Germany - Central Bank Research Hub

Title Author(s)

What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/15, 13.11.2009)

JEL: C32, E44, G21

A solution to the problem of too many instruments in dynamic panel data GMM

Deutsche Bundesbank Discussion Papers [View] (Paper: 200931, 06.11.2009)

JEL: C13, C15, C23, C81

The dependency of the banks' assets and liabilities: evidence from Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/14, 03.11.2009)

Unemployment insurance and the business cycle: Prolong benefit entitlements in bad times?

Deutsche Bundesbank Discussion Papers [View] (Paper: 200930, 02.11.2009)

Systematic risk of CDOs and CDO arbitrage

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/13, 30.10.2009)

Margins of international banking: Is there a productivity pecking order in banking, too?

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/12, 26.10.2009)

JEL: F3, G21

Financial constraints and the margins of FDI

Deutsche Bundesbank Discussion Papers [View] (Paper: 200929, 09.10.2009)

JEL: F2, G2

Efficient estimation of forecast uncertainty based on recent forecast errors

Deutsche Bundesbank Discussion Papers [View] (Paper: 200928, 06.10.2009)

JEL: C13, C32, C53

Determinants for using visible reserves in German banks - an empirical study

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/11, 05.10.2009)

JEL: G21, G32, M41

The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/10, 02.10.2009)

JEL: G11, G12, G14, G23

Coin migration within the euro area

Deutsche Bundesbank Discussion Papers [View] (Paper: 200927, 29.09.2009)

JEL: C61, E41

Supply-side effects of strong energy price hikes in German industry and transportation

Deutsche Bundesbank Discussion Papers [View] (Paper: 200926, 15.09.2009)

Price discovery on traded inflation expectations: Does the financial crisis matter?

Deutsche Bundesbank Discussion Papers [View] (Paper: 200925, 07.09.2009)

The debt brake: business cycle and welfare consequences of Germany’s new fiscal policy rule

Deutsche Bundesbank Discussion Papers [View] (Paper: 200924, 28.08.2009)

More or less aggressive? Robust monetary policy in a New Keynesian model with financial distress

Deutsche Bundesbank Discussion Papers [View] (Paper: 200923, 26.08.2009)

Do we really know that flexible exchange rates facilitate current account adjustment? Some new empirical evidence for CEE countries

Deutsche Bundesbank Discussion Papers [View] (Paper: 200922, 24.08.2009)

Transmission of nominal exchange rate changes to export prices and trade flows and implications for exchange rate policy

Deutsche Bundesbank Discussion Papers [View] (Paper: 200921, 11.08.2009)

JEL: F14, F31, F41

Export-supporting FDI

Deutsche Bundesbank Discussion Papers [View] (Paper: 200920, 10.08.2009)

Income diversification in the German banking industry

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/09, 07.08.2009)

JEL: G11, G21, G32

Does lowering dividend tax rates increase dividends repatriated? Evidence of intra-firm cross-border dividend repatriation policies by German multinational enterprises

Deutsche Bundesbank Discussion Papers [View] (Paper: 200919, 04.08.2009)

JEL: G35, H25

Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches

Deutsche Bundesbank Discussion Papers [View] (Paper: 200918, 17.07.2009)

JEL: C32, E40, E52

The cross-section of firms over the business cycle: new facts and a DSGE exploration

Deutsche Bundesbank Discussion Papers [View] (Paper: 200917, 14.07.2009)

JEL: E20, E22, E30, E32

The effects of knowledge management on innovative success - an empirical analysis of German firms

Deutsche Bundesbank Discussion Papers [View] (Paper: 200916, 13.07.2009)

JEL: L23, L25, M11, O32

Firm-specific productivity risk over the business cycle: facts and aggregate implications

Deutsche Bundesbank Discussion Papers [View] (Paper: 200915, 10.07.2009)

JEL: E20, E22, E30, E32

Financial markets’ appetite for risk - and the challenge of assessing its evolution by risk appetite indicators

