Peter Tillmann : Citation Profile


Are you Peter Tillmann?

Justus-Liebig-Universität Gießen

18

H index

32

i10 index

1024

Citations

RESEARCH PRODUCTION:

51

Articles

59

Papers

1

Books

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 53
   Journals where Peter Tillmann has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 33 (3.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pti99
   Updated: 2024-07-05    RAS profile: 2020-08-24    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Tillmann.

Is cited by:

Hubert, Paul (26)

Jung, Alexander (21)

GUPTA, RANGAN (18)

Bennani, Hamza (14)

Dai, Meixing (14)

El-Shagi, Makram (13)

André, Marine (13)

Neuenkirch, Matthias (11)

Romelli, Davide (10)

Ehrmann, Michael (10)

Cumming, Fergus (10)

Cites to:

Milesi-Ferretti, Gian Maria (37)

Rogoff, Kenneth (35)

Wieland, Volker (28)

Lane, Philip (27)

Orphanides, Athanasios (23)

Swanson, Eric (21)

Gertler, Mark (21)

Romer, David (19)

Fratzscher, Marcel (19)

Gorodnichenko, Yuriy (18)

de Haan, Jakob (17)

Main data


Where Peter Tillmann has published?


Journals with more than one article published# docs
Economics Letters7
Journal of International Money and Finance5
Journal of Macroeconomics3
Applied Economics Letters2
ifo Schnelldienst2
Empirical Economics2
European Journal of Political Economy2
China Economic Review2
German Economic Review2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)33
Working Papers / Hong Kong Institute for Monetary Research4
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein fr Socialpolitik / German Economic Association3
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)2

Recent works citing Peter Tillmann (2024 and 2023)


YearTitle of citing document
2023Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023On the unimportance of commitment for monetary policy. (2023). Paez-Farrell, Juan. In: Papers. RePEc:arx:papers:2308.08044.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912.

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2023US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915.

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2023Dampening global financial shocks: can macroprudential regulation help (more than capital controls)?. (2023). Sandri, Katharina Damiano ; Hansen, Niels-Jakob ; Grigoli, Francesco ; Bergant, Katharina. In: BIS Working Papers. RePEc:bis:biswps:1097.

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2023Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266.

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2024State?owned enterprises and entrusted lending: Economic growth and business cycles in China. (2024). Zhang, Shuonan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:197-222.

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2023Financial development and the effect of cross?border bank flows on house prices. (2023). Hyde, Stuart ; Cho, Sungjun ; Romero, Nestor. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:39-63.

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2023Capital?flow volatility in emerging markets: A panel GARCH approach. (2023). Erden, Lutfi ; Kaya, Ahmet Ihsan. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:172-188.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451.

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2023Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770.

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2023Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2023Corporate culture, cultural diversification, and independent directors: Evidence from earnings conference calls. (2023). Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Chindasombatcharoen, Pongsapak. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000958.

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2023Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511.

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2023Is the Peoples Bank of China consistent in words and deeds?. (2023). Zhu, Chuanqi ; Chen, Liangyuan ; Mei, Ziwei ; Lin, Jianhao. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000044.

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2023Monetary policy transmission and policy coordination in China. (2023). Das, Sonali ; Song, Wenting. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001177.

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2023Monetary transmission and government investment in China. (2023). Yuan, Yufei ; Song, Zhaogang ; Han, Qian ; Zhao, Yuanhang. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001347.

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2023Quantitative easing in the US and financial cycles in emerging markets. (2023). Wesołowski, Grzegorz ; Kolasa, Marcin ; Wesoowski, Grzegorz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000374.

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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2023Long-run mechanism for house price regulation in China: Real estate tax, monetary policy or macro-prudential policy?. (2023). Alvarado, Rafael ; Pinzon, Stefania ; Wang, Chunbao ; Cuesta, Lizeth ; Cheng, Fang Nan ; Deng, Qiu Shi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:174-186.

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2023Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023Optimal monetary policy delegation in a small-open new Keynesian model with robust control. (2023). Okano, Mitsuhiro ; Ida, Daisuke. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003911.

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2023Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316.

