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? 0 0 3 60 2 5 44 184
An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions? 0 0 0 156 0 1 38 466
Did the Swiss exchange rate shock shock the market? 0 1 2 68 0 1 15 155
Fiscal Policy and Fiscal Fragility: Evidence from the OECD 0 0 0 36 0 0 9 95
Fiscal policy and fiscal fragility: Empirical evidence from the OECD 0 0 0 71 1 4 13 111
Fiscal policy under the eyes of wary bondholders 0 0 2 5 0 1 6 37
Flight Patterns and Yields of European Government Bonds 0 0 1 38 0 0 4 168
Germany's Benefit from the Greek Crisis 0 0 1 79 3 15 61 208
Macroeconomic Imbalances as Indicators for Debt Crises in Europe 0 0 0 314 0 2 16 750
On the empirics of reserve requirements and economic growth 0 0 0 78 0 0 27 185
On the international dissemination of technology news shocks 1 1 2 38 1 1 20 85
Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After? 0 0 0 73 0 0 6 202
Optimizing policymakers' loss functions in crisis prediction: before, within or after? 0 0 0 41 0 1 12 69
Predicting Financial Crises: The (Statistical) Significance of the Signals Approach 0 0 0 213 0 3 15 588
Qual VAR Revisited: Good Forecast, Bad Story 0 0 0 183 1 2 19 520
Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis 0 1 2 144 1 4 34 485
Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System 0 0 0 34 0 2 9 52
The Joint Dynamics of Sovereign Ratings and Government Bond Yields 0 0 1 3 0 2 12 42
The Joint Dynamics of Sovereign Ratings and Government Bond Yields 0 0 0 42 0 1 11 248
The importance of credit demand for business cycle dynamics 0 0 4 18 1 3 48 95
The joint dynamics of sovereign ratings and government bond yields 0 0 0 15 0 0 19 94
What explains international interest rate co-movement? 0 0 8 79 0 2 34 147
Why they keep missing: An empirical investigation of rational inattention of rating agencies 0 0 0 66 0 3 22 184
Total Working Papers 1 3 26 1,854 10 53 494 5,170

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 11 54
4. IWH/INFER-Workshop on Applied Economics and Economic Policy: “A New Fiscal Capacity for the EU?“ 0 0 0 0 0 0 2 25
6th IWH/INFER-Workshop on Applied Economics and Economic Policy: "(Ending) Unconventional Monetary Policy" 0 0 0 2 1 2 7 25
7. IWH/INFER-Workshop on Applied Economics and Economic Policy: "Challenges and Implications of Inflationary Dynamics" 0 0 0 1 0 0 4 18
Does machine learning help us predict banking crises? 0 2 8 127 1 12 39 400
Fiscal policy and fiscal fragility: Empirical evidence from the OECD 0 0 3 16 0 2 24 79
Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht? 0 0 0 6 0 0 10 82
Macroeconomic Imbalances as Indicators for Debt Crises in Europe 0 0 0 40 0 1 13 179
Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions 0 2 2 5 0 2 19 37
Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis? 0 0 0 3 0 0 5 71
OPTIMIZING POLICYMAKERS’ LOSS FUNCTIONS IN CRISIS PREDICTION: BEFORE, WITHIN OR AFTER? 0 0 1 6 1 1 14 30
On the empirics of reserve requirements and economic growth 0 0 1 24 0 1 17 105
Predicting financial crises: The (statistical) significance of the signals approach 0 0 0 74 2 2 20 328
Qual VAR revisited: Good forecast, bad story 0 0 0 33 0 1 11 179
Qual Var Revisited: Good Forecast, Bad Story 0 0 0 2 0 1 6 19
Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis 0 0 3 149 1 2 25 1,359
Risk and return—Is there an unholy cycle of ratings and yields? 0 0 0 16 0 0 7 71
The Diablo 3 Economy: An Agent Based Approach 0 0 0 18 0 0 7 111
The joint dynamics of sovereign ratings and government bond yields 0 0 0 10 2 3 20 88
What Explains International Interest Rate Co‐Movement? 0 0 0 0 1 2 2 2
Why they keep missing: An empirical investigation of sovereign bond ratings and their timing 0 0 0 2 0 1 6 16
Zur Aussagekraft von Frühindikatoren für Staatsschuldkrisen in Europa 0 0 0 23 0 1 13 131
Total Journal Articles 0 4 18 565 9 34 282 3,409

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Statistics updated 2026-08-07