RSS feeds RSS  |  E-mail alert  |  FAQ  |  Contact  
Advanced search   |   GoGo  
Overview  |  Organisation  |  Activities  |  History  |  Legal information  |  Representative offices  |  Recruitment  |  Contact
Research hub

  BIS home Central bank hub Research hub

Central Bank Research Hub - Deutsche Bundesbank Discussion Papers



Sectoral differences in wage freezes and wage cuts: evidence from a new firm survey (JEL J31)

by Daniel Radowski, Holger Bonin200824
(07 Nov 2008)

 Full text

Banking globalization, monetary transmission and the lending channel (JEL E44, F36, G32)

by 21/2008:Nicola Cetorelli, Linda S. Goldberg200821
(04 Nov 2008)

 Full text

International portfolios, capital accumulation and foreign assets dynamics

by Nicolas Coeurdacier, Robert Kollmann, Philippe Martin200819
(03 Nov 2008)

 Full text

How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts (JEL C12, C53, E37)

by Malte Knüppel, Guido Schultefrankenfeld200814
(04 Aug 2008)

 Full text

Great moderation at the firm level? Unconditional versus conditional output volatility

by Claudia M. Buch, Jörg Döpke, Kerstin Stahn200813
(30 Jun 2008)

 Full text

Sovereign bond market integration: the euro, trading platforms and globalization

by Alexander Schulz, Guntram B. Wolff200812
(23 Jun 2008)

 Full text

Panel estimation of state dependent adjustment when the target is unobserved (JEL C15, C23, D21)

by Ulf von Kalckreuth200809
(09 Jun 2008)

 Full text

Business cycle evidence on firm entry

by Vivien Lewis200808
(04 Apr 2008)

 Full text

Integration of financial markets and national price levels: the role of exchange rate volatility (JEL F21, F36, F41)

by Mathias Hoffmann, Peter Tillmann200807
(25 Mar 2008)

 Full text

2007

Monetary policy and core inflation (JEL E43, E52, E58)

by Michele Lenza200735
(29 Dec 2007)

 Full text

Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP (JEL C53, E37)

by Massimiliano Marcellino, Christian Schumacher200734
(28 Dec 2007)

 Full text

The welfare effects of inflation: a cost-benefit perspective (JEL D61, E21, E31, E41, H21)

by Karl-Heinz Tödter, Bernhard Manzke200733
(27 Dec 2007)

 Full text

Does Benford's law hold in economic research and forecasting? (JEL C12, C52, C8)

by Stefan Günnel, Karl-Heinz Tödter200732
(10 Dec 2007)

 Full text

Simple interest rate rules with a role for money (JEL E43, E52, E58)

by Michael Scharnagl, Christina Gerberding, Franz Seitz200731
(16 Nov 2007)

 Full text

International cooperation on innovation: empirical evidence for German and Portuguese firms (JEL O32, O57)

by Pedro Faria, Tobias Schmidt200730
(12 Nov 2007)

 Full text

The timeless perspective vs. discretion: theory and monetary policy implications for an open economy (JEL E52, F41)

by Alfred V. Guender200729
(05 Nov 2007)

 Full text

The timing and magnitude of exchange rate overshooting

by Mathias Hoffmann, Jens Sondergaard, Niklas J. Westelius200728
(02 Nov 2007)

 Full text

Spill-over effects of monetary policy - a progress report on interest rate convergence in Europe (JEL C33, E52, G15)

by Michael Flad200727
(08 Oct 2007)

 Full text

Quantifying risk and uncertainty in macroeconomic forecasts (JEL C14, C53, E37)

by Malte Knüppel, Karl-Heinz Tödter200725
(21 Sep 2007)

 Full text

Testing for contemporary fiscal policy discretion with real time data (JEL E62, H30)

by Ulf von Kalckreuth, Guntram B. Wolff200724
(31 Aug 2007)