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/08, 07.07.2009)

JEL: G11, G12, G15

Changes in import pricing behaviour: the case of Germany

Deutsche Bundesbank Discussion Papers [View] (Paper: 200914, 16.06.2009)

JEL: C22, F41

Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approach

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/07, 02.06.2009)

JEL: C12, C13, C14

Financial intermediation and the role of price discrimination in a two-tier market

Deutsche Bundesbank Discussion Papers [View] (Paper: 200913, 22.05.2009)

JEL: F31

Opting out of the great inflation: German monetary policy after the breakdown of Bretton Woods

Deutsche Bundesbank Discussion Papers [View] (Paper: 200912, 19.05.2009)

JEL: E31, E32, E41, E52, E58

Forecasting national activity using lots of international predictors: an application to New Zealand

Deutsche Bundesbank Discussion Papers [View] (Paper: 200911, 05.05.2009)

JEL: C33, C53, F47

Factor forecasting using international targeted predictors:the case of German GDP

Deutsche Bundesbank Discussion Papers [View] (Paper: 200910, 04.05.2009)

JEL: C53, E27, F47

Knowledge sourcing: legitimacy deficits for MNC subsidiaries?

Deutsche Bundesbank Discussion Papers [View] (Paper: 200909, 09.04.2009)

JEL: D83, F23, O31, O32

Does banks' size distort market prices? Evidence for too-big-to-fail in the CDS market

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/06, 24.03.2009)

JEL: G14, G21, G28

Time-dependent pricing and New Keynesian Phillips curve

Deutsche Bundesbank Discussion Papers [View] (Paper: 200908, 23.03.2009)

MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area

Deutsche Bundesbank Discussion Papers [View] (Paper: 200907, 20.03.2009)

JEL: C53, E37

Price convergence in the EMU? Evidence from micro data

Deutsche Bundesbank Discussion Papers [View] (Paper: 200906, 17.03.2009)

JEL: C23, E31, F31, F36, L68

Testing for structural breaks in dynamic factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 200905, 16.03.2009)

JEL: C01, C12, C3

Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows?

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/05, 13.03.2009)

JEL: G21

Fiscal sustainability and policy implications for the euro area

Deutsche Bundesbank Discussion Papers [View] (Paper: 200904, 10.03.2009)

JEL: H55, H60

Shocks at large banks and banking sector distress: the Banking Granular Residual

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/04, 09.03.2009)

JEL: E32, E44, E52, G21

The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/03, 06.03.2009)

JEL: D24, G21, G28, L33

Stress testing German banks in a downturn in the automobile industry

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/02, 05.03.2009)

Pooling versus model selection for nowcasting with many predictors: an application to German GDP

Deutsche Bundesbank Discussion Papers [View] (Paper: 200903, 05.03.2009)

JEL: C53, E37

Sturm und Drang in money market funds: when money market funds cease to be narrow

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/20, 26.01.2009)

The price of liquidity: bank characteristics and market conditions

Deutsche Bundesbank Discussion Papers [View] (Paper: 200830, 23.12.2008)

JEL: D44, E5, G1, G21

International financial competitiveness and incentives to foreign direct investment

Deutsche Bundesbank Discussion Papers [View] (Paper: 200829, 09.12.2008)

Does regional redistribution spur growth?

Deutsche Bundesbank Discussion Papers [View] (Paper: 200828, 08.12.2008)

International financial markets' influence on the welfare performance of alternative exchange rate regimes

Deutsche Bundesbank Discussion Papers [View] (Paper: 200827, 05.12.2008)

Employment protection and temporary work agencies

Deutsche Bundesbank Discussion Papers [View] (Paper: 200826, 01.12.2008)

Liquidity and the dynamic pattern of price adjustment:a global view

Deutsche Bundesbank Discussion Papers [View] (Paper: 200825, 28.11.2008)

JEL: E31, E52, F01, F42