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 4 6 9 433
Aggregation and Seasonal Adjustment: Empirical Results for EMU Quarterly National Accounts 0 0 0 69 0 3 4 191
Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK 0 0 0 42 2 7 10 89
Autoregressive distributed lag models and cointegration 0 0 6 958 3 10 32 3,191
Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis 0 0 0 28 2 6 11 83
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 0 51 11 16 18 146
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 0 61 25 27 31 241
Characterizing the financial cycle: evidence from a frequency domain analysis 0 0 1 63 8 8 10 178
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems 0 0 0 408 2 4 7 1,119
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems 0 0 1 16 4 9 14 390
Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998 0 0 0 37 3 3 4 297
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 6 7 7 43
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 1 1 48
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 2 5 69
How do financial cycles interact? Evidence from the US and the UK 0 0 0 39 6 7 8 132
Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models 0 0 0 328 3 4 8 879
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 4 6 8 1,692
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 4 6 7 406
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 7 3 6 8 67
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 147 5 6 8 289
M3 Money Demand and Excess Liquidity in the Euro Area 0 1 1 167 8 14 20 589
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 10 3 7 7 70
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 3 7 10 341
Modelling the Demand for M3 in the unified Germany 0 0 0 0 3 9 11 1,069
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 4 5 6 107
Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation 0 0 0 174 2 4 9 491
Money Velocity and Asset Prices in the Euro Area 0 0 0 5 2 4 5 61
Money Velocity and Asset Prices in the Euro Area 0 0 0 260 7 27 32 1,119
Money and Inflation in the Euro Area during the Financial Crisis 0 0 0 166 4 6 9 578
Money and Prices in Germany. Empirical Results for 1962 to 1994 0 0 0 21 2 2 5 509
Money and inflation in the euro area during the financial crisis 0 0 0 76 2 2 2 155
Money demand and the role of monetary indicators in forecasting euro area inflation 0 0 0 104 1 3 4 193
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen 0 0 0 2 3 4 5 27
Persistence and Seasonality in output and Employment of the Federal Republic of Germany 0 0 0 2 2 2 3 33
Risk and Policy Shocks on the US Term Structure 0 0 0 46 3 4 6 83
Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten 0 0 0 18 2 5 7 363
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 38 2 4 4 87
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 113 4 6 9 489
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 1 63 1 2 6 214
The Transmission of German Monetary Policy in the Pre-Euro Period 0 0 0 257 2 4 7 1,234
The US Term Structure and Central Bank Policy 0 0 0 31 5 8 10 105
The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany 0 0 0 5 6 8 8 119
The transmission of German monetary policy in the pre-Euro period 0 0 0 76 3 5 9 719
Unconventional Monetary Policy and Money Demand 0 0 1 184 3 5 7 259
Unit root testing 0 0 0 87 5 8 10 338
Total Working Papers 0 1 11 4,395 180 299 421 19,335

