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 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 1 48 0 1 9 181
A macro-financial analysis of the corporate bond market 0 0 0 13 1 1 1 62
A tale of two decades: the ECB’s monetary policy at 20 0 3 17 342 9 19 81 1,176
An affine macro-finance term structure model for the euro area 0 1 1 177 0 2 4 582
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 5 44 0 1 18 106
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 0 75 1 1 5 221
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 2 5 118 1 7 22 458
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 1 1 1 411
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 114 0 0 2 353
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 4 664 0 5 25 1,565
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 0 6 19 94 3 19 57 217
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 28 1 2 3 149
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 1 1 1 47
Money demand and macroeconomic uncertainty 0 0 3 220 1 1 5 695
Natural rate chimera and bond pricing reality 0 0 0 18 1 5 16 56
Natural rate chimera and bond pricing reality 0 0 0 10 0 1 11 38
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 116 0 0 2 291
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 159 0 1 11 371
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 0 0 3 256
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 1 280 1 2 9 677
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 1 129 2 2 7 350
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 0 1 7 7 1 5 17 17
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 0 2 8 199 1 8 50 581
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 0 1 392
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 0 76 0 1 2 142
Total Working Papers 0 16 76 3,485 25 86 369 10,468
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 0 13 0 1 4 58
An affine macro-finance term structure model for the euro area 0 1 2 33 0 1 6 159
An options-based impact study of the negative interest rate policy and forward guidance 1 8 8 8 4 16 19 19
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 0 2 76 0 1 4 164
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 1 3 30 0 2 7 98
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 0 3 72 0 1 12 214
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 1 232 0 2 5 689
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 1 2 140
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 1 1 1 3 5 11 11
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 0 3 14 30 3 9 44 82
Total Journal Articles 1 14 36 651 10 39 118 2,000

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 2 4 30
Total Books 0 0 0 0 0 2 4 30

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Statistics updated 2025-09-05