11
H index
14
i10 index
1136
Citations
Kerstin Bernoth : Citation Profile
DIW Berlin (Deutsches Institut für Wirtschaftsforschung) | RESEARCH PRODUCTION: 51 Articles 28 Papers 6 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2003 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Kerstin Bernoth. | Is cited by:
| Cites to:
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Main data
Where Kerstin Bernoth has published?
| Journals with more than one article published | # docs |
|---|---|
| DIW Wochenbericht | 23 |
| DIW Economic Bulletin | 9 |
| DIW Weekly Report | 4 |
| Journal of International Money and Finance | 3 |
| EconStor Open Access Articles and Book Chapters | 2 |
Recent works citing Kerstin Bernoth (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 | A quest between fiscal and market discipline. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s026499932200356x. Full description at Econpapers || Download paper |
| 2023 | The cyclical behaviour of fiscal policy: A meta-analysis. (2023). Heimberger, Philipp. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000718. Full description at Econpapers || Download paper |
| 2023 | Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665. Full description at Econpapers || Download paper |
| 2023 | Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers || Download paper |
| 2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper |
| 2023 | A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667. Full description at Econpapers || Download paper |
| 2023 | This time truly is different: The cyclical behaviour of fiscal policy during the Covid-19 crisis. (2023). Heimberger, Philipp. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000228. Full description at Econpapers || Download paper |
| 2023 | Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets. (2023). Sohu, Jan Muhammad ; Alhussam, Mohammed Ismail ; Ali, Shoaib ; Memon, Bilal Ahmed ; Hongxing, Yao ; Naveed, Hafiz Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523001555. Full description at Econpapers || Download paper |
| 2023 | Systematic Literature Review of Private Equity Determinants: Status, Evidence and Open Issues. (2023). Rawal, Vrinda ; Kapil, Sheeba. In: Vision. RePEc:sae:vision:v:27:y:2023:i:5:p:567-581. Full description at Econpapers || Download paper |
| 2023 | Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp344. Full description at Econpapers || Download paper |
| 2023 | Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:44944212. Full description at Econpapers || Download paper |
| 2023 | Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287. Full description at Econpapers || Download paper |
| 2023 | Forecasting sovereign risk in the Euro area via machine learning. (2023). Istrefi, Klodiana ; CAICEDO GRACIANO, Carlos Mateo ; Boeckelmann, Lukas ; di Iorio, Alberto ; Belly, Guillaume ; Stallabourdillon, Arthur ; Siakoulis, Vasileios. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:657-684. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Kerstin Bernoth:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Households response to wealth changes: do gins or losses make a difference? In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 21 |
| 2006 | Households response to wealth changes; do gains or losses make a difference.(2006) In: CPB Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2004 | The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements In: International Finance. [Full Text][Citation analysis] | article | 80 |
| 2008 | FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 76 |
| 2006 | Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
| 2006 | Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
| 2023 | Selective Bond Purchases – May the ECB Chose Winners and Losers? In: The Economists' Voice. [Full Text][Citation analysis] | article | 0 |
| 2004 | Sovereign Risk Premia in the European Bond Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 133 |
| 2008 | Did Fiscal Policy Makers Know What They Were Doing? Reassessing Fiscal Policy with Real Time Data. In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
| 2010 | The Forward Premium Puzzle and Latent Factors Day by Day In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | The Forward Premium Puzzle and Latent Factors Day by Day.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | The forward premium puzzle and latent factors day by day.(2012) In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | THE CYCLICALITY OF AUTOMATIC AND DISCRETIONARY FISCAL POLICY: WHAT CAN REAL-TIME DATA TELL US? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 16 |
| 2020 | Geldpolitische Maßnahmen der EZB und der Fed gegen die Corona-Krise wirken wenig In: DIW aktuell. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Future of the International Monetary System In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2013 | A Transfer Mechanism as a Stabilization Tool in the EMU In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 10 |
