Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers 2006

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Title Author(s)

How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach

Paper: 200642, 29.12.2006

JEL: C2, C3, E37

The macroeconomic effects of exogenous fiscal policy shocks in Germany: a disaggregated SVAR analysis

Paper: 200641, 27.12.2006

JEL: E62, H30

Does trade openness increase firm-level volatility?

Paper: 200640, 19.12.2006

JEL: E32, F41, G15

How strong is the impact of exports and other demand components on German import demand? Evidence from euro-area and non-euro-area imports

Paper: 200639, 10.12.2006

JEL: C22, E20, F41

How to treat benchmark revisions? The case of German production and orders statistics

Paper: 200638, 27.11.2006

JEL: C22, C32, C82

Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral export prices

Paper: 200637, 21.11.2006

JEL: C22, F41

Political risk and export promotion: evidence from Germany

Paper: 200636, 13.11.2006

JEL: C23, F13, H81

Fiscal institutions, fiscal policy and sovereign risk premia

Paper: 200635, 31.10.2006

JEL: E43, E62, G12, G15, H61, H62

Macroeconomic fluctuations and bank lending:evidence for Germany and the euro area

Paper: 200634, 30.10.2006

JEL: E32, E44, G21

Real-time forecasting of GDP based on a large factor model with monthly and quarterly data

Paper: 200633, 30.10.2006

Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?

Paper: 200632, 13.10.2006

JEL: C11, C13, C33, C53

Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model

Paper: 200631, 02.10.2006

JEL: C3, E32, E5, F00

Dependence on external finance: an inherent industry characteristic?

Paper: 200630, 02.10.2006

JEL: E50, G20, G30, O14, O16

The within-distribution business cycle dynamics of German firms

Paper: 200629, 02.10.2006

JEL: D21, D92, E32

Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era

Paper: 200628, 29.08.2006

JEL: C11, C15, C32

Learning, structural instability and present value calculations

Paper: 200627, 29.08.2006

JEL: C11, G12, G22

Do actions speak louder than words? Household expectations of inflation based on micro consumption data

Paper: 200626, 29.08.2006

JEL: D12, D84, E31

Forecasting with panel data

Paper: 200625, 29.08.2006

Real-time forecasting and political stock market anomalies: evidence for the U.S.

Paper: 200622, 09.08.2006

JEL: G11, G14

Bond pricing when the short term interest rate follows a threshold process

Paper: 200606, 09.08.2006

Going multinational: What are the effects on home market performance?

Paper: 200603, 09.08.2006

JEL: D24, F10, F21, F23

Margins of multinational labor substitution

Paper: 200624, 18.07.2006

JEL: C14, C24, F21, F23, J23

A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications

Paper: 200623, 18.07.2006

JEL: C33, F31

Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and non-Ricardian consumers

Paper: 200621, 19.06.2006

JEL: E52, E63

How would formula apportionment in the EU affect the distribution and the size of the corporate tax base? - An analysis based on German multinationals

Paper: 200620, 19.06.2006

JEL: F23, H25

Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia

Paper: 200619, 19.06.2006

JEL: E43, E62, F34, G12, H6

Do monetary indicators (still) predict euro area inflation?

Paper: 200618, 02.06.2006

JEL: C32, E31, E40

Identifying the role of labor markets for monetary policy in an estimated DSGE model

Paper: 200617, 01.06.2006

Consumer price adjustment under the microscope: Germany in a period of low inflation

Paper: 200616, 01.06.2006

JEL: D43, E31, L11

Internalization and internationalization under competing real options

Paper: 200615, 01.06.2006

JEL: D81, D92, F21, L60

Inflation and relative price variability in the euro area: evidence from a panel threshold model

Paper: 200614, 01.04.2006

JEL: C23, E31

Foreign direct investment in the enlarged EU: do taxes matter and to what extent?

Paper: 200613, 01.04.2006

JEL: E6, F2, F3, F4, H2, H8

Forecasting the price of crude oil via convenience yield predictions

Paper: 200612, 01.04.2006

JEL: C22, E37, G12, G13, Q40

The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics

Paper: 200611, 01.04.2006

JEL: E31, E32, E52, J64

Real-time macroeconomic data and ex ante predictability of stock returns

Paper: 200610, 01.04.2006

JEL: C53, E44, G11

Capital, labour and productivity: What role do they play in the potential GPD weakness of France, Germany and Italy?

Paper: 200609, 01.04.2006

JEL: E32, O47, O52

The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis

Paper: 200608, 01.03.2006

JEL: C10, F31, F41

Has the impact of key determinants of German exports changed? Results from estimations of Germany¿s intra euro-area and extra euro-area exports

Paper: 200607, 01.03.2006

JEL: C22, F41

A disaggregated framework for the analysis of structural developments in public finances

Paper: 200605, 01.03.2006

JEL: E69, H20, H50, H60

Exports versus FDI in German manufacturing: firm performance and participation in international markets

Paper: 200604, 01.03.2006

JEL: D21, D24, F10, F14, F21, F23, L60

Sticky prices in the euro area: a summary of new micro evidence

Paper: 200602, 01.03.2006

JEL: C25, D40, E31

The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread

Paper: 200601, 01.02.2006

JEL: E43, E52

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