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 17
A Shadow-Rate Term Structure Model for the Euro Area 0 0 0 113 0 1 1 205
A macro-financial analysis of the corporate bond market 0 0 2 13 0 0 4 61
A macro-financial analysis of the corporate bond market 0 0 3 48 2 3 10 178
A tale of two decades: the ECB’s monetary policy at 20 1 2 19 334 5 16 83 1,132
An affine macro-finance term structure model for the euro area 0 0 0 176 1 1 3 580
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 2 8 44 2 7 27 103
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 1 75 1 1 6 220
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 0 6 114 3 6 28 449
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 0 0 0 410
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 114 0 0 1 352
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 1 1 3 661 4 9 26 1,556
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 1 4 14 86 4 9 39 184
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 0 0 2 46
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 28 0 0 5 147
Money demand and macroeconomic uncertainty 0 2 4 220 0 3 6 694
Natural rate chimera and bond pricing reality 0 0 0 10 1 2 9 36
Natural rate chimera and bond pricing reality 0 0 1 18 1 5 18 49
Optimal Monetary Policy Response to Distortionary Tax Changes 0 1 1 116 0 1 2 290
Predicting recession probabilities with financial variables over multiple horizons 0 2 4 159 0 8 12 369
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 2 76 1 1 4 255
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 2 280 0 2 10 674
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 1 129 0 0 7 347
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 0 3 376
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 16 0 1 9 46
Tracing the impact of the ECB’s asset purchase programme on the yield curve 1 2 3 194 5 14 33 556
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 0 0 391
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 1 76 1 1 3 141
Total Working Papers 4 16 77 3,449 32 92 354 10,293
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 1 13 1 1 5 56
An affine macro-finance term structure model for the euro area 0 0 2 32 0 0 6 158
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 1 1 1 75 1 1 3 162
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 1 1 2 28 1 1 3 93
How useful is the concept of the natural real rate of interest for monetary policy? 0 1 5 101 0 1 7 253
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 4 71 0 0 14 209
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 1 1 232 0 1 4 686
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 0 0 138
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 3 4 12 21 5 10 38 60
Total Journal Articles 5 8 28 628 8 15 81 1,928

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 2 27
Total Books 0 0 0 0 0 0 2 27

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Statistics updated 2025-03-03