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2023European exchange rate adjustments in response to COVID-19, containment measures and stabilization policies. (2023). Klose, Jens. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003061.

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2024Monetary policy surprises and corporate investment growth in China. (2024). Zhang, Lin ; Chen, Yinghui ; Jiang, Lunan. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004273.

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2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

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2023What is that noise? Analysing sentiment-based variation in central bank communication. (2023). Zahner, Johannes ; Hayo, Bernd. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004360.

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2023Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy. (2023). Nitschka, Thomas ; Ramelet, Marc-Antoine. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003336.

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2023The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

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2023Corporate culture and board gender diversity: Evidence from textual analysis. (2023). Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Wongsinhirun, Nopparat. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000509.

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2023Monetary policy as market stabilizer in the COVID-19 pandemic. (2023). Xiao, Yajun ; Chen, Yang ; Shan, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300332x.

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2023Impact of US monetary policy uncertainty on RMB exchange rate volatility:The role of international capital flows. (2023). Wang, Weiqiang ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009546.

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2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

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2023Stock market response to Covid-19, containment measures and stabilization policies—The case of Europe. (2023). Klose, Jens ; Tillmann, Peter. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:29-44.

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2023How do real and monetary integrations affect inflation dynamics?. (2023). Saygili, Hulya. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:18-27.

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2023Geopolitical risk and the dynamics of international capital flows. (2023). Xu, Yang ; Vigne, Samuel ; Han, Liyan ; Feng, Chaonan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001652.

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2023Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. (2023). Anastasiou, Dimitris ; Krokida, Styliani Iris ; Katsafados, Apostolos ; Tzomakas, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000744.

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2023Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches. (2023). Sestieri, Giulia ; Odendahl, Florens ; Istrefi, Klodiana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000456.

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2023The FOMC’s new individual economic projections and macroeconomic theories. (2023). Arai, Natsuki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000705.

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2023Shadow banking of non-financial firms: Arbitrage between formal and informal credit markets in China. (2023). Wang, Yongqin ; Li, Chang ; Du, Julan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000153.

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2023Perceived monetary policy uncertainty. (2023). Beckmann, Joscha ; Czudaj, Robert L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001644.

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2023Effects of LTV announcements in EU economies. (2023). Giuliodori, Massimo ; Mokas, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000396.

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2023Lockdown spillovers*. (2023). Tillmann, Peter ; Chen, Hongyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000918.

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2023One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979.

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2023Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?. (2023). Tsouknidis, Dimitris ; Anastasiou, Dimitris ; Drakos, Konstantinos ; Krokida, Styliani-Iris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001511.

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2023Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms. (2023). Cho, Dooyeon ; Im, Pullip. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001614.

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2024Is the Bank of Canada concerned about inflation or the state of the economy?. (2024). Shiamptanis, Christos ; Pang, KE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s026156062300178x.

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

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2024ECB communication policies: An overview and comparison with the Federal Reserve. (2024). de Haan, Jakob ; Hoogduin, Lex. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000378.

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2024Household heterogeneity and the price puzzle in a new Keynesian model. (2024). Ida, Daisuke. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070424000028.

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2023Will geopolitical risks only inhibit corporate investment? Evidence from China. (2023). Zhu, Sha ; Xiong, Deping ; Lai, Fujun ; Tan, Yanzhi ; Li, Yunzhong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002056.

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2023Banking deregulation and export product quality. (2023). Hu, Debao ; Si, Deng-Kui ; Qiu, Guojing ; Li, Xinqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002378.

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2023Customer concentration, managerial risk aversion, and independent directors: A quasi-natural experiment. (2023). Lee, Sang Mook ; Jiraporn, Pornsit ; Kijkasiwat, Ploypailin ; Chatjuthamard, Pattanaporn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:358-368.

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2024Optimal chonsei to monthly rent conversion choice given borrowing constraints. (2024). Ryu, Doojin ; Ahn, Seryoong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:28-42.

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2023An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay. (2023). Garcia-Hiernaux, Alfredo ; Brum-Civelli, Conrado. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:206-219.

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2024The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy. (2024). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:831-844.

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2024Monetary policy in China: A Factor Augmented VAR approach. (2024). Tang, Biyan ; Kitenge, Erick ; Yemba, Boniface ; Gaekwad, Neepa B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:975-1008.

