10
H index
11
i10 index
383
Citations
Banque Centrale du Luxembourg (95% share) | 10 H index 11 i10 index 383 Citations RESEARCH PRODUCTION: 22 Articles 54 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Heinrich Ziegelmeyer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BCL Bulletin Analyses | 5 |
The Quarterly Review of Economics and Finance | 2 |
Applied Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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BCL working papers / Central Bank of Luxembourg | 26 |
MEA discussion paper series / Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy | 13 |
Working Paper Series / European Central Bank | 9 |
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2025 | Using machine learning to aggregate apartment prices: Comparing the performance of different Luxembourg indices Abstract: This paper presents three different methods to estimate an apartment price index or Luxembourg and evaluates their performance by comparing volatility, proneness to revisions, coherence and out-of-sample fit. In addition to the standard hedonic and repeat sales methods, we apply a machine learning algorithm (the interpretable random forest approach) to produce a new index for Luxembourg. The three methods indicate similar trends in residential property prices. The new random forest index closely tracks the two more traditional indices, providing evidence supporting the viability of this new approach. In comparing the three methods, the random forest index is more stable and therefore provides information that is easier to interpret. However, all three methods are subject to revisions when new observations are released and these tend to be larger for the random forest than for traditional indices.. (2025). Kremer, David ; Kaempff, Bob. In: BCL working papers. RePEc:bcl:bclwop:bclwp194. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Do the Retired Elderly in Europe Decumulate Their Wealth? The Importance of Bequest Motives, Precautionary Saving, Public Pensions, and Homeownership. (2024). Ventura, Luigi ; Horioka, Charles. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:187-212. Full description at Econpapers || Download paper |
2024 | Unemployment risk, portfolio choice, and the racial wealth gap. (2024). Schularick, Moritz ; Kuhn, Moritz ; Kim, Chi Hyun ; Derenoncourt, Ellora. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_508. Full description at Econpapers || Download paper |
2024 | Experiences, demand for risky investments, and implications for price dynamics. (2024). Rieskamp, Jrg ; Olschewski, Sebastian ; Heinke, Steve. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000546. Full description at Econpapers || Download paper |
2024 | Fixed rate versus adjustable rate mortgages: Evidence from euro area banks. (2024). Ongena, Steven ; Fringuellotti, Fulvia ; Albertazzi, Ugo. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002714. Full description at Econpapers || Download paper |
2024 | The role of gene–environment interaction in the formation of risk attitudes. (2024). Groero, Jaroslav. In: Economics & Human Biology. RePEc:eee:ehbiol:v:55:y:2024:i:c:s1570677x24000868. Full description at Econpapers || Download paper |
2024 | Robo-advising: Optimal investment with mismeasured and unstable risk preferences. (2024). Keffert, Henk. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:378-392. Full description at Econpapers || Download paper |
2024 | Skewness preferences: Evidence from online poker. (2024). Schneider, Dmitrij ; Kasinger, Johannes ; Dertwinkel-Kalt, Markus. In: Games and Economic Behavior. RePEc:eee:gamebe:v:147:y:2024:i:c:p:460-484. Full description at Econpapers || Download paper |
2024 | Can information provision and preference elicitation promote ESG investments? Evidence from a large, incentivized online experiment. (2024). Palan, Stefan ; Kirchler, Erich ; Gaudeul, Alexia ; Haeckl, Simone ; Spitzer, Florian ; Seifert, Marcel ; Gangl, Katharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000347. Full description at Econpapers || Download paper |
2024 | Mortgage choice and inflation experiences in the Eurozone. (2024). Szabo, Barna Elek ; Cenzon, Josefina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000643. Full description at Econpapers || Download paper |
2024 | Analysis of investment behavior among Filipinos: Integration of Social exchange theory (SET) and the Theory of planned behavior (TPB). (2024). Young, Michael N ; Francis, John ; Angelo, Seth ; Timothy, Kent ; Rondel, Jean ; Christy, Mary ; Kester, Ardvin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400671x. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | House prices and ultra-low interest rates: exploring the nonlinear nexus. (2025). Rusnák, Marek ; Rusnk, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02662-4. Full description at Econpapers || Download paper |
2025 | Interim information and managerial risk taking in professional basketball. (2025). Jane, Wen-Jhan. In: The Japanese Economic Review. RePEc:spr:jecrev:v:76:y:2025:i:1:d:10.1007_s42973-023-00140-7. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2014 | Household Risk Management and Actual Mortgage Choice in the Euro Area In: Staff Working Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | Household Risk Management and Actual Mortgage Choice in the Euro Area.(2014) In: BCL working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2014 | Household risk management and actual mortgage choice in the euro area.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2014 | Household Risk Management and Actual Mortgage Choice in the Euro Area.(2014) In: MEA discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
