Do correlated defaults matter for CDS premia? An empirical analysis Koziol C., Koziol P., Schön T.

Fiscal Policy and Business Formation in Open Economies Lewis V., Winkler R.

Entry and Markup Dynamics in an Estimated Business Cycle Model Lewis V., Stevens A.

Learning about fiscal policy and the effects of policy uncertainty Hollmayr J., Matthes C.

Patience and long-run growth Hübner M., Vannoorenberghe G.

Bank Risk and Competition: Evidence from Regional Banking Markets Kick T., Prieto E.

Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments Knüppel M.

Classical time-varying FAVAR models – Estimation, forecasting and structural analysis Eickmeier S., Lemke W., Marcellino M.

Determinants of bank interest margins: Impact of maturity transformation Entrop O., Memmel C., Ruprecht B., Wilkens M.

U-MIDAS: MIDAS regressions with unrestricted lag polynomials Foroni C., Marcellino M., Schumacher C.

The Liquidity Premium in CDS Transaction Prices: Do Frictions Matter? Gehde-Trapp M., Gündüz Y., Nasev J.

Trend Inflation in Advanced Economies Garnier C., Mertens E., Nelson E.

The effect of bank shocks on firm-level and aggregate investment Amador J., Nagengast A.

Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis? Scharnagl M., Stapf J.

Distributional consequences of asset price inflation in the Eurozone Adam K., Tzamourani P.

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis Abbassi P., Bräuning F., Fecht F., Peydró J.L.

Securities Trading by Banks and Credit Supply: Micro-Evidence Abbassi P., Iyer R., Peydró J.L., Tous F.R.

Die grenzüberschreitenden Implikationen makroprudenzieller Politik Buch C., Vogel U.

Basel's countercyclical capital buffer: The third nation issue Tente N.

Quantifying contagion risk in funding markets: A model based stress-testing approach Anand K., Gauthier C., Souissi M.

Filling in the blanks: Network structure and interbank contagion Anand K., Craig B., von Peter G.

Analyzing international business and financial cycles using multi-level factor models: A comparison of alternative approaches Breitung J., Eickmeier S.

The countercyclical capital buffer in Germany, Analytical framework for the assessment of an appropriate domestic buffer rate (German version: Der antizyklische Kapitalpuffer in Deutschland, Analytischer Rahmen zur Bestimmung einer angemessenen inländischen Pufferquote) Tente N., Stein I., Silbermann L., Deckers T.

The Common drivers of Default Risk Memmel C., Gündüz Y., Raupach P.

Carry funding and safe haven currencies: a threshold regression approach Hossfeld O., MacDonald R.

Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe Vandenbussche J., Vogel U., Detragiache E.

The evolution of economic convergence in the European Union Borsi M.T., Metiu N.

Sunk Costs of Exporting and the Role of Experience in International Trade Meinen P.

Assessing the Financial and Financing Conditions of Firms in Europe: the Financial Module in CompNet Ferrando A., Altomonte C., Blank S., Iudice M., Felt M.H., Meinen P., Neugebauer K., Siedschlag I.

Export Spillovers: Opening the Black Box Choquette E., Meinen P.

International Trade and the Occupational Mix in Manufacturing: Evidence from German Micro Data Boddin D., Henze P.

Deutsche Bundesbank’s Statistics on International Trade in Services: the Dataset and its Potential Biewen E., Schultz S.

Cultural Identity, Mobility and Decentralization Schild C.-J., Wrede M.

Decomposing Real and Nominal Yield Curves Abrahams M., Adrian T., Crump R. K., Moench E.

The Home Bias in Equities and Distribution Costs Harms P., Hoffmann M., Ortseifer C.

Wie sich Menschen mit niedrigen Löhnen in Großstädten verteilen – Eine räumliche Analyse für Deutschland vom Berge P., Schanne N., Schild C.-J., Trübswetter P., Wurdack A., Petrovic A.