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2023Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767.

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2023How the PBoC´s new MLF affects the yield curve. (2023). El-Shagi, Makram ; Jiang, Lunan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202301.

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2023The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395.

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2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Adams, Travis ; Silva, Diego ; Ajello, Andrea. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-34.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2023). Yang, Xiye ; Neely, Christopher J ; McMahon, Michael ; Erdemlioglu, Deniz ; Ahrens, Maximilian. In: Working Papers. RePEc:fip:fedlwp:96270.

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2023Stylized Facts of the FOMC’s Longer-Run Forecasts. (2023). Marquez, Jaime. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:152-:d:1079337.

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2023.

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2023Do the projected fiscal deficits play a role in ECB monetary policymaking?. (2023). Pereira, Francisco Gomes ; Jurkas, Linas. In: Working Papers REM. RePEc:ise:remwps:wp02582023.

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2024Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. (2024). Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0.

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2023China’s Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2023). Nuutilainen, Riikka ; Breitenlechner, Max. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09705-2.

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2024Effect of a cost channel on monetary policy transmission in a behavioral New Keynesian model. (2024). Ida, Daisuke ; Kaminoyama, Kenichi. In: MPRA Paper. RePEc:pra:mprapa:120424.

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2023Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses. (2023). Wang, Jikai ; Feng, Kai ; Hong, Yanran ; Hu, Yang. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:264-286.

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2023Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y.

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2023Remittance flows and US monetary policy. (2023). Tillmann, Peter ; Machasio, Immaculate. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:3:d:10.1007_s10290-022-00478-x.

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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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2023Monetary policy and financial markets: evidence from Twitter traffic. (2023). Rubera, Gaia ; Romelli, Davide ; Masciandaro, Donato. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1023.

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2024Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533.

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2023General Bayesian time?varying parameter vector autoregressions for modeling government bond yields. (2023). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87.

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2023Lower Bound Uncertainty and Long?Term Interest Rates. (2023). Grisse, Christian. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:619-634.

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2023.

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2023Banks net interest margin and changes in the term structure. (2023). Heckmann-Draisbach, Lotta ; Memmel, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:112023.

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2023Effects of the ECBs communication on government bond spreads. (2023). Zimmermann, Lilli ; Russnak, Jan ; Neugebauer, Frederik ; Garcia, Sebastian Camarero. In: Discussion Papers. RePEc:zbw:bubdps:212023.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122.

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2023Financial technologies and the effectiveness of monetary policy transmission. (2020). Kwak, Boreum ; Hasan, Iftekhar ; Li, Xiang. In: IWH Discussion Papers. RePEc:zbw:iwhdps:262020.

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Works by Peter Tillmann:


