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 0 2 107 1 3 13 170
A macro-financial analysis of the corporate bond market 0 1 2 11 1 3 20 42
A macro-financial analysis of the corporate bond market 0 0 3 34 2 13 54 86
A tale of two decades: the ECB’s monetary policy at 20 10 26 110 110 54 109 265 265
An affine macro-finance term structure model for the euro area 0 0 3 165 0 0 14 544
Below the zero lower bound: A shadow-rate term structure model for the euro area 2 3 12 64 5 8 39 113
Below the zero lower bound: a shadow-rate term structure model for the euro area 3 7 18 59 12 28 95 179
Bond pricing when the short term interest rate follows a threshold process 0 0 1 83 1 3 10 406
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 0 107 0 0 5 334
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 2 5 22 617 7 20 82 1,364
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 18 1 3 19 30
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 1 5 22 2 6 29 107
Money demand and macroeconomic uncertainty 0 1 10 209 2 7 29 655
Natural Rate Chimera and Bond Pricing Reality 3 7 28 28 6 17 47 47
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 114 1 1 8 278
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 145 0 2 17 325
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 1 1 2 67 5 7 15 230
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 120 1 6 9 405
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 5 263 2 4 18 601
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 1 127 0 0 3 323
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 2 112 0 0 16 358
Tracing the impact of the ECB’s asset purchase programme on the yield curve 4 11 37 70 23 51 130 153
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? 1 2 3 65 2 4 12 110
Total Working Papers 26 65 270 2,717 128 295 950 7,507


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 1 8 8 3 8 27 27
An affine macro-finance term structure model for the euro area 0 0 0 29 0 1 5 141
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 0 1 107
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 4 16 41 1 10 34 103
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 1 6 6 3 11 24 24
How useful is the concept of the natural real rate of interest for monetary policy? 0 2 8 83 1 5 13 224
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 1 7 42 1 5 32 122
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 10 222 1 6 29 646
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 1 2 134
Total Journal Articles 1 9 55 486 10 47 167 1,528


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 0 3 12
Total Books 0 0 0 0 0 0 3 12


Statistics updated 2020-09-04