Mark Kerssenfischer : Citation Profile


Are you Mark Kerssenfischer?

Deutsche Bundesbank

2

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2016 - 2019). See details.
   Cites by year: 4
   Journals where Mark Kerssenfischer has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 2 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke298
   Updated: 2020-06-20    RAS profile: 2019-11-12    
   Missing citations? Add them    Incorrect content? Let us know

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 (2)

Netšunajev, Aleksei (2)

Jung, Alexander (1)

Lunsford, Kurt (1)

Adarov, Amat (1)

Gries, Thomas (1)

Uhlig, Harald (1)

Cites to:

Forni, Mario (16)

Gürkaynak, Refet (14)

Swanson, Eric (13)

Reichlin, Lucrezia (11)

Gambetti, Luca (9)

Lippi, Marco (9)

Fisher, Jonas (6)

Rogers, John (6)

Campbell, Jeffrey (6)

Giannone, Domenico (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 (2019 and 2018)


YearTitle of citing document
2018The Relation between Monetary Policy and the Stock Market in Europe. (2018). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1729.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018The Relation between Monetary Policy and the Stock Market in Europe. (2018). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:36-:d:162048.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies. (2017). Adarov, Amat. In: wiiw Working Papers. RePEc:wii:wpaper:140.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Mark Kerssenfischer:


YearTitleTypeCited
2016The response of asset prices to monetary policy shocks: stronger than thought In: Working Paper Series.
[Full Text][Citation analysis]
paper6
2019The response of asset prices to monetary policy shocks: Stronger than thought.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2019The puzzling effects of monetary policy in VARs: Invalid identification or missing information? In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article4
2019Information effects of euro area monetary policy: New evidence from high-frequency futures data In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2017The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model In: Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2 2020. Contact: CitEc Team