Discussion Papers
From Deutsche Bundesbank Contact information at EDIRC. Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics (). Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
- 56/2018: Assessing the uncertainty in central banks' inflation outlooks
- Malte Knüppel and Guido Schultefrankenfeld
- 55/2018: Revisiting the finance and growth nexus: A deeper look at sectors and instruments
- Robert Unger
- 54/2018: Effects of bank capital requirement tightenings on inequality
- Sandra Eickmeier, Benedikt Kolb and Esteban Prieto
- 53/2018: Politics, banks, and sub-sovereign debt: Unholy trinity or divine coincidence?
- Michael Koetter and Alexander Popov
- 52/2018: The role of non-performing loans for bank lending rates
- Sebastian Bredl
- 51/2018: Bank capital buffers in a dynamic model
- Jochen Mankart, Alexander Michaelides and Spyros Pagratis
- 50/2018: Monetary-fiscal interaction and quantitative easing
- Josef Hollmayr and Michael Kühl
- 49/2018: May the force be with you: Exit barriers, governance shocks, and profitability sclerosis in banking
- Michael Koetter, Carola Müller, Felix Noth and Benedikt Fritz
- 48/2018: An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?
- Johannes Beutel, Sophia List and Gregor von Schweinitz
- 47/2018: A structural quantitative analysis of services trade de-liberalization
- Sven Blank, Peter Egger, Valeria Merlo and Georg Wamser
- 46/2018: Monetary policy communication shocks and the macroeconomy
- Robert Goodhead and Benedikt Kolb
- 45/2018: Freeze! Financial sanctions and bank responses
- Matthias Efing, Stefan Goldbach and Volker Nitsch
- 44/2018: Macroeconomic effects of bank capital regulation
- Sandra Eickmeier, Benedikt Kolb and Esteban Prieto
- 43/2018: Implications of bank regulation for loan supply and bank stability: A dynamic perspective
- Monika Bucher, Diemo Dietrich and Achim Hauck
- 42/2018: The pricing of FX forward contracts: Micro evidence from banks' dollar hedging
- Puriya Abbassi and Falk Bräuning
- 41/2018: Seasonal adjustment of daily time series
- Daniel Ollech
- 40/2018: Large mixed-frequency VARs with a parsimonious time-varying parameter structure
- Thomas Götz and Klemens Hauzenberger
- 39/2018: Coordination failures, bank runs and asset prices
- Monika Bucher, Diemo Dietrich and Mich Tvede
- 38/2018: Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis
- Sercan Eraslan and Faek Menla Ali
- 37/2018: Equilibrium asset pricing in directed networks
- Nicole Branger, Patrick Konermann, Christoph Meinerding and Christian Schlag
- 36/2018: Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations
- Nicolas Pinkwart
- 35/2018: Mitigating counterparty risk
- Yalin Gündüz
- 34/2018: What are the real effects of financial market liquidity? Evidence on bank lending from the euro area
- Andreas R. Dombret, Daniel Foos, Kamil Pliszka and Alexander Schulz
- 33/2018: To sign or not to sign? On the response of prices to financial and uncertainty shocks
- Philipp Meinen and Oke Röhe
- 32/2018: The role of central bank knowledge and trust for the public's inflation expectations
- Sathya Mellina and Tobias Schmidt
- 31/2018: On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests
- Thomas Siemsen and Johannes Vilsmeier
- 30/2018: Labor tax reductions in Europe: The role of property taxation
- Marcin Bielecki and Nikolai Stähler
- 29/2018: Interest rate rules under financial dominance
- Vivien Lewis and Markus Roth
- 28/2018: Fiscal multipliers of central, state and local government and of the social security funds in Germany: Evidence of a SVAR
- Josef Hollmayr and Jan Kuckuck
- 27/2018: With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound
- Felix Geiger and Fabian Schupp
- 26/2018: Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives
- Viral Acharya, Yalin Gündüz and Tim Johnson
- 25/2018: Interest rate pass-through to the rates of core deposits: A new perspective
- Heiko Sopp
- 24/2018: Convertible bonds and bank risk-taking
- Natalya Martynova and Enrico Perotti
- 23/2018: Love and money with inheritance: Marital sorting by labor income and inherited wealth in the modern partnership
- Etienne Pasteau and Junyi Zhu
- 22/2018: Unconventional monetary policy, bank lending, and security holdings: The yield-induced portfolio rebalancing channel
- Karol Paludkiewicz
- 21/2018: Pre-emptive sovereign debt restructuring and holdout litigation
- Kartik Anand and Prasanna Gai
- 20/2018: Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany
- Johannes Tischer
- 19/2018: International trade and retail market performance and structure: Theory and empirical evidence
- Philipp Meinen and Horst Raff
- 18/2018: Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions
- Bjorn Imbierowicz, Jonas Kragh and Jesper Rangvid
- 17/2018: Offshoring and the polarisation of the demand for capital
- Dirk Bursian and Arne Nagengast
- 16/2018: The international transmission of monetary policy
- Claudia Buch, Matthieu Bussiere, Linda Goldberg and Robert Hills
- 15/2018: Safe but fragile: Information acquisition, sponsor support and shadow bank runs
- Philipp J. König and David Pothier
- 14/2018: The time-varying impact of systematic risk factors on corporate bond spreads
- Arne C. Klein and Kamil Pliszka
- 13/2018: International monetary policy spillovers through the bank funding channel
- Peter Lindner, Axel Loeffler, Esther Segalla, Guzel Valitova and Ursula Vogel
- 12/2018: Uncertainty about QE effects when an interest rate peg is anticipated
- Rafael Gerke, Sebastian Giesen and Daniel Kienzler
- 11/2018: Fiscal regimes and the (non)stationarity of debt
- Josef Hollmayr
- 10/2018: A note on the predictive power of survey data in nowcasting euro area GDP
- Jeong-Ryeol Kurz-Kim
- 09/2018: Cheap talk? Financial sanctions and non-financial activity
- Tibor Besedes, Stefan Goldbach and Volker Nitsch
- 08/2018: A comprehensive view on risk reporting: Evidence from supervisory data
- Puriya Abbassi and Michael Schmidt
- 07/2018: How far can we forecast? Statistical tests of the predictive content
- Jörg Breitung and Malte Knüppel
| |