Finance 2006.
[Citation analysis]
paper2
2019A cointegration model of money and wealth In: CFS Working Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2020. Contact: CitEc Team