Wolfgang Lemke : Citation Profile

European Central Bank

14

H index

17

i10 index

898

Citations

RESEARCH PRODUCTION:

11

Articles

31

Papers

1

Books

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 44
   Journals where Wolfgang Lemke has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 15 (1.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple433
   Updated: 2025-05-17    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Brand, Claus (3)

Altavilla, Carlo (2)

Bletzinger, Tilman (2)

Eser, Fabian (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 (19)

Sosvilla-Rivero, Simon (18)

Gómez-Puig, Marta (18)

Dreger, Christian (17)

Sahuc, Jean-Guillaume (15)

Osterloh, Steffen (14)

Peydro, Jose-Luis (13)

Wolff, Guntram (11)

Altavilla, Carlo (11)

Zlobins, Andrejs (11)

Peltonen, Tuomas (10)

Cites to:

Altavilla, Carlo (46)

Giannone, Domenico (27)

Rudebusch, Glenn (26)

Gürkaynak, Refet (26)

Williams, John (23)

Gertler, Mark (23)

Galí, Jordi (22)

Singleton, Kenneth (21)

Marcellino, Massimiliano (19)

Smets, Frank (18)

Ragusa, Giuseppe (15)

Main data

Where Wolfgang Lemke has published?

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank6
VfS Annual Conference 2020 (Virtual Conference): Gender Economics / Verein fr Socialpolitik / German Economic Association2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Wolfgang Lemke (2025 and 2024)

YearTitle of citing document
2024Le implicazioni economiche delle perdite delle banche centrali. (2024). Papi, Luca. In: Working Papers. RePEc:anc:wpaper:492.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

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2024The macroprudential role of central bank balance sheets. (2024). Jackson, Timothy ; Lombardo, Giovanni ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1173.

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2025The Impact of Negative Interest Rate Policy on Interest Rate Formation and Lending. (2025). Ito, Yuichiro ; Haba, Shunsuke ; Kasai, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e01.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Von-Pine, Eliott ; Santoro, Sergio ; Priftis, Romanos ; Paredes, Joan ; DARRACQ PARIES, Matthieu ; Banbura, Marta ; Ciccarelli, Matteo ; Angelini, Elena ; Babura, Marta ; Montes-Galdon, Carlos ; Brunotte, Stella ; Invernizzi, Marco ; Kornprobst, Antoine ; Zimic, Sreko ; Lalik, Magdalena ; Warne, Anders ; Gumiel, Jose Emilio ; Giammaria, Alessandro ; Cocchi, Sara ; Koutsoulis, Iason ; Rigato, Rodolfo Dinis ; Kase, Hanno ; Muller, Georg ; Bokan, Nikola ; Fagan, Gabriel. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

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2024Macroeconomic modelling of CBDC: a critical review. (2024). Senner, Richard ; Bindseil, Ulrich. In: Working Paper Series. RePEc:ecb:ecbwps:20242978.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Pushing and pulling on a string? Inflationary effects of expansionary and contractionary monetary policies when rates are negative. (2024). Laine, Olli-Matti ; Pihlajamaa, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004327.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2025Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265.

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2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Rant, Vasja ; Ok, Mitja ; Puc, Anja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

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2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

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2024Asset purchases and sovereign bond spreads in the euro area during the pandemic. (2024). Blotevogel, Robert ; Hudecz, Gergely ; Vangelista, Elisabetta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001791.

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2024Heterogeneous macro and financial effects of ECB asset purchase programs. (2024). Kole, Erik ; van der Zwan, Terri ; van der Wel, Michel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603.

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2024Did interest rate guidance in emerging markets work?. (2024). Caballero, Julin ; Gadanecz, Blaise. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001992.

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2024Fed and ECB reaction functions during quantitative easing: Three phases of monetary policy, both conventional and unconventional. (2024). Garzon, A J ; Hierro, L A ; Rodriguez-Rodriguez, F J. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:5:p:928-945.

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2024Same actions, different effects: The conditionality of monetary policy instruments. (2024). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000497.

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2024Euro area monetary policy effects. Does the shape of the yield curve matter?. (2024). Sestieri, Giulia ; Penalver, Adrian ; Pagliari, Maria Sole ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000709.

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2024Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x.

