Andreas Beyer : Citation Profile


Are you Andreas Beyer?

European Central Bank

12

H index

16

i10 index

692

Citations

RESEARCH PRODUCTION:

15

Articles

34

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 32
   Journals where Andreas Beyer has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 22 (3.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe141
   Updated: 2021-02-20    RAS profile: 2020-10-19    
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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:

Dreger, Christian (30)

Wolters, Juergen (30)

Marcellino, Massimiliano (20)

Farmer, Roger (11)

Barigozzi, Matteo (11)

Ralf, Kirsten (11)

Chatelain, Jean-Bernard (11)

Sosvilla-Rivero, Simon (10)

Sorge, Marco (10)

Lütkepohl, Helmut (9)

Belke, Ansgar (9)

Cites to:

Farmer, Roger (19)

Perron, Pierre (14)

Gertler, Mark (13)

Johansen, Soren (12)

Smets, Frank (12)

Peydro, Jose-Luis (12)

Galí, Jordi (10)

Eichenbaum, Martin (9)

Christiano, Lawrence (9)

Diebold, Francis (9)

Schorfheide, Frank (8)

Main data


Where Andreas Beyer has published?


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

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 (2021 and 2020)


YearTitle of citing document
2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2020). Legara, Erika Fille ; Chhajer, Harsh ; Granados, Oscar ; Pang, Raymond Ka-Kay. In: Papers. RePEc:arx:papers:2009.13390.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2020The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets. (2020). Gottschalk, Katrin ; da Fonseca, Jose. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:551-579.

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2020Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e02.

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

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2020Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Zhang, Yulian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301170.

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2020Sunspot-driven fat tails: A note. (2020). Sorge, Marco ; Dave, Chetan. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302032.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225.

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2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

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2020Macroprudential policy and bank systemic risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300024.

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2020How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285.

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2020Sovereign risk and asset market dynamics in the euro area. (2020). Perego, Erica. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030190x.

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2020Is the Taylor principle still valid when rates are low?. (2020). Morris, Stephen D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419304690.

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2020A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x.

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2020The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

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2020Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

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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.

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2020The empirical properties of euro area M3, 1980-2017. (2020). Carcel, Hector ; Villanova, Hector Carcel ; Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:37-49.

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2020The cross-country transmission of credit risk between sovereigns and firms in Asia. (2020). Tantisantiwong, Nongnuch ; Power, David ; Zha, Yiling. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:309-320.

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2020Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-35.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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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.

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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.

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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.

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2020Monetary Policy and Macroeconomic Stability Revisited. (). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Review of Economic Dynamics. RePEc:red:issued:19-271.

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2020Feeling the Heat: Climate Risks and the Cost of Sovereign Borrowing. (2020). Beirne, John ; Volz, Ulrich ; Renzhi, Nuobu. In: ADBI Working Papers. RePEc:ris:adbiwp:1160.

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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.

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2020End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive. (2020). Covi, Giovanni ; Eydam, Ulrich. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:1:d:10.1007_s00191-018-0576-2.

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2020Structural breaks in the interaction between bank and sovereign default risk. (2020). Pascual, Joaquin Lopez ; Lovreta, Lidija. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:11:y:2020:i:4:d:10.1007_s13209-020-00219-z.

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Works by Andreas Beyer:


