Wolfgang Lemke : Citation Profile


Are you Wolfgang Lemke?

European Central Bank

13

H index

16

i10 index

860

Citations

RESEARCH PRODUCTION:

10

Articles

30

Papers

1

Books

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 47
   Journals where Wolfgang Lemke has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 15 (1.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple433
   Updated: 2024-04-18    RAS profile: 2024-03-07    
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Relations with other researchers


Works with:

Altavilla, Carlo (3)

Brand, Claus (3)

Iania, Leonardo (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)

Gómez-Puig, Marta (17)

Dreger, Christian (17)

Sosvilla-Rivero, Simon (17)

Sahuc, Jean-Guillaume (15)

Osterloh, Steffen (14)

Peydro, Jose-Luis (13)

Wolff, Guntram (11)

Zlobins, Andrejs (11)

Altavilla, Carlo (11)

Peltonen, Tuomas (10)

Cites to:

Altavilla, Carlo (46)

Giannone, Domenico (27)

Gürkaynak, Refet (25)

Gertler, Mark (23)

Williams, John (23)

Galí, Jordi (22)

Rudebusch, Glenn (21)

Marcellino, Massimiliano (19)

Smets, Frank (18)

Singleton, Kenneth (17)

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
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 (2024 and 2023)


YearTitle of citing document
2023Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?. (2023). Tehranian, Kian. In: Papers. RePEc:arx:papers:2308.16200.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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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.

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2023The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3.

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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
2023Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x.

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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.

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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.

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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.

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2023No-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.

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2023Reinforcement 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.

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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.

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2023The 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.

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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.

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2023Asymmetric 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.

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2023Decomposing 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.

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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.

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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.

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2023Time-varying ambiguity shocks and business cycles. (2023). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:1094.

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2023Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305.

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2023Time 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.

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2023.

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2023Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023.

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Works by Wolfgang Lemke:


YearTitleTypeCited
2019A Macro-Financial Analysis of the Corporate Bond Market In: LIDAM Reprints LFIN.
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paper3
2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 3
paper
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.
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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.
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article31
2011Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers.
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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.
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paper87
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: 87
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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This paper has nother version. Agregated cites: 87
paper
2020Natural Rate Chimera and Bond Pricing Reality In: Working Papers.
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paper11
2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 In: Occasional Paper Series.
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paper8
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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paper15
2009The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 In: Working Paper Series.
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paper161
2010Predicting recession probabilities with financial variables over multiple horizons In: Working Paper Series.
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paper19
2017Below the zero lower bound: a shadow-rate term structure model for the euro area In: Working Paper Series.
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paper91
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: 91
paper
2017Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme In: Working Paper Series.
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paper11
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: 11
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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: 11
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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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paper17
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: 17
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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2019A tale of two decades: the ECB’s monetary policy at 20 In: Working Paper Series.
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paper86
2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies In: Working Paper Series.
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paper11
2021Natural rate chimera and bond pricing reality In: Working Paper Series.
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paper14
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: 14
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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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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
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2011The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 In: Economics Letters.
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article154
2008How useful is the concept of the natural real rate of interest for monetary policy? In: Cambridge Journal of Economics.
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article21
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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paper0
2006Optimal Monetary Policy Response to Distortionary Tax Changes In: Computing in Economics and Finance 2006.
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paper1
2006Term Structure Modeling and Estimation in a State Space Framework In: Lecture Notes in Economics and Mathematical Systems.
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book2
2008Bond pricing when the short-term interest rate follows a threshold process In: Quantitative Finance.
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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
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2005Money demand and macroeconomic uncertainty In: Discussion Paper Series 1: Economic Studies.
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paper80
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.
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2015A Shadow-Rate Term Structure Model for the Euro Area In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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