Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers 2017

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

Title Author(s)

Disagreement and Monetary Policy

Paper: 29/2017, 29.09.2017

Should unconventional monetary policies become conventional?

Paper: 28/2017, 25.09.2017

JEL: C32, E32, E52

Do all new brooms sweep clean? Evidence for outside bank appointments

Paper: 27/2017, 22.09.2017

JEL: C23, G21, G32, G34

An integrated shortfall measure for Basel III

Paper: 26/2017, 21.09.2017

JEL: C61, G21

Optimal trend inflation

Paper: 25/2017, 31.08.2017

JEL: E31, E32, E52

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Paper: 24/2017, 31.08.2017

JEL: C11, C51, C55

The financial market effects of the ECB's asset purchase programs

Paper: 23/2017, 25.08.2017

JEL: C32, E44, E52, E58

The optimal conduct of central bank asset purchases

Paper: 22/2017, 10.07.2017

JEL: C61, E52, G11

Interest-rate pegs, central bank asset purchases and the reversal puzzle

Paper: 21/2017, 07.07.2017

JEL: E32, E44, E52, E61

The Fisher paradox: A primer

Paper: 20/2017, 04.07.2017

JEL: E31, E43, E52

Banks' trading after the Lehman crisis - The role of unconventional monetary policy

Paper: 19/2017, 03.07.2017

JEL: E44, E50, G01, G11, G21

Google data in bridge equation models for German GDP

Paper: 18/2017, 26.06.2017

JEL: C22, C32, C53

Financial crises and the dynamic linkages between stock and bond returns

Paper: 17/2017, 20.06.2017

JEL: C32, C58, G15

CDS and credit: Testing the small bang theory of the financial universe with micro data

Paper: 16/2017, 19.06.2017

JEL: G21

M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements

Paper: 15/2017, 16.06.2017

JEL: C15, C23, C63, G21, G28

The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets

Paper: 14/2017, 23.05.2017

JEL: F23, F61, H25, L23

Asymmetric arbitrage trading on offshore and onshore renminbi markets

Paper: 13/2017, 19.05.2017

JEL: C32, F31, G15

Chow-Lin x N: how adding a panel dimension can improve accuracy

Paper: 12/2017, 17.05.2017

JEL: C22, C53

Growth expectations, undue optimism, and short-run fluctuations

Paper: 11/2017, 17.05.2017

JEL: E32

Interest rate risk of life insurers - evidence from accounting data

Paper: 10/2017, 15.05.2017

JEL: E43, G11, G22

Drivers of systemic risk: Do national and European perspectives differ?

Paper: 09/2017, 25.04.2017

JEL: G01, G21, G28

The effects of US monetary policy shocks: applying external instrument identification to a dynamic factor model

Paper: 08/2017, 11.04.2017

JEL: C32, E32, E44, E52, F31

Bank stress testing under different balance sheet assumptions

Paper: 07/2017, 10.04.2017

JEL: G11, G21

Scarcity effects of QE: a transaction-level analysis in the Bund market

Paper: 06/2017, 30.03.2017

JEL: E52, E63, G11, G12, H63

A model-based analysis of the macroeconomic impact of the refugee migration to Germany

Paper: 05/2017, 27.03.2017

JEL: E24, F22, J31, J61

External financing and economic activity in the euro area - Why are bank loans special?

Paper: 04/2017, 24.03.2017

JEL: E30, E40, E50, G20, G30

The role of structural funding for stability in the German banking sector

Paper: 03/2017, 24.02.2017

JEL: C23, C25, G21, G28

Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network

Paper: 02/2017, 03.02.2017

JEL: F34, G01, G21

Will German banks earn their cost of capital?

Paper: 01/2017, 27.01.2017

JEL: G21, G28

Trade in value added: Do we need new measures of competitiveness?

Paper: 52/2016, 23.01.2017

JEL: F14, J30

Fire buys of central bank collateral assets

Paper: 51/2016, 17.01.2017

JEL: E41, E44, E58, G11, G14, G15, G21

The imperfect-common-knowledge Phillips curve: Calvo versus Rotemberg

Paper: 50/2016, 16.01.2017

JEL: D83, E31

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005