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 7 17 222
A macro-financial analysis of the corporate bond market 0 0 0 13 1 2 11 72
A macro-financial analysis of the corporate bond market 0 0 0 48 1 3 8 188
A tale of two decades: the ECB’s monetary policy at 20 1 5 15 354 4 27 119 1,276
An affine macro-finance term structure model for the euro area 0 0 1 177 2 4 19 599
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 1 1 45 1 6 18 123
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 1 76 0 3 23 243
Below the zero lower bound: a shadow-rate term structure model for the euro area 0 1 3 119 0 5 35 486
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 1 3 13 423
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 1 5 11 364
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 4 667 0 9 36 1,596
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 1 3 15 103 2 20 75 273
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 29 0 3 18 165
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 1 3 13 59
Estimating the natural rate of interest in a macro-finance yield curve model 0 0 10 10 2 6 21 21
Money demand and macroeconomic uncertainty 0 0 1 221 1 2 11 705
Natural rate chimera and bond pricing reality 0 0 0 10 0 3 20 57
Natural rate chimera and bond pricing reality 0 0 0 18 1 11 26 77
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 117 1 3 23 314
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 0 5 14 384
Report on monetary policy tools, strategy and communication 1 3 68 68 5 30 340 340
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 1 4 12 268
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 0 4 14 443
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 1 2 282 2 7 22 697
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 0 6 17 365
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 4 21 397
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 0 2 8 0 6 27 39
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 17 0 5 27 73
Tracing the impact of the ECB’s asset purchase programme on the yield curve 1 1 6 203 2 17 52 625
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 0 2 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 3 16 157
Total Working Papers 4 15 134 3,603 30 218 1,095 11,477
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 1 12 69
An affine macro-finance term structure model for the euro area 0 0 2 34 0 2 11 169
An options-based impact study of the negative interest rate policy and forward guidance 0 1 11 11 2 6 32 35
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 1 5 118
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 79 2 4 14 177
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 0 0 4 33 1 6 20 116
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 0 101 2 3 9 262
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 2 11 34 247
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 2 234 0 3 18 705
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 6 12 151
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 1 1 0 7 23 29
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 0 2 11 38 1 9 68 141
Total Journal Articles 0 3 34 671 11 59 258 2,219

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 5 18 46
Total Books 0 0 0 0 1 5 18 46

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Statistics updated 2026-06-04