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2011 | Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis In: BCL working papers. [Full Text][Citation analysis] | paper | 29 |
2011 | Who lost the most? Financial literacy, cognitive abilities, and the financial crisis.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2011 | Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis.(2011) In: MEA discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2012 | The Luxembourg Household Finance and Consumption Survey (LU-HFCS): Introduction and Results In: BCL working papers. [Full Text][Citation analysis] | paper | 8 |
2012 | Backing out of private pension provision - Lessons from Germany In: BCL working papers. [Full Text][Citation analysis] | paper | 7 |
2013 | Backing out of private pension provision: lessons from Germany.(2013) In: Empirica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2012 | Backing out of private pension provision - Lessons from Germany.(2012) In: MEA discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2012 | Income, Wealth and Consumption of Cross-Border Commuters to Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Household Risk Taking after the Financial Crisis In: BCL working papers. [Full Text][Citation analysis] | paper | 47 |
2016 | Household risk taking after the financial crisis.(2016) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2014 | Household Risk Taking after the Financial Crisis.(2014) In: MEA discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2014 | Cross-border commuting and consuming: An empirical investigation In: BCL working papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Cross-border commuting and consuming: an empirical investigation.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2014 | Cross-border commuting and consuming: An empirical investigation.(2014) In: MEA discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2017 | Cross-border commuting and consuming: an empirical investigation.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2014 | Wealth differences across borders and the effect of real estate price dynamics: Evidence from two household surveys In: BCL working papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Wealth differences across borders and the effect of real estate price dynamics: evidence from two household surveys.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2018 | Wealth differences across borders and the effect of real estate price dynamics: Evidence from two household surveys.(2018) In: Journal of Income Distribution. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2014 | Wealth differences across borders and the of real effect estate price dynamics: Evidence from two household surveys.(2014) In: MEA discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2014 | Household wealth in the euro area: The importance of intergenerational transfers, homeownership and house price dynamics In: BCL working papers. [Full Text][Citation analysis] | paper | 46 |
2014 | Household wealth in the euro area: the importance of intergenerational transfers, homeownership and house price dynamics.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2017 | Household wealth in the euro area: The importance of intergenerational transfers, homeownership and house price dynamics.(2017) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2014 | Household wealth in the euro area: The importance of intergenerational transfers, homeownership and house price dynamics.(2014) In: MEA discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2014 | Household saving behaviour and credit constraints in the euro area In: BCL working papers. [Full Text][Citation analysis] | paper | 30 |
2015 | Household saving behaviour and credit constraints in the euro area.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2014 | Household saving behavior and credit constraints in the Euro area.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2015 | Other real estate property in selected euro area countries In: BCL working papers. [Full Text][Citation analysis] | paper | 2 |
2017 | The Luxembourg Household Finance and Consumption Survey: Results from the 2nd wave In: BCL working papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Household debt burden and financial vulnerability in Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Household debt burden and financial vulnerability in Luxembourg.(2017) In: IFC Bulletins chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
2018 | The Cross-border Household Finance and Consumption Survey: Results from the second wave In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Stress testing household balance sheets in Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 10 |
