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 2 4 6 23
A Shadow-Rate Term Structure Model for the Euro Area 0 0 1 114 1 8 10 215
A macro-financial analysis of the corporate bond market 0 0 0 48 0 1 7 185
A macro-financial analysis of the corporate bond market 0 0 0 13 2 8 9 70
A tale of two decades: the ECB’s monetary policy at 20 1 4 15 349 11 39 117 1,249
An affine macro-finance term structure model for the euro area 0 0 1 177 1 10 15 595
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 0 44 1 9 14 117
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 1 1 76 9 18 20 240
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 0 4 118 4 16 32 481
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 3 7 10 420
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 1 1 115 1 5 7 359
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 1 2 6 667 7 19 31 1,587
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 1 4 14 100 5 24 69 253
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 1 8 10 56
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 1 1 29 1 12 15 162
Estimating the natural rate of interest in a macro-finance yield curve model 1 10 10 10 2 15 15 15
Money demand and macroeconomic uncertainty 0 0 1 221 0 7 9 703
Natural rate chimera and bond pricing reality 0 0 0 18 2 6 17 66
Natural rate chimera and bond pricing reality 0 0 0 10 1 13 18 54
Optimal Monetary Policy Response to Distortionary Tax Changes 0 1 1 117 5 17 21 311
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 0 6 10 379
Report on monetary policy tools, strategy and communication 4 13 65 65 21 79 310 310
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 3 6 9 264
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 1 7 10 439
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 1 281 1 7 16 690
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 3 7 12 359
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 8 17 17 393
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 1 1 3 8 2 11 25 33
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 17 1 10 22 68
Tracing the impact of the ECB’s asset purchase programme on the yield curve 0 0 8 202 6 20 52 608
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 2 9 10 401
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 0 76 5 10 13 154
Total Working Papers 9 38 134 3,588 112 435 958 11,259
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 1 6 12 68
An affine macro-finance term structure model for the euro area 0 1 2 34 1 5 9 167
An options-based impact study of the negative interest rate policy and forward guidance 0 1 10 10 2 5 29 29
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 4 4 117
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 1 2 4 79 1 6 11 173
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 1 5 33 0 8 17 110
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 0 101 0 5 6 259
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 1 72 1 17 27 236
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 1 1 2 234 6 10 16 702
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 3 7 145
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 1 1 2 10 22 22
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 1 3 15 36 3 28 72 132
Total Journal Articles 3 9 40 668 17 107 232 2,160

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 3 8 14 41
Total Books 0 0 0 0 3 8 14 41

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Statistics updated 2026-03-04