Wolfgang Lemke : Citation Profile


Are you Wolfgang Lemke?

European Central Bank

9

H index

8

i10 index

328

Citations

RESEARCH PRODUCTION:

7

Articles

22

Papers

1

Books

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 25
   Journals where Wolfgang Lemke has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 5 (1.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple433
   Updated: 2019-11-10    RAS profile: 2019-08-10    
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Relations with other researchers


Works with:

Marcellino, Massimiliano (2)

Lyrio, Marco (2)

Eickmeier, Sandra (2)

Dewachter, Hans (2)

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

Is cited by:

Eickmeier, Sandra (14)

Osterloh, Steffen (6)

Aastveit, Knut Are (6)

Krippner, Leo (6)

Wolff, Guntram (6)

Ng, Tim (6)

Marcellino, Massimiliano (6)

Feld, Lars (5)

Belke, Ansgar (5)

Sosvilla-Rivero, Simon (5)

Peltonen, Tuomas (5)

Cites to:

Singleton, Kenneth (14)

Gali, Jordi (14)

Marcellino, Massimiliano (13)

Rudebusch, Glenn (11)

Watson, Mark (11)

mumtaz, haroon (10)

Clarida, Richard (8)

Gertler, Mark (8)

Ang, Andrew (8)

Eickmeier, Sandra (8)

Orphanides, Athanasios (8)

Main data


Where Wolfgang Lemke has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank7
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank6

Recent works citing Wolfgang Lemke (2019 and 2018)


YearTitle of citing document
2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2019A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2018The rise and fall of the natural interest rate. (2018). Sentana, Enrique ; Perez Quiros, Gabriel ; Galesi, Alessandro ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:1822.

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2019Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:708.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Polo, Andrea ; Minoiu, Camelia ; Bottero, Margherita ; Sette, Enrico. In: Working Papers. RePEc:bge:wpaper:1090.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Bank Asset Quality & Monetary Policy Pass-Through. (2017). Kelly, Robert ; Byrne, David. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/17.

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2018Global Banking, Trade, and the International Transmission of the Great Recession. (2018). Enders, Zeno ; Born, Alexandra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6912.

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2019Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?. (2019). Ji, Kan ; Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:391.

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2017The Global Role of the U.S. Economy: Linkages, Policies and Spillovers. (2017). Ohnsorge, Franziska ; Lakatos, Csilla ; Kose, Ayhan ; Stocker, Marc. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11836.

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2017The shifting drivers of global liquidity. (2017). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12127.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

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2018Macroeconomic Effects of Government Spending: The Great Recession Was (Really) Different. (2018). Linnemann, Ludger ; Klein, Mathias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1754.

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2019The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices. (2019). End, Jan Willem ; van den End, Jan Willem ; Titzck, Stephanie. In: DNB Working Papers. RePEc:dnb:dnbwpp:627.

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2018The natural rate of interest and the financial cycle. (2018). Krustev, Georgi. In: Working Paper Series. RePEc:ecb:ecbwps:20182168.

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2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

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2019Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310.

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2018Interbank markets and bank bailout policies amid a sovereign debt crisis. (2018). Minetti, Raoul ; Lakdawala, Aeimit ; Olivero, Maria Pia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:131-153.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2017Staying at zero with affine processes: An application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:348-366.

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2018Estimation and inference of dynamic structural factor models with over-identifying restrictions. (2018). Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:125-147.

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2019Consistent estimation of time-varying loadings in high-dimensional factor models. (2019). Urga, Giovanni ; Hillebrand, Eric ; Mikkelsen, Jakob Guldbak . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:535-562.

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2018New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:209-225.

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2018Financial stability in Europe: Banking and sovereign risk. (2018). Kočenda, Evžen ; Bruha, Jan ; Koenda, Even ; Brha, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:305-321.

