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 2 5 21
A Shadow-Rate Term Structure Model for the Euro Area 0 0 1 114 3 7 9 214
A macro-financial analysis of the corporate bond market 0 0 0 48 0 3 9 185
A macro-financial analysis of the corporate bond market 0 0 0 13 5 6 7 68
A tale of two decades: the ECB’s monetary policy at 20 3 4 15 348 18 51 111 1,238
An affine macro-finance term structure model for the euro area 0 0 1 177 8 12 15 594
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 0 44 5 9 15 116
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 1 1 76 5 9 12 231
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 0 4 118 8 14 31 477
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 4 6 7 417
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 1 1 115 3 5 6 358
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 1 1 6 666 7 13 28 1,580
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 2 5 14 99 10 25 68 248
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 5 7 9 55
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 1 1 29 9 12 14 161
Money demand and macroeconomic uncertainty 0 1 1 221 5 8 9 703
Natural rate chimera and bond pricing reality 0 0 0 18 3 4 16 64
Natural rate chimera and bond pricing reality 0 0 0 10 9 15 18 53
Optimal Monetary Policy Response to Distortionary Tax Changes 0 1 1 117 9 13 16 306
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 2 6 10 379
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 2 4 7 261
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 5 9 9 438
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 1 281 4 8 15 689
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 3 6 9 356
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 7 9 9 385
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 0 3 7 7 10 27 31
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 1 1 17 5 18 21 67
Tracing the impact of the ECB’s asset purchase programme on the yield curve 0 0 9 202 9 17 51 602
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 6 7 8 399
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? 0 0 0 76 3 7 9 149
Total Working Papers 6 16 60 3,509 171 322 580 10,845
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 8 12 67
An affine macro-finance term structure model for the euro area 0 1 2 34 2 7 8 166
An options-based impact study of the negative interest rate policy and forward guidance 0 2 10 10 2 5 27 27
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 3 4 4 117
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 2 4 78 4 7 11 172
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 3 6 33 5 12 18 110
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 0 101 4 6 6 259
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 1 72 9 20 26 235
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 1 1 233 1 6 10 696
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 2 4 7 145
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 1 1 6 9 20 20
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 1 4 17 35 16 37 74 129
Total Journal Articles 1 13 42 665 57 125 223 2,143

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 4 5 11 38
Total Books 0 0 0 0 4 5 11 38

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Statistics updated 2026-02-12