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My authors Follow this authorMichael Kühl
(Michael Kuehl)
Personal Details
First Name: | Michael |
Middle Name: | |
Last Name: | Kuehl |
Suffix: | |
RePEc Short-ID: | pkh94 |
| |
Terminal Degree: | 2010 Department für Volkswirtschaftslehre; Wirtschaftswissenschaftliche Fakultät; Georg-August-Universität Göttingen (from RePEc Genealogy) |
Affiliation
European Stability Mechanism
Luxembourg, Luxembourghttp://www.esm.europa.eu/
RePEc:edi:efseulu (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Hollmayr, Josef & Kühl, Michael, 2018.
"Monetary-fiscal interaction and quantitative easing,"
Discussion Papers
50/2018, Deutsche Bundesbank.
- Hollmayr, Josef & Kühl, Michael, 2019. "Monetary–fiscal interaction and quantitative easing," Economics Letters, Elsevier, vol. 174(C), pages 200-207.
- Hollmayr, Josef & Kühl, Michael, 2016.
"Learning about banks' net worth and the slow recovery after the financial crisis,"
Discussion Papers
39/2016, Deutsche Bundesbank.
- Hollmayr, Josef & Kühl, Michael, 2019. "Learning about banks’ net worth and the slow recovery after the financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Darracq Pariès, Matthieu & Kühl, Michael, 2016.
"The optimal conduct of central bank asset purchases,"
Working Paper Series
1973, European Central Bank.
- Darracq-Pariès, Matthieu & Kühl, Michael, 2017. "The optimal conduct of central bank asset purchases," Discussion Papers 22/2017, Deutsche Bundesbank.
- Kühl, Michael, 2016.
"The effects of government bond purchases on leverage constraints of banks and non-financial firms,"
Discussion Papers
38/2016, Deutsche Bundesbank.
- Michael Kühl, 2018. "The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 93-161, September.
- Josef Hollmayr & Michael Kuehl, 2016.
"Online Appendix to "Imperfect Information about Financial Frictions and Consequences for the Business Cycle","
Online Appendices
15-131, Review of Economic Dynamics.
- Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
- Hollmayr, Josef & Kühl, Michael, 2015.
"Imperfect information about financial frictions and consequences for the business cycle,"
Discussion Papers
07/2015, Deutsche Bundesbank.
- Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
- Kühl, Michael, 2014.
"Bank capital, the state contingency of banks' assets and its role for the transmission of shocks,"
Discussion Papers
25/2014, Deutsche Bundesbank.
- Kühl, Michael, 2017. "Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 260-284.
- Kühl, Michael, 2014. "The financial accelerator and market-based debt instruments: A role for maturities?," Discussion Papers 08/2014, Deutsche Bundesbank.
- Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank.
- Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013.
"Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run,"
ROME Working Papers
201307, ROME Network.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015. "Foreign exchange market interventions and the $-¥ exchange rate in the long run," Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4037-4055, August.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run," Ruhr Economic Papers 428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Joscha Beckmann & Michael Kühl, 2009.
"Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments,"
Discussion Papers of DIW Berlin
952, DIW Berlin, German Institute for Economic Research.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 137-157, February.
- Belke, Ansgar & Beckmann, Joscha & Kühl, Michael, 2010. "Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments," Ruhr Economic Papers 174, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha BECKMANN & Ansgar BELKE & Kühl, 2010. "Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments," EcoMod2010 259600021, EcoMod.
- Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," University of Göttingen Working Papers in Economics 89, University of Goettingen, Department of Economics.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009.
"How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach,"
Discussion Papers of DIW Berlin
944, DIW Berlin, German Institute for Economic Research.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers 134, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Kühl, Michael, 2008.
"Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset,"
University of Göttingen Working Papers in Economics
76, University of Goettingen, Department of Economics.
- Michael KUEHL, 2008. "Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset," EcoMod2008 23800071, EcoMod.
- Kühl, Michael, 2008.
"Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset,"
University of Göttingen Working Papers in Economics
76, University of Goettingen, Department of Economics.
- Michael KUEHL, 2008. "Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset," EcoMod2008 23800071, EcoMod.
- Kühl, Michael, 2007.
"Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses,"
University of Göttingen Working Papers in Economics
68, University of Goettingen, Department of Economics.
repec:got:cegedp:68 is not listed on IDEAS
repec:got:cegedp:89 is not listed on IDEAS
Articles
- Kühl Michael, 2020. "The financial accelerator and marketable debt: the prolongation channel," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-23, January.
- Hollmayr, Josef & Kühl, Michael, 2019.