 Full text

International investment positions and exchange rate dynamics: a dynamic panel analysis (JEL C23, F31, F37)

by Michael Binder, Christian J. Offermanns200723
(31 Aug 2007)

 Full text

Volatile multinationals? Evidence from the labor demand of German firms (JEL F23, J23)

by Claudia M. Buch, Alexander Lipponer200722
(31 Aug 2007)

 Full text

Corporate marginal tax rate, tax loss carryforwards and investment functions â?? empirical analysis using a large German panel data set

by Fred Ramb200721
(31 Aug 2007)

 Full text

Money in monetary policy design under uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking

by Günter W. Beck, Volker Wieland200720
(21 Aug 2007)

 Full text

The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey

by James Mitchell, Martin Weale200719
(21 Aug 2007)

 Full text

Uncertainty about perceived inflation target and monetary policy

by Kosuke Aoki, Takeshi Kimura200718
(21 Aug 2007)

 Full text

Does intra-firm bargaining matter for business cycle dynamics? (JEL E24, E32, J64)

by Michael Krause, Thomas Lubik200717
(06 Aug 2007)

 Full text

Heterogeneous expectations, learning and European inflation dynamics

by Anke Weber200716
(06 Aug 2007)

 Full text

On-the-job search and the cyclical dynamics of the labor market (JEL E24, E32, J64)

by Michael Krause, Thomas Lubik200715
(27 Jul 2007)

 Full text

Does anticipation of government spending matter? Evidence from an expectation augmented VAR (JEL E62, H30)

by Jörn Tenhofen, Guntram B. Wolff200714
(19 Jun 2007)

 Full text

An affine macro-finance term structure model for the euro area (JEL E32, E43, G12)

by Wolfgang Lemke200713
(11 Jun 2007)

 Full text

Will be published later

by 12/2007200712
(11 Jun 2007)

 Full text

Exchange rate dynamics in a target zone - a heterogeneous expectations approach (JEL F31, F41)

by Christian Bauer, Paul De Grauwe, Stefan Reitz200711
(11 Jun 2007)

 Full text

A note on the coefficient of determination in regression models with infinite-variance variables (JEL C12, C13, C21, G12)

by Jeong-Ryeol Kurz-Kim, Mico Loretan200710
(14 May 2007)

 Full text

Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities (JEL C11, C52, E31, E37)

by Michael Scharnagl, Christian Schumacher200709
(04 May 2007)

 Full text

An assessment of the trends in international price competitiveness among EMU countries

by Christoph Fischer200708
(03 May 2007)

 Full text

Moral hazard and bail-out in fiscal federations: evidence for the German Länder (JEL E62, F34, G14, G15, H6, H7)

by Kirsten H. Heppke-Falk, Guntram B. Wolff200707
(27 Apr 2007)

 Full text

Money-based interest rate rules: lessons from German data (JEL E43, E52, E58)

by Christina Gerberding, Franz Seitz, Andreas Worms200706
(27 Apr 2007)

 Full text

End-user order flow and exchange rate dynamics (JEL F31)

by Stefan Reitz, Markus A. Schmidt, Mark P. Taylor200705
(24 Apr 2007)

 Full text

Unemployment and employment protection in a unionized economy with search frictions (JEL J41, J64, J65, J68)

by Nikolai Stähler200704
(20 Apr 2007)

 Full text

Price setting in the euro area: some stylised facts from individual producer price data (JEL C25, D40, E31)

by Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando, Roberto Sabbatini, Harald Stahl, Philip Vermeulen200703
(16 Mar 2007)

 Full text

Threshold dynamics of short-term interest rates: empirical evidence and implications for the term structure (JEL C22, E43, G12)

by Theofanis Archontakis, Wolfgang Lemke200702
(16 Feb 2007)

 Full text

The effect of FDI on job separation (JEL F21, F23, J23, J63)

by Sascha O. Becker, Marc-Andreas Mündler200701
(16 Feb 2007)

