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 0 2 14
A Shadow-Rate Term Structure Model for the Euro Area 0 0 0 112 0 0 6 203
A macro-financial analysis of the corporate bond market 0 0 0 11 1 1 6 57
A macro-financial analysis of the corporate bond market 0 1 1 45 0 2 4 168
A tale of two decades: the ECB’s monetary policy at 20 3 7 34 310 13 28 130 1,005
An affine macro-finance term structure model for the euro area 0 0 1 176 1 2 4 577
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 1 6 36 2 6 23 71
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 0 74 0 1 28 212
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 3 8 108 2 12 56 412
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 0 113 0 0 0 349
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 3 9 656 0 3 17 1,524
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 1 4 11 72 5 13 35 141
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 27 1 2 6 140
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 1 1 1 44
Money demand and macroeconomic uncertainty 0 1 1 216 0 1 2 688
Natural rate chimera and bond pricing reality 0 0 4 17 0 2 10 30
Natural rate chimera and bond pricing reality 0 1 1 9 0 1 4 26
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 0 115 0 0 0 287
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 155 0 0 8 355
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 3 74 0 0 4 249
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 2 277 0 0 9 661
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 1 1 128 0 3 5 339
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 1 1 2 373
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 2 15 2 5 10 37
Tracing the impact of the ECB’s asset purchase programme on the yield curve 3 4 14 190 8 12 55 515
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 0 1 391
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 3 75 0 0 4 137
Total Working Papers 7 26 104 3,360 37 96 432 9,844
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 1 1 12 0 2 4 50
An affine macro-finance term structure model for the euro area 0 0 0 30 1 1 2 152
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 0 2 112
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 1 5 73 0 1 8 157
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 1 1 1 26 2 2 5 90
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 1 96 0 0 2 246
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 5 66 1 1 12 190
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 1 2 231 0 2 8 681
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 0 1 138
Total Journal Articles 1 4 15 589 4 9 44 1,816

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 3 6 25
Total Books 0 0 0 0 0 3 6 25

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Statistics updated 2023-11-05