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2024Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels. (2024). Salisu, Afees ; Cepni, Oguzhan ; Isah, Kazeem O. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000966.

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2025Non-standard monetary policy and ECB communication: Confusion or predictability?. (2025). Pourroy, Marc ; Raguideau-Hannotin, Lonore ; Vaubourg, Anne-Gal ; Oros, Cornel ; de Comres, Quentin Bro. In: Post-Print. RePEc:hal:journl:hal-04981018.

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2024The macroprudential role of central bank balance sheets. (2024). Jackson, Timothy ; Lombardo, Giovanni ; Eren, Egemen. In: Research Papers. RePEc:liv:livedp:202408.

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2024On the time-varying effects of the ECB’s asset purchases. (2024). Zlobins, Andrejs. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02529-0.

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2024Output, employment, and price effects of U.S. narrative tax changes: a factor-augmented vector autoregression approach. (2024). Alam, Masud. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02591-2.

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2024Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94.

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2024Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2024). Baumann, Ursel ; Miescu, Mirela S ; Lodge, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:76-90.

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2025Economic Forecasting With German Newspaper Articles. (2025). Wintter, Simon ; Berger, Tino. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:497-512.

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2024The impact of the ECBs PEPP project on the COVID-19-Induced crisis in the corporate bond market. (2024). Cohen, Lior ; Furman, Itai. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:306564.

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Works by Wolfgang Lemke:

YearTitleTypeCited
2019A Macro-Financial Analysis of the Corporate Bond Market In: LIDAM Reprints LFIN.
[Citation analysis]		paper3
2018A macro-financial analysis of the corporate bond market.(2018) 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 nother version. Agregated cites: 3		paper
2019A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics.
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This paper has nother version. Agregated cites: 3		article
2008Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure In: Economic Notes.
[Full Text][Citation analysis]		article1
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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This paper has nother version. Agregated cites: 1		paper
2015Classical 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]		article35
2011Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2011Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 19		paper
2011The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper88
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 nother version. Agregated cites: 88		article
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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2020Natural Rate Chimera and Bond Pricing Reality In: Working Papers.
[Full Text][Citation analysis]		paper11
2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 In: Occasional Paper Series.
[Full Text][Citation analysis]		paper10
2009The 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]		paper16
2009The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 In: Working Paper Series.
[Full Text][Citation analysis]		paper162
2010Predicting recession probabilities with financial variables over multiple horizons In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2017Below the zero lower bound: a shadow-rate term structure model for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper94
2016Below the zero lower bound: A shadow-rate term structure model for the euro area.(2016) In: Discussion Papers.
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This paper has nother version. Agregated cites: 94		paper
2017Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2020Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme.(2020) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 13		article
2018Dissecting 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.
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This paper has nother version. Agregated cites: 13		paper
2019Tracing the impact of the ECB’s asset purchase programme on the yield curve In: Working Paper Series.
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2023Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve.(2023) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 21		article
2020Tracing the impact of the ECBs asset purchase programme on the yield curve.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
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This paper has nother version. Agregated cites: 21		paper
2019A tale of two decades: the ECB’s monetary policy at 20 In: Working Paper Series.
[Full Text][Citation analysis]		paper93
2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2021Natural rate chimera and bond pricing reality In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2020Natural rate chimera and bond pricing reality.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
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This paper has nother version. Agregated cites: 16		paper
2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model In: Working Paper Series.
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2025Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model.(2025) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 0		article
2008An affine macro-finance term structure model for the euro area In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article8
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 nother version. Agregated cites: 8		paper
2011The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 In: Economics Letters.
[Full Text][Citation analysis]		article156
2008How useful is the concept of the natural real rate of interest for monetary policy? In: Cambridge Journal of Economics.
[Full Text][Citation analysis]		article22
2005Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0
2006Optimal Monetary Policy Response to Distortionary Tax Changes In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper1
2006Term Structure Modeling and Estimation in a State Space Framework In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		book2
2008Bond pricing when the short-term interest rate follows a threshold process In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2006Bond pricing when the short term interest rate follows a threshold process.(2006) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 2		paper
2005Money demand and macroeconomic uncertainty In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper81
2013What 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]		paper3
2015A Shadow-Rate Term Structure Model for the Euro Area In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper4

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