Wolfgang Lemke : Citation Profile


Are you Wolfgang Lemke?

European Central Bank

13

H index

15

i10 index

834

Citations

RESEARCH PRODUCTION:

9

Articles

30

Papers

1

Books

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 52
   Journals where Wolfgang Lemke has often published
   Relations with other researchers
   Recent citing documents: 125.    Total self citations: 14 (1.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple433
   Updated: 2023-08-19    RAS profile: 2023-07-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Iania, Leonardo (4)

Brand, Claus (3)

Lyrio, Marco (3)

Altavilla, Carlo (3)

Dewachter, Hans (3)

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)

Dreger, Christian (17)

Sosvilla-Rivero, Simon (17)

Gómez-Puig, Marta (15)

Osterloh, Steffen (14)

Sahuc, Jean-Guillaume (14)

Peydro, Jose-Luis (11)

Altavilla, Carlo (11)

Wolff, Guntram (11)

Marcellino, Massimiliano (10)

Feld, Lars (10)

Cites to:

Altavilla, Carlo (46)

Giannone, Domenico (27)

Gürkaynak, Refet (25)

Williams, John (23)

Gertler, Mark (23)

Galí, Jordi (22)

Rudebusch, Glenn (21)

Smets, Frank (18)

Marcellino, Massimiliano (17)

Singleton, Kenneth (16)

Brugnolini, Luca (15)

Main data


Where Wolfgang Lemke has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank10
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank6
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
VfS Annual Conference 2020 (Virtual Conference): Gender Economics / Verein für Socialpolitik / German Economic Association2

Recent works citing Wolfgang Lemke (2022 and 2021)


YearTitle of citing document
2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Inflation tolerance ranges in the new keynesian model. (2021). Matheron, Julien ; Marx, Magali ; le Bihan, Herve. In: Working Papers. RePEc:bde:wpaper:2142.

Full description at Econpapers || Download paper

2022Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices. (2022). Matheron, Julien ; le Bihan, Herve ; Dupraz, Stephane. In: Working Papers. RePEc:bde:wpaper:2218.

Full description at Econpapers || Download paper

2022The Term Structure of Interest Rates in a Heterogeneous Monetary Union. (2022). Thomas, Carlos ; Nuo, Galo ; Costain, James. In: Working Papers. RePEc:bde:wpaper:2223.

Full description at Econpapers || Download paper

2021Inflation expectations and the ECB’s perceived inflation objective: novel evidence from firm-level data. (2021). Zevi, Giordano ; Tagliabracci, Alex ; Bottone, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_621_21.

Full description at Econpapers || Download paper

2021De-anchored long-term inflation expectations in a low growth, low rate environment. (2021). Tagliabracci, Alex ; Corsello, Francesco ; Neri, Stefano ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_624_21.

Full description at Econpapers || Download paper

2021Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework. (2021). Vacca, Valerio ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andr ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_626_21.

Full description at Econpapers || Download paper

2021From SMP to PEPP: a further look at the risk endogeneity of the Central Bank. (2021). Scalia, Antonio ; Palazzo, Gerardo ; Gariano, Giulio ; Fruzzetti, Marco. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_011_21.

Full description at Econpapers || Download paper

2021The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23.

Full description at Econpapers || Download paper

2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

Full description at Econpapers || Download paper

2021Inflation tolerance ranges in the New Keynesian model. (2021). Matheron, Julien ; LE BIHAN, Hervé ; Magali, Marx. In: Working papers. RePEc:bfr:banfra:820.

Full description at Econpapers || Download paper

2021Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828.

Full description at Econpapers || Download paper

2021Paying Banks to Lend? Evidence from the Eurosystems TLTRO and the Euro Area Credit Registry. (2021). Vari, Miklos ; Nguyen, Benoit ; Grossmann-Wirth, Vincent ; da Silva, Emilie. In: Working papers. RePEc:bfr:banfra:848.

Full description at Econpapers || Download paper

2022Lost in Negative Territory? Search for Yield!. (2022). Sahuc, Jean-Guillaume ; Horny, Guillaume ; Mattia, Girotti. In: Working papers. RePEc:bfr:banfra:877.

Full description at Econpapers || Download paper

2021Fiscal and monetary policy interactions in a low interest rate world. (2021). Orphanides, Athanasios ; Mojon, Benoit ; Lombardi, Marco ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:954.

Full description at Econpapers || Download paper

2021Navigating by r*: safe or hazardous?. (2021). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:982.