"Learning about banks’ net worth and the slow recovery after the financial crisis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Hollmayr, Josef & Kühl, Michael, 2016. "Learning about banks' net worth and the slow recovery after the financial crisis," Discussion Papers 39/2016, Deutsche Bundesbank.
- Hollmayr, Josef & Kühl, Michael, 2019.
"Monetary–fiscal interaction and quantitative easing,"
Economics Letters, Elsevier, vol. 174(C), pages 200-207.
- Hollmayr, Josef & Kühl, Michael, 2018. "Monetary-fiscal interaction and quantitative easing," Discussion Papers 50/2018, Deutsche Bundesbank.
- Michael Kühl, 2018. "Excess comovements between the euro/US dollar and pound sterling/US dollar exchange rates," Applied Economics, Taylor & Francis Journals, vol. 50(34-35), pages 3664-3685, July.
- Michael Kühl, 2018.
"The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 93-161, September.
- Kühl, Michael, 2016. "The effects of government bond purchases on leverage constraints of banks and non-financial firms," Discussion Papers 38/2016, Deutsche Bundesbank.
- Joscha Beckmann & Michael Kühl, 2017. "The Role for Long-run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function," The World Economy, Wiley Blackwell, vol. 40(9), pages 1836-1865, September.
- Kühl, Michael, 2017.
"Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 260-284.
- Kühl, Michael, 2014. "Bank capital, the state contingency of banks' assets and its role for the transmission of shocks," Discussion Papers 25/2014, Deutsche Bundesbank.
- Josef Hollmayr & Michael Kuehl, 2016.
"Imperfect Information about Financial Frictions and Consequences for the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
- Josef Hollmayr & Michael Kuehl, 2016. "Online Appendix to "Imperfect Information about Financial Frictions and Consequences for the Business Cycle"," Online Appendices 15-131, Review of Economic Dynamics.
- Hollmayr, Josef & Kühl, Michael, 2015. "Imperfect information about financial frictions and consequences for the business cycle," Discussion Papers 07/2015, Deutsche Bundesbank.
- Josef Hollmayr & Michael Kühl, 2016. "Code and data files for "Imperfect Information about Financial Frictions and Consequences for the Business Cycle"," Computer Codes 15-131, Review of Economic Dynamics.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015.
"Foreign exchange market interventions and the $-¥ exchange rate in the long run,"
Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4037-4055, August.
- Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run," ROME Working Papers 201307, ROME Network.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run," Ruhr Economic Papers 428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2012. "The cross-country importance of global sentiments—evidence for smaller EU countries," International Economics and Economic Policy, Springer, vol. 9(3), pages 245-264, September.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011.
"Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments,"
Review of International Economics, Wiley Blackwell, vol. 19(1), pages 137-157, February.
- Ansgar Belke & Joscha Beckmann & Michael Kühl, 2009. "Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments," Discussion Papers of DIW Berlin 952, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Beckmann, Joscha & Kühl, Michael, 2010. "Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments," Ruhr Economic Papers 174, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha BECKMANN & Ansgar BELKE & Kühl, 2010. "Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments," EcoMod2010 259600021, EcoMod.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(4), pages 397-412, November.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
- Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
- Charles B. Blankart & Erik R. Fasten & Jörn Axel Kämmerer & Hans-Bernd Schäfer & Jörg Asmussen & Christian Tietje & Michael Kühl & Renate Ohr, 2010. "Explodierende Staatsschulden, drohende Staatsbankrotte: Was kommt auf uns zu?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(04), pages 03-23, February.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021.
"Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement,"
Occasional Paper Series
267, European Central Bank.
Cited by:
- Carola Conces Binder & Rodrigo Sekkel, 2023.
"Central Bank Forecasting: A Survey,"
Staff Working Papers
23-18, Bank of Canada.
- Carola Conces Binder & Rodrigo Sekkel, 2024. "Central bank forecasting: A survey," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 342-364, April.
- Arce, Óscar & Ciccarelli, Matteo & Montes-Galdón, Carlos & Kornprobst, Antoine, 2024. "What caused the euro area post-pandemic inflation?," Occasional Paper Series 343, European Central Bank.
- Carola Conces Binder & Rodrigo Sekkel, 2023.
"Central Bank Forecasting: A Survey,"
Staff Working Papers
23-18, Bank of Canada.
- Hollmayr, Josef & Kühl, Michael, 2018.
"Monetary-fiscal interaction and quantitative easing,"
Discussion Papers
50/2018, Deutsche Bundesbank.
- Hollmayr, Josef & Kühl, Michael, 2019. "Monetary–fiscal interaction and quantitative easing," Economics Letters, Elsevier, vol. 174(C), pages 200-207.
Cited by:
- Saurabh Sharma & Ipsita Padhi & Sarat Dhal, 2022. "Monetary-fiscal coordination: when, why and how?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(4), pages 661-686, September.