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2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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2017The role of financial conditions in transmitting external shocks to South Africa. (2017). Simo-Kengne, Beatrice Desiree ; Some, Modeste ; simo -Kengne, Beatrice D ; Sithole, Thanda. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:36-56.

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2019Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques. (2019). Tarassow, Artur. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:443-457.

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2018The impact of conventional and unconventional monetary policy on expectations and sentiment. (2018). Spyrou, Spyros ; Galariotis, Emilios ; Makrichoriti, Panagiota. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20.

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2018The state dependent impact of bank exposure on sovereign risk. (2018). Podstawski, Maximilian ; Velinov, Anton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:63-75.

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2018Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236.

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2018Asset market responses to conventional and unconventional monetary policy shocks in the United States. (2018). Krippner, Leo ; Claus, Edda. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:270-282.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2019The natural rate of interest and the financial cycle. (2019). Krustev, Georgi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:193-210.

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2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR. (2017). Milas, Costas ; Florackis, Chris ; Ellington, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:93-117.

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2018International risk sharing and financial shocks. (2018). Rouillard, Jean-François. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:26-44.

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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.

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2018Does McCallum’s rule outperform Taylor’s rule during the financial crisis?. (2018). Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:9-21.

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2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Schmitz, Martin ; Fidora, Michael ; Bergant, Katharina. In: ECMI Papers. RePEc:eps:ecmiwp:13926.

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2017The ECB’s Fight against Low Inflation: On the Effects of Ultra-Low Interest Rates. (2017). van Riet, Ad. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:2:p:12-:d:95264.

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2018Bond Yields, Sovereign Risk and Maturity Structure. (2018). Gonzalez-Fernandez, Marcos ; Gonzalez-Velasco, Carmen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:109-:d:172937.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Post-Print. RePEc:hal:journl:hal-01572510.

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

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

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Grol, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201504.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Groessl, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201802.

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2018Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_005.

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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.

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2019The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6.

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2017The Global Role of the U.S. Economy: Linkages, Policies and Spillovers. (2017). Ohnsorge, Franziska ; Lakatos, Csilla ; Kose, Ayhan ; Stocker, Marc. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1706.

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2019Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area. (2019). Vlassopoulos, Thomas ; Eisenschmidt, Jens ; Demiralp, Selva. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1910.

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2019Macroprudencial and Monetary Policies : The Need to Dance the Tango in Harmony. (2019). Pradines-Jobet, Florian ; Lucotte, Yannick ; Garcia, Jose David. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2691.

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2019Defaultnomics: Making Sense of the Barro-Ricardo Equivalence in a Financialized World. (2019). Mastromatteo, Giuseppe ; Esposito, Lorenzo. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_933.

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2017Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods. (2017). Striaukas, Jonas ; Comunale, Mariarosaria. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:13.

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2017The Shifting Drivers of Global Liquidity. (2017). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano . In: NBER Working Papers. RePEc:nbr:nberwo:23565.

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2018Forecasting Indias Economic Growth: A Time-Varying Parameter Regression Approach.. (2018). Mundle, Sudipto ; Chakravarti, Parma ; Bhattacharya, Rudrani. In: Working Papers. RePEc:npf:wpaper:18/238.

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2017Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Mendicino, Caterina ; Beyer, Andreas ; Coeure, Benoit. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2017_494-495-496_4.

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2018Bank-Insurance Risk Spillovers: Evidence from Europe. (2018). Dreassi, Alberto ; Sclip, Alex ; Paltrinieri, Andrea ; Miani, Stefano. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:1:d:10.1057_s41288-017-0049-0.

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2018Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:87084.

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2018Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: MPRA Paper. RePEc:pra:mprapa:89998.

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2017The International Credit Channel of U.S. Monetary Policy and Financial Shocks. (2017). Sokol, Andrej ; Cesa-Bianchi, Ambrogio. In: 2017 Meeting Papers. RePEc:red:sed017:724.