Full description at Econpapers || Download paper

2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

Full description at Econpapers || Download paper

2023Understanding 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

2021The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis. (2021). Jalasjoki, Pirkka ; Granziera, Eleonora ; Paloviita, Maritta. In: Working Paper. RePEc:bno:worpap:2021_1.

Full description at Econpapers || Download paper

2021The bias and efficiency of the ECB inflation projections: a State dependent analysis. (2021). Paloviita, Maritta ; Jalasjoki, Pirkka ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_007.

Full description at Econpapers || Download paper

2022Monetary policy and inequality : The Finnish case. (2022). Gulan, Adam ; Silvo, Aino ; Maki-Franti, Petri ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_003.

Full description at Econpapers || Download paper

2021The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces. (2021). Skotida, Ifigeneia ; Argiri, Eleni. In: Economic Bulletin. RePEc:bog:econbl:y:2021:i:54:p:23-57.

Full description at Econpapers || Download paper

2021The ECBs Policy, the Recovery Fund and the Importance of Trust: The Case of Greece. (2021). Dimakopoulou, Vasiliki ; Philippopoulos, Apostolis ; Economides, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9371.

Full description at Econpapers || Download paper

2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

Full description at Econpapers || Download paper

2022On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951.

Full description at Econpapers || Download paper

2021Trust in the ECB in turbulent times. (2021). Samarina, Anna ; van der Cruijsen, Carin. In: Working Papers. RePEc:dnb:dnbwpp:722.

Full description at Econpapers || Download paper

2022The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?. (2022). Hudepohl, Tom ; de Souza, Toms Carrera. In: Working Papers. RePEc:dnb:dnbwpp:745.

Full description at Econpapers || Download paper

2022Lost in Negative Territory? Search for Yield!. (2022). Sahuc, Jean-Guillaume ; Horny, Guillaume ; Girotti, Mattia. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-10.

Full description at Econpapers || Download paper

2022A Tiering Rule to Balance the Impact of Negative Policy Rates on Banks. (2022). Sahuc, Jean-Guillaume ; Nguyen, Benoit ; Girotti, Mattia. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-4.

Full description at Econpapers || Download paper

2021The ECB’s price stability framework: past experience, and current and future challenges. (2021). Zevi, Giordano ; Weber, Henning ; Schmidt, Sebastian ; Ristiniemi, Annukka ; Pisani, Massimiliano ; Nikolov, Kalin ; Meyler, Aidan ; Matheron, Julien ; Mazelis, Falk ; Locarno, Alberto ; Hurtado, Samuel ; Giesen, Sebastian ; Gautier, Erwan ; Ehrmann, Michael ; Coenen, Günter ; Aguilar, Pablo ; Cecion, Martina ; Dupraz, Stephane ; Sturm, Michael ; Hoffmann, Mathias ; Gomes, Sandra ; Rannenberg, Ansgar ; Pavlova, Lora ; Ioannidis, Michael ; Monch, Emanuel ; Hammermann, Felix ; Maletic, Matjaz ; Al-Haschimi, Alexander ; Kontulainen, Jarmo ; Dobrew, Michael ; Stevens, Arnoud ; Cleanthous, Lena ; Scheer, Alexander ; Gilbert, Niels ; Kok, Christoffer ; Papageorgiou, Dimitris ; Hutchinson, John ; Haavio, Markus ; Lojsc
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2021Monetary-fiscal policy interactions in the euro area. (2021). Schmidt, Sebastian ; Poelhekke, Steven ; Pisani, Massimiliano ; Mazelis, Falk ; Kataryniuk, Iván ; Freier, Maximilian ; Ferdinandusse, Marien ; Debrun, Xavier ; Cimadomo, Jacopo ; Bonam, Dennis ; Hammermann, Felix ; Vladu, Andreea ; Muggenthaler, Philip ; Kording, Julia ; Checherita-Westphal, Cristina ; Penciu, Alexandru ; Faria, Thomas ; Vansteenkiste, Isabel ; Pool, Sebastiaan ; Gerke, Rafael ; Valenta, Vilem ; Bletzinger, Tilman ; Montes-Galdon, Carlos ; Ferrero, Guiseppe ; da Costa, Jose Cardoso ; Paulus, Alari ; Eisenschmidt, Jens ; Masuch, Klaus ; Kamps, Christophe ; Gardo, Sandor ; Trzcinska, Agnieszka ; Barthelemy, Jean ; Marrazzo, Marco ; Jacquinot, Pascal ; Campos, Maria ; Ozden, Talga ; Semeano, Joo Domingues ; Sauer, Stephan ; Christ
2022Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290.

