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 Shadow-Rate Term Structure Model for the Euro Area 0 1 3 107 1 3 14 165
A macro-financial analysis of the corporate bond market 0 0 2 10 3 7 21 37
A macro-financial analysis of the corporate bond market 0 2 7 34 6 17 44 67
A tale of two decades: the ECB’s monetary policy at 20 6 30 78 78 22 84 131 131
An affine macro-finance term structure model for the euro area 1 1 5 165 2 3 15 542
Below the zero lower bound: A shadow-rate term structure model for the euro area 1 3 8 58 6 11 38 98
Below the zero lower bound: a shadow-rate term structure model for the euro area 2 4 14 50 11 27 75 142
Bond pricing when the short term interest rate follows a threshold process 0 0 2 83 0 1 10 403
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 107 0 0 10 334
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 3 22 611 3 15 84 1,337
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 2 4 21 4 11 23 97
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 17 1 4 15 24
Money demand and macroeconomic uncertainty 1 1 12 207 3 4 31 645
Natural Rate Chimera and Bond Pricing Reality 1 20 20 20 6 25 25 25
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 4 114 0 2 11 277
Predicting recession probabilities with financial variables over multiple horizons 0 0 4 145 0 1 24 322
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 1 1 66 2 5 13 223
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 1 120 0 0 6 399
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 1 5 262 1 5 23 594
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 1 127 0 1 3 323
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 4 112 1 3 18 357
Tracing the impact of the ECB’s asset purchase programme on the yield curve 0 3 59 59 7 22 96 96
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 0 1 382
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 1 63 0 0 9 105
Total Working Papers 12 72 258 2,636 79 251 740 7,125


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 1 2 7 7 4 9 17 17
An affine macro-finance term structure model for the euro area 0 0 0 29 0 0 6 139
Bond pricing when the short-term interest rate follows a threshold process 0 0 2 25 0 0 3 107
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 3 3 13 35 8 13 33 90
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 1 3 3 3 2 9 10 10
How useful is the concept of the natural real rate of interest for monetary policy? 0 1 3 78 0 1 12 216
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 2 4 8 40 6 12 29 112
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 1 1 16 220 1 2 31 638
Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 1 30 0 1 2 133
Total Journal Articles 8 14 53 467 21 47 143 1,462


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 12
Total Books 0 0 0 0 1 2 3 12


Statistics updated 2020-05-04