2019 | Stress testing household balance sheets in Luxembourg.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2020 | Stress testing household balance sheets in Luxembourg.(2020) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2019 | Peer effects in stock market participation: Evidence from immigration In: BCL working papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Peer effects in stock market participation: evidence from immigration.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2020 | The Luxembourg Household Finance Consumption Survey: Results from the third wave In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Housing and inequality: The case of Luxembourg and its cross-border workers In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Housing and inequality: The case of Luxembourg and its cross-border workers.(2020) In: OECD Economics Department Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Borrowing constraints, own labour and homeownership: Does it pay to paint your walls? In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Borrowing constraints, own labour and homeownership: does it pay to paint your walls?.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Borrowing constraints, own labour and homeownership.(2023) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2021 | The Cross border Household Finance Consumption Survey: Results from the third wave In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Objectified Housing Sales and Rent Prices in Representative Household Surveys: the Impact on Macroeconomic Statistics In: BCL working papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Objectified Housing Sales and Rent Prices in Representative Household Surveys: the Impact on Macroeconomic Statistics.(2022) In: LISER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Using household-level data to guide borrower-based macro-prudential policy In: BCL working papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Using household-level data to guide borrower-based macro-prudential policy.(2024) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Household indebtedness and their vulnerability to rising interest rates In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Do Private Wealth Transfers Help With Homeownership? A First Assessment for Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The Luxembourg Household Finance and Consumption Survey: Results from the fourth wave in 2021 In: BCL working papers. [Full Text][Citation analysis] | paper | 1 |
2024 | The Cross-Border Household Finance and Consumption Survey: Results from the fourth wave in 2021 In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Auswirkungen der Finanzkrise auf die private Altersvorsorge In: Perspektiven der Wirtschaftspolitik. [Full Text][Citation analysis] | article | 13 |
2009 | Auswirkungen der Finanzkrise auf die private Altersvorsorge.(2009) In: MEA discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2025 | Objective Housing Sales and Rent Prices in Representative Household Surveys: Implications for Wealth, Inequality, Housing Market, and Affordability Statistics In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 0 |
2012 | Nursing home residents make a difference—The overestimation of saving rates at older ages In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2016 | Household Saving Behavior in the Euro Area In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 15 |
2016 | Parenting is risky business: parental risk attitudes in small stakes decisions on behalf of their children In: Review of Economics of the Household. [Full Text][Citation analysis] | article | 5 |
2009 | Documentation of the logical imputation using the panel structure of the 2003-2008 German SAVE Survey In: MEA discussion paper series. [Full Text][Citation analysis] | paper | 9 |
2009 | Documentation of the logical imputation using the panel structure of the 2003-2008 German SAVE Survey.(2009) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2009 | Documentation of the logical imputation using the panel structure of the 2003-2008 German SAVE Survey.(2009) In: Sonderforschungsbereich 504 Publications. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2009 | Das Altersvorsorge-Verhalten von Selbständigen - eine Analyse auf Basis der SAVE-Daten In: MEA discussion paper series. [Full Text][Citation analysis] | paper | 1 |
2010 | Verbreitung der Riester-Rente - Hat die Finanz- und Wirtschaftskrise Spuren hinterlassen? In: MEA discussion paper series. [Full Text][Citation analysis] | paper | 5 |
2011 | Nursing home residents make a difference – The overestimation of saving rates at older ages In: MEA discussion paper series. [Full Text][Citation analysis] | paper | 1 |
2011 | Illuminate the unknown: Evaluation of imputation procedures based on the SAVE Survey In: MEA discussion paper series. [Full Text][Citation analysis] | paper | 17 |
2013 | Illuminate the unknown: evaluation of imputation procedures based on the SAVE survey.(2013) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2014 | Once Burned, Twice Shy? Financial Literacy and Wealth Losses during the Financial Crisis In: Review of Finance. [Full Text][Citation analysis] | article | 66 |
2010 | Hat die Finanz- und Wirtschaftskrise Verbreitung und Volumen der Riester-Rente beeinflusst? In: Wirtschaftsdienst. [Full Text][Citation analysis] | article | 3 |
2017 | Mortgage Choice in the Euro Area: Macroeconomic Determinants and the Effect of Monetary Policy on Debt Burdens In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 11 |
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