Diskussionspapiere
Die Diskussionspapiere mit ökonomischen Studien oder Finanz- und Bankenstudien werden vom Forschungszentrum der Bundesbank erarbeitet.
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Estimating probabilities of default with support vector machines Discussion paper 18/2007: Wolfgang K. Härdle, Rouslan A. Moro, Dorothea Schäfer
646 KB, PDF
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Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP Discussion paper 34/2007: Massimiliano Marcellino, Christian Schumacher
423 KB, PDF
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The welfare effects of inflation: a cost-benefit perspective Discussion paper 33/2007: Karl-Heinz Tödter, Bernhard Manzke
416 KB, PDF
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Profitability of Western European banking systems: panel evidence on structural and cyclical determinants Discussion paper 17/2007: Rainer Beckmann
550 KB, PDF
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Endogenous credit derivatives and bank behavior Discussion paper 16/2007: Thilo Pausch
362 KB, PDF
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Does Benford’s law hold in economic research and forecasting? Discussion paper 32/2007: Stefan Günnel, Karl-Heinz Tödter
182 KB, PDF
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Creditor concentration: an empirical investigation Discussion paper 15/2007: Steven Ongena, Günseli Tümer-Alkan, Natalja von Westernhagen
508 KB, PDF
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Relationship lending - empirical evidence for Germany Discussion paper 14/2007: Christoph Memmel, Christian Schmieder, Ingrid Stein
313 KB, PDF
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Simple interest rate rules with a role for money Discussion paper 31/2007: Michael Scharnagl, Christina Gerberding, Franz Seitz
530 KB, PDF
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International co-operation on innovation: empirical evidence for German and Portuguese firms Discussion paper 30/2007: Pedro Faria, Tobias Schmidt
330 KB, PDF
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The timeless perspective vs. discretion: theory and monetary policy implications for an open economy Discussion paper 29/2007: Alfred V. Guender
654 KB, PDF
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The timing and magnitude of exchange rate overshooting Discussion paper 28/2007: Mathias Hoffmann, Jens Søndergaard, Niklas J. Westelius
374 KB, PDF
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Spill-over effects of monetary policy – a progress report on interest rate convergence in Europe Discussion paper 27/2007: Michael Flad
576 KB, PDF
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Taxing deficits to restrain government spending and foster capital accumulation Discussion paper 26/2007: Nikolai Stähler
297 KB, PDF
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Asset correlations and credit portfolio risk – an empirical analysis Discussion paper 13/2007: Klaus Düllmann, Martin Scheicher, Christian Schmieder
361 KB, PDF
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Quantifying risk and uncertainty in macroeconomic forecasts Discussion paper 25/2007: Malte Knüppel, Karl-Heinz Tödter
581 KB, PDF
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International investment positions and exchange rate dynamics: a dynamic panel analysis Discussion paper 23/2007: Michael Binder, Christian J. Offermanns
2 MB, PDF
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Corporate marginal tax rate, tax loss carryforwards and investment functions - empirical analysis using a large German panel data set Discussion paper 21/2007: Fred Ramb
331 KB, PDF
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Volatile multinationals? Evidence from the labor demand of German firms Discussion paper 22/2007: Claudia M. Buch, Alexander Lipponer
367 KB, PDF
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Testing for contemporary fiscal policy discretion with real time data Discussion paper 24/2007: Ulf von Kalckreuth, Guntram B. Wolff
311 KB, PDF
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The marketability of bank assets and managerial rents: implications for financial stability Discussion paper 12/2007: Falko Fecht, Wolf Wagner
341 KB, PDF
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Welfare effects of financial integration Discussion paper 11/2007: Falko Fecht, Hans Peter Grüner, Philipp Hartmann
521 KB, PDF
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The quality of banking and regional growth Discussion paper 10/2007: Iftekhar Hasan, Michael Koetter, Michael Wedow
348 KB, PDF
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The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey Discussion paper 19/2007: James Mitchell, Martin Weale
301 KB, PDF
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Uncertainty about perceived inflation target and monetary policy Discussion paper 18/2007: Kosuke Aoki, Takeshi Kimura
598 KB, PDF