- Darracq Pariès, Matthieu & Kühl, Michael, 2016.
"The optimal conduct of central bank asset purchases,"
Working Paper Series
1973, European Central Bank.
- Darracq-Pariès, Matthieu & Kühl, Michael, 2017. "The optimal conduct of central bank asset purchases," Discussion Papers 22/2017, Deutsche Bundesbank.
Cited by:
- Karadi, Peter & Nakov, Anton, 2021.
"Effectiveness and addictiveness of quantitative easing,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 1096-1117.
- Karadi, Peter & Nakov, Anton, 2020. "Effectiveness and Addictiveness of Quantitative Easing," CEPR Discussion Papers 14951, C.E.P.R. Discussion Papers.
- Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
- Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2024.
"Fifty shades of QE: Robust evidence,"
Journal of Banking & Finance, Elsevier, vol. 159(C).
- Fabo, Brian & Jancoková, Martina & Kempf, Elisabeth & Pástor, éLuboés, 2023. "Fifty shades of QE: Robust evidence," IMFS Working Paper Series 181, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Pástor, Luboš & Fabo, Brian & Jancokova, Martina & Kempf, Elisabeth, 2023. "Fifty Shades of QE: Robust Evidence," CEPR Discussion Papers 17998, C.E.P.R. Discussion Papers.
- Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2023. "Fifty Shades of QE: Robust Evidence," Working and Discussion Papers WP 4/2023, Research Department, National Bank of Slovakia.
- Andrea Zaghini, 2017.
"The CSPP at work: yield heterogeneity and the portfolio rebalancing channel,"
Temi di discussione (Economic working papers)
1157, Bank of Italy, Economic Research and International Relations Area.
- Zaghini, Andrea, 2019. "The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 282-297.
- Zaghini, Andrea, 2019. "The CSPP at work - yield heterogeneity and the portfolio rebalancing channel," Working Paper Series 2264, European Central Bank.
- Kabaca, Serdar & Maas, Renske & Mavromatis, Kostas & Priftis, Romanos, 2023.
"Optimal quantitative easing in a monetary union,"
European Economic Review, Elsevier, vol. 152(C).
- Serdar Kabaca & Renske Maas & Kostas Mavromatis & Romanos Priftis, 2020. "Optimal quantitative easing in a monetary union," Working Papers 697, DNB.
- Serdar Kabaca & Renske Maas & Kostas Mavromatis & Romanos Priftis, 2020. "Optimal Quantitative Easing in a Monetary Union," Staff Working Papers 20-49, Bank of Canada.
- Matthieu Darracq-Pariès & Niki Papadopoulou, 2020. "Balance Sheet Policies in a Large Currency Union: A Primer on ECB Non-Standard Measures since 2014," Revue d'économie politique, Dalloz, vol. 130(2), pages 171-230.
- Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2021.
"Fifty shades of QE: Comparing findings of central bankers and academics,"
Journal of Monetary Economics, Elsevier, vol. 120(C), pages 1-20.
- Jančoková, Martina & Pástor, Ľuboš & Fabo, Brian & Kempf, Elisabeth, 2021. "Fifty shades of QE: comparing findings of central bankers and academics," Working Paper Series 2584, European Central Bank.
- Kempf, Elisabeth & Fabo, Brian & Jancokova, Martina & Pástor, Luboš, 2020. "Fifty Shades of QE: Comparing Findings of Central Bankers and Academics," CEPR Discussion Papers 15449, C.E.P.R. Discussion Papers.
- Brian Fabo & Martina Jančoková & Elisabeth Kempf & Ľuboš Pástor, 2020. "Fifty Shades of QE: Comparing Findings of Central Bankers and Academics," NBER Working Papers 27849, National Bureau of Economic Research, Inc.
- Burlon, Lorenzo & Notarpietro, Alessandro & Pisani, Massimiliano, 2019.
"Macroeconomic effects of an open-ended asset purchase programme,"
Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1144-1159.
- Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2018. "Macroeconomic effects of an open-ended Asset Purchase Programme," Temi di discussione (Economic working papers) 1185, Bank of Italy, Economic Research and International Relations Area.
- Matthieu Darracq Paries & Jenny Korner & Niki Papadopoulou, 2019.
"Empowering Central Bank Asset Purchases: The Role of Financial Policies,"
Working Papers
2019-1, Central Bank of Cyprus.
- Darracq Pariès, Matthieu & Körner, Jenny & Papadopoulou, Niki, 2019. "Empowering central bank asset purchases: The role of financial policies," Working Paper Series 2237, European Central Bank.
- Matthieu Darracq Paries & Niki Papadopoulou, 2019.