| 2013 | Germany Must Invest More in Its Future In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 7 |
| 2013 | More Growth through Higher Investment In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2014 | Fiscal Devaluation: Economic Stimulus for Crisis Countries in the Euro Area In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2014 | Weak Inflation and Threat of Deflation in the Euro Area: Limits of Conventional Monetary Policy In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2015 | Unchartered Territory: Large-Scale Asset Purchases by the European Central Bank In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2016 | The Eurosystems Agreement on Net Financial Assets (ANFA): Covert Monetary Financing or Legitimate Portfolio Management? In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2016 | ECB Asset Purchases May Affect Wealth Distribution In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2020 | Identifying Effective Combinations of Economic Policy Measures for the Coronavirus Recession in Europe In: DIW Weekly Report. [Full Text][Citation analysis] | article | 0 |
| 2021 | Inflation in the Euro Area: Factors Mostly Have Only a Temporary Effect, but Risk of Prolonged Elevated Inflation Remains In: DIW Weekly Report. [Full Text][Citation analysis] | article | 0 |
| 2022 | Activation of New ECB Emergency Program TPI Has Not Yet Been Required In: DIW Weekly Report. [Full Text][Citation analysis] | article | 0 |
| 2023 | US Inflation Reduction Act Demands Quick Strategic Action from the EU In: DIW Weekly Report. [Full Text][Citation analysis] | article | 0 |
| 2010 | Drivers of Private Equity Investment in CEE and Western European Countries In: Working Paper / FINESS. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Drivers of Private Equity Investment in CEE and Western European Countries.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | ECB and Fed Monetary Policy Measures against the Economic Effects of the Coronavirus Pandemic Have Little Effect In: DIW focus. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Implications for the Euro Area of Divergent Monetary Policy Stances by the Fed and the ECB - The Role of Financial Spillovers: In-Depth Analysis In: DIW Berlin: Politikberatung kompakt. [Full Text][Citation analysis] | book | 2 |
| 2016 | Effectiveness of the ECB Programme of Asset Purchases: Where Do We Stand? In-Depth Analysis In: DIW Berlin: Politikberatung kompakt. [Full Text][Citation analysis] | book | 5 |
| 2017 | Monetary Policy Implications of Financial Innovation: In-Depth Analysis In: DIW Berlin: Politikberatung kompakt. [Full Text][Citation analysis] | book | 2 |
| 2018 | Negative Interest Rates and the Signalling Channel: In-Depth Analysis In: DIW Berlin: Politikberatung kompakt. [Full Text][Citation analysis] | book | 2 |
| 2019 | Happy Birthday? The Euro at 20 In: DIW Berlin: Politikberatung kompakt. [Full Text][Citation analysis] | book | 1 |
| 2015 | Quantitative Easing - What Are the Side Effects on Income and Wealth Distribution: In-Depth Analysis In: DIW Berlin: Politikberatung kompakt. [Full Text][Citation analysis] | book | 7 |
| 2015 | Central Bank Asset Puchases I: The Theory In: DIW Roundup: Politik im Fokus. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Large-Scale Asset Purchases by Central Banks II: Empirical Evidence In: DIW Roundup: Politik im Fokus. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Zinsspreads auf europäische Staatsanleihen: Implikationen und Lehren aus der europäischen Schuldenkrise In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | Die Internationalisierung des chinesischen Renminbi: eine Chance für China In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 1 |
| 2010 | Zinsspreads auf europäische Anleihen: Finanzmärkte verstärken Druck zu mehr Haushaltsdisziplin In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2011 | Kommt die Finanztransaktionssteuer?: Kommentar In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2012 | Verunsicherung und hohe Schulden bremsen Wachstum In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 1 |
| 2012 | Grüne Investitionen in einem europäischen Wachstumspaket In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2012 | Konjunkturelle Ausgleichszahlungen als Stabilisierungsinstrument in der Europäischen Währungsunion In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2013 | Wege zu einem höheren Wachstumspfad In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 11 |
| 2014 | Schwache Preisentwicklung und Deflationsgefahr im Euroraum: Grenzen der konventionellen Geldpolitik In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2014 | Inflationserwartungen im Euroraum sind nicht mehr fest verankert: neue Maßnahmen der EZB-Geldpolitik In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2014 | Fiskalische Abwertung: wirtschaftlicher Impuls für die Krisenländer im Euroraum In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 5 |
