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 4 12
A Shadow-Rate Term Structure Model for the Euro Area 0 0 1 112 1 3 7 197
A macro-financial analysis of the corporate bond market 0 0 0 11 1 1 3 51
A macro-financial analysis of the corporate bond market 1 2 3 44 1 5 19 164
A tale of two decades: the ECB’s monetary policy at 20 1 9 58 276 9 35 205 875
An affine macro-finance term structure model for the euro area 0 0 2 175 0 0 7 573
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 1 2 74 0 7 29 184
Below the zero lower bound: a shadow-rate term structure model for the euro area 1 2 6 100 3 13 61 356
Bond pricing when the short term interest rate follows a threshold process 0 0 1 84 0 0 3 410
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 2 113 0 0 5 349
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 8 647 2 4 42 1,507
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 2 2 11 61 2 6 36 106
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 26 0 2 12 134
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 22 0 0 5 43
Money demand and macroeconomic uncertainty 0 0 2 215 0 1 6 686
Natural rate chimera and bond pricing reality 0 0 0 8 0 0 0 22
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 0 115 0 0 2 287
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 153 1 2 9 347
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 1 3 71 0 1 5 245
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 1 129 0 1 2 429
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 1 1 3 275 3 6 16 652
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 127 2 2 6 334
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 0 3 371
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 13 0 0 5 27
Tracing the impact of the ECB’s asset purchase programme on the yield curve 1 3 12 176 1 8 68 460
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 0 0 390
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 4 72 0 0 9 133
Total Working Papers 7 22 124 3,213 27 98 569 9,344
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 11 1 1 5 46
An affine macro-finance term structure model for the euro area 0 0 0 30 0 0 0 150
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 0 1 110
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 14 68 0 1 20 149
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 0 6 25 0 0 16 85
How useful is the concept of the natural real rate of interest for monetary policy? 0 1 5 95 0 1 7 244
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 1 2 8 61 1 5 21 178
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 3 229 1 1 7 673
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 0 0 137
Total Journal Articles 1 3 37 574 3 9 77 1,772


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 19
Total Books 0 0 0 0 0 0 2 19


Statistics updated 2022-11-05