Technical Paper
Papers in the Technical Paper series describe models and/or procedures that were used in other publications such as the monthly report or the financial stability review in more detail.
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The Environmental Multi-Sector DSGE model EMuSe: A technical documentation Natascha Hinterlang, Anika Martin, Oke Röhe, Nikolai Stähler, Johannes Strobel
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Including carbon taxation risk in Deutsche Bundesbank‘s In-house Credit Assessment System (ICAS): An empirical analysis Justus Grundmann, Anna Silberbach, Laura Auria
2 MB, PDF
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Money growth and consumer price inflation in the euro area: An update Martin Mandler, Michael Scharnagl
579 KB, PDF
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Systemic risk buffer and residential real estate loans: the steering effect of sectoral buffer application Sebastian Geiger
1 MB, PDF
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Calibrating capital buffers for other systemically important institutions (O-SIIs) in Germany – Utilising the equal expected impact approach Sebastian Geiger, Marcel Heires, Ulrich Krüger, Johannes Ludwig, Ursula Vogel
826 KB, PDF
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The macroeconometric model of the Bundesbank revisited Thomas Haertel, Britta Hamburg, Vladimir Kusin
2 MB, PDF
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Sensitivity analysis of climate-related transition risks in the German financial sector Dominik Schober, Tobias Etzel, Alexander Falter, Ivan Frankovic, Christian Gross, Anke Kablau, Pierre Lauscher, Jana Ohls, Lena Strobel, Hannes Wilke
2 MB, PDF
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Potential deleveraging in the German banking system and effects on financial stability Manuel Pelzer, Nataliya Barasinska, Manuel Buchholz, Sören Friedrich, Sebastian Geiger, Nikolay Hristov, Philip Jamaldeen, Axel Löffler, Marcel Madjarac, Markus Roth, Leonid Silbermann, Lui-Hsian Wong
1 MB, PDF
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Stress testing market risk of German financial intermediaries Alexander Falter, Michael Kleemann, Lena Strobel, Hannes Wilke
2 MB, PDF