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
An affine macro-finance term structure model for the euro area 0 4 21 109 2 12 43 301
Bond pricing when the short term interest rate follows a threshold process 0 2 2 73 0 5 15 321
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 2 5 25 45 6 19 79 138
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 3 13 68 174 9 36 127 216
Money demand and macroeconomic uncertainty 6 11 28 160 15 29 85 495
Optimal Monetary Policy Response to Distortionary Tax Changes 0 1 1 93 1 3 9 225
Predicting recession probabilities with financial variables over multiple horizons 0 1 11 89 2 13 48 106
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 2 5 15 30 7 12 39 76
The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09 0 2 14 101 3 10 57 266
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 8 24 75 127 25 54 150 216
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 1 1 12 71 6 8 33 180
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 4 101 3 4 19 278
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 1 2 7 347
Total Working Papers 22 69 276 1,173 80 207 711 3,165


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An affine macro-finance term structure model for the euro area 0 0 3 21 4 7 15 88
Bond pricing when the short-term interest rate follows a threshold process 1 2 5 17 3 9 24 76
How useful is the concept of the natural real rate of interest for monetary policy? 3 3 6 48 4 4 9 130
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 7 45 95 11 33 130 254
Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 1 24 4 5 9 94
Total Journal Articles 4 12 60 205 26 58 187 642


Statistics updated 2013-05-03