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Money in monetary policy design under uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking Discussion paper 20/2007: Günter W. Beck, Volker Wieland
214 KB, PDF
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Banking consolidation and small businessfinance - empirical evidence for Germany Discussion paper 09/2007: Katharina Marsch, Christian Schmieder, Katrin Forster-van Aerssen
461 KB, PDF
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Does intra-firm bargaining matter for business cycle dynamics? Discussion paper 17/2007: Michael Krause, Thomas Lubik
329 KB, PDF
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Heterogeneous expectations, learning and European inflation dynamics Discussion paper 16/2007: Anke Weber
480 KB, PDF
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Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery Discussion paper 08/2007: Niko Dötz
221 KB, PDF
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On-the-job search and the cyclical dynamics of the labor market Discussion paper 15/2007: Michael Krause, Thomas Lubik
387 KB, PDF
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Does anticipation of government spending matter? Evidence from an expectation augmented VAR Discussion paper 14/2007: Jörn Tenhofen, Guntram B. Wolff
309 KB, PDF
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Exchange rate dynamics in a target zone - a heterogeneous expectations approach Discussion paper 11/2007: Christian Bauer, Paul De Grauwe, Stefan Reitz
380 KB, PDF
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An affine macro-finance term structure model for the euro area Discussion paper 13/2007: Wolfgang Lemke
960 KB, PDF
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Money and housing – evidence for the euro area and the US Discussion paper 12/2007: Claus Greiber, Ralph Setzer
710 KB, PDF
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Modelling dynamic portfolio risk using risk drivers of elliptical processes Discussion paper 07/2007: Rafael Schmidt, Christian Schmieder
603 KB, PDF
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A note on the coefficient of determination in regression models with infinite-variance variables Discussion paper 10/2007: Jeong-Ryeol Kurz-Kim, Mico Loretan
409 KB, PDF
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Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities Discussion paper 09/2007: Michael Scharnagl, Christian Schumacher
351 KB, PDF
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An assessment of the trends in international price competitiveness among EMU countries Discussion paper 08/2007: Christoph Fischer
355 KB, PDF
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Money-based interest rate rules: lessons from German data Discussion paper 06/2007: Christina Gerberding, Franz Seitz, Andreas Worms
336 KB, PDF
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Moral hazard and bail-out in fiscal federations: evidence for the German Länder Discussion paper 07/2007: Kirsten H. Heppke-Falk, Guntram B. Wolff
349 KB, PDF
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End-user order flow and exchange rate dynamics Discussion paper 05/2007: Stefan Reitz, Markus A. Schmidt, Mark P. Taylor
307 KB, PDF
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How do banks adjust their capital ratios? Evidence from Germany Discussion paper 06/2007: Christoph Memmel, Peter Raupach
307 KB, PDF
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Unemployment and employment protection in a unionized economy with search frictions Discussion paper 04/2007: Nikolai Stähler
256 KB, PDF
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Diversification and the banks’ risk-return-characteristics – evidence from loan portfolios of German banks Discussion paper 05/2007: Andreas Behr, Andreas Kamp, Christoph Memmel, Andreas Pfingsten
333 KB, PDF
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Price setting in the euro area: some stylised facts from individual producer price data Discussion paper 03/2007: Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando, Roberto Sabbatini, Harald Stahl, Philip Vermeulen
258 KB, PDF
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Open-end real estate funds in Germany - genesis and crisis Discussion paper 04/2007: Christina E. Bannier, Falko Fecht, Marcel Tyrell
341 KB, PDF
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Slippery slopes of stress: ordered failure events in German banking Discussion paper 03/2007: Thomas Kick, Michael Koetter
804 KB, PDF
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Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach Discussion paper 02/2007: Michael Koetter, Daniel Porath
501 KB, PDF
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Threshold dynamics of short-term interest rates: empirical evidence and implications for the term structure Discussion paper 02/2007: Theofanis Archontakis, Wolfgang Lemke
528 KB, PDF