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 5 23
A Shadow-Rate Term Structure Model for the Euro Area 0 0 1 114 0 4 17 222
A macro-financial analysis of the corporate bond market 0 0 0 48 2 4 9 190
A macro-financial analysis of the corporate bond market 0 0 0 13 0 2 11 72
A tale of two decades: the ECB’s monetary policy at 20 1 3 15 355 7 23 122 1,283
An affine macro-finance term structure model for the euro area 0 0 1 177 1 5 20 600
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 1 45 1 3 18 124
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 1 76 1 3 24 244
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 0 1 119 2 3 34 488
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 0 2 13 423
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 0 2 11 364
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 4 667 1 7 34 1,597
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 0 2 10 103 2 14 64 275
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 29 1 2 19 166
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 1 3 14 60
Estimating the natural rate of interest in a macro-finance yield curve model 1 1 11 11 4 8 25 25
Money demand and macroeconomic uncertainty 0 0 1 221 1 2 12 706
Natural rate chimera and bond pricing reality 0 0 0 10 0 2 19 57
Natural rate chimera and bond pricing reality 0 0 0 18 0 7 23 77
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 117 1 3 24 315
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 1 4 15 385
Report on monetary policy tools, strategy and communication 0 3 68 68 7 26 347 347
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 0 3 12 268
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 0 3 14 443
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 282 2 6 23 699
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 0 5 17 365
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 1 4 22 398
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 0 1 8 0 3 24 39
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 17 0 4 27 73
Tracing the impact of the ECB’s asset purchase programme on the yield curve 0 1 4 203 2 13 49 627
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 2 11 403
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 0 76 0 2 16 157
Total Working Papers 2 10 125 3,605 38 174 1,095 11,515
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 2 13 70
An affine macro-finance term structure model for the euro area 0 0 2 34 1 3 12 170
An options-based impact study of the negative interest rate policy and forward guidance 0 0 9 11 2 6 29 37
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 1 5 118
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 79 0 2 14 177
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 0 3 33 1 7 20 117
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 0 101 0 2 9 262
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 0 9 34 247
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 2 234 0 2 18 705
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 1 7 12 152
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 1 1 1 3 23 30
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 1 2 10 39 3 10 68 144
Total Journal Articles 1 2 30 672 10 54 257 2,229

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 17 46
Total Books 0 0 0 0 0 3 17 46

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Statistics updated 2026-07-10