Full description at Econpapers || Download paper

2022Two-tier system for remunerating excess reserve holdings. (2022). Pool, Sebastiaan ; Eisenschmidt, Jens ; della Valle, Guido ; Corsi, Marco ; Burlon, Lorenzo ; Boucinha, Miguel ; Marmara, Iwona ; Vergote, Olivier ; Schumacher, Julian. In: Occasional Paper Series. RePEc:ecb:ecbops:2022302.

Full description at Econpapers || Download paper

2022A tale of three crises: synergies between ECB tasks. (2022). Hobelsberger, Karin ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco ; Kok, Christoffer. In: Occasional Paper Series. RePEc:ecb:ecbops:2022305.

Full description at Econpapers || Download paper

2023The 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
2021Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535.

Full description at Econpapers || Download paper

2021What drives euro area financial market developments? The role of US spillovers and global risk. (2021). Schroder, Maximilian ; Guilhem, Arthur Saint ; Brandt, Lennart ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20212560.

Full description at Econpapers || Download paper

2021Euro area sovereign bond risk premia during the Covid-19 pandemic. (2021). Grimm, Niklas ; Corradin, Stefano ; Schwaab, Bernd. In: Working Paper Series. RePEc:ecb:ecbwps:20212561.

Full description at Econpapers || Download paper

2021Assessing the fiscal-monetary policy mix in the euro area. (2021). Faria, Thomas ; Christoffel, Kai ; Bakowski, Krzysztof. In: Working Paper Series. RePEc:ecb:ecbwps:20212623.

Full description at Econpapers || Download paper

2021Monetary policy communication: perspectives from former policy makers at the ECB. (2021). Ehrmann, Michael ; Phelan, Gillian ; Kedan, Danielle ; Holton, Sarah. In: Working Paper Series. RePEc:ecb:ecbwps:20212627.

Full description at Econpapers || Download paper

2022Contagion from market price impact: a price-at-risk perspective. (2022). Mingarelli, Luca ; Sydow, Matthias ; Kaijser, Michiel ; Fukker, Gabor. In: Working Paper Series. RePEc:ecb:ecbwps:20222692.

Full description at Econpapers || Download paper

2022The effects of climate change on the natural rate of interest: a critical survey. (2022). van den End, Jan Willem ; Pointner, Wolfgang ; Paolomongelli, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20222744.

Full description at Econpapers || Download paper

2022Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948.

Full description at Econpapers || Download paper

2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

Full description at Econpapers || Download paper

2023Testing 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

2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

Full description at Econpapers || Download paper

2021Heterogeneity in corporate debt structures and the transmission of monetary policy. (2021). Thurwachter, Claire ; Holm-Hadulla, Federic. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121000969.

Full description at Econpapers || Download paper

2021Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380.

Full description at Econpapers || Download paper

2022Interest rates and foreign spillovers. (2022). Zimic, Sreko ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200006x.

Full description at Econpapers || Download paper

2022Monetary policy and speculative asset markets. (2022). Boehl, Gregor. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477.

Full description at Econpapers || Download paper

2022Unconventional monetary policy, funding expectations, and firm decisions. (2022). Popov, Alexander ; Udell, Gregory F ; Ferrando, Annalisa. In: European Economic Review. RePEc:eee:eecrev:v:149:y:2022:i:c:s001429212200157x.

Full description at Econpapers || Download paper

2023Inflation 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

2023Euro 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

2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

Full description at Econpapers || Download paper

2022Determinants of European banks’ default risk. (2022). Vennet, Rudi Vander ; Soenen, Nicolas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100516x.

Full description at Econpapers || Download paper

2022Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic. (2022). Gonzalez-Fernandez, Marcos ; Garcia-Lopez, Marcos ; Gonzalez-Velasco, Carmen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005808.

Full description at Econpapers || Download paper

2021Am I riskier if I rescue my banks? Beyond the effects of bailouts. (2021). Suarez, Nuria ; Salvador, Carlos ; Cuadros-Solas, Pedro J. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000942.

Full description at Econpapers || Download paper

2022Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts. (2022). Takahashi, Koji ; Takaoka, Sumiko. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000389.

Full description at Econpapers || Download paper

2022Financial shocks, credit spreads, and the international credit channel. (2022). Sokol, Andrej ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001239.

Full description at Econpapers || Download paper

2021QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x.

