18
H index
32
i10 index
1024
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pti99 |
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: | Cites to: |
Year | Title of citing document |
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2023 | Efficiently 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. Full description at Econpapers || Download paper |
2023 | More 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. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper |
2023 | On the unimportance of commitment for monetary policy. (2023). Paez-Farrell, Juan. In: Papers. RePEc:arx:papers:2308.08044. Full description at Econpapers || Download paper |
2024 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper |
2023 | Euro 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. Full description at Econpapers || Download paper |
2023 | US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915. Full description at Econpapers || Download paper |
2023 | Dampening 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. Full description at Econpapers || Download paper |
2023 | Expectations 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. Full description at Econpapers || Download paper |
2024 | State?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. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | Capital?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. Full description at Econpapers || Download paper |
2023 | ECB 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. Full description at Econpapers || Download paper |
2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper |
2023 | Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451. Full description at Econpapers || Download paper |
2023 | Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770. Full description at Econpapers || Download paper |
2023 | Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846. Full description at Econpapers || Download paper |
2023 | US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Chinas 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Quantitative 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Long-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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Asymmetries 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Optimal 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. Full description at Econpapers || Download paper |
2023 | Shock-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. Full description at Econpapers || Download paper |
2023 | European 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. Full description at Econpapers || Download paper |
2024 | Monetary 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. Full description at Econpapers || Download paper |
2024 | Inflation 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2023 | Shock 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Geopolitical 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. Full description at Econpapers || Download paper |
2023 | Crisis 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. Full description at Econpapers || Download paper |
2023 | Fed 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Shadow 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. Full description at Econpapers || Download paper |
2023 | Perceived 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. Full description at Econpapers || Download paper |
2023 | Effects 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. Full description at Econpapers || Download paper |
2023 | Lockdown spillovers*. (2023). Tillmann, Peter ; Chen, Hongyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000918. Full description at Econpapers || Download paper |
2023 | One-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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Effects 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. Full description at Econpapers || Download paper |
2024 | Is 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. Full description at Econpapers || Download paper |
2024 | Asset 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. Full description at Econpapers || Download paper |
2024 | ECB 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. Full description at Econpapers || Download paper |
2024 | Household 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. Full description at Econpapers || Download paper |
2023 | Will 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. Full description at Econpapers || Download paper |
2023 | Banking 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. Full description at Econpapers || Download paper |
2023 | Customer 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. Full description at Econpapers || Download paper |
2024 | Optimal 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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767. Full description at Econpapers || Download paper |
2023 | How the PBoC´s new MLF affects the yield curve. (2023). El-Shagi, Makram ; Jiang, Lunan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202301. Full description at Econpapers || Download paper |
2023 | The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395. Full description at Econpapers || Download paper |
2023 | More 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. Full description at Econpapers || Download paper |
2024 | Mind 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. Full description at Econpapers || Download paper |
2023 | Stylized 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2024 | Time-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. Full description at Econpapers || Download paper |
2023 | China’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. Full description at Econpapers || Download paper |
2024 | Effect 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. Full description at Econpapers || Download paper |
2023 | Evaluating 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. Full description at Econpapers || Download paper |
2023 | Big 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. Full description at Econpapers || Download paper |
2023 | Remittance 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Monetary policy and financial markets: evidence from Twitter traffic. (2023). Rubera, Gaia ; Romelli, Davide ; Masciandaro, Donato. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1023. Full description at Econpapers || Download paper |
2024 | Inventory 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. Full description at Econpapers || Download paper |
2023 | General 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. Full description at Econpapers || Download paper |
2023 | Lower 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Banks net interest margin and changes in the term structure. (2023). Heckmann-Draisbach, Lotta ; Memmel, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:112023. Full description at Econpapers || Download paper |