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 3 6 6 1,303
Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK 0 0 0 9 1 3 3 47
Autoregressive distributed lag models and cointegration 0 1 4 278 5 11 20 756
Business cycle stabilization policies in a small econometric model of the FRG 0 0 0 12 1 1 2 87
COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS 0 0 3 63 1 6 12 174
Characterizing the financial cycle: Evidence from a frequency domain analysis 0 0 1 37 6 11 17 122
Cointegration and German bond yields 0 0 0 97 3 3 7 319
Common stochastic volatility trends in international stock returns 0 0 0 67 1 5 5 241
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 2 3 103
Die Abhängigkeit der schweizerischen von der europäischen und amerikanischen Zinsentwicklung. Empirische Ergebnisse für die achtziger Jahre 0 0 0 11 2 3 4 66
Die Liquidität in der Eurozone ist nicht zu hoch 0 0 0 22 0 0 2 148
Does the DM Dominate the Euro Market? An Empirical Investigation 0 0 0 74 0 1 3 388
Editorial 0 0 0 5 1 1 3 43
Editorial 0 0 0 1 3 4 5 21
Einzelbesprechungen 0 0 0 0 1 1 1 7
Einzelbesprechungen 0 0 0 0 2 3 3 5
Einzelbesprechungen 0 0 0 0 2 5 6 9
Geldpolitik und Vermögensmärkte 0 0 1 93 3 3 7 403
Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt? 0 0 0 13 1 3 3 92
Hysteresis in Unemployment Rates? A Comparison between Germany and the US 0 0 0 59 3 8 8 197
Instabile Geldnachfrage im Euroraum? 0 0 0 41 5 7 8 186
Interest Rate Linkages Between the US and the UK During the Classical Gold Standard 0 0 0 25 0 0 1 148
Interest Rate Linkages in Europe before and after the Introduction of the European Monetary System: Some Empirical Results 0 0 0 0 2 4 7 232
Investigating M3 money demand in the euro area 0 0 0 95 1 5 8 239
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 2 322 5 7 12 900
Liquidity and Asset Prices: How Strong Are the Linkages? 0 0 0 3 6 8 9 33
Liquidity and Asset Prices: How Strong are the Linkages? 0 0 1 27 0 6 10 134
Long Memory in Inflation Rates: International Evidence 0 0 0 0 2 6 10 741
M3 Money Demand and Excess Liquidity in the Euro Area 0 0 0 9 1 3 7 35
M3 money demand and excess liquidity in the euro area 0 0 0 46 7 8 9 166
Modeling The Demand For M3 In The Unified Germany 0 0 1 143 1 3 4 423
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 2 3 4 115
Money Velocity and Asset Prices in the Euro Area 0 0 0 3 3 4 8 59
Money demand and the role of monetary indicators in forecasting euro area inflation 0 0 3 34 9 10 16 120
Money demand in Europe: Editors' preface 0 0 0 59 1 2 3 323
Money velocity and asset prices in the euro area 0 0 1 76 2 7 15 327
On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand 0 0 0 1 1 2 5 37
On the empirical relevance of the Lucas critique: the case of euro area money demand 0 0 0 11 3 3 6 65
On the power of unit root tests against fractional alternatives 0 0 1 84 2 2 5 278
Reply [Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany.] 0 0 0 0 1 1 1 55
Risk and Policy Shocks on the US Term Structure 0 0 0 5 4 4 6 51
Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany 0 0 0 0 0 1 3 80
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD 0 0 0 3 2 6 8 13
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD 0 0 0 18 3 5 7 84
The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank 0 0 0 26 1 2 4 133
The US term structure and central bank policy 0 0 0 8 1 2 4 53
The influence of poll results on election outcomes 0 0 1 25 1 2 3 94
The long-run Phillips curve revisited: Is the NAIRU framework data-consistent? 0 0 1 148 3 3 6 405
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 4 5 7 100
U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States 0 0 0 153 6 7 9 759
Unconventional monetary policy and money demand 0 0 1 45 2 7 13 152
Unit root testing 0 1 1 78 5 6 9 230
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 3 194
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 0 2 23 2,626 126 222 351 11,500

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 1 4 20 81
Introduction to Modern Time Series Analysis 0 0 1 5 6 10 33 400
Total Books 0 0 1 5 7 14 53 481

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 1 4 7 14
Autoregressive Conditional Heteroskedasticity 0 0 0 0 0 1 1 6
Autoregressive Distributed Lag Models and Cointegration 0 0 0 0 3 7 15 56
Cointegration 0 0 0 0 0 0 0 10
Cointegration 0 0 0 0 1 2 5 19
Granger Causality 0 0 0 0 3 5 7 35
Granger Causality 0 0 0 0 1 3 11 55
Introduction and Basics 0 0 2 3 4 5 12 54
Introduction and Basics 0 0 0 0 0 0 2 7
Nonstationary Panel Data 0 0 0 0 4 5 7 12
Nonstationary Processes 0 0 0 0 0 0 2 8
Nonstationary Processes 0 0 0 0 2 3 5 7
Uncovered Interest Parity Condition between the United States and Europe under Different Exchange Rate Regimes 0 0 0 1 2 4 4 8
Unit Root Testing 0 0 0 0 2 2 5 19
Univariate Stationary Processes 0 0 0 1 2 2 3 11
Univariate Stationary Processes 0 0 0 0 2 3 5 24
Vector Autoregressive Processes 0 0 0 0 1 4 8 17
Vector Autoregressive Processes 0 0 0 0 1 4 6 6
Total Chapters 0 0 2 5 29 54 105 368

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Statistics updated 2026-02-12