Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

Title Author(s)

Trend growth expextations and U.S. house prices before and after the crisis

Paper: 201212, 27.04.2012

JEL: D83, E13, E32, O40

Credit portfolio modelling and its effect on capital requirements

Paper: 201211, 25.04.2012

JEL: G21, G28, G32

Capital regulation, liquidity requirements and taxation in a dynamic model of banking

Paper: 201210, 24.04.2012

JEL: G21, G28, G33

Does Wagner's law ruin the sustainability of German public finances?

Paper: 201208, 23.03.2012

JEL: E62, H19, H50, H63

Towards an explanation of cross-country asymmetries in monetary transmission

Paper: 201207, 12.03.2012

JEL: C33, C51, E44, E52

Maturity shortening and market failure

Paper: 201206, 09.03.2012

JEL: D82, G21, G32

Regulation, credit risk transfer with CDS, and bank lending

Paper: 201205, 09.03.2012

JEL: G21, G28

Stress testing German banks against a global cost-of-capital shock

Paper: 201204, 07.03.2012

JEL: C13, C15, G21, G33

Executive board composition and bank risk taking

Paper: 201203, 06.03.2012

JEL: G21, G34, I21, J16

Assessing macro-financial linkages: a model comparison exercise

Paper: 201202, 05.03.2012

JEL: E32, E44, E47, E52

A user cost approach to capital measurement in aggregate production functions

Paper: 201201, 02.03.2012

JEL: C43, E01, O47

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Paper: 201135, 06.02.2012

JEL: C53, E37

Transitions in the German labor market: structure and crisis

Paper: 201134, 30.01.2012

Optimal savings for retirement: the role of individual accounts and disaster expectations

Paper: 201133, 27.01.2012

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Paper: 201132, 23.01.2012

Bank-related loan supply factors during the crisis: an analysis based on the German bank lending survey

Paper: 201131, 09.01.2012

The use of tax havens in exemption regimes

Paper: 201130, 06.01.2012

Cross-border bank lending, risk aversion and the financial crisis

Paper: 201129, 23.12.2011

Reforming the labor market and improving competitiveness: an analysis for Spain using FiMod

Paper: 201128, 16.12.2011

How do credit supply shocks propagate internationally? A GVAR approach

Paper: 201127, 12.12.2011

Detecting multiple breaks in long memory: the case of U.S. inflation

Paper: 201126, 21.11.2011

Output sensitivity of inflation in the euro area: indirect evidence from disaggregated consumer prices

Paper: 201125, 18.11.2011

Monetary transmission right from the start: on the information content of the eurosystem's main refinancing operations

Paper: 201124, 14.11.2011

Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors

Paper: 201123, 28.10.2011

Using cash to monitor liquidity - implications for payments, currency demand and withdrawal behavior

Paper: 201122, 24.10.2011

Foreign demand for euro banknotes issued in Germany: estimation using indirect approaches

Paper: 201121, 05.09.2011

Foreign demand for euro banknotes issued in Germany: estimation using direct approaches

Paper: 201120, 02.09.2011

An information economics perspective on main bank relationships and firm R&D

Paper: 201119, 26.08.2011

Exchange rate dynamics, expectations, and monetary policy

Paper: 201118, 12.08.2011

Recent developments in quantitative models of sovereign default

Paper: 201117, 09.08.2011

Substitution between net and gross settlement systems - A concern for financial stability?

Paper: 201116, 08.08.2011

Crises, rescues, and policy transmission through international banks

Paper: 201115, 05.08.2011

Evaluating macroeconomic risk forecasts

Paper: 201114, 27.06.2011

How informative are central bank assessments of macroeconomic risks?

Paper: 201113, 24.06.2011

Currency blocs in the 21st century

Paper: 201112, 03.06.2011

Fatigue in payment diaries - empirical evidence from Germany

Paper: 201111, 23.05.2011

In search for yield? Survey-based evidence on bank risk taking

Paper: 201110, 13.05.2011

The third pillar in Europe: institutional factors and individual decisions

Paper: 201109, 09.05.2011

Seasonality in house prices

Paper: 201108, 19.04.2011

Portfolio holdings in the euro area - home bias and the role of international, domestic and sector-specific factors

Paper: 201107, 15.04.2011

FiMod - a DSGE model for fiscal policy simulations

Paper: 201106, 12.04.2011

The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR

Paper: 201105, 11.04.2011

Classical time-varying FAVAR models - estimation, forecasting and structural analysis

Paper: 201104, 08.04.2011

The impact of fiscal policy on economic activity over the business cycle - evidence from a threshold VAR analysis

Paper: 201103, 28.03.2011

Robust monetary policy in a New Keynesian model with imperfect interest rate pass-through

Paper: 201102, 14.02.2011

Long-run growth expectations and "global imbalances"

Paper: 201101, 11.02.2011

Forecast uncertainty and the Bank of England interest rate decisions

Paper: 201027, 21.01.2011

Toward a Taylor rule for fiscal policy

Paper: 201026, 17.01.2011

Instability and indeterminacy in a simple search and matching model

Paper: 201025, 10.01.2011

The home bias in equities and distribution costs

Paper: 201024, 03.01.2011

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005