 Full text

2006

Industries and the bank lending effects of bank credit demand and monetary policy in Germany (JEL C23)

by Ivo J.M. Arnold, Clemens J.M. Kool, Katharina Raabe200648
(30 Dec 2006)

 Full text

A new mixed multiplicative-additive model for seasonal adjustment

by Stephanus Arz200647
(30 Dec 2006)

 Full text

Price adjustment in German manufacturing: evidence from two merged surveys (JEL D40, E30)

by Harald Stahl200646
(30 Dec 2006)

 Full text

The role of technology in M&As: a firm-level comparison of cross-border and domestic deals (JEL C25, G34, O32, O34)

by Rainer Frey, Katrin Hussinger200645
(30 Dec 2006)

 Full text

Regional currencies in Germany - local competition for the Euro?

by Gerhard Rösl200643
(29 Dec 2006)

 Full text

Precautionary saving and income uncertainty in Germany - new evidence from microdata (JEL D91, E21, J24)

by Nikolaus Bartzsch200644
(29 Dec 2006)

 Full text

How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach (JEL C2, C3, E37)

by Sandra Eickmeier, Christina Ziegler200642
(29 Dec 2006)

 Full text

The macroeconomic effects of exogenous fiscal policy shocks in Germany: a disaggregated SVAR analysis (JEL E62, H30)

by Kirsten H. Heppke-Falk, Jörn Tenhofen, Guntram B. Wolff200641
(27 Dec 2006)

 Full text

Does trade openness increase firm-level volatility? (JEL E32, F41, G15)

by Claudia M. Buch, Jörg Döpke, Harald Strotmann200640
(19 Dec 2006)

 Full text

How strong is the impact of exports and other demand components on German import demand? Evidence from euro-area and non-euro-area imports (JEL C22, E20, F41)

by Claudia Stirböck200639
(08 Dec 2006)

 Full text

How to treat benchmark revisions? The case of German production and orders statistics (JEL C22, C32, C82)

by Thomas A. Knetsch, Hans-Eggert Reimers200638
(27 Nov 2006)

 Full text

Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral export prices (JEL C22, F41)

by Kerstin Stahn200637
(21 Nov 2006)

 Full text

Political risk and export promotion: evidence from Germany (JEL C23, F13, H81)

by Christoph Moser, Thorsten Nestmann, Michael Wedow200636
(13 Nov 2006)

 Full text

Fiscal institutions, fiscal policy and sovereign risk premia (JEL E43, E62, G12, G15, H61, H62)

by Mark Hallerberg, Guntram B. Wolff200635
(31 Oct 2006)

 Full text

Macroeconomic fluctuations and bank lending:evidence for Germany and the euro area (JEL E32, E44, G21)

by Sandra Eickmeier, Boris Hofmann, Andreas Worms200634
(30 Oct 2006)

 Full text

Real-time forecasting of GDP based on a large factor model with monthly and quarterly data

by Christian Schumacher, Jörg Breitung200633
(30 Oct 2006)

 Full text

Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? (JEL C11, C13, C33, C53)

by Christine De Mol, Domenico Giannone, Lucrezia Reichlin200632
(13 Oct 2006)

 Full text

Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model (JEL C3, E32, E5, F00)

by Sandra Eickmeier200631
(02 Oct 2006)

 Full text

Dependence on external finance: an inherent industry characteristic? (JEL E50, G20, G30, O14, O16)

by George M. von Furstenberg, Ulf von Kalckreuth200630
(02 Oct 2006)

 Full text

The within-distribution business cycle dynamics of German firms (JEL D21, D92, E32)

by Jörg Döpke, Sebastian Weber200629
(05 Sep 2006)

 Full text

Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era (JEL C11, C15, C32)

by Kurt F. Lewis, Charles H. Whiteman200628
(29 Aug 2006)

 Full text

Learning, structural instability and present value calculations (JEL C11, G12, G22)

by Hashem Pesaran, Davide Pettenuzzo, Allan Timmermann200627
(29 Aug 2006)