"On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union,"
Working Papers
2019-2, Central Bank of Cyprus.
- Darracq Pariès, Matthieu & Papadopoulou, Niki, 2019. "On the credit and exchange rate channels of central bank asset purchases in a monetary union," Working Paper Series 2259, European Central Bank.
- Darracq Pariès, Matthieu & Papadopoulou, Niki X., 2020. "On the credit and exchange rate channels of central bank asset purchases in a monetary union," Economic Modelling, Elsevier, vol. 91(C), pages 502-533.
- Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018. "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series 2200, European Central Bank.
- Harrison, Richard, 2017. "Optimal quantitative easing," Bank of England working papers 678, Bank of England.
- Eser, Fabian & Lane, Philip & Moretti, Laura & Osbat, Chiara & Karadi, Peter, 2020.
"The Phillips Curve at the ECB,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224627, Verein für Socialpolitik / German Economic Association.
- Eser, Fabian & Karadi, Peter & Lane, Philip R. & Moretti, Laura & Osbat, Chiara, 2020. "The Phillips Curve at the ECB," Working Paper Series 2400, European Central Bank.
- Fabian Eser & Peter Karadi & Philip R. Lane & Laura Moretti & Chiara Osbat, 2020. "The Phillips Curve at the ECB," Manchester School, University of Manchester, vol. 88(S1), pages 50-85, September.
- von Campe, Roland, 2024. "Unconventional monetary policy, financial frictions, and the equity tandem," Journal of Macroeconomics, Elsevier, vol. 79(C).
- Bryane Michael & Svitlana Osaulenko, 2021. "TOWARD A NEW COMPARATIVE PUBLIC LAW OF CENTRAL BANK LEGISLATION: Designing Legislative Mandates for Central Bank Private Securities Assets Purchases and Nominal GDP Targeting," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 5-38.
- Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
- Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.
- Kühl, Michael, 2016.
"The effects of government bond purchases on leverage constraints of banks and non-financial firms,"
Discussion Papers
38/2016, Deutsche Bundesbank.
- Michael Kühl, 2018. "The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 93-161, September.
Cited by:
- Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2024.
"Fifty shades of QE: Robust evidence,"
Journal of Banking & Finance, Elsevier, vol. 159(C).
- Fabo, Brian & Jancoková, Martina & Kempf, Elisabeth & Pástor, éLuboés, 2023. "Fifty shades of QE: Robust evidence," IMFS Working Paper Series 181, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Pástor, Luboš & Fabo, Brian & Jancokova, Martina & Kempf, Elisabeth, 2023. "Fifty Shades of QE: Robust Evidence," CEPR Discussion Papers 17998, C.E.P.R. Discussion Papers.
- Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2023. "Fifty Shades of QE: Robust Evidence," Working and Discussion Papers WP 4/2023, Research Department, National Bank of Slovakia.
- Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2023. "Non‐standard monetary policy measures in non‐normal times," International Finance, Wiley Blackwell, vol. 26(1), pages 19-35, April.
- Lewis, Vivien & Roth, Markus, 2019.
"The financial market effects of the ECB's asset purchase programs,"
Journal of Financial Stability, Elsevier, vol. 43(C), pages 40-52.
- Lewis, Vivien & Roth, Markus, 2017. "The financial market effects of the ECB's asset purchase programs," Discussion Papers 23/2017, Deutsche Bundesbank.
- Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Górajski, Mariusz & Kuchta, Zbigniew, 2024. "Are two financial frictions necessary to match U.S. business and financial cycles?," Finance Research Letters, Elsevier, vol. 59(C).
- Josef Hollmayr & Michael Kuehl, 2016.
"Online Appendix to "Imperfect Information about Financial Frictions and Consequences for the Business Cycle","
Online Appendices
15-131, Review of Economic Dynamics.
- Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
Cited by:
- Marine Charlotte André & Meixing Dai, 2017.
"Is central bank conservatism desirable under learning ?,"
Post-Print
hal-02167169, HAL.
- André, Marine Charlotte & Dai, Meixing, 2017. "Is central bank conservatism desirable under learning?," Economic Modelling, Elsevier, vol. 60(C), pages 281-296.
- Hollmayr, Josef & Kühl, Michael, 2016.
"Learning about banks' net worth and the slow recovery after the financial crisis,"
Discussion Papers
39/2016, Deutsche Bundesbank.
- Hollmayr, Josef & Kühl, Michael, 2019. "Learning about banks’ net worth and the slow recovery after the financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Marine Charlotte André & Meixing Dai, 2018.
"Learning, robust monetary policy and the merit of precaution,"
Post-Print
hal-03030047, HAL.
