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 0 3 12 437
Aggregation and Seasonal Adjustment: Empirical Results for EMU Quarterly National Accounts 0 0 0 69 0 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 1 6 16 95
Autoregressive distributed lag models and cointegration 0 0 2 958 1 8 30 3,199
Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis 0 0 0 28 0 4 15 87
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 0 61 0 8 44 255
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 0 51 0 3 22 151
Characterizing the financial cycle: evidence from a frequency domain analysis 0 0 1 63 0 3 14 182
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems 0 0 0 408 0 3 11 1,124
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems 0 0 0 16 0 5 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 1 1 4 298
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 2 5 12 48
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 3 4 51
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 3 6 11 75
How do financial cycles interact? Evidence from the US and the UK 0 0 0 39 0 1 10 134
Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models 0 0 0 328 2 5 10 884
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 0 8 408
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 0 2 11 1,697
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 7 0 2 11 70
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 147 0 4 12 293
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 10 1 2 11 74
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 1 167 0 8 27 597
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 1 2 13 346
Modelling the Demand for M3 in the unified Germany 0 0 0 0 0 0 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 0 1 7 109
Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation 0 1 1 175 1 7 15 499
Money Velocity and Asset Prices in the Euro Area 0 0 0 260 8 21 53 1,141
Money Velocity and Asset Prices in the Euro Area 0 0 0 5 5 11 25 81
Money and Inflation in the Euro Area during the Financial Crisis 0 0 0 166 0 2 12 581
Money and Prices in Germany. Empirical Results for 1962 to 1994 0 0 0 21 0 1 7 512
Money and inflation in the euro area during the financial crisis 1 1 1 77 1 3 5 158
Money demand and the role of monetary indicators in forecasting euro area inflation 0 0 0 104 0 2 6 195
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen 0 0 0 2 0 0 6 28
Persistence and Seasonality in output and Employment of the Federal Republic of Germany 0 0 0 2 0 3 6 37
Risk and Policy Shocks on the US Term Structure 0 0 0 46 1 3 8 86
Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten 0 0 0 18 1 3 11 367
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 63 0 4 11 221
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 113 0 2 13 496
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 38 0 0 5 88
The Transmission of German Monetary Policy in the Pre-Euro Period 0 0 0 257 0 3 11 1,238
The US Term Structure and Central Bank Policy 0 0 0 31 0 2 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 1 10 121
The transmission of German monetary policy in the pre-Euro period 0 0 0 76 0 1 11 723
Unconventional Monetary Policy and Money Demand 0 0 0 184 0 1 6 260
Unit root testing 0 0 0 87 1 2 13 342
Total Working Papers 1 2 6 4,397 31 159 599 19,558

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 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 0 3 6 50
Autoregressive distributed lag models and cointegration 0 1 3 279 2 7 26 764
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 11 175
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 1 1 38 0 8 23 132
Cointegration and German bond yields 0 0 0 97 1 4 12 324
Common stochastic volatility trends in international stock returns 0 0 0 67 1 2 8 244
Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998 0 0 0 7 0 1 4 105
Die Abhängigkeit der schweizerischen von der europäischen und amerikanischen Zinsentwicklung. Empirische Ergebnisse für die achtziger Jahre 0 0 0 11 0 1 6 68
Die Liquidität in der Eurozone ist nicht zu hoch 0 0 0 22 0 3 5 152
Does the DM Dominate the Euro Market? An Empirical Investigation 0 0 0 74 0 0 5 390
Editorial 0 0 0 1 0 0 6 22
Editorial 0 0 0 5 0 0 3 44
Einzelbesprechungen 0 0 0 0 0 1 10 13
Einzelbesprechungen 0 0 0 0 0 1 2 8
Einzelbesprechungen 0 0 0 0 1 1 6 8
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 0 1 60 2 4 13 202
Instabile Geldnachfrage im Euroraum? 0 0 0 41 0 6 17 195
Interest Rate Linkages Between the US and the UK During the Classical Gold Standard 0 0 0 25 0 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 1 4 10 236
Investigating M3 money demand in the euro area 1 1 1 96 1 1 8 241
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 2 322 0 3 20 911
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 3 1 6 15 39
Liquidity and Asset Prices: How Strong are the Linkages? 0 0 0 27 0 4 11 138
Long Memory in Inflation Rates: International Evidence 0 0 0 0 1 1 9 742
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 9 0 2 8 37
M3 money demand and excess liquidity in the euro area 0 0 0 46 2 7 16 173
Modeling The Demand For M3 In The Unified Germany 0 0 0 143 0 2 10 430
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 0 4 11 122
Money Velocity and Asset Prices in the Euro Area 1 1 1 4 4 9 18 70
Money demand and the role of monetary indicators in forecasting euro area inflation 0 1 1 35 0 3 17 124
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 0 76 1 3 17 332
On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand 0 0 0 1 0 3 10 42
On the empirical relevance of the Lucas critique: the case of euro area money demand 0 0 0 11 1 2 8 67
On the power of unit root tests against fractional alternatives 0 0 0 84 0 0 5 280
Reply [Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany.] 0 0 0 0 0 2 4 58
Risk and Policy Shocks on the US Term Structure 0 0 0 5 1 3 11 56
Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany 0 0 0 0 0 2 3 82
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD 0 0 3 21 0 3 12 90
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD 0 0 0 3 1 1 10 15
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 26 2 3 6 136
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 2 5 96
The long-run Phillips curve revisited: Is the NAIRU framework data-consistent? 0 0 1 148 1 4 11 410
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 1 4 11 105
U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States 0 0 0 153 1 2 10 761
Unconventional monetary policy and money demand 0 0 0 45 1 9 21 165
Unit root testing 0 0 1 78 0 3 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 1 4 8 199
Über den Zusammenhang zwischen kurz- und langfristigem Zinssatz: Bemerkungen zur Modigliani-Sutch-Hypothese der Zinsstruktur 0 0 0 0 0 0 1 6
Total Journal Articles 2 6 19 2,636 29 152 517 11,715

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 7 29 408
Introduction to Modern Time Series Analysis 0 0 0 0 1 4 19 87
Total Books 0 0 0 5 4 11 48 495

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 3 10 18
Autoregressive Conditional Heteroskedasticity 0 0 0 0 0 2 3 8
Autoregressive Distributed Lag Models and Cointegration 0 0 0 0 1 8 23 67
Cointegration 0 0 0 0 0 2 3 13
Cointegration 0 0 0 0 0 2 6 21
Granger Causality 0 0 0 0 0 4 10 39
Granger Causality 0 0 0 0 1 4 10 59
Introduction and Basics 0 0 0 0 0 2 3 9
Introduction and Basics 0 0 1 3 2 4 12 58
Nonstationary Panel Data 0 0 0 0 0 5 14 19
Nonstationary Processes 0 0 0 0 1 3 8 10
Nonstationary Processes 0 0 0 0 0 2 3 10
Uncovered Interest Parity Condition between the United States and Europe under Different Exchange Rate Regimes 0 0 0 1 1 2 6 10
Unit Root Testing 0 0 0 0 1 4 10 24
Univariate Stationary Processes 0 0 0 1 1 5 9 17
Univariate Stationary Processes 0 0 0 0 0 5 9 29
Vector Autoregressive Processes 0 0 0 0 0 3 8 9
Vector Autoregressive Processes 0 0 0 0 1 5 11 22
Total Chapters 0 0 1 5 9 65 158 442

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Statistics updated 2026-06-04