Mark Kerssenfischer : Citation Profile


Are you Mark Kerssenfischer?

Deutsche Bundesbank

3

H index

0

i10 index

22

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2016 - 2019). See details.
   Cites by year: 7
   Journals where Mark Kerssenfischer has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 2 (8.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pke298
   Updated: 2020-10-17    RAS profile: 2019-11-12    
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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 Mark Kerssenfischer.

Is cited by:

Lütkepohl, Helmut (3)

Netšunajev, Aleksei (2)

Frei, Lukas (1)

Hubert, Paul (1)

Adarov, Amat (1)

Schlaak, Thore (1)

Maag, Thomas (1)

Labondance, Fabien (1)

Uhlig, Harald (1)

Elbourne, Adam (1)

Zehnder, Tanja (1)

Cites to:

Gürkaynak, Refet (17)

Forni, Mario (16)

Swanson, Eric (13)

Reichlin, Lucrezia (11)

Lippi, Marco (10)

Gambetti, Luca (9)

Giannone, Domenico (6)

Rogers, John (6)

Campbell, Jeffrey (6)

Fisher, Jonas (6)

Kuttner, Kenneth (5)

Main data


Where Mark Kerssenfischer has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank2

Recent works citing Mark Kerssenfischer (2020 and 2019)


YearTitle of citing document
2019A Regularized Factor-augmented Vector Autoregressive Model. (2019). Schnaitmann, Julie ; Daniele, Maurizio. In: Papers. RePEc:arx:papers:1912.06049.

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2020The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011. (2020). Kugler, Peter. In: Working papers. RePEc:bsl:wpaper:2020/01.

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2019SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area. (2019). Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:407.rdf.

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2019Proxy VAR Models in a Data-Rich Environment. (2019). Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1831.

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2020Heteroskedastic Proxy Vector Autoregressions. (2020). Schlaak, Thore ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1876.

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2019Monetary policy shocks and the health of banks. (2019). Uhlig, Harald ; Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20192303.

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2020The effect of monetary policy shocks on macroeconomic variables: Evidence from the Eurozone. (2020). Murgia, Lucia M. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304070.

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2020The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2012.

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2019Asymptotically Valid Bootstrap Inference for Proxy SVARs. (2019). Lunsford, Kurt ; Jentsch, Carsen . In: Working Papers. RePEc:fip:fedcwq:190800.

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2019The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1906.

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2019Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:280730188.

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2019Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela S. In: Working Papers. RePEc:qmw:qmwecw:894.

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2020The impact of SNB monetary policy on the Swiss franc and longer-term interest rates. (2020). Zehnder, Tanja ; Maag, Thomas ; Frei, Lukas ; Fink, Fabian. In: Working Papers. RePEc:snb:snbwpa:2020-01.

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2019Proxy VAR models in a data-rich environment. (2019). Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2019_03.

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2020Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2020:i:608.

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2020Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp300.

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2020Central bank information shocks and exchange rates. (2020). Franz, Thorsten. In: Discussion Papers. RePEc:zbw:bubdps:132020.

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2020The ruling of the Federal Constitutional Court concerning the public sector purchase program: A practical way forward. (2020). Wieland, Volker ; Siekmann, Helmut. In: IMFS Working Paper Series. RePEc:zbw:imfswp:140.

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2019Systemic Risk from Interbank Credit Markets?. (2019). Gries, Thomas ; Mitschke, Alexandra. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203582.

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Works by Mark Kerssenfischer:


YearTitleTypeCited
2016The response of asset prices to monetary policy shocks: stronger than thought In: Working Paper Series.
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paper8
2019The response of asset prices to monetary policy shocks: Stronger than thought.(2019) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 8
article
2019The puzzling effects of monetary policy in VARs: Invalid identification or missing information? In: Journal of Applied Econometrics.
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article7
2019Information effects of euro area monetary policy: New evidence from high-frequency futures data In: Discussion Papers.
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paper7
2017The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model In: Discussion Papers.
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paper0
2019Information Effects of Euro Area Monetary Policy In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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paper0

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