YearTitleTypeCited
2007Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment In: American Economic Review.
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article38
2001A Formalization of Seasonal Encompassing with an Application to a German Macromodel. In: Journal of Business & Economic Statistics.
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article0
2000Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies.
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article22
2004Issues in Money Demand: The Case of Europe In: Journal of Common Market Studies.
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article42
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
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paper0
2011Structural Breaks and the Fisher Effect In: The B.E. Journal of Macroeconomics.
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article8
2003On the Indeterminacy of Determinacy and Indeterminacy In: CEPR Discussion Papers.
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paper12
2003On the indeterminacy of determinacy and indeterminacy.(2003) In: Working Paper Series.
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This paper has another version. Agregated cites: 12
paper
2003Identifying the Monetary Transmission Mechanism Using Structural Breaks In: CEPR Discussion Papers.
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paper12
2003Identifying the monetary transmission mechanism using structural breaks.(2003) In: Working Paper Series.
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paper
2004What We Dont Know About the Monetary Transmission Mechanism and Why We Dont Know It In: CEPR Discussion Papers.
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paper12
2008WHAT WE DONT KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DONT KNOW IT.(2008) In: Macroeconomic Dynamics.
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This paper has another version. Agregated cites: 12
article
2005Factor Analysis in a New-Keynesian Model In: CEPR Discussion Papers.
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paper9
2005Factor analysis in a New-Keynesian model.(2005) In: Working Paper Series.
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paper
2017The transmission channels of monetary, macro- and microprudential policies and their interrelations In: Occasional Paper Series.
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paper11
2004Policy Changes: Macroeconomics and Identfication In: Research Bulletin.
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article0
2010Enhancing monetary analysis In: Research Bulletin.
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article3
2002Natural rate doubts In: Working Paper Series.
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paper52
2007Natural rate doubts.(2007) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 52
article
2004On the indeterminacy of new-Keynesian economics In: Working Paper Series.
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paper53
2004On the Indeterminacy of New Keynesian Economics.(2004) In: 2004 Meeting Papers.
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paper
2004On the Indeterminacy of New-Keynesian Economics.(2004) In: Computing in Economics and Finance 2004.
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paper
2006A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models In: Working Paper Series.
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paper2
2009Structural breaks, cointegration and the Fisher effect In: Working Paper Series.
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paper9
2009Opting out of the Great Inflation: German monetary policy after the break down of Bretton Woods In: Working Paper Series.
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paper14
2013Opting Out of the Great Inflation: German Monetary Policy after the Breakdown of Bretton Woods.(2013) In: NBER Chapters.
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chapter
2008Opting Out of the Great Inflation: German Monetary Policy After the Break Down of Bretton Woods.(2008) In: NBER Working Papers.
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paper
2009Opting out of the great inflation: German monetary policy after the breakdown of Bretton Woods.(2009) In: Discussion Paper Series 1: Economic Studies.
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2008Opting out of the great inflation: German monetary policy after the break down of Bretton Woods.(2008) In: CFS Working Paper Series.
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2009A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth In: Working Paper Series.
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paper32
2010Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area In: Working Paper Series.
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paper7
2013The dynamics of spillover effects during the European sovereign debt crisis In: Working Paper Series.
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paper19
2019The architecture of supervision In: Working Paper Series.
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paper2
2013Preparatory Work for Banking Supervision at the ECB In: Financial Stability Review.
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article0
2001Constructing Historical Euro-Zone Data. In: Economic Journal.
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article110
2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
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paper
2008Factor analysis in a model with rational expectations In: Econometrics Journal.
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article16
2007Factor Analysis in a Model with Rational Expectations.(2007) In: NBER Working Papers.
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paper
2014The dynamics of spillover effects during the European sovereign debt turmoil In: Journal of Banking & Finance.
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article158
2012The dynamics of spillover effects during the European sovereign debt turmoil.(2012) In: CFS Working Paper Series.
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paper
1998Modelling money demand in Germany In: Journal of Applied Econometrics.
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article40
2008Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area In: Discussion Papers.
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paper2
1998Monetary Transmission in Germany: Evidence From a Structural Econometric Model In: Discussion Papers.
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paper1
1998European Money Demand and the Role of UK for its Stability: A Cointegration Analysis In: Discussion Papers.
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paper1
1998Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel In: Discussion Papers.
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paper0
2017Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research In: Economie et Statistique / Economics and Statistics.
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article1
2005Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model In: Computing in Economics and Finance 2005.
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paper0
2005Estimating an Open Economy SDGE Model for the Euro Area In: Computing in Economics and Finance 2005.
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paper1
2006Identification Problems in SDGE Models with an illustration to a small Macro model In: Computing in Economics and Finance 2006.
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paper3
2019A cointegration model of money and wealth In: CFS Working Paper Series.
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paper0

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