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2017A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development.
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2013Does a good central banker make a difference?.(2013) In: Research Papers in Economics.
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2007Robust Monetary Policy with the Cost Channel.(2007) In: European Economy - Economic Papers 2008 - 2015.
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2012Has Inflation Persistence Changed under EMU? In: German Economic Review.
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2003The Regime?Dependent Determination of Credibility: A New Look at European Interest Rate Differentials In: German Economic Review.
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2001The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials.(2001) In: IWP Discussion Paper Series.
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2011Inflation Targeting and Regional Inflation Persistence: Evidence from Korea.(2011) In: MAGKS Papers on Economics.
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2009Does Model Uncertainty Justify Conservatism? Robustness and the Delegation of Monetary Policy In: The B.E. Journal of Macroeconomics.
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2012The changing dynamics of US inflation persistence: a quantile regression approach.(2012) In: MAGKS Papers on Economics.
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2014The changing dynamics of US inflation persistence: A quantile regression approach.(2014) In: Economics Working Papers.
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2014The changing dynamics of US inflation persistence: A quantile regression approach.(2014) In: Kiel Working Papers.
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2012The changing dynamics of US inflation persistence: A quantile regression approach.(2012) In: IMFS Working Paper Series.
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2010Purchase of government bonds by the ECB: How should the open market policy of the European Central Bank be assessed? In: ifo Schnelldienst.
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2011The ECB’s difficult return to normality: a proposal In: ifo Schnelldienst.
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2010Inflation Targeting and Inflation Persistence in Asia In: CEPR Discussion Papers.
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2011PARAMETER UNCERTAINTY AND NONLINEAR MONETARY POLICY RULES In: Macroeconomic Dynamics.
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2016USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS In: Macroeconomic Dynamics.
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2010Do FOMC members believe in Okuns Law? In: Economics Bulletin.
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2004Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates In: Econometric Society 2004 North American Summer Meetings.
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2003Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates.(2003) In: Bonn Econ Discussion Papers.
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2012Inflation targeting and inflation persistence in Asia–Pacific In: Journal of Asian Economics.
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2011Inflation Targeting and Inflation Persistence in Asia-Pacific.(2011) In: Working Papers.
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2017The effectiveness of monetary policy in China: Evidence from a Qual VAR In: China Economic Review.
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2016The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR.(2016) In: Working Papers.
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2019Pushing on a string: State-owned enterprises and monetary policy transmission in China In: China Economic Review.
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2018Pushing on a String: State-Owned Enterprises and Monetary Policy Transmission in China.(2018) In: MAGKS Papers on Economics.
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2005Private sector involvement in the resolution of financial crises: How do markets react? In: Journal of Development Economics.
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2007Inflation regimes in the US term structure of interest rates In: Economic Modelling.
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2020Monetary policy on twitter and asset prices: Evidence from computational text analysis In: The North American Journal of Economics and Finance.
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2011Do FOMC members herd? In: Economics Letters.
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2010Do FOMC Members Herd?.(2010) In: MAGKS Papers on Economics.
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2010Do FOMC Members Herd?.(2010) In: WHU Working Paper Series - Economics Group.
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2012Cross-checking optimal monetary policy with information from the Taylor rule In: Economics Letters.
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2011Cross-Checking Optimal Monetary Policy with Information from the Taylor Rule.(2011) In: MAGKS Papers on Economics.
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2014Robust monetary policy, optimal delegation and misspecified potential output In: Economics Letters.
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2015Estimating the effects of macroprudential policy shocks: A Qual VAR approach In: Economics Letters.
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2019The effect of diverging communication: The case of the ECB and the Bundesbank In: Economics Letters.
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2019Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds In: Economics Letters.
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2004Disparate information and the probability of currency crises: empirical evidence In: Economics Letters.
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2019International capital flows, external assets and output volatility In: Journal of International Economics.
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2014International Capital Flows, External Assets and Output Volatility.(2014) In: MAGKS Papers on Economics.
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2014International capital flows, external assets and output volatility.(2014) In: Discussion Papers.
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2014International Capital Flows, External Assets, and Output Volatility.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2004External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR In: Journal of International Financial Markets, Institutions and Money.
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2013Capital inflows and asset prices: Evidence from emerging Asia In: Journal of Banking & Finance.
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2012Capital Inflows and Asset Prices: Evidence from Emerging Asia.(2012) In: Working Papers.
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2012Capital Inflows and Asset Prices: Evidence from Emerging Asia.(2012) In: MAGKS Papers on Economics.
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2012Capital inflows and asset prices: Evidence from emerging Asia.(2012) In: IMFS Working Paper Series.
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2009The time-varying cost channel of monetary transmission In: Journal of International Money and Finance.
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2012International financial integration and national price levels: The role of the exchange rate regime In: Journal of International Money and Finance.
