Comovements and heterogeneity in the Euro area analyzed in a non-stationary dynamic factor modelSandra EickmeierÉpuiséPrévenez-moi
Banks' regulatory buffers, liquidity networks and monetary policy transmissionChristian MerklÉpuiséPrévenez-moi
Real-time forecasting of GDP based on a large factor model with monthly and quarterly dataChristian SchumacherÉpuiséPrévenez-moi
The stability of efficiency rankings when risk preferences and objectives are differentMichael KoetterÉpuiséPrévenez-moi
Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral export pricesKerstin StahnÉpuiséPrévenez-moi
How strong is the impact of exports and other demand components on German import demand?Claudia StirböckÉpuiséPrévenez-moi
The macroeconomic effects of exogenous fiscal policy shocks in GermanyKirsten Heppke FalkÉpuiséPrévenez-moi
How good are dynamic factor models at forecasting output and inflation?Sandra EickmeierÉpuiséPrévenez-moi
Money market derivatives and the allocation of liquidity risk in the banking sectorFalko FechtÉpuiséPrévenez-moi
Industries and the bank lending effects of bank credit demand and monetary policy in GermanyIvo J. M. ArnoldÉpuiséPrévenez-moi
Price setting in the euro area: some stylised facts from individual producer priceDaniel DiasÉpuiséPrévenez-moi
Diversification and the banks' risk-return-characteristics - evidence from loan portfolios of German banksAndreas BehrÉpuiséPrévenez-moi
Unemployment and employment protection in a unionized economy with search frictionsNikolai StählerÉpuiséPrévenez-moi
An assessment of the trends in international price competitiveness among EMU countriesChristoph FischerÉpuiséPrévenez-moi
Reconsidering the role of monetary indicators for Euro area inflation from a Bayesian perspective using group inclusion probabilitiesMichael ScharnaglÉpuiséPrévenez-moi
Modelling dynamic portfolio risk using risk drivers of elliptical processesRafael SchmidtÉpuiséPrévenez-moi
Exchange rate dynamics in a target zone - a heterogenous expectations approachHans-Christian BauerÉpuiséPrévenez-moi
Time-varying contributions by the corporate bond and CDS markets to credit risk price discoveryNiko DötzÉpuiséPrévenez-moi