Access Statistics for Gregor von Schweinitz

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 evaluation of early warning models for systemic banking crises: Does machine learning improve predictions? 0 1 3 156 2 3 12 428
An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions? 1 3 5 57 2 4 9 140
Did the Swiss exchange rate shock shock the market? 0 1 2 66 1 3 6 140
Fiscal Policy and Fiscal Fragility: Evidence from the OECD 0 0 1 36 0 0 4 86
Fiscal policy and fiscal fragility: Empirical evidence from the OECD 0 1 2 71 0 2 14 98
Fiscal policy under the eyes of wary bondholders 0 0 3 3 1 1 16 31
Flight Patterns and Yields of European Government Bonds 0 0 0 37 1 1 2 164
Germany's Benefit from the Greek Crisis 0 0 0 78 1 1 3 147
Macroeconomic Imbalances as Indicators for Debt Crises in Europe 0 0 1 314 0 0 1 734
On the empirics of reserve requirements and economic growth 0 0 1 78 0 0 1 158
On the international dissemination of technology news shocks 0 1 4 36 1 5 14 65
Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After? 0 0 0 73 0 0 2 196
Optimizing policymakers' loss functions in crisis prediction: before, within or after? 0 0 0 41 1 1 1 57
Predicting Financial Crises: The (Statistical) Significance of the Signals Approach 0 0 1 213 1 1 2 573
Qual VAR Revisited: Good Forecast, Bad Story 0 0 0 183 0 1 4 501
Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis 1 3 6 142 1 3 9 451
Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System 1 1 1 34 1 1 1 43
The Joint Dynamics of Sovereign Ratings and Government Bond Yields 0 0 1 42 0 0 3 237
The Joint Dynamics of Sovereign Ratings and Government Bond Yields 0 0 0 2 0 0 2 30
The importance of credit demand for business cycle dynamics 0 0 0 14 2 4 19 47
The joint dynamics of sovereign ratings and government bond yields 0 0 1 15 0 0 4 75
What explains international interest rate co-movement? 3 3 11 71 4 4 31 113
Why they keep missing: An empirical investigation of rational inattention of rating agencies 0 0 0 66 2 2 3 162
Total Working Papers 6 14 43 1,828 21 37 163 4,676

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
22. Spring Meeting of Young Economists in Halle (Saale) - ein Tagungsbericht 0 0 0 8 0 0 2 43
4. IWH/INFER-Workshop on Applied Economics and Economic Policy: “A New Fiscal Capacity for the EU?“ 0 0 0 0 0 0 0 23
6th IWH/INFER-Workshop on Applied Economics and Economic Policy: "(Ending) Unconventional Monetary Policy" 0 0 0 2 0 0 3 18
7. IWH/INFER-Workshop on Applied Economics and Economic Policy: "Challenges and Implications of Inflationary Dynamics" 0 0 0 1 0 0 2 14
Does machine learning help us predict banking crises? 0 1 12 119 6 10 35 361
Fiscal policy and fiscal fragility: Empirical evidence from the OECD 0 0 0 13 0 0 12 55
Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht? 0 0 0 6 2 2 2 72
Macroeconomic Imbalances as Indicators for Debt Crises in Europe 0 1 1 40 0 1 2 166
Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions 0 0 1 3 0 2 8 18
Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis? 0 0 0 3 0 0 0 66
OPTIMIZING POLICYMAKERS’ LOSS FUNCTIONS IN CRISIS PREDICTION: BEFORE, WITHIN OR AFTER? 0 0 1 5 0 0 1 16
On the empirics of reserve requirements and economic growth 0 0 2 23 0 1 8 88
Predicting financial crises: The (statistical) significance of the signals approach 0 0 1 74 0 2 4 308
Qual VAR revisited: Good forecast, bad story 0 0 2 33 0 0 6 168
Qual Var Revisited: Good Forecast, Bad Story 0 0 0 2 0 0 3 13
Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis 0 0 0 146 0 1 8 1,334
Risk and return—Is there an unholy cycle of ratings and yields? 0 0 1 16 0 0 5 64
The Diablo 3 Economy: An Agent Based Approach 0 0 0 18 0 0 0 104
The joint dynamics of sovereign ratings and government bond yields 0 1 1 10 0 1 9 68
Why they keep missing: An empirical investigation of sovereign bond ratings and their timing 0 0 1 2 0 0 5 10
Zur Aussagekraft von Frühindikatoren für Staatsschuldkrisen in Europa 0 0 0 23 0 0 1 118
Total Journal Articles 0 3 23 547 8 20 116 3,127

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Statistics updated 2025-08-05