Access Statistics for Juergen Wolters

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A money demand system for M3 in the unified Germany 0 0 0 11 3 4 12 437
Aggregation and Seasonal Adjustment: Empirical Results for EMU Quarterly National Accounts 0 0 0 69 2 2 5 193
Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK 0 0 0 42 5 5 15 94
Autoregressive distributed lag models and cointegration 0 0 2 958 3 7 31 3,198
Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis 0 0 0 28 3 4 15 87
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 0 61 3 14 44 255
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 0 51 3 5 22 151
Characterizing the financial cycle: evidence from a frequency domain analysis 0 0 1 63 2 4 14 182
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems 0 0 0 408 3 5 11 1,124
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems 0 0 0 16 3 6 19 396
Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998 0 0 0 37 0 0 3 297
Domestic and international determinants of the Bank of England's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis 0 0 0 7 3 3 10 46
Domestic and international determinants of the Reichsbank's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis 0 0 0 6 1 2 3 50
Domestic and international determinants of the bank of France's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis 0 0 0 11 2 3 8 72
How do financial cycles interact? Evidence from the US and the UK 0 0 0 39 0 2 10 134
Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models 0 0 0 328 1 3 8 882
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 2 5 12 1,697
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 2 8 408
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 7 1 3 11 70
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 147 4 4 12 293
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 10 1 3 10 73
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 1 167 5 8 27 597
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 1 4 13 345
Modelling the Demand for M3 in the unified Germany 0 0 0 0 0 3 13 1,072
Monetary policy in Austria-Hungary, 1876 - 1913: An econometric analysis of the determinants of the Central Bank's discount rate and the liquidity ratio 0 0 0 17 1 2 7 109
Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation 1 1 1 175 4 7 15 498
Money Velocity and Asset Prices in the Euro Area 0 0 0 5 6 15 20 76
Money Velocity and Asset Prices in the Euro Area 0 0 0 260 7 14 45 1,133
Money and Inflation in the Euro Area during the Financial Crisis 0 0 0 166 2 3 12 581
Money and Prices in Germany. Empirical Results for 1962 to 1994 0 0 0 21 1 3 7 512
Money and inflation in the euro area during the financial crisis 0 0 0 76 1 2 4 157
Money demand and the role of monetary indicators in forecasting euro area inflation 0 0 0 104 1 2 6 195
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen 0 0 0 2 0 1 6 28
Persistence and Seasonality in output and Employment of the Federal Republic of Germany 0 0 0 2 2 4 6 37
Risk and Policy Shocks on the US Term Structure 0 0 0 46 2 2 8 85
Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten 0 0 0 18 1 3 10 366
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 113 1 7 13 496
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 63 2 7 11 221
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 38 0 1 5 88
The Transmission of German Monetary Policy in the Pre-Euro Period 0 0 0 257 3 4 11 1,238
The US Term Structure and Central Bank Policy 0 0 0 31 2 4 13 109
The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany 0 0 0 5 0 2 10 121
The transmission of German monetary policy in the pre-Euro period 0 0 0 76 1 4 12 723
Unconventional Monetary Policy and Money Demand 0 0 1 184 1 1 8 260
Unit root testing 0 0 0 87 1 3 12 341
Total Working Papers 1 1 6 4,396 90 192 577 19,527

