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 2 18
A Shadow-Rate Term Structure Model for the Euro Area 1 1 1 114 1 1 2 206
A macro-financial analysis of the corporate bond market 0 0 0 13 0 1 1 62
A macro-financial analysis of the corporate bond market 0 0 1 48 0 0 9 181
A tale of two decades: the ECB’s monetary policy at 20 1 3 16 343 6 21 78 1,182
An affine macro-finance term structure model for the euro area 0 1 1 177 0 2 4 582
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 5 44 1 1 18 107
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 0 75 0 1 4 221
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 0 4 118 3 7 20 461
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 1 114 0 0 2 353
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 4 664 0 2 21 1,565
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 0 1 18 94 2 8 57 219
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 28 0 2 3 149
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 1 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 18 2 4 18 58
Natural rate chimera and bond pricing reality 0 0 0 10 0 0 8 38
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 116 1 1 3 292
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 159 0 1 11 371
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 0 0 3 256
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 1 1 1 281 2 3 10 679
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 1 129 0 2 7 350
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 0 1 376
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 0 7 7 0 2 17 17
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 0 16 1 1 3 47
Tracing the impact of the ECB’s asset purchase programme on the yield curve 1 1 9 200 2 5 50 583
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 1 2 142
Total Working Papers 4 9 75 3,489 22 70 363 10,490
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 0 1 4 58
An affine macro-finance term structure model for the euro area 0 1 2 33 0 1 6 159
An options-based impact study of the negative interest rate policy and forward guidance 0 6 8 8 1 12 20 20
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 0 0 2 76 0 1 4 164
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 0 3 30 0 1 7 98
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 2 101 0 0 3 253
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 3 72 0 1 12 214
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 1 232 1 3 6 690
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 0 2 140
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 1 1 1 0 4 11 11
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 1 2 15 31 5 11 47 87
Total Journal Articles 1 10 37 652 7 35 123 2,007

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 2 3 6 32
Total Books 0 0 0 0 2 3 6 32

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06