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 18
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 1 1 11 181
A macro-financial analysis of the corporate bond market 0 0 1 13 0 0 2 61
A tale of two decades: the ECB’s monetary policy at 20 1 5 19 340 4 21 80 1,161
An affine macro-finance term structure model for the euro area 0 0 0 176 0 0 3 580
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 6 44 1 3 21 106
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 0 75 0 0 4 220
Below the zero lower bound: a shadow-rate term structure model for the euro area 2 4 6 118 3 5 24 454
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 0 1 2 353
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 3 663 3 6 24 1,563
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 5 7 20 93 13 26 57 211
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 3 147
Money demand and macroeconomic uncertainty 0 0 3 220 0 0 4 694
Natural rate chimera and bond pricing reality 0 0 0 10 1 1 11 38
Natural rate chimera and bond pricing reality 0 0 0 18 3 5 17 54
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 116 0 1 2 291
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 159 0 0 11 370
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 1 76 0 1 4 256
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 1 2 10 676
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 1 129 0 0 6 348
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 0 1 376
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 1 1 7 7 3 5 15 15
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 0 16 0 0 2 46
Tracing the impact of the ECB’s asset purchase programme on the yield curve 2 5 8 199 5 19 49 578
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 1 1 392
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 1 76 0 0 3 141
Total Working Papers 11 23 85 3,480 38 99 371 10,420
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 0 5 57
An affine macro-finance term structure model for the euro area 0 0 2 32 0 0 6 158
An options-based impact study of the negative interest rate policy and forward guidance 2 2 2 2 5 8 8 8
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 0 1 2 76 0 1 3 163
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 1 2 3 30 1 4 6 97
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 2 101 0 0 3 253
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 1 5 72 0 4 14 213
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 1 232 0 1 3 687
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 1 2 2 140
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 0 0 1 7 7 7
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 2 6 16 29 3 12 43 76
Total Journal Articles 5 12 34 642 11 39 101 1,972

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 1 2 3 29
Total Books 0 0 0 0 1 2 3 29

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Statistics updated 2025-07-04