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	Title	Author(s)
Full text	The supervisor's portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/02, 21.10.2005)	Christoph Memmel Carsten Wehn
Full text	European inflation expectations dynamics Deutsche Bundesbank Discussion Papers [View] (Paper: 200537, 27.09.2005)	Jörg Döpke Jonas Dovern Jirka Slacalek Ulrich Fritsche
Full text	Comparing the value revelance of R&D reporting in Germany: standard and selection effects Deutsche Bundesbank Discussion Papers [View] (Paper: 200536, 27.09.2005) JEL: D82, K11, M40, M41	Markus Reitzig Fred Ramb
Full text	Monetary policy with model uncertainty: distribution forecast targeting Deutsche Bundesbank Discussion Papers [View] (Paper: 200535, 27.09.2005) JEL: E42, E52, E58	Lars E.O. Svensson Noah Williams
Full text	Rational inattention: a research agenda Deutsche Bundesbank Discussion Papers [View] (Paper: 200534, 27.09.2005)	Christopher A. Sims
Full text	An estimated DSGE model for the German economy within the euro area Deutsche Bundesbank Discussion Papers [View] (Paper: 200533, 27.09.2005) JEL: E4, E5, F4	Ernest Pytlarczyk
Full text	Determinants of current account developments in the central and east European EU member states - consequences for the enlargement of the euro area Deutsche Bundesbank Discussion Papers [View] (Paper: 200532, 27.09.2005) JEL: F15, F32	Sabine Herrmann Axel Jochem
Full text	Umstellung der deutschen VGR auf Vorjahrespreisbasis Deutsche Bundesbank Discussion Papers [View] (Paper: 200531, 24.09.2005) JEL: C8, E0	Karl-Heinz Tödter
Full text	Ultra high frequency volatility estimation with dependent microstructure noise Deutsche Bundesbank Discussion Papers [View] (Paper: 200530, 24.09.2005)	Per A. Mykland Yacine Ait-Sahalia Lan Zhang
Full text	Asset pricing implications of Pareto optimality with private information Deutsche Bundesbank Discussion Papers [View] (Paper: 200529, 24.09.2005)	Luigi Pistaferri Narayana R. Kocherlakota
Full text	Recursive robust estimation and control without commitment Deutsche Bundesbank Discussion Papers [View] (Paper: 200528, 24.09.2005)	Lars Peter Hansen Thomas J. Sargent
Full text	In search of distress risk Deutsche Bundesbank Discussion Papers [View] (Paper: 200527, 24.09.2005)	John Y. Campbell Jan Szilagyi Jens Hilscher
Full text	Money demand and macroeconomic uncertainty Deutsche Bundesbank Discussion Papers [View] (Paper: 200526, 24.09.2005) JEL: E41, M3	Wolfgang Lemke Claus Greiber
Full text	Time-dependent or state-dependent price setting? - micro-evidence from German metal-working industries - Deutsche Bundesbank Discussion Papers [View] (Paper: 200525, 24.09.2005) JEL: D43, E31, L11	Harald Stahl
Full text	Forecasting German GDP using alternative factor models based on large datasets Deutsche Bundesbank Discussion Papers [View] (Paper: 200524, 24.09.2005)	Christian Schumacher
Full text	The cross-sectional dynamics of German business cycles: a bird’s eye view Deutsche Bundesbank Discussion Papers [View] (Paper: 200523, 24.09.2005) JEL: D21, D92, E32	Michael Funke Jörg Döpke Sebastian Weber Sean Holly
Full text	The role of contracting schemes for the welfare costs of nominal rigidities over the business cycle Deutsche Bundesbank Discussion Papers [View] (Paper: 200522, 24.09.2005) JEL: E32, E52	Matthias Paustian
Full text	Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals Deutsche Bundesbank Discussion Papers [View] (Paper: 200521, 24.09.2005)	Svetlozar T. Rachev Jeong-Ryeol Kurz-Kim Gennady Samorodnitsky
Full text	How synchronized are central and east European economies with the euro area? Evidence from a structural factor model Deutsche Bundesbank Discussion Papers [View] (Paper: 200520, 24.09.2005) JEL: C32, C50, E5, F02, F41, F42, F47	Sandra Eickmeier Jörg Breitung