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2011International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime.(2011) In: MAGKS Papers on Economics.
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2014Inflation targeting, credibility, and non-linear Taylor rules In: Journal of International Money and Finance.
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2012Inflation Targeting, Credibility, and Non-Linear Taylor Rules.(2012) In: MAGKS Papers on Economics.
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2014The dynamics of international capital flows: Results from a dynamic hierarchical factor model In: Journal of International Money and Finance.
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2012The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model.(2012) In: MAGKS Papers on Economics.
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2016Unconventional monetary policy and the spillovers to emerging markets In: Journal of International Money and Finance.
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2009The stabilization bias and robust monetary policy delegation In: Journal of Macroeconomics.
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2010The Feds perceived Phillips curve: Evidence from individual FOMC forecasts In: Journal of Macroeconomics.
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2009The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts.(2009) In: MAGKS Papers on Economics.
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2016The macroeconomic impact of unconventional monetary policy shocks In: Journal of Macroeconomics.
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2008The conservative central banker revisited: Too conservative is more costly than too liberal In: European Journal of Political Economy.
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2011Strategic forecasting on the FOMC In: European Journal of Political Economy.
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2010Strategic Forecasting on the FOMC.(2010) In: MAGKS Papers on Economics.
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2017The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach In: European Economy - Discussion Papers.
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2014Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets In: Working Papers.
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2017Quantitative Easing and Tapering Uncertainty: Evidence from Twitter In: International Journal of Central Banking.
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2015Quantitative Easing and Tapering Uncertainty: Evidence from Twitter.(2015) In: MAGKS Papers on Economics.
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2016Quantitative Easing and Tapering Uncertainty: Evidence from Twitter.(2016) In: Working Papers.
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2015Quantitative Easing and Tapering Uncertainty: Evidence from Twitter.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2010The changing nature of inflation persistence in Switzerland In: Empirica.
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2014Reconsidering the International Comovement of Inflation In: Open Economies Review.
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2010Monetary Policy Committees and Model Uncertainty In: MAGKS Papers on Economics.
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2011Reputation and Forecast Revisions: Evidence from the FOMC In: MAGKS Papers on Economics.
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2012Evaluating FOMC forecast ranges: an interval data approach In: MAGKS Papers on Economics.
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2014Evaluating FOMC forecast ranges: an interval data approach.(2014) In: Empirical Economics.
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2013Using forecasts to uncover the loss function of FOMC members In: MAGKS Papers on Economics.
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2013Local Inflation: Reconsidering the International Comovement of Inflation In: MAGKS Papers on Economics.
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2016Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis In: MAGKS Papers on Economics.
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2016Remittance Infl ows and State-Dependent Monetary Policy Transmission in Developing Countries In: MAGKS Papers on Economics.
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2017Remittance Inflows and State-Dependent Monetary Policy Transmission in Developing Countries.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2017The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach In: MAGKS Papers on Economics.
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2017Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks In: MAGKS Papers on Economics.
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2020Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks.(2020) In: Journal of Money, Credit and Banking.
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2018Mortgage Debt and Time-Varying Monetary Policy Transmission In: MAGKS Papers on Economics.
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2018ECB vs Bundesbank: Diverging Tones and Policy Effectiveness In: MAGKS Papers on Economics.
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2018News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy In: MAGKS Papers on Economics.
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2019The Role of Global and Domestic Shocks for In flation Dynamics: Evidence from Asia In: MAGKS Papers on Economics.
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2019Robust Monetary Policy Under Uncertainty About the Lower Bound In: MAGKS Papers on Economics.
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2019Trump Pressuring the Fed In: MAGKS Papers on Economics.
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2020Macroeconomic Surprises and the Demand for Information about Monetary Policy In: MAGKS Papers on Economics.
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2020COVID-19 and Financial Markets: A Panel Analysis for European Countries In: MAGKS Papers on Economics.
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2020Pandemic Shocks and Household Spending In: MAGKS Papers on Economics.
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2009Optimal Monetary Policy with an Uncertain Cost Channel In: Journal of Money, Credit and Banking.
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2013Capital Inflow Shocks and House Prices: Aggregate and Regional Evidence from Korea In: East Asian Economic Review.
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2017Global Liquidity and the Impact on SEACEN Economies In: Research Studies.
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2009The New Keynesian Phillips curve in Europe: does it fit or does it fail? In: Empirical Economics.
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2005The New Keynesian Phillips Curve in Europe: does it fit or does it fail?.(2005) In: Discussion Paper Series 1: Economic Studies.
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2010A note on the stability of the New Keynesian Phillips Curve in Europe In: Applied Economics Letters.
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2017‘Talking down monetary policy’ – a note In: Applied Economics Letters.
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2008Integration of financial markets and national price levels: the role of exchange rate volatility In: Discussion Paper Series 1: Economic Studies.
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