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 0 114 0 4 20 226
A macro-financial analysis of the corporate bond market 0 0 0 13 0 2 12 74
A macro-financial analysis of the corporate bond market 0 0 0 48 1 1 10 191
A tale of two decades: the ECB’s monetary policy at 20 1 1 13 356 10 17 118 1,300
An affine macro-finance term structure model for the euro area 0 0 0 177 1 2 20 602
Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 0 0 1 45 2 4 21 128
Below the zero lower bound: A shadow-rate term structure model for the euro area 0 0 1 76 0 0 23 244
Below the zero lower bound: a shadow-rate term structure model for the euro area 2 2 3 121 2 5 32 493
Bond pricing when the short term interest rate follows a threshold process 0 0 0 84 1 3 15 426
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 0 3 14 367
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 3 667 1 3 35 1,600
Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies 0 0 9 103 6 7 63 282
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 1 29 0 2 19 168
Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme 0 0 0 22 0 2 14 62
Estimating the natural rate of interest in a macro-finance yield curve model 0 0 11 11 0 4 29 29
Money demand and macroeconomic uncertainty 0 0 1 221 0 0 11 706
Natural rate chimera and bond pricing reality 0 0 0 18 0 0 19 77
Natural rate chimera and bond pricing reality 0 0 0 10 0 2 21 59
Optimal Monetary Policy Response to Distortionary Tax Changes 0 0 1 117 0 1 24 316
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 0 2 16 387
Report on monetary policy tools, strategy and communication 2 4 29 72 6 14 185 361
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 0 3 15 271
The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 0 0 0 129 0 1 15 444
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 1 282 1 1 21 700
The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics 0 0 0 129 0 2 17 367
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure 0 0 0 114 0 1 23 399
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 1 2 9 1 2 24 41
Tracing the impact of the ECB's asset purchase programme on the yield curve 0 0 1 17 0 0 26 73
Tracing the impact of the ECB’s asset purchase programme on the yield curve 1 2 5 205 4 9 53 636
Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations 0 0 0 0 1 1 12 404
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 6 10 83 3,615 37 98 947 11,613
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 3 15 73
An affine macro-finance term structure model for the euro area 1 1 2 35 1 2 13 172
An options-based impact study of the negative interest rate policy and forward guidance 0 0 3 11 0 1 18 38
Bond pricing when the short-term interest rate follows a threshold process 0 0 0 25 0 1 6 119
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 79 0 1 14 178
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme 1 1 4 34 1 3 22 120
Estimating the Natural Rate of Interest in a Macro-Finance Yield Curve Model 2 3 3 3 3 5 5 5
How useful is the concept of the natural real rate of interest for monetary policy? 0 0 0 101 0 1 10 263
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 0 0 33 247
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 0 0 2 234 0 0 15 705
Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure 0 0 0 30 0 0 12 152
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model 0 0 0 1 0 3 22 33
Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve 0 0 8 39 1 5 62 149
Total Journal Articles 4 5 25 677 6 25 247 2,254

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 3 17 49
Total Books 0 0 0 0 2 3 17 49

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Statistics updated 2026-10-11