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 1 1 2 426
Aggregation and Seasonal Adjustment: Empirical Results for EMU Quarterly National Accounts 0 0 0 69 0 0 1 188
Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK 0 0 0 42 0 0 0 79
Autoregressive distributed lag models and cointegration 0 2 11 958 1 8 29 3,175
Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis 0 0 0 28 1 1 5 73
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 0 51 0 0 2 129
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 0 61 0 0 3 211
Characterizing the financial cycle: evidence from a frequency domain analysis 0 1 2 63 0 1 3 169
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems 0 0 1 408 0 0 3 1,113
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems 0 0 1 16 0 1 2 378
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 1 294
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 0 0 1 36
Domestic and international determinants of the Reichsbank's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis 0 0 0 6 0 0 2 47
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 0 1 4 65
How do financial cycles interact? Evidence from the US and the UK 0 0 0 39 0 0 1 124
Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models 0 0 0 328 0 0 4 874
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 0 1 400
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 0 1 3 1,686
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 7 0 0 0 59
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 147 1 1 1 282
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 166 0 1 3 571
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 10 0 0 3 63
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 0 1 3 333
Modelling the Demand for M3 in the unified Germany 0 0 0 0 0 0 2 1,059
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 0 0 2 102
Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation 0 0 0 174 1 4 6 487
Money Velocity and Asset Prices in the Euro Area 0 0 0 260 0 0 5 1,088
Money Velocity and Asset Prices in the Euro Area 0 0 0 5 0 0 2 56
Money and Inflation in the Euro Area during the Financial Crisis 0 0 0 166 0 1 3 570
Money and Prices in Germany. Empirical Results for 1962 to 1994 0 0 0 21 1 1 2 506
Money and inflation in the euro area during the financial crisis 0 0 0 76 0 0 1 153
Money demand and the role of monetary indicators in forecasting euro area inflation 0 0 0 104 0 1 1 190
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen 0 0 0 2 0 0 0 22
Persistence and Seasonality in output and Employment of the Federal Republic of Germany 0 0 0 2 0 0 2 31
Risk and Policy Shocks on the US Term Structure 0 0 0 46 0 1 1 78
Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten 0 0 0 18 0 0 0 356
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 38 0 0 1 83
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 113 0 0 3 483
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 1 63 1 1 3 211
The Transmission of German Monetary Policy in the Pre-Euro Period 0 0 0 257 0 0 1 1,227
The US Term Structure and Central Bank Policy 0 0 0 31 0 0 1 96
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 0 0 111
The transmission of German monetary policy in the pre-Euro period 0 0 0 76 1 2 3 713
Unconventional Monetary Policy and Money Demand 0 1 1 184 0 2 2 254
Unit root testing 0 0 0 87 0 1 5 330
Total Working Papers 0 4 17 4,394 8 31 123 18,981

