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 1 1 3 19
A Shadow-Rate Term Structure Model for the Euro Area 0 1 1 114 1 2 3 207
A macro-financial analysis of the corporate bond market 0 0 0 48 1 1 8 182
A macro-financial analysis of the corporate bond market 0 0 0 13 0 1 1 62
A tale of two decades: the ECB’s monetary policy at 20 1 2 16 344 5 20 79 1,187
An affine macro-finance term structure model for the euro area 0 0 1 177 0 0 3 582
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 4 44 0 1 15 107
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 0 75 1 2 4 222
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 0 4 118 2 6 22 463
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 0 1 1 411
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 0 114 0 0 1 353
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 1 1 5 665 2 2 23 1,567
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 0 0 14 94 4 9 54 223
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 28 0 1 2 149
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 0 2 2 48
Money demand and macroeconomic uncertainty 0 0 3 220 0 1 5 695
Natural rate chimera and bond pricing reality 0 0 0 10 0 0 5 38
Natural rate chimera and bond pricing reality 0 0 0 18 2 5 17 60
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 116 1 2 4 293
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 159 2 2 13 373
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 1 1 4 257
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 1 1 281 2 5 11 681
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 0 2 3 350
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 0 0 376
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 0 7 7 4 5 21 21
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 0 16 2 3 4 49
Tracing the impact of the ECB’s asset purchase programme on the yield curve 2 3 11 202 2 5 46 585
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 0 2 142
Total Working Papers 4 8 70 3,493 33 80 357 10,523
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 1 1 4 59
An affine macro-finance term structure model for the euro area 0 0 2 33 0 0 5 159
An options-based impact study of the negative interest rate policy and forward guidance 0 1 8 8 2 7 22 22
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 0 0 113
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 2 76 1 1 4 165
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 0 3 30 0 0 7 98
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 1 101 0 0 1 253
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 2 72 1 1 8 215
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 1 232 0 1 5 690
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 1 1 3 141
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 1 1 0 3 11 11
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 0 1 15 31 5 13 46 92
Total Journal Articles 0 2 35 652 11 28 116 2,018

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 3 6 33
Total Books 0 0 0 0 1 3 6 33

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Statistics updated 2025-11-08