Full description at Econpapers || Download paper

2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

Full description at Econpapers || Download paper

2021The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review. (2021). Kunze, Frederik ; Gonzalez, Miguel Rodriguez ; Meier, Samira. In: International Review of Law and Economics. RePEc:eee:irlaec:v:65:y:2021:i:c:s0144818820301587.

Full description at Econpapers || Download paper

2021Monetary financing and fiscal discipline. (2021). Hülsewig, Oliver ; Steinbach, Armin ; Hulsewig, Oliver. In: International Review of Law and Economics. RePEc:eee:irlaec:v:68:y:2021:i:c:s0144818821000284.

Full description at Econpapers || Download paper

2023A 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

2021Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze. (2021). Tengulov, Angel ; Nowak, Eric ; Haas, Marlene D ; Allen, Franklin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:166-194.

Full description at Econpapers || Download paper

2022Is there a zero lower bound? The effects of negative policy rates on banks and firms. (2022). Giannetti, Mariassunta ; Burlon, Lorenzo ; Holton, Sarah ; Altavilla, Carlo ; Carlo Altavilla , . In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:3:p:885-907.

Full description at Econpapers || Download paper

2022Expansionary yet different: Credit supply and real effects of negative interest rate policy. (2022). Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita ; Sette, Enrico ; Presbitero, Andrea F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:754-778.

Full description at Econpapers || Download paper

2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

Full description at Econpapers || Download paper

2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

Full description at Econpapers || Download paper

2022How similar are country- and sector-responses to common shocks within the euro area?. (2022). Sturm, Jan-Egbert ; Streicher, Sina ; Rathke, Alexander. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620302692.

Full description at Econpapers || Download paper

2022Interest rate risk and monetary policy normalisation in the euro area. (2022). Reghezza, Alessio ; D'Acri, Costanza Rodriguez ; Pancotto, Livia ; Molyneux, Philip. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000274.

Full description at Econpapers || Download paper

2022Potential growth and natural yield curve in Japan. (2022). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000316.

Full description at Econpapers || Download paper

2021Asymmetric monetary policy rules for the euro area and the US. (2021). Ristiniemi, Annukka ; Maih, Junior ; Mazelis, Falk ; Motto, Roberto. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000756.

Full description at Econpapers || Download paper

2022Inflation, oil prices and exchange rates. The Euro’s dampening effect. (2022). Luis, Hierro ; Antonio, Garzon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:130-146.

Full description at Econpapers || Download paper

2022What goes around comes around: How large are spillbacks from US monetary policy?. (2022). Schumann, Ben ; Georgiadis, Georgios ; Breitenlechner, Max. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:45-60.

Full description at Econpapers || Download paper

2023Dynamic 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

2021Interest-rate setting and communication at the ECB in its first twenty years. (2021). Jung, Alexander ; Cour-Thimann, Philippine. In: European Journal of Political Economy. RePEc:eee:poleco:v:70:y:2021:i:c:s0176268021000409.

Full description at Econpapers || Download paper

2022Monetary policy decision-making by committee: Why, when and how it can work. (2022). Rieder, Kilian. In: European Journal of Political Economy. RePEc:eee:poleco:v:72:y:2022:i:c:s017626802100080x.

Full description at Econpapers || Download paper

2023The 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

2022Considerations on the Legacy of Ordoliberalism in European Monetary Policy. (2022). Pacella, Andrea ; Davanzati, Guglielmo Forges ; Figuera, Stefano. In: HISTORY OF ECONOMIC THOUGHT AND POLICY. RePEc:fan:spespe:v:html10.3280/spe2022-002004.

Full description at Econpapers || Download paper

2021Contagious Switching. (2019). Soques, Daniel ; Piger, Jeremy ; Owyang, Michael. In: Working Papers. RePEc:fip:fedlwp:2019-014.

Full description at Econpapers || Download paper

2021Binary Conditional Forecasts. (2019). Owyang, Michael ; McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2019-029.

Full description at Econpapers || Download paper

2021Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Post-Print. RePEc:hal:journl:hal-03361418.

Full description at Econpapers || Download paper

2022The No-Gold Central Banks. (2022). Matthijs, Herman ; Scholliers, Mark. In: Review of European Studies. RePEc:ibn:resjnl:v:14:y:2022:i:3:p:43.

Full description at Econpapers || Download paper

2021The Power of Central Bank Balance Sheets. (2021). Orphanides, Athanasios. In: Monetary and Economic Studies. RePEc:ime:imemes:v:39:y:2021:p:35-54.

