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 2 6 23
A Shadow-Rate Term Structure Model for the Euro Area 0 0 1 114 3 7 16 221
A macro-financial analysis of the corporate bond market 0 0 0 48 1 2 7 187
A macro-financial analysis of the corporate bond market 0 0 0 13 1 3 10 71
A tale of two decades: the ECB’s monetary policy at 20 1 5 16 353 12 34 126 1,272
An affine macro-finance term structure model for the euro area 0 0 1 177 2 3 17 597
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 1 1 45 1 6 17 122
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 1 76 2 12 23 243
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 1 4 119 1 9 36 486
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 1 5 12 422
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 1 5 10 363
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 5 667 6 16 38 1,596
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 1 3 14 102 10 23 80 271
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 1 3 12 58
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 29 1 4 18 165
Estimating the natural rate of interest in a macro-finance yield curve model 0 1 10 10 2 6 19 19
Money demand and macroeconomic uncertainty 0 0 1 221 0 1 10 704
Natural rate chimera and bond pricing reality 0 0 0 18 6 12 25 76
Natural rate chimera and bond pricing reality 0 0 0 10 2 4 20 57
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 117 1 7 23 313
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 3 5 14 384
Report on monetary policy tools, strategy and communication 2 6 67 67 14 46 335 335
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 2 6 11 267
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 3 5 14 443
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 1 2 282 2 6 21 695
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 5 9 17 365
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 3 12 21 397
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 1 2 8 3 8 28 39
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 17 4 6 27 73
Tracing the impact of the ECB’s asset purchase programme on the yield curve 0 0 5 202 9 21 56 623
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 2 4 12 403
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 0 76 2 8 16 157
Total Working Papers 4 20 134 3,599 106 300 1,097 11,447
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 11 68
An affine macro-finance term structure model for the euro area 0 0 2 34 2 3 11 169
An options-based impact study of the negative interest rate policy and forward guidance 0 1 11 11 2 6 33 33
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 1 1 5 118
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 1 3 79 0 3 12 175
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 0 4 33 5 5 20 115
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 0 101 0 1 7 260
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 7 10 33 245
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 1 2 234 2 9 18 705
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 6 6 13 151
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 1 1 2 9 25 29
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 1 3 13 38 6 11 73 140
Total Journal Articles 1 6 36 671 33 65 261 2,208

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 7 18 45
Total Books 0 0 0 0 2 7 18 45

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Statistics updated 2026-05-06