Access Statistics for Gregor von Schweinitz

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
An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions? 1 2 3 156 1 4 10 426
An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions? 2 2 4 56 2 2 7 138
Did the Swiss exchange rate shock shock the market? 1 1 2 66 1 2 5 139
Fiscal Policy and Fiscal Fragility: Evidence from the OECD 0 0 1 36 0 0 4 86
Fiscal policy and fiscal fragility: Empirical evidence from the OECD 0 1 2 71 0 3 15 98
Fiscal policy under the eyes of wary bondholders 0 1 3 3 0 1 18 30
Flight Patterns and Yields of European Government Bonds 0 0 0 37 0 0 1 163
Germany's Benefit from the Greek Crisis 0 0 0 78 0 0 2 146
Macroeconomic Imbalances as Indicators for Debt Crises in Europe 0 0 1 314 0 0 1 734
On the empirics of reserve requirements and economic growth 0 0 1 78 0 0 1 158
On the international dissemination of technology news shocks 0 3 4 36 3 6 13 64
Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After? 0 0 0 73 0 1 2 196
Optimizing policymakers' loss functions in crisis prediction: before, within or after? 0 0 0 41 0 0 0 56
Predicting Financial Crises: The (Statistical) Significance of the Signals Approach 0 1 1 213 0 1 1 572
Qual VAR Revisited: Good Forecast, Bad Story 0 0 0 183 0 2 4 501
Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis 0 2 5 141 0 3 8 450
Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System 0 0 0 33 0 0 0 42
The Joint Dynamics of Sovereign Ratings and Government Bond Yields 0 0 0 2 0 0 2 30
The Joint Dynamics of Sovereign Ratings and Government Bond Yields 0 0 1 42 0 0 3 237
The importance of credit demand for business cycle dynamics 0 0 1 14 1 7 22 45
The joint dynamics of sovereign ratings and government bond yields 0 0 1 15 0 0 4 75
What explains international interest rate co-movement? 0 0 9 68 0 0 30 109
Why they keep missing: An empirical investigation of rational inattention of rating agencies 0 0 0 66 0 0 1 160
Total Working Papers 4 13 39 1,822 8 32 154 4,655

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
22. Spring Meeting of Young Economists in Halle (Saale) - ein Tagungsbericht 0 0 0 8 0 0 2 43
4. IWH/INFER-Workshop on Applied Economics and Economic Policy: “A New Fiscal Capacity for the EU?“ 0 0 0 0 0 0 0 23
6th IWH/INFER-Workshop on Applied Economics and Economic Policy: "(Ending) Unconventional Monetary Policy" 0 0 0 2 0 1 3 18
7. IWH/INFER-Workshop on Applied Economics and Economic Policy: "Challenges and Implications of Inflationary Dynamics" 0 0 0 1 0 0 2 14
Does machine learning help us predict banking crises? 0 2 13 119 1 8 30 355
Fiscal policy and fiscal fragility: Empirical evidence from the OECD 0 0 1 13 0 2 13 55
Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht? 0 0 0 6 0 0 0 70
Macroeconomic Imbalances as Indicators for Debt Crises in Europe 0 1 1 40 0 1 2 166
Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions 0 1 1 3 2 4 8 18
Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis? 0 0 0 3 0 0 0 66
OPTIMIZING POLICYMAKERS’ LOSS FUNCTIONS IN CRISIS PREDICTION: BEFORE, WITHIN OR AFTER? 0 0 1 5 0 0 1 16
On the empirics of reserve requirements and economic growth 0 0 2 23 1 1 8 88
Predicting financial crises: The (statistical) significance of the signals approach 0 0 1 74 0 2 4 308
Qual VAR revisited: Good forecast, bad story 0 0 3 33 0 0 8 168
Qual Var Revisited: Good Forecast, Bad Story 0 0 0 2 0 0 3 13
Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis 0 0 0 146 0 1 8 1,334
Risk and return—Is there an unholy cycle of ratings and yields? 0 1 1 16 0 2 5 64
The Diablo 3 Economy: An Agent Based Approach 0 0 0 18 0 0 0 104
The joint dynamics of sovereign ratings and government bond yields 1 1 1 10 1 6 9 68
Why they keep missing: An empirical investigation of sovereign bond ratings and their timing 0 0 1 2 0 1 5 10
Zur Aussagekraft von Frühindikatoren für Staatsschuldkrisen in Europa 0 0 0 23 0 0 1 118
Total Journal Articles 1 6 26 547 5 29 112 3,119

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04