2023 | Effects 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. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122. Full description at Econpapers || Download paper |
2023 | Financial technologies and the effectiveness of monetary policy transmission. (2020). Kwak, Boreum ; Hasan, Iftekhar ; Li, Xiang. In: IWH Discussion Papers. RePEc:zbw:iwhdps:262020. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development. [Full Text][Citation analysis] | article | 5 |
2020 | TRUMP, TWITTER, AND TREASURIES In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 8 |
2016 | DOES A GOOD CENTRAL BANKER MAKE A DIFFERENCE? In: Economic Inquiry. [Full Text][Citation analysis] | article | 9 |
2013 | Does a Good Central Banker make a Difference?.(2013) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2013 | Does a good central banker make a difference?.(2013) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2009 | Robust Monetary Policy with the Cost Channel In: Economica. [Full Text][Citation analysis] | article | 16 |
2007 | Robust Monetary Policy with the Cost Channel.(2007) In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2012 | Has Inflation Persistence Changed under EMU? In: German Economic Review. [Full Text][Citation analysis] | article | 4 |
2003 | The Regime?Dependent Determination of Credibility: A New Look at European Interest Rate Differentials In: German Economic Review. [Full Text][Citation analysis] | article | 6 |
2001 | The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials.(2001) In: IWP Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2013 | Inflation Targeting and Regional Inflation Persistence: Evidence from Korea In: Pacific Economic Review. [Full Text][Citation analysis] | article | 4 |
2011 | Inflation Targeting and Regional Inflation Persistence: Evidence from Korea.(2011) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2016 | The Spillover Effects of U.S. Monetary Policy on Emerging Market Economies: Breaks, Asymmetries and Fundamentals In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2009 | Does Model Uncertainty Justify Conservatism? Robustness and the Delegation of Monetary Policy In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
2015 | The changing dynamics of US inflation persistence: a quantile regression approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 45 |
2012 | The changing dynamics of US inflation persistence: a quantile regression approach.(2012) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2014 | The changing dynamics of US inflation persistence: A quantile regression approach.(2014) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2014 | The changing dynamics of US inflation persistence: A quantile regression approach.(2014) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2012 | The changing dynamics of US inflation persistence: A quantile regression approach.(2012) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2010 | Purchase of government bonds by the ECB: How should the open market policy of the European Central Bank be assessed? In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 1 |
2011 | The ECB’s difficult return to normality: a proposal In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
2010 | Inflation Targeting and Inflation Persistence in Asia In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | PARAMETER UNCERTAINTY AND NONLINEAR MONETARY POLICY RULES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 15 |
2016 | USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 5 |
2010 | Do FOMC members believe in Okuns Law? In: Economics Bulletin. [Full Text][Citation analysis] | article | 8 |
2004 | Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 2 |
2003 | Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates.(2003) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2012 | Inflation targeting and inflation persistence in Asia–Pacific In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 41 |
2011 | Inflation Targeting and Inflation Persistence in Asia-Pacific.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2017 | The effectiveness of monetary policy in China: Evidence from a Qual VAR In: China Economic Review. [Full Text][Citation analysis] | article | 52 |
2016 | The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2019 | Pushing on a string: State-owned enterprises and monetary policy transmission in China In: China Economic Review. [Full Text][Citation analysis] | article | 21 |
2018 | Pushing on a String: State-Owned Enterprises and Monetary Policy Transmission in China.(2018) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2005 | Private sector involvement in the resolution of financial crises: How do markets react? In: Journal of Development Economics. [Full Text][Citation analysis] | article | 1 |
2007 | Inflation regimes in the US term structure of interest rates In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
2020 | Monetary policy on twitter and asset prices: Evidence from computational text analysis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
2011 | Do FOMC members herd? In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
2010 | Do FOMC Members Herd?.(2010) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2010 | Do FOMC Members Herd?.(2010) In: WHU Working Paper Series - Economics Group. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2012 | Cross-checking optimal monetary policy with information from the Taylor rule In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2011 | Cross-Checking Optimal Monetary Policy with Information from the Taylor Rule.(2011) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2014 | Robust monetary policy, optimal delegation and misspecified potential output In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
2015 | Estimating the effects of macroprudential policy shocks: A Qual VAR approach In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
2019 | The effect of diverging communication: The case of the ECB and the Bundesbank In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
2019 | Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2004 | Disparate information and the probability of currency crises: empirical evidence In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2019 | International capital flows, external assets and output volatility In: Journal of International Economics. [Full Text][Citation analysis] | article | 16 |
2014 | International Capital Flows, External Assets and Output Volatility.(2014) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2014 | International capital flows, external assets and output volatility.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2014 | International Capital Flows, External Assets, and Output Volatility.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2004 | External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2013 | Capital inflows and asset prices: Evidence from emerging Asia In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 66 |
