Access Statistics for Wolfgang Lemke

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macro-Financial Analysis of the Corporate Bond Market 0 0 0 0 0 1 2 17
A Shadow-Rate Term Structure Model for the Euro Area 0 0 0 113 0 0 1 205
A macro-financial analysis of the corporate bond market 0 0 3 48 0 4 11 180
A macro-financial analysis of the corporate bond market 0 0 1 13 0 0 3 61
A tale of two decades: the ECB’s monetary policy at 20 2 4 20 337 6 19 80 1,146
An affine macro-finance term structure model for the euro area 0 0 0 176 0 1 3 580
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 7 44 2 4 25 105
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 0 75 0 1 5 220
Below the zero lower bound: a shadow-rate term structure model for the euro area 1 1 5 115 1 4 25 450
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 0 0 0 410
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 114 1 1 2 353
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 2 4 662 1 6 26 1,558
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 2 3 15 88 6 11 41 191
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 0 0 1 46
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 28 0 0 4 147
Money demand and macroeconomic uncertainty 0 0 4 220 0 0 6 694
Natural rate chimera and bond pricing reality 0 0 1 18 2 3 17 51
Natural rate chimera and bond pricing reality 0 0 0 10 0 2 10 37
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 116 0 0 2 290
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 159 0 1 11 370
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 2 76 1 2 5 256
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 0 0 0 429
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 280 0 0 10 674
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 1 129 0 1 6 348
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 0 2 376
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 2 6 6 1 7 11 11
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 16 0 0 7 46
Tracing the impact of the ECB’s asset purchase programme on the yield curve 3 4 6 197 8 16 41 567
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 0 0 391
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 1 76 0 1 3 141
Total Working Papers 8 16 83 3,465 29 85 360 10,350
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A macro–financial analysis of the corporate bond market 0 0 1 13 0 2 6 57
An affine macro-finance term structure model for the euro area 0 0 2 32 0 0 6 158
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 0 1 113
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 1 2 2 76 1 2 3 163
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 1 2 2 29 2 3 4 95
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 4 101 0 0 6 253
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 1 1 5 72 3 3 16 212
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 1 232 1 1 5 687
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 0 0 138
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 0 0 4 4 4 4
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 2 7 14 25 3 12 38 67
Total Journal Articles 5 12 31 635 14 27 89 1,947

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Term Structure Modeling and Estimation in a State Space Framework 0 0 0 0 0 0 2 27
Total Books 0 0 0 0 0 0 2 27

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Statistics updated 2025-05-12