Full description at Econpapers || Download paper

2022U.S. and Euro Area Monetary and Fiscal Interactions During the Pandemic: A Structural Analysis. (2022). Nguyen, Vina ; Hodge, Andrew ; Jakab, Zoltan ; Linde, Jesper. In: IMF Working Papers. RePEc:imf:imfwpa:2022/222.

Full description at Econpapers || Download paper

2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217.

Full description at Econpapers || Download paper

2021Dynamics of consumption distribution and economic fluctuations. (2021). Heydari, Hassan ; Keikha, Alireza ; Najarzadeh, Reza. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:3:d:10.1007_s10644-020-09303-7.

Full description at Econpapers || Download paper

2022The past, present and future of euro area monetary-fiscal interactions. (2022). Whelan, Karl. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:3:d:10.1007_s10368-022-00531-y.

Full description at Econpapers || Download paper

2022Should they stay or should they go? Negative interest rate policies under review. (2022). Beckmann, Joscha ; Jannsen, Nils ; Gern, Klaus-Jurgen. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:4:d:10.1007_s10368-022-00547-4.

Full description at Econpapers || Download paper

2021Debt and Private Investment: Does the EU Suffer from a Debt Overhang?. (2021). picarelli, mattia osvaldo ; Vanlaer, Willem ; Marneffe, Wim. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-021-09621-x.

Full description at Econpapers || Download paper

2022The European Monetary Policy Responses During the Pandemic Crisis. (2022). Messori, Marcello ; Benigno, Pierpaolo ; Canofari, Paolo ; Bartolomeo, Giovanni. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:4:d:10.1007_s11079-022-09665-7.

Full description at Econpapers || Download paper

2023Fundamentals, 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

2021Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area. (2019). Demiralp, Selva ; Vlassopoulos, Thomas ; Eisenschmidt, Jens. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1910.

Full description at Econpapers || Download paper

2021On the Time-varying Effects of the ECBs Asset Purchases. (2021). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202102.

Full description at Econpapers || Download paper

2022Into the Universe of Unconventional Monetary Policy: State-dependence, Interaction and Complementarities. (2022). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202205.

Full description at Econpapers || Download paper

2022The spillover of euro area shocks to the Maltese economy. (2022). Ruisi, Germano ; Gatt, William . In: CBM Working Papers. RePEc:mlt:wpaper:0322.

Full description at Econpapers || Download paper

2021The effects of the monetary policy response to the COVID-19 pandemic: preliminary evidence from a pilot study using Austrian bank-level data. (2021). Rieder, Kilian ; Kwapil, Claudia. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2021:i:q4/20-q1/21:b:6.

Full description at Econpapers || Download paper

2021How loose, how tight? A measure of monetary and fiscal stance for the euro area*. (2021). Villa, Stefania ; Batini, Nicoletta ; Melina, Giovanni ; Cantelmo, Alessandro. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:73:y:2021:i:4:p:1536-1556..

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
This paper has another 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]
article30
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.
[Full Text][Citation analysis]
This paper has another 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]
paper84
2016The 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 another version. Agregated cites: 84
article
2011The 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 another version. Agregated cites: 84
paper
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]
paper7
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]
paper15
2009The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 In: Working Paper Series.
[Full Text][Citation analysis]
paper161
2010Predicting recession probabilities with financial variables over multiple horizons In: Working Paper Series.
[Full Text][Citation analysis]
paper17
2017Below the zero lower bound: a shadow-rate term structure model for the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper87
2016Below 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 another version. Agregated cites: 87
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]
paper8
2020Dissecting 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 another version. Agregated cites: 8
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2019Tracing the impact of the ECB’s asset purchase programme on the yield curve In: Working Paper Series.
[Full Text][Citation analysis]
paper15
2020Tracing 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 another version. Agregated cites: 15
paper
2019A tale of two decades: the ECB’s monetary policy at 20 In: Working Paper Series.
[Full Text][Citation analysis]
paper86
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]
paper10
2021Natural rate chimera and bond pricing reality In: Working Paper Series.
[Full Text][Citation analysis]
paper13
2020Natural rate chimera and bond pricing reality.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
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.
[Full Text][Citation analysis]
This paper has another 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]
article151
2008How useful is the concept of the natural real rate of interest for monetary policy? In: Cambridge Journal of Economics.
[Full Text][Citation analysis]
article19
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2005Money demand and macroeconomic uncertainty In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
paper78
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]
paper2
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team