2012 | Capital Inflows and Asset Prices: Evidence from Emerging Asia.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2012 | Capital Inflows and Asset Prices: Evidence from Emerging Asia.(2012) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2012 | Capital inflows and asset prices: Evidence from emerging Asia.(2012) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2009 | The time-varying cost channel of monetary transmission In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 18 |
2012 | International financial integration and national price levels: The role of the exchange rate regime In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2011 | International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime.(2011) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Inflation targeting, credibility, and non-linear Taylor rules In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 30 |
2012 | Inflation Targeting, Credibility, and Non-Linear Taylor Rules.(2012) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2014 | The dynamics of international capital flows: Results from a dynamic hierarchical factor model In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 24 |
2012 | The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model.(2012) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2016 | Unconventional monetary policy and the spillovers to emerging markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 87 |
2009 | The stabilization bias and robust monetary policy delegation In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 18 |
2010 | The Feds perceived Phillips curve: Evidence from individual FOMC forecasts In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 15 |
2009 | The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts.(2009) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2016 | The macroeconomic impact of unconventional monetary policy shocks In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 57 |
2014 | The Macroeconomic Impact of Unconventional Monetary Policy Shocks.(2014) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2014 | The Macroeconomic Impact of Unconventional Monetary Policy Shocks.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2008 | The conservative central banker revisited: Too conservative is more costly than too liberal In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 13 |
2011 | Strategic forecasting on the FOMC In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 53 |
2010 | Strategic Forecasting on the FOMC.(2010) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2017 | The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach In: European Economy - Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2014 | Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2017 | Quantitative Easing and Tapering Uncertainty: Evidence from Twitter In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 23 |
2015 | Quantitative Easing and Tapering Uncertainty: Evidence from Twitter.(2015) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2016 | Quantitative Easing and Tapering Uncertainty: Evidence from Twitter.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2015 | Quantitative Easing and Tapering Uncertainty: Evidence from Twitter.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2010 | The changing nature of inflation persistence in Switzerland In: Empirica. [Full Text][Citation analysis] | article | 0 |
2014 | Reconsidering the International Comovement of Inflation In: Open Economies Review. [Full Text][Citation analysis] | article | 19 |
2010 | Monetary Policy Committees and Model Uncertainty In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 2 |
2011 | Reputation and Forecast Revisions: Evidence from the FOMC In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 4 |
2012 | Evaluating FOMC forecast ranges: an interval data approach In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 8 |
2014 | Evaluating FOMC forecast ranges: an interval data approach.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2013 | Using forecasts to uncover the loss function of FOMC members In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 3 |
2013 | Local Inflation: Reconsidering the International Comovement of Inflation In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 2 |
2016 | Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 5 |
2016 | Remittance Infl ows and State-Dependent Monetary Policy Transmission in Developing Countries In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Remittance Inflows and State-Dependent Monetary Policy Transmission in Developing Countries.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 44 |
2020 | Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2018 | Mortgage Debt and Time-Varying Monetary Policy Transmission In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 7 |
2018 | ECB vs Bundesbank: Diverging Tones and Policy Effectiveness In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 13 |
2018 | News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 1 |
2019 | The Role of Global and Domestic Shocks for In flation Dynamics: Evidence from Asia In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Robust Monetary Policy Under Uncertainty About the Lower Bound In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 2 |
2019 | Trump Pressuring the Fed In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Macroeconomic Surprises and the Demand for Information about Monetary Policy In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 4 |
2020 | COVID-19 and Financial Markets: A Panel Analysis for European Countries In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 21 |
2020 | Pandemic Shocks and Household Spending In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 2 |
2009 | Optimal Monetary Policy with an Uncertain Cost Channel In: Journal of Money, Credit and Banking. [Citation analysis] | article | 28 |
2013 | Capital Inflow Shocks and House Prices: Aggregate and Regional Evidence from Korea In: East Asian Economic Review. [Full Text][Citation analysis] | article | 6 |
2017 | Global Liquidity and the Impact on SEACEN Economies In: Research Studies. [Full Text][Citation analysis] | book | 0 |
2009 | The New Keynesian Phillips curve in Europe: does it fit or does it fail? In: Empirical Economics. [Full Text][Citation analysis] | article | 14 |
2005 | The New Keynesian Phillips Curve in Europe: does it fit or does it fail?.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2010 | A note on the stability of the New Keynesian Phillips Curve in Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2017 | ‘Talking down monetary policy’ – a note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2019 | The spillover effects of U.S. monetary policy on emerging market economies In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
2008 | Integration of financial markets and national price levels: the role of exchange rate volatility In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 0 |
2014 | Superstar Central Bankers In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 0 |
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