| 2015 | Unbekanntes Terrain: Anleihekäufe der Europäischen Zentralbank In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2016 | Verdeckte Staatsfinanzierung oder erlaubte Portfoliosteuerung? Das ANFA-Abkommen des Eurosystems In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2016 | EZB-Anleihekäufe können Vermögensverteilung beeinflussen In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 2 |
| 2019 | Mehr Ökonominnen braucht das Land!: Kommentar In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2020 | Wirtschaftspolitische Maßnahmen gegen die Corona-Krise in Europa wirken vor allem im Zusammenspiel In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2021 | Keine Angst vor Inflationsgespenstern aus den USA: Kommentar In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2021 | Inflation im Euroraum: Faktoren wirken meist nur temporär, aber Risiko für länger erhöhte Inflation vorhanden In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2021 | Die Inflation geht wieder zurück, sobald die Einmaleffekte abebben: Interview In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2022 | Einsatz des neuen EZB-Notfallprogramms TPI bisher nicht erforderlich In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2022 | Wir sehen die Gefahr, dass sich die EZB politischem Druck aussetzt: Interview In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2022 | Preiskontrollen eignen sich nicht, um die Inflation zu bekämpfen: Kommentar In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2023 | Die EZB darf nicht zur Geisel des Bankensektors werden: Kommentar In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2023 | US-Investitionspaket Inflation Reduction Act erfordert schnelles strategisches Handeln der EU In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 0 |
| 2010 | Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 223 |
| 2012 | Sovereign bond yield spreads: A time-varying coefficient approach.(2012) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 223 | article | |
| 2010 | Sovereign bond yield spreads: a time-varying coefficient approach.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 223 | paper | |
| 2016 | Monetary Policy and Mispricing in Stock Markets In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 10 |
| 2018 | Estimating a Latent Risk Premium in Exchange Rate Futures In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Exchange Rates, Foreign Currency Exposure and Sovereign Risk In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 16 |
| 2021 | Exchange rates, foreign currency exposure and sovereign risk.(2021) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2021 | Exchange rates, foreign currency exposure and sovereign risk.(2021) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2020 | Currency Futures Risk Premia and Risk Factors In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Forecasting the Fragility of the Banking and Insurance Sector In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 33 |
| 2011 | Forecasting the fragility of the banking and insurance sectors.(2011) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2010 | Internationalization of the Chinese Renminbi: An Opportunity for China In: Weekly Report. [Full Text][Citation analysis] | article | 3 |
| 2004 | Sovereign risk premia in the European government bond market In: Working Paper Series. [Full Text][Citation analysis] | paper | 194 |
| 2004 | Sovereign risk premia in the European government bond market.(2004) In: ZEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
| 2012 | Sovereign risk premiums in the European government bond market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 194 |
| 2006 | Sovereign Risk Premiums in the European Government Bond Market.(2006) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
| 2015 | Fiscal Risk Sharing and Stabilization in the EMU In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 2022 | Die EZB-Geldpolitik in der Zwickmühle In: Wirtschaftsdienst. [Full Text][Citation analysis] | article | 0 |
| 2014 | The macroeconomic determinants of private equity investment: a European comparison In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2007 | The Forward Premium Puzzle only emerges gradually In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Term Structure of Currency Futures Risk Premia In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Term Structure of Currency Futures Risk Premia.(2022) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2016 | Monetary Policy and Asset Mispricing In: VfS Annual Conference 2016 (Augsburg): Demographic Change. [Full Text][Citation analysis] | paper | 1 |
| 2003 | The performance of the Euribor futures market: Effficiency and the impact of ECB policy announcements In: ZEI Working Papers. [Full Text][Citation analysis] | paper | 3 |
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