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 5 23
A Shadow-Rate Term Structure Model for the Euro Area 0 0 1 114 1 2 18 223
A macro-financial analysis of the corporate bond market 0 0 0 48 0 3 9 190
A macro-financial analysis of the corporate bond market 0 0 0 13 0 1 11 72
A tale of two decades: the ECB’s monetary policy at 20 0 2 13 355 1 12 117 1,284
An affine macro-finance term structure model for the euro area 0 0 0 177 0 3 18 600
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 1 45 1 3 19 125
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 1 76 0 1 24 244
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 0 1 119 2 4 33 490
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 0 1 13 423
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 1 2 12 365
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 3 667 2 3 34 1,599
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 0 1 9 103 1 5 62 276
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 1 3 15 61
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 29 0 1 18 166
Estimating the natural rate of interest in a macro-finance yield curve model 0 1 11 11 3 9 28 28
Money demand and macroeconomic uncertainty 0 0 1 221 0 2 12 706
Natural rate chimera and bond pricing reality 0 0 0 18 0 1 22 77
Natural rate chimera and bond pricing reality 0 0 0 10 1 1 20 58
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 117 0 2 24 315
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 1 2 15 386
Report on monetary policy tools, strategy and communication 1 2 37 69 5 17 228 352
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 0 1 12 268
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 0 0 14 443
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 282 0 4 23 699
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 0 0 17 365
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 1 22 398
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 0 1 8 0 0 23 39
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 17 0 0 27 73
Tracing the impact of the ECB’s asset purchase programme on the yield curve 0 1 4 203 2 6 49 629
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 0 11 403
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 0 76 0 0 15 157
Total Working Papers 1 7 89 3,606 22 90 970 11,537
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 5 15 73
An affine macro-finance term structure model for the euro area 0 0 1 34 0 1 11 170
An options-based impact study of the negative interest rate policy and forward guidance 0 0 4 11 0 4 22 37
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 0 5 118
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 79 1 3 14 178
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 0 3 33 1 3 20 118
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 0 101 1 3 10 263
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 0 2 33 247
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 2 234 0 0 16 705
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 1 12 152
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 0 1 1 2 23 31
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 0 1 9 39 1 5 66 145
Total Journal Articles 0 1 22 672 8 29 247 2,237

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 1 2 17 47
Total Books 0 0 0 0 1 2 17 47

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Statistics updated 2026-08-07