Full text	Monetary disequilibria and the Euro/Dollar exchange rate Deutsche Bundesbank Discussion Papers [View] (Paper: 200518, 24.09.2005) JEL: E41, F31	Karsten Ruth Dieter Nautz
Full text	Tax incentives and the location of FDI: evidence from a panel of German multinationals Deutsche Bundesbank Discussion Papers [View] (Paper: 200517, 24.09.2005) JEL: F21, F23, H25, R38	Thiess Buettner Martin Ruf
Full text	Consumption, wealth and business cycles: why is Germany different? Deutsche Bundesbank Discussion Papers [View] (Paper: 200516, 24.09.2005) JEL: E21, E32, E44, G12, G20	Mathias Hoffmann Britta Hamburg Joachim Keller
Full text	Discriminatory auctions with seller discretion: evidence from German treasury auctions Deutsche Bundesbank Discussion Papers [View] (Paper: 200515, 24.09.2005)	Jörg Rocholl
Full text	Learning on the quick and cheap: gains from trade through imported expertise Deutsche Bundesbank Discussion Papers [View] (Paper: 200514, 24.09.2005) JEL: F13, F23	Thomas F. Rutherford James R. Markusen
Full text	Foreign direct investment, spillovers and absorptive capacity: evidence from quantile regressions Deutsche Bundesbank Discussion Papers [View] (Paper: 200513, 24.09.2005) JEL: F21, F23	Sourafel Girma Holger Görg
Full text	The determinants of intra-firm trade: in search for export-import magnification effects Deutsche Bundesbank Discussion Papers [View] (Paper: 200512, 24.09.2005)	Peter Egger Michael Pfaffermayr
Full text	Firm-level evidence on international stock market comovement Deutsche Bundesbank Discussion Papers [View] (Paper: 200511, 24.09.2005) JEL: G11, G15	Robin Brooks Marco Del Negro
Full text	Multinational firms, exclusivity, and the degree of backward linkages Deutsche Bundesbank Discussion Papers [View] (Paper: 200510, 24.09.2005) JEL: F12, F23, L13, O14, O19	Kamal Saggi Ping Lin
Full text	Measurement matters - Input price proxies and bank efficiency in Germany Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/01, 05.04.2005) JEL: C51, G20, L11	Michael Koetter
Full text	Estimating probabilities of default for German saving banks and credit cooperatives Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/06, 27.01.2005) JEL: C23, G21, G28	Daniel Porath
Full text	How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/05, 05.11.2004) JEL: F33, F34, G28	Daniel Porath Thilo Liebig Beatice Weder di Mauro Michael Wedow
Full text	German bank lending during emerging market crises: A bank level analysis Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/04, 15.10.2004) JEL: F30, F32, F34	Frank Heid Thorsten Nestmann Beatrice Weder di Mauro
Full text	Does capital regulation matter for bank behaviour? Evidence for German savings banks Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/03, 27.08.2004) JEL: G21, G28	Daniel Porath Frank Heid Stéphanie Stolz
Full text	Systematic Risk in Recovery Rates - An empirical Analysis of US Corporate Credit Exposures Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/02, 17.08.2004)	Klaus Düllmann Monika Trapp
Full text	Forecasting Credit Portfolio Risk Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/01, 01.03.2004) JEL: C23, C41, G21	Thilo Liebig Harald Scheule Alfred Hamerle
Full text	Credit Risk Factor Modeling and the Basel II IRB Approach Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2003/02, 01.12.2003) JEL: C1, G21	Thilo Liebig Alfred Hamerle Daniel Rösch
Full text	Measuring the Discriminative Power of Rating Systems Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2003/01, 01.11.2003)	Evelyn Hayden Bernd Engelmann Dirk Tasche