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A money demand system for German M3 0 0 0 263 1 1 7 1,304
Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK 0 1 1 10 1 3 6 50
Autoregressive distributed lag models and cointegration 0 1 3 279 3 6 24 762
Business cycle stabilization policies in a small econometric model of the FRG 0 0 0 12 0 1 3 88
COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS 0 0 2 63 0 1 12 175
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 1 1 38 5 10 24 132
Cointegration and German bond yields 0 0 0 97 3 4 11 323
Common stochastic volatility trends in international stock returns 0 0 0 67 1 2 7 243
Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998 0 0 0 7 1 2 4 105
Die Abhängigkeit der schweizerischen von der europäischen und amerikanischen Zinsentwicklung. Empirische Ergebnisse für die achtziger Jahre 0 0 0 11 1 2 6 68
Die Liquidität in der Eurozone ist nicht zu hoch 0 0 0 22 3 4 5 152
Does the DM Dominate the Euro Market? An Empirical Investigation 0 0 0 74 0 2 5 390
Editorial 0 0 0 5 0 1 3 44
Editorial 0 0 0 1 0 1 6 22
Einzelbesprechungen 0 0 0 0 0 1 2 8
Einzelbesprechungen 0 0 0 0 0 2 5 7
Einzelbesprechungen 0 0 0 0 0 4 10 13
Geldpolitik und Vermögensmärkte 0 0 0 93 0 0 5 403
Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt? 0 0 0 13 0 0 3 92
Hysteresis in Unemployment Rates? A Comparison between Germany and the US 0 1 1 60 2 3 11 200
Instabile Geldnachfrage im Euroraum? 0 0 0 41 2 9 17 195
Interest Rate Linkages Between the US and the UK During the Classical Gold Standard 0 0 0 25 4 10 10 158
Interest Rate Linkages in Europe before and after the Introduction of the European Monetary System: Some Empirical Results 0 0 0 0 3 3 9 235
Investigating M3 money demand in the euro area 0 0 0 95 0 1 7 240
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 2 322 1 11 21 911
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 3 4 5 14 38
Liquidity and Asset Prices: How Strong are the Linkages? 0 0 0 27 4 4 12 138
Long Memory in Inflation Rates: International Evidence 0 0 0 0 0 0 9 741
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 9 1 2 8 37
M3 money demand and excess liquidity in the euro area 0 0 0 46 4 5 14 171
Modeling The Demand For M3 In The Unified Germany 0 0 1 143 2 7 11 430
Monetary Policy in Austria–Hungary, 1876–1913: An Econometric Analysis of the Determinants of the Central Bank’s Discount Rate and the Liquidity Ratio 0 0 0 14 3 7 11 122
Money Velocity and Asset Prices in the Euro Area 0 0 0 3 1 7 14 66
Money demand and the role of monetary indicators in forecasting euro area inflation 1 1 2 35 2 4 18 124
Money demand in Europe: Editors' preface 0 0 0 59 0 1 4 324
Money velocity and asset prices in the euro area 0 0 1 76 1 4 18 331
On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand 0 0 0 1 2 5 10 42
On the empirical relevance of the Lucas critique: the case of euro area money demand 0 0 0 11 1 1 7 66
On the power of unit root tests against fractional alternatives 0 0 0 84 0 2 5 280
Reply [Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany.] 0 0 0 0 2 3 4 58
Risk and Policy Shocks on the US Term Structure 0 0 0 5 1 4 10 55
Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany 0 0 0 0 2 2 3 82
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD 0 0 0 3 0 1 9 14
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD 0 3 3 21 3 6 12 90
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 26 1 1 4 134
The US term structure and central bank policy 0 0 0 8 0 0 4 53
The influence of poll results on election outcomes 0 0 1 25 1 1 4 95
The long-run Phillips curve revisited: Is the NAIRU framework data-consistent? 0 0 1 148 3 4 10 409
The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the U.S. and Germany 0 0 0 13 3 4 10 104
U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States 0 0 0 153 0 1 9 760
Unconventional monetary policy and money demand 0 0 1 45 8 12 21 164
Unit root testing 0 0 1 78 2 4 12 234
Was London the Conductor of the International Orchestra or Just the Triangle Player? An Empirical Analysis of Asymmetries in Interest Rate Behaviour during the Classical Gold Standard, 1876-1913 0 0 0 0 2 4 7 198
Über den Zusammenhang zwischen kurz- und langfristigem Zinssatz: Bemerkungen zur Modigliani-Sutch-Hypothese der Zinsstruktur 0 0 0 0 0 1 1 6
Total Journal Articles 1 8 21 2,634 84 186 498 11,686

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to Modern Time Series Analysis 0 0 0 5 3 5 29 405
Introduction to Modern Time Series Analysis 0 0 0 0 2 5 18 86
Total Books 0 0 0 5 5 10 47 491

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Conditional Heteroscedasticity 0 0 0 0 3 4 10 18
Autoregressive Conditional Heteroskedasticity 0 0 0 0 2 2 3 8
Autoregressive Distributed Lag Models and Cointegration 0 0 0 0 4 10 23 66
Cointegration 0 0 0 0 1 3 3 13
Cointegration 0 0 0 0 2 2 6 21
Granger Causality 0 0 0 0 2 3 11 58
Granger Causality 0 0 0 0 1 4 11 39
Introduction and Basics 0 0 0 0 2 2 3 9
Introduction and Basics 0 0 2 3 2 2 12 56
Nonstationary Panel Data 0 0 0 0 3 7 14 19
Nonstationary Processes 0 0 0 0 1 2 7 9
Nonstationary Processes 0 0 0 0 2 2 3 10
Uncovered Interest Parity Condition between the United States and Europe under Different Exchange Rate Regimes 0 0 0 1 1 1 5 9
Unit Root Testing 0 0 0 0 3 4 9 23
Univariate Stationary Processes 0 0 0 0 2 5 10 29
Univariate Stationary Processes 0 0 0 1 4 5 8 16
Vector Autoregressive Processes 0 0 0 0 3 3 8 9
Vector Autoregressive Processes 0 0 0 0 2 4 11 21
Total Chapters 0 0 2 5 40 65 157 433

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Statistics updated 2026-05-06