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 1 3 19
A Shadow-Rate Term Structure Model for the Euro Area 0 1 1 114 0 2 3 207
A macro-financial analysis of the corporate bond market 0 0 0 48 2 3 9 184
A macro-financial analysis of the corporate bond market 0 0 0 13 0 0 1 62
A tale of two decades: the ECB’s monetary policy at 20 1 3 13 345 23 34 94 1,210
An affine macro-finance term structure model for the euro area 0 0 1 177 3 3 6 585
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 2 44 1 2 12 108
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 0 75 0 1 3 222
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 0 4 118 2 7 22 465
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 2 2 3 413
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 0 114 1 1 2 354
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 5 665 1 3 21 1,568
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 2 2 14 96 6 12 54 229
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 0 1 2 48
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 28 1 1 3 150
Money demand and macroeconomic uncertainty 1 1 3 221 1 1 5 696
Natural rate chimera and bond pricing reality 0 0 0 10 3 3 7 41
Natural rate chimera and bond pricing reality 0 0 0 18 0 4 16 60
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 116 1 3 5 294
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 159 0 2 12 373
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 1 2 4 258
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 3 3 3 432
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 1 1 281 2 6 11 683
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 2 2 5 352
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 1 5 22 22
Tracing the impact of the ECB's asset purchase programme on the yield curve 1 1 1 17 9 12 13 58
Tracing the impact of the ECB’s asset purchase programme on the yield curve 0 3 10 202 3 7 46 588
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 2 2 4 144
Total Working Papers 5 13 65 3,498 70 125 392 10,593
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 3 4 7 62
An affine macro-finance term structure model for the euro area 0 0 1 33 3 3 4 162
An options-based impact study of the negative interest rate policy and forward guidance 1 1 9 9 2 5 24 24
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 1 1 3 77 2 3 6 167
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 2 2 5 32 4 4 10 102
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 1 101 1 1 2 254
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 1 72 4 5 10 219
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 1 1 2 233 2 3 7 692
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 1 2 4 142
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 1 1 1 1 12 12
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 2 3 16 33 12 22 54 104
Total Journal Articles 7 8 39 659 35 53 140 2,053

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

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Statistics updated 2025-12-06