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 0 0 2 1,297
Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK 0 0 0 9 0 0 0 44
Autoregressive distributed lag models and cointegration 0 0 3 276 0 2 5 740
Business cycle stabilization policies in a small econometric model of the FRG 0 0 0 12 1 1 1 86
COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS 0 0 3 61 0 1 5 164
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 4 37 0 2 10 110
Cointegration and German bond yields 0 0 0 97 2 2 2 314
Common stochastic volatility trends in international stock returns 0 0 0 67 0 0 1 236
Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998 0 0 1 7 0 0 2 101
Die Abhängigkeit der schweizerischen von der europäischen und amerikanischen Zinsentwicklung. Empirische Ergebnisse für die achtziger Jahre 0 0 0 11 0 0 0 62
Die Liquidität in der Eurozone ist nicht zu hoch 0 0 0 22 0 0 1 147
Does the DM Dominate the Euro Market? An Empirical Investigation 0 0 0 74 0 0 0 385
Editorial 0 0 0 1 0 0 0 16
Editorial 0 0 0 5 1 1 2 42
Einzelbesprechungen 0 0 0 0 0 0 1 2
Einzelbesprechungen 0 0 0 0 0 0 1 3
Einzelbesprechungen 0 0 0 0 0 0 0 6
Geldpolitik und Vermögensmärkte 0 0 1 93 0 1 3 399
Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt? 0 0 0 13 0 0 1 89
Hysteresis in Unemployment Rates? A Comparison between Germany and the US 0 0 1 59 0 0 1 189
Instabile Geldnachfrage im Euroraum? 0 0 0 41 0 0 0 178
Interest Rate Linkages Between the US and the UK During the Classical Gold Standard 0 0 0 25 0 0 2 148
Interest Rate Linkages in Europe before and after the Introduction of the European Monetary System: Some Empirical Results 0 0 0 0 1 1 2 227
Investigating M3 money demand in the euro area 0 0 0 95 0 0 4 233
Investigating Stability and Linearity of a German M1 Money Demand Function 1 1 2 321 1 2 12 892
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 3 0 0 0 24
Liquidity and Asset Prices: How Strong are the Linkages? 0 0 1 27 0 1 4 127
Long Memory in Inflation Rates: International Evidence 0 0 0 0 2 3 5 735
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 9 1 1 3 30
M3 money demand and excess liquidity in the euro area 0 0 0 46 1 1 5 158
Modeling The Demand For M3 In The Unified Germany 0 1 1 143 0 1 1 420
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 1 14 0 0 1 111
Money Velocity and Asset Prices in the Euro Area 0 0 0 3 0 0 4 52
Money demand and the role of monetary indicators in forecasting euro area inflation 0 1 4 34 1 2 6 108
Money demand in Europe: Editors' preface 0 0 0 59 0 0 0 320
Money velocity and asset prices in the euro area 0 1 2 76 0 2 7 315
On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand 0 0 0 1 0 0 0 32
On the empirical relevance of the Lucas critique: the case of euro area money demand 0 0 0 11 1 1 3 60
On the power of unit root tests against fractional alternatives 0 0 1 84 0 1 9 276
Reply [Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany.] 0 0 0 0 0 0 0 54
Risk and Policy Shocks on the US Term Structure 0 0 0 5 1 1 1 46
Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany 0 0 0 0 0 0 2 79
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD 0 0 0 18 0 0 1 78
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD 0 0 0 3 0 0 0 5
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 26 0 0 2 130
The US term structure and central bank policy 0 0 0 8 1 1 1 50
The influence of poll results on election outcomes 0 1 1 25 0 1 1 92
The long-run Phillips curve revisited: Is the NAIRU framework data-consistent? 1 1 1 148 1 1 1 400
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 0 0 1 94
U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States 0 0 0 153 1 1 2 752
Unconventional monetary policy and money demand 0 1 1 45 1 2 7 145
Unit root testing 0 0 0 77 1 1 3 223
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 1 1 3 192
Über den Zusammenhang zwischen kurz- und langfristigem Zinssatz: Bemerkungen zur Modigliani-Sutch-Hypothese der Zinsstruktur 0 0 0 0 0 0 1 5
Total Journal Articles 2 7 28 2,620 19 35 132 11,223

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 0 3 5 21 73
Introduction to Modern Time Series Analysis 0 0 3 5 3 8 46 384
Total Books 0 0 3 5 6 13 67 457

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 0 0 1 8
Autoregressive Conditional Heteroskedasticity 0 0 0 0 0 0 0 5
Autoregressive Distributed Lag Models and Cointegration 0 0 0 0 1 2 11 45
Cointegration 0 0 0 0 0 0 2 10
Cointegration 0 0 0 0 0 0 4 15
Granger Causality 0 0 0 0 0 1 5 29
Granger Causality 0 0 0 0 0 3 10 50
Introduction and Basics 0 1 1 2 0 2 10 46
Introduction and Basics 0 0 0 0 0 0 2 6
Nonstationary Panel Data 0 0 0 0 1 1 1 6
Nonstationary Processes 0 0 0 0 1 1 2 8
Nonstationary Processes 0 0 0 0 0 0 0 2
Uncovered Interest Parity Condition between the United States and Europe under Different Exchange Rate Regimes 0 0 0 1 0 0 0 4
Unit Root Testing 0 0 0 0 1 1 2 15
Univariate Stationary Processes 0 0 0 0 0 1 4 20
Univariate Stationary Processes 0 0 0 1 0 0 0 8
Vector Autoregressive Processes 0 0 0 0 0 0 1 1
Vector Autoregressive Processes 0 0 0 0 0 2 8 12
Total Chapters 0 1 1 4 4 14 63 290

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Statistics updated 2025-08-05