 Full text

Do actions speak louder than words? Household expectations of inflation based on micro consumption data (JEL D12, D84, E31)

by Atsushi Inoue, Lutz Kilian, Fatma Burcu Kiraz200626
(29 Aug 2006)

 Full text

Forecasting with panel data

by Badi H. Baltagi200625
(29 Aug 2006)

 Full text

Real-time forecasting and political stock market anomalies: evidence for the U.S. (JEL G11, G14)

by Martin Bohl, Jörg Döpke, Christian Pierdzioch200622
(18 Jul 2006)

 Full text

Margins of multinational labor substitution (JEL C14, C24, F21, F23, J23)

by Sascha O. Becker, Marc-Andreas Mündler200624
(18 Jul 2006)

 Full text

A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications (JEL C33, F31)

by Christoph Fischer, Daniel Porath200623
(18 Jul 2006)

 Full text

Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and non-Ricardian consumers (JEL E52, E63)

by Campbell Leith, Leopold von Thadden200621
(19 Jun 2006)

 Full text

How would formula apportionment in the EU affect the distribution and the size of the corporate tax base? - An analysis based on German multinationals (JEL F23, H25)

by Clemens Füst, Thomas Hemmelgarn, Fred Ramb200620
(19 Jun 2006)

 Full text

Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia (JEL E43, E62, F34, G12, H6)

by Kerstin Bernoth, Guntram B. Wolff200619
(26 May 2006)

 Full text

Do monetary indicators (still) predict euro area inflation? (JEL C32, E31, E40)

by Boris Hofmann200618
(23 May 2006)

 Full text

Identifying the role of labor markets for monetary policy in an estimated DSGE model

by Kai Christoffel, Keith Küster, Tobias Linzert200617
(23 May 2006)

 Full text

Consumer price adjustment under the microscope: Germany in a period of low inflation (JEL D43, E31, L11)

by Johannes Hoffmann, Jeong-Ryeol Kurz-Kim200616
(23 May 2006)

 Full text

Internalization and internationalization under competing real options (JEL D81, D92, F21, L60)

by Jan Hendrik Fisch200615
(23 May 2006)

 Full text

Inflation and relative price variability in the euro area: evidence from a panel threshold model (JEL C23, E31)

by Dieter Nautz, Juliane Scharff200614
(28 Mar 2006)

 Full text

Foreign direct investment in the enlarged EU: do taxes matter and to what extent? (JEL E6, F2, F3, F4, H2, H8)

by Guntram B. Wolff200613
(28 Mar 2006)

 Full text

Forecasting the price of crude oil via convenience yield predictions (JEL C22, E37, G12, G13, Q40)

by Thomas A. Knetsch200612
(28 Mar 2006)

 Full text

The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics (JEL E31, E32, E52, J64)

by Kai Christoffel, Tobias Linzert200611
(14 Mar 2006)

 Full text

Real-time macroeconomic data and ex ante predictability of stock returns (JEL C53, E44, G11)

by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch200610
(07 Mar 2006)

 Full text

Capital, labour and productivity: What role do they play in the potential GPD weakness of France, Germany and Italy? (JEL E32, O47, O52)

by Antonio Bassanetti, Jörg Döpke, Roberto Torrini, Roberta Zizza200609
(07 Mar 2006)

 Full text

The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis (JEL C10, F31, F41)

by Stefan Reitz, Mark P. Taylor200608
(27 Feb 2006)

 Full text

Has the impact of key determinants of German exports changed? Results from estimations of Germany's intra euro-area and extra euro-area exports (JEL C22, F41)

by Kerstin Stahn200607
(27 Feb 2006)

 Full text

Bond pricing when the short term interest rate follows a threshold process

by Wolfgang Lemke, Theofanis Archontakis200606
(21 Feb 2006)

 Full text

A disaggregated framework for the analysis of structural developments in public