Discussion Papers

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47/2016: Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators

Jeong-Ryeol Kurz-Kim

46/2016: Time-varying volatility, financial intermediation and monetary policy

Sandra Eickmeier, Norbert Metiu and Esteban Prieto

45/2016: Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans

Michel Dietsch, Klaus Düllmann, Henri Fraisse, Philipp Koziol and Christine Ott

44/2016: Optimal fiscal substitutes for the exchange rate in a monetary union

Christoph Kaufmann

43/2016: The determinants of CDS spreads: Evidence from the model space

Matthias Pelster and Johannes Vilsmeier

42/2016: Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach

Timo Bettendorf

41/2016: Financial shocks and inflation dynamics

Angela Abbate, Sandra Eickmeier and Esteban Prieto

40/2016: Thoughts on a fiscal union in EMU

Niklas Gadatsch, Josef Hollmayr and Nikolai Stähler

39/2016: Learning about banks' net worth and the slow recovery after the financial crisis

Josef Hollmayr and Michael Kühl

38/2016: The effects of government bond purchases on leverage constraints of banks and non-financial firms

Michael Kühl

37/2016: Potential implications of a NSFR on German banks' credit supply and profitability

Matthias Schmitt and Christian Schmaltz

36/2016: On the suitability of alternative competitiveness indicators for explaining real exports of advanced economies

Christoph Fischer, Oliver Hossfeld and Karin Radeck

35/2016: Solving RE models with discontinuous policy rules – an application to minimum wage setting in Germany

Dirk Bursian

34/2016: Cross-border transmission of emergency liquidity

Thomas Kick, Michael Koetter and Manuela Storz

33/2016: Optimal unemployment insurance and international risk sharing

Stéphane Moyen, Nikolai Stähler and Fabian Winkler

32/2016: Below the zero lower bound: A shadow-rate term structure model for the euro area

Wolfgang Lemke and Andreea L. Vladu

31/2016: Inflation expectations, disagreement, and monetary policy

Mathias Hoffmann and Patrick Hürtgen

30/2016: How does P2P lending fit into the consumer credit market?

Calebe de Roure, Loriana Pelizzon and Paolo Tasca

29/2016: Capturing information contagion in a stress-testing framework

Kartik Anand, Céline Gauthier, Prasanna S. Gai and Moez Souissi

28/2016: Approximating fixed-horizon forecasts using fixed-event forecasts

Malte Knüppel and Andreea L. Vladu

27/2016: International banking and cross-border effects of regulation: Lessons from Germany

Jana Ohls, Marcus Pramor and Lena Tonzer

26/2016: Budget-neutral labour tax wedge reductions: A simulation-based analysis for selected euro area countries

Maria-Grazia Attinasi, Doris Prammer, Nikolai Stähler, Martino Tasso and Stefan Van Parys

25/2016: Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices

Stephan Jank, Christoph Roling and Esad Smajlbegovic

24/2016: The payout behaviour of German savings banks

Matthias Köhler

23/2016: Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors

Maria Gelman, Axel Jochem and Stefan Reitz

22/2016: Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence

Christoph Memmel, Atılım Seymen and Max Teichert

21/2016: On the dynamics of the investment income balance

Thomas Knetsch and Arne Nagengast

20/2016: The effect of bank shocks on firm-level and aggregate investment

João Amador and Arne Nagengast

19/2016: Point, interval and density forecasts of exchange rates with time-varying parameter models

Angela Abbate and Massimiliano Marcellino

18/2016: Black Monday, globalization and trading behavior of stock investors

Jeong-Ryeol Kurz-Kim

17/2016: Asset encumbrance, bank funding and financial fragility

Toni Ahnert, Kartik Anand, Prasanna Gai and James Chapman

16/2016: Interbank intermediation

Marcel Bluhm, Co-Pierre Georg and Jan Krahnen

15/2016: High-frequency trading in the Bund futures market

Kathi Schlepper

14/2016: How central is central counterparty clearing? A deep dive into a European repo market during the crisis

André Ebner, Falko Fecht and Alexander Schulz

13/2016: The joint dynamics of sovereign ratings and government bond yields

Makram El-Shagi and Gregor von Schweinitz

12/2016: You're banned! the effect of sanctions on German cross-border financial flows

Tibor Besedes, Stefan Goldbach and Volker Nitsch

11/2016: Traditional banks, shadow banks and the US credit boom: Credit origination versus financing

Robert Unger

10/2016: The rise of the added worker effect

Jochen Mankart and Rigas Oikonomou

09/2016: Credit risk interconnectedness: What does the market really know?

Puriya Abbassi, Christian Brownlees, Christina Hans and Natalia Podlich

08/2016: Cyclical investment behavior across financial institutions

Yannick Timmer

07/2016: A data-driven selection of an appropriate seasonal adjustment approach

Karsten Webel

06/2016: Does banknote quality affect counterfeit detection? Experimental evidence from Germany and the Netherlands

Frank van der Horst, Martina Eschelbach, Susann Sieber and Jelle Miedema

05/2016: How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany

Sebastian Braun and Henning Weber

04/2016: Inflation anchoring in the euro area

Christian Speck

03/2016: Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model

Martin Mandler, Michael Scharnagl and Ute Volz

02/2016: Markup responses to Chinese imports

Philipp Meinen

01/2016: The effect of peer observation on consumption choices: experimental evidence

Sahra Sakha and Antonia Grohmann

48/2015: Monetary policy and the asset risk-taking channel

Angela Abbate and Dominik Thaler

47/2015: The great collapse in value added trade

Arne Nagengast and Robert Stehrer

46/2015: Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?

Philipp Koziol, Carmen Schell and Meik Eckhardt