Wolfgang Lemke : Citation Profile


Are you Wolfgang Lemke?

European Central Bank

13

H index

15

i10 index

844

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: 66.    Total self citations: 14 (1.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple433
   Updated: 2023-11-04    RAS profile: 2023-07-09    
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Relations with other researchers


Works with:

Iania, Leonardo (4)

Dewachter, Hans (3)

Brand, Claus (3)

Altavilla, Carlo (3)

Lyrio, Marco (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)

Sosvilla-Rivero, Simon (17)

Dreger, Christian (17)

Gómez-Puig, Marta (15)

Sahuc, Jean-Guillaume (15)

Osterloh, Steffen (14)

Altavilla, Carlo (11)

Peydro, Jose-Luis (11)

Wolff, Guntram (11)

Marcellino, Massimiliano (10)

Alter, Adrian (10)

Cites to:

Altavilla, Carlo (46)

Giannone, Domenico (27)

Gürkaynak, Refet (25)

Williams, John (23)

Gertler, Mark (23)

Galí, Jordi (22)

Rudebusch, Glenn (21)

Marcellino, Massimiliano (19)

Smets, Frank (18)

Singleton, Kenneth (17)

Watson, Mark (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 fr Socialpolitik / German Economic Association2

Recent works citing Wolfgang Lemke (2023 and 2022)


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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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.

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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.

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

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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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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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
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.

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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.

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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.

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2022International currency substitution and the demand for money in the euro area. (2022). de Freitas, Miguel Lebre. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003017.

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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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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.

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

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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.

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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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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.

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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.

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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.

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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.

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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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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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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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.

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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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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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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.

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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.

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2023Tracing 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.

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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.

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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.

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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.

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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.

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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.

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

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

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2022ECB Monetary Policy and the Term Structure of Bank Default Risk. (2022). Vennet, Rudi Vander ; Soenen, Nicolas ; Beernaert, Tom. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:22/1050.

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2022Policy Impact Analysis of Housing Policies Using Housing Cycles. (2022). Kwon, Hyuck Shin ; Bang, Doo Won. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:3:p:21582440221113844.

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2022Changes in inflation compensation and oil prices: short-term and long-term dynamics. (2022). Ribeiro, Pedro Pires ; da Cunha, Ines ; Nicolau, Joo. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02032-4.

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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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2022Real deposit rate and credit supply nexus in ECOWAS. (2022). Olohunlana, Aminat ; ADELEYE, Ngozi ; Adusei, Michael ; Jamal, Abdul ; Sankaran, Arumugam ; Akinyemi-Babajide, Opeyemi. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:2:d:10.1007_s43546-021-00194-y.

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2022Expectations and term premia in EFSF bond yields. (2022). Vangelista, Elisabetta ; Ricci, Lorenzo ; Carriero, Andrea. In: Working Papers. RePEc:stm:wpaper:54.

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2022Monetary overhang in times of covid: evidence from the euro area. (2022). , Ivo. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:35:p:4030-4042.

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2022Contagious switching. (2022). Owyang, Michael ; Soques, Daniel ; Piger, Jeremy. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:415-432.

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2022Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years. (2022). Lambrias, Kyriacos ; Kontogeorgos, G. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:213-229.

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2023.

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2022.

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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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2022The global financial cycle and macroeconomic tail risks. (2022). Schuler, Yves ; Prieto, Esteban ; Metiu, Norbert ; Emter, Lorenz ; Beutel, Johannes. In: Discussion Papers. RePEc:zbw:bubdps:432022.

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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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2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research.
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2019A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics.
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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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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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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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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.
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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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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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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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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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2019Tracing the impact of the ECB’s asset purchase programme on the yield curve In: Working Paper Series.
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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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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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2021Natural rate chimera and bond pricing reality In: Working Paper Series.
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2020Natural rate chimera and bond pricing reality.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
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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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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: 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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