13
H index
16
i10 index
852
Citations
Wolfgang Lemke : Citation Profile
European Central Bank | RESEARCH PRODUCTION: 9 Articles 30 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Wolfgang Lemke. | Is cited by:
| Cites to:
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Main data
Where Wolfgang Lemke has published?
Recent works citing Wolfgang Lemke (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?. (2023). Tehranian, Kian. In: Papers. RePEc:arx:papers:2308.16200. Full description at Econpapers || Download paper |
| 2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper |
| 2023 | Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571. Full description at Econpapers || Download paper |
| 2023 | Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893. Full description at Econpapers || Download paper |
| 2023 | The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3. Full description at Econpapers || Download paper |
| 2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat |
| 2023 | Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331. Full description at Econpapers || Download paper |
| 2023 | Inflation tolerance ranges in the New Keynesian model. (2023). Matheron, Julien ; Marx, Magali ; le Bihan, Herve. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000272. Full description at Econpapers || Download paper |
| 2023 | Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314. Full description at Econpapers || Download paper |
| 2023 | No-bailout event and local bank-government nexus in China. (2023). Lu, Liping ; Li, Shanshan. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003095. Full description at Econpapers || Download paper |
| 2023 | Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396. 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 | The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US. (2023). Makrychoriti, Panagiota ; Guesmi, Khaled ; Spyrou, Spyros. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:610-628. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
| 2023 | Asymmetric effects of oil price shocks on the demand for money in Algeria. (2023). Alsamara, Mouyad ; Boumimez, Fayal ; Chelghoum, Amirouche. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:1-11. Full description at Econpapers || Download paper |
| 2023 | Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:25-39. Full description at Econpapers || Download paper |
| 2023 | The Janus face of stateness: Chinas development-oriented equity investments in Africa. (2023). Chen, Muyang ; Xia, Ying. In: World Development. RePEc:eee:wdevel:v:162:y:2023:i:c:s0305750x22003230. Full description at Econpapers || Download paper |
| 2023 | Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve. (2023). Vladu, Andreea Liliana ; Radde, Soren ; Nyholm, Ken ; Lemke, Wolfgang ; Eser, Fabian. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:9. Full description at Econpapers || Download paper |
| 2023 | Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6. Full description at Econpapers || Download paper |
| 2023 | Time-varying ambiguity shocks and business cycles. (2023). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:1094. Full description at Econpapers || Download paper |
| 2023 | Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305. Full description at Econpapers || Download paper |
| 2023 | Time varying dynamics of globalization effect in India. (2023). Kumar, Nand ; Gupta, Shikha. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:1:d:10.1007_s10258-020-00190-4. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023. Full description at Econpapers || Download paper |
Works by Wolfgang Lemke:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | A Macro-Financial Analysis of the Corporate Bond Market In: LIDAM Reprints LFIN. [Citation analysis] | paper | 3 |
| 2018 | A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2008 | Threshold Dynamics of Short?term Interest Rates: Empirical Evidence and Implications for the Term Structure In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 2007 | Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure.(2007) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 31 |
| 2011 | Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2011 | Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2011 | The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
| 2016 | The Changing International Transmission of Financial Shocks: Evidence from a Classical Time?Varying FAVAR.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | article | |
| 2011 | The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
| 2020 | Natural Rate Chimera and Bond Pricing Reality In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2021 | Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2009 | The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 In: Working Paper Series. [Full Text][Citation analysis] | paper | 161 |
| 2010 | Predicting recession probabilities with financial variables over multiple horizons In: Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2017 | Below the zero lower bound: a shadow-rate term structure model for the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 90 |
| 2016 | Below the zero lower bound: A shadow-rate term structure model for the euro area.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2017 | Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2020 | Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme.(2020) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2018 | Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Tracing the impact of the ECB’s asset purchase programme on the yield curve In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2020 | Tracing the impact of the ECBs asset purchase programme on the yield curve.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2019 | A tale of two decades: the ECB’s monetary policy at 20 In: Working Paper Series. [Full Text][Citation analysis] | paper | 86 |
| 2021 | Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2021 | Natural rate chimera and bond pricing reality In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2020 | Natural rate chimera and bond pricing reality.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2008 | An affine macro-finance term structure model for the euro area In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2007 | An affine macro-finance term structure model for the euro area.(2007) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 In: Economics Letters. [Full Text][Citation analysis] | article | 152 |
| 2008 | How useful is the concept of the natural real rate of interest for monetary policy? In: Cambridge Journal of Economics. [Full Text][Citation analysis] | article | 19 |
| 2005 | Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2006 | Optimal Monetary Policy Response to Distortionary Tax Changes In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Term Structure Modeling and Estimation in a State Space Framework In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | book | 2 |
| 2008 | Bond pricing when the short-term interest rate follows a threshold process In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2006 | Bond pricing when the short term interest rate follows a threshold process.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | Money demand and macroeconomic uncertainty In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 80 |
| 2013 | What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. [Full Text][Citation analysis] | paper | 3 |
| 2015 | A Shadow-Rate Term Structure Model for the Euro Area In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team