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2017Besser ohne Bargeld? Gesamtwirtschaftliche Wohlfahrtsverluste der Bargeldabschaffung. (2017). Seitz, Franz ; Todter, Karl-Heinz ; Rosl, Gerhard . In: ROME Working Papers. RePEc:rmn:wpaper:201706.

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2017Unconventional monetary policy: interest rates and low inflation. A review of literature and methods. (2017). Striaukas, Jonas ; Comunale, Mariarosaria. In: CEIS Research Paper. RePEc:rtv:ceisrp:406.

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2017The importance of the financial system for the real economy. (2017). Ankargren, Sebastian ; Shahnazarian, Hovick ; Bjellerup, Mrten. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1175-4.

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2017The ECBs fight against low inflation : On the effects of ultra-low interest rates. (2017). van Riet, Ad. In: Other publications TiSEM. RePEc:tiu:tiutis:ec7f8a3b-a32e-42e4-8d01-7ae233be662e.

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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.

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2019Looking through systemic credit risk: determinants, stress testing and market value. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1927.

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2018Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?. (2018). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1641.

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2019Negative monetary policy rates and portfolio rebalancing: Evidence from credit register data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Bottero, Margherita ; Polo, Andrea ; Minoiu, Camelia ; Sette, Enrico. In: Economics Working Papers. RePEc:upf:upfgen:1649.

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2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

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2018Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment. (2018). Rohloff, Hannes ; Herwartz, Helmut. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:358.

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2017Besser ohne Bargeld? Gesamtwirtschaftliche Wohlfahrtsverluste der Bargeldabschaffung. (2017). Seitz, Franz ; Todter, Karl-Heinz ; Rosl, Gerhard . In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:58.

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2017Korean Housing Cycle: Implications for Risk Management (Factor-augmented VAR Approach). (2017). Kim, Myeonghyeon ; Bang, Doo Won ; Kwon, Hyuck-Shin. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:200811.

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Works by Wolfgang Lemke:


YearTitleTypeCited
2008Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure In: Economic Notes.
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2007Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure.(2007) In: Discussion Paper Series 1: Economic Studies.
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2015Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis In: Journal of the Royal Statistical Society Series A.
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article13
2011Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers.
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2011Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies.
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2011The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers.
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2016The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR.(2016) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 47
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2011The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies.
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2009The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics In: Working Paper Series.
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2009The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 In: Working Paper Series.
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2010Predicting recession probabilities with financial variables over multiple horizons In: Working Paper Series.
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2017Below the zero lower bound: a shadow-rate term structure model for the euro area In: Working Paper Series.
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2016Below the zero lower bound: A shadow-rate term structure model for the euro area.(2016) In: Discussion Papers.
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2017Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme In: Working Paper Series.
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2018Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme.(2018) In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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2018A macro-financial analysis of the corporate bond market In: Working Paper Series.
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2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research.
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This paper has another version. Agregated cites: 0
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2019Tracing the impact of the ECB’s asset purchase programme on the yield curve In: Working Paper Series.
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2008An affine macro-finance term structure model for the euro area In: The North American Journal of Economics and Finance.
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2007An affine macro-finance term structure model for the euro area.(2007) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 6
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2011The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 In: Economics Letters.
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2008How useful is the concept of the natural real rate of interest for monetary policy? In: Cambridge Journal of Economics.
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2005Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations In: Computing in Economics and Finance 2005.
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2006Optimal Monetary Policy Response to Distortionary Tax Changes In: Computing in Economics and Finance 2006.
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2006Term Structure Modeling and Estimation in a State Space Framework In: Lecture Notes in Economics and Mathematical Systems.
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2008Bond pricing when the short-term interest rate follows a threshold process In: Quantitative Finance.
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2006Bond pricing when the short term interest rate follows a threshold process.(2006) In: Discussion Paper Series 1: Economic Studies.
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2005Money demand and macroeconomic uncertainty In: Discussion Paper Series 1: Economic Studies.
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2013What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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2015A Shadow-Rate Term Structure Model for the Euro Area In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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