- Marine Charlotte André & Meixing Dai, 2016. "Learning, robust monetray policy and the merit of precaution," Working Papers of BETA 2016-54, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- André Marine Charlotte & Dai Meixing, 2018. "Learning, robust monetary policy and the merit of precaution," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(2), pages 1-20, June.
- Hollmayr, Josef & Kühl, Michael, 2015.
"Imperfect information about financial frictions and consequences for the business cycle,"
Discussion Papers
07/2015, Deutsche Bundesbank.
- Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
Cited by:
- Marine Charlotte André & Meixing Dai, 2017.
"Is central bank conservatism desirable under learning ?,"
Post-Print
hal-02167169, HAL.
- André, Marine Charlotte & Dai, Meixing, 2017. "Is central bank conservatism desirable under learning?," Economic Modelling, Elsevier, vol. 60(C), pages 281-296.
- Hollmayr, Josef & Kühl, Michael, 2016.
"Learning about banks' net worth and the slow recovery after the financial crisis,"
Discussion Papers
39/2016, Deutsche Bundesbank.
- Hollmayr, Josef & Kühl, Michael, 2019. "Learning about banks’ net worth and the slow recovery after the financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Marine Charlotte André & Meixing Dai, 2018.
"Learning, robust monetary policy and the merit of precaution,"
Post-Print
hal-03030047, HAL.
- Marine Charlotte André & Meixing Dai, 2016. "Learning, robust monetray policy and the merit of precaution," Working Papers of BETA 2016-54, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- André Marine Charlotte & Dai Meixing, 2018. "Learning, robust monetary policy and the merit of precaution," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(2), pages 1-20, June.
- Kühl, Michael, 2014.
"The financial accelerator and market-based debt instruments: A role for maturities?,"
Discussion Papers
08/2014, Deutsche Bundesbank.
Cited by:
- Michael Kühl, 2018.
"The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 93-161, September.
- Kühl, Michael, 2016. "The effects of government bond purchases on leverage constraints of banks and non-financial firms," Discussion Papers 38/2016, Deutsche Bundesbank.
- Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank.
- Michael Kühl, 2018.
"The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 93-161, September.
- Kühl, Michael, 2014.
"Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?,"
Discussion Papers
19/2014, Deutsche Bundesbank.
Cited by:
- Kühl, Michael, 2014.
"Bank capital, the state contingency of banks' assets and its role for the transmission of shocks,"
Discussion Papers
25/2014, Deutsche Bundesbank.
- Kühl, Michael, 2017. "Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 260-284.
- Michael Kühl, 2018.
"The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 93-161, September.
- Kühl, Michael, 2016. "The effects of government bond purchases on leverage constraints of banks and non-financial firms," Discussion Papers 38/2016, Deutsche Bundesbank.
- Jondeau, Eric & Khalilzadeh, Amir, 2017.
"Collateralization, leverage, and stressed expected loss,"
Journal of Financial Stability, Elsevier, vol. 33(C), pages 226-243.
- Eric JONDEAU & Amir KHALILZADEH, 2015. "Collateralization, Leverage, and Stressed Expected Loss," Swiss Finance Institute Research Paper Series 15-24, Swiss Finance Institute, revised Aug 2015.
- Josef Schroth, 2016. "Financial Crisis Interventions," Staff Working Papers 16-29, Bank of Canada.
- Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Kühl, Michael, 2014.
"Bank capital, the state contingency of banks' assets and its role for the transmission of shocks,"
Discussion Papers
25/2014, Deutsche Bundesbank.
- Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013.
"Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run,"
ROME Working Papers
201307, ROME Network.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015. "Foreign exchange market interventions and the $-¥ exchange rate in the long run," Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4037-4055, August.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run," Ruhr Economic Papers 428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
Cited by:
- Hatzenbuehler, Patrick L. & Abbott, Philip C. & Foster, Kenneth A., 2016.
"Agricultural Commodity Prices and Exchange Rates under Structural Change,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(2), May.
- Hatzenbuehler, Patrick L. & Abbott, Philip C. & Foster, Kenneth A., 2015. "Agricultural Commodity Prices and Exchange Rates under Structural Change," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 204728, Agricultural and Applied Economics Association.
- Ansgar Belke & Joscha Beckmann & Michael Kühl, 2009.
"Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments,"
Discussion Papers of DIW Berlin
952, DIW Berlin, German Institute for Economic Research.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 137-157, February.
- Belke, Ansgar & Beckmann, Joscha & Kühl, Michael, 2010. "Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments," Ruhr Economic Papers 174, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha BECKMANN & Ansgar BELKE & Kühl, 2010. "Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments," EcoMod2010 259600021, EcoMod.
Cited by:
- Stillwagon, Josh R., 2015.
"Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
- Josh Stillwagon, 2014. "Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR," Working Papers 1401, Trinity College, Department of Economics.
- Boubakri, Salem & Couharde, Cécile & Raymond, Hélène, 2016.
"Effects of financial turmoil on financial integration and risk premia in emerging markets,"
Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 120-138.
- Salem Boubakri & Cécile Couharde & Hélène Raymond, 2016. "Effects of financial turmoil on financial integration and risk premia in emerging markets," Post-Print hal-01386052, HAL.
- Mariem Talbi & Amel Ben Halima, 2019. "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 163-174.
- Cagliesi, Gabriella & Guidi, Francesco, 2021. "A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Jana Juriová, 2015. "The role of foreign sentiment in small open economy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(2), pages 57-68, June.
- Nektarios Michail & Christos Savva & Demetris Koursaros, 2018. "Effects of fiscal consolidation on business confidence in the Euro Area," Economics and Business Letters, Oviedo University Press, vol. 7(2), pages 76-83.
- Zribi, Wissal & Boufateh, Talel & Lahouel, Bechir Ben & Urom, Christian, 2024. "Uncertainty shocks, investor sentiment and environmental performance: Novel evidence from a PVAR approach," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Milena - Jana Schank, 2016. "The Impact of Economic Sentiments on Foreign Direct Investments," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 605-610, February.
- He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia, 2023. "Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Bildirici, Melike E. & Badur, Mesut M., 2019. "The effects of oil and gasoline prices on confidence and stock return of the energy companies for Turkey and the US," Energy, Elsevier, vol. 173(C), pages 1234-1241.
- Di, Li & Shaiban, Mohammed Sharaf & Hasanov, Akram Shavkatovich, 2021. "The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
- Dash, Saumya Ranjan & Maitra, Debasish, 2019. "The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 135-150.
- Joscha Beckmann & Ansgar Belke & Robert Czudaj, 2015. "Productivity Shocks and Real Effective Exchange Rates," Review of Development Economics, Wiley Blackwell, vol. 19(3), pages 502-515, August.
- Al-Thaqeb, Saud Asaad, 2018. "Do international markets overreact? Event study: International market reaction to U.S. local news events," Research in International Business and Finance, Elsevier, vol. 44(C), pages 369-385.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2012. "The cross-country importance of global sentiments—evidence for smaller EU countries," International Economics and Economic Policy, Springer, vol. 9(3), pages 245-264, September.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009.
"How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach,"
Discussion Papers of DIW Berlin
944, DIW Berlin, German Institute for Economic Research.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers 134, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
Cited by:
- Peter H. Sullivan, 2013. "Finding a Connection Between Exchange Rates and Fundamentals, How Should We Model Revisions to Forecasting Strategies?," 2013 Papers psu387, Job Market Papers.
- Syllignakis, Manolis N. & Kouretas, Georgios P., 2011. "Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 707-723.
- Kühl, Michael, 2008.
"Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset,"
University of Göttingen Working Papers in Economics
76, University of Goettingen, Department of Economics.
- Michael KUEHL, 2008. "Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset," EcoMod2008 23800071, EcoMod.
Cited by:
- Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014.
"Exchange Rates Contagion in Latin America,"
Borradores de Economia
12105, Banco de la Republica.
- Loaiza-Maya, Rubén Albeiro & Gómez-González, José Eduardo & Melo-Velandia, Luis Fernando, 2015. "Exchange rate contagion in Latin America," Research in International Business and Finance, Elsevier, vol. 34(C), pages 355-367.
- Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014. "Exchange Rates Contagion in Latin America," Borradores de Economia 842, Banco de la Republica de Colombia.
- Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011.
"Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis,"
Discussion Papers of DIW Berlin
1119, DIW Berlin, German Institute for Economic Research.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 252, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2012. "Cross-section dependence and the monetary exchange rate model – A panel analysis," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 38-53.
- Pami Dua & Ritu Suri, 2019. "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 102-136, April.
- Simona Moagăr-Poladian & Dorina Clichici & Cristian-Valeriu Stanciu, 2019. "The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe," Sustainability, MDPI, vol. 11(14), pages 1-22, July.
- Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
- Kühl, Michael, 2008.
"Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset,"
University of Göttingen Working Papers in Economics
76, University of Goettingen, Department of Economics.
- Michael KUEHL, 2008. "Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset," EcoMod2008 23800071, EcoMod.
Cited by:
- Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014.
"Exchange Rates Contagion in Latin America,"
Borradores de Economia
12105, Banco de la Republica.
- Loaiza-Maya, Rubén Albeiro & Gómez-González, José Eduardo & Melo-Velandia, Luis Fernando, 2015. "Exchange rate contagion in Latin America," Research in International Business and Finance, Elsevier, vol. 34(C), pages 355-367.
- Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014. "Exchange Rates Contagion in Latin America," Borradores de Economia 842, Banco de la Republica de Colombia.
- Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011.
"Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis,"
Discussion Papers of DIW Berlin
1119, DIW Berlin, German Institute for Economic Research.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 252, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2012. "Cross-section dependence and the monetary exchange rate model – A panel analysis," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 38-53.
- Pami Dua & Ritu Suri, 2019. "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 102-136, April.
- Simona Moagăr-Poladian & Dorina Clichici & Cristian-Valeriu Stanciu, 2019. "The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe," Sustainability, MDPI, vol. 11(14), pages 1-22, July.
- Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
- Kühl, Michael, 2007.
"Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses,"
University of Göttingen Working Papers in Economics
68, University of Goettingen, Department of Economics.
Cited by:
- A.S.M. Sohel Azad, 2009. "Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea," Asian Economic Journal, East Asian Economic Association, vol. 23(1), pages 93-118, March.
- Katsushi Imai & Raghav Gaiha & Ganesh Thapa, 2008. "Food and oil prices," Economics Discussion Paper Series 0801, Economics, The University of Manchester.
- Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
Articles
- Hollmayr, Josef & Kühl, Michael, 2019.
"Monetary–fiscal interaction and quantitative easing,"
Economics Letters, Elsevier, vol. 174(C), pages 200-207.
See citations under working paper version above.
- Hollmayr, Josef & Kühl, Michael, 2018. "Monetary-fiscal interaction and quantitative easing," Discussion Papers 50/2018, Deutsche Bundesbank.
- Michael Kühl, 2018.
"Excess comovements between the euro/US dollar and pound sterling/US dollar exchange rates,"
Applied Economics, Taylor & Francis Journals, vol. 50(34-35), pages 3664-3685, July.
Cited by:
- Lee, Taehyun & Moutzouris, Ioannis C & Papapostolou, Nikos C & Fatouh, Mahmoud, 2023. "Foreign exchange hedging using regime-switching models: the case of pound sterling," Bank of England working papers 1042, Bank of England.
- Timo Bettendorf & Reinhold Heinlein, 2023. "Connectedness between G10 currencies: Searching for the causal structure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3938-3959, October.
- Michael Kühl, 2018.
"The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 93-161, September.
See citations under working paper version above.
- Kühl, Michael, 2016. "The effects of government bond purchases on leverage constraints of banks and non-financial firms," Discussion Papers 38/2016, Deutsche Bundesbank.
- Josef Hollmayr & Michael Kuehl, 2016.
"Imperfect Information about Financial Frictions and Consequences for the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
See citations under working paper version above.
- Josef Hollmayr & Michael Kuehl, 2016. "Online Appendix to "Imperfect Information about Financial Frictions and Consequences for the Business Cycle"," Online Appendices 15-131, Review of Economic Dynamics.
- Hollmayr, Josef & Kühl, Michael, 2015. "Imperfect information about financial frictions and consequences for the business cycle," Discussion Papers 07/2015, Deutsche Bundesbank.
- Josef Hollmayr & Michael Kühl, 2016. "Code and data files for "Imperfect Information about Financial Frictions and Consequences for the Business Cycle"," Computer Codes 15-131, Review of Economic Dynamics.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015.
"Foreign exchange market interventions and the $-¥ exchange rate in the long run,"
Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4037-4055, August.
See citations under working paper version above.
- Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run," ROME Working Papers 201307, ROME Network.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run," Ruhr Economic Papers 428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2012.
"The cross-country importance of global sentiments—evidence for smaller EU countries,"
International Economics and Economic Policy, Springer, vol. 9(3), pages 245-264, September.
Cited by:
- Stillwagon, Josh R., 2015.
"Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
- Josh Stillwagon, 2014. "Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR," Working Papers 1401, Trinity College, Department of Economics.
- Stillwagon, Josh R., 2015.
"Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011.
"Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments,"
Review of International Economics, Wiley Blackwell, vol. 19(1), pages 137-157, February.
See citations under working paper version above.
- Ansgar Belke & Joscha Beckmann & Michael Kühl, 2009. "Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments," Discussion Papers of DIW Berlin 952, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Beckmann, Joscha & Kühl, Michael, 2010. "Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments," Ruhr Economic Papers 174, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha BECKMANN & Ansgar BELKE & Kühl, 2010. "Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments," EcoMod2010 259600021, EcoMod.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011.
"Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(4), pages 397-412, November.
Cited by:
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013.
"Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run,"
Ruhr Economic Papers
428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015. "Foreign exchange market interventions and the $-¥ exchange rate in the long run," Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4037-4055, August.
- Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run," ROME Working Papers 201307, ROME Network.
- Chen, Pei-Fen & Zeng, Jhih-Hong & Lee, Chien-Chiang, 2018. "Renminbi exchange rate assessment and competitors' exports: New perspective," China Economic Review, Elsevier, vol. 50(C), pages 187-205.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013.
"Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run,"
Ruhr Economic Papers
428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011.
"The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
Cited by:
- Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi, 2021. "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, Elsevier, vol. 165(C), pages 67-84.
- Groslambert Bertrand & Raphaël Chiappini & Olivier Bruno, 2016.
"Bank output calculation in the case of France: what do new methods tell about the financial intermediation services in the aftermath of the crisis?,"
Working Papers
halshs-01254475, HAL.
- Bertrand Groslambert & Raphaël Chiappini & Olivier Bruno, 2015. "Bank Output Calculation in the Case of France: What Do New Methods Tell About the Financial Intermediation Services in the Aftermath of the Crisis?," GREDEG Working Papers 2015-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Beckmann, Joscha & Czudaj, Robert, 2014. "Regime shifts and the Canada/US exchange rate in a multivariate framework," Economics Letters, Elsevier, vol. 123(2), pages 206-211.
- Richard T. Baillie & Dooyeon Cho, 2016.
"Assessing Euro Crises from a Time Varying International CAPM Approach,"
Working Paper series
16-03, Rimini Centre for Economic Analysis.
- Baillie, Richard T. & Cho, Dooyeon, 2016. "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 197-208.
- Chang, Ming-Jen & Matsuki, Takashi, 2022. "Exchange rate forecasting with real-time data: Evidence from Western offshoots," Research in International Business and Finance, Elsevier, vol. 59(C).
- Josh Stillwagon & Peter Sullivan, 2020.
"Markov switching in exchange rate models: will more regimes help?,"
Empirical Economics, Springer, vol. 59(1), pages 413-436, July.
- Josh Stillwagon & Peter Sullivan, 2016. "Markov Switching in Exchange Rate Models: Will More Regimes Help?," Working Papers 1602, Trinity College, Department of Economics.
- Beckmann, Joscha & Czudaj, Robert, 2014.
"Effective exchange rates, current accounts and global imbalances,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100364, Verein für Socialpolitik / German Economic Association.
- Joscha Beckmann & Robert Czudaj, 2017. "Effective Exchange Rates, Current Accounts and Global Imbalances," Review of International Economics, Wiley Blackwell, vol. 25(3), pages 500-533, August.
- Beckmann, Joscha & Czudaj, Robert, 2016. "Effective exchange rates, current accounts and global imbalances," Ruhr Economic Papers 610, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Mylonidis, Nikolaos & Stamopoulou, Ioanna, 2011. "The role of monetary policy in managing the euro - dollar exchange rate," MPRA Paper 29291, University Library of Munich, Germany.
- Rossi, Barbara, 2013.
"Advances in Forecasting under Instability,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324,
Elsevier.
- Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
- Dimitris A. Georgoutsos & Georgios P. Kouretas, 2017. "The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective," Open Economies Review, Springer, vol. 28(5), pages 989-1010, November.
- Stillwagon, Josh R., 2016.
"Non-linear exchange rate relationships: An automated model selection approach with indicator saturation,"
The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 84-109.
- Josh R. Stillwagon, 2014. "Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation," Working Papers 1405, Trinity College, Department of Economics.
- Koch, Cathérine Tahmee, 2014. "Risky adjustments or adjustments to risks: Decomposing bank leverage," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 242-254.
- Beckmann, Joscha & Czudaj, Robert L., 2020.
"Fundamental determinants of exchange rate expectations,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224617, Verein für Socialpolitik / German Economic Association.
- Beckmann, Joscha & Czudaj, Robert L., 2024. "Fundamental determinants of exchange rate expectations," MPRA Paper 120648, University Library of Munich, Germany.
- Joscha Beckmann & Robert L. Czudaj, 2022. "Fundamental determinants of exchange rate expectations," Chemnitz Economic Papers 056, Department of Economics, Chemnitz University of Technology, revised Mar 2022.
- Park, Cheolbeom & Park, Sookyung, 2013.
"Exchange rate predictability and a monetary model with time-varying cointegration coefficients,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 394-410.
- Cheolbeom Park & Sookyung Park, 2013. "Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients," Discussion Paper Series 1302, Institute of Economic Research, Korea University.
- Aliyu Alhaji Jibrilla, 2016. "Fiscal sustainability in the presence of structural breaks: Does overconfidence on resource exports hurt government’s ability to finance debt? Evidence from Nigeria," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1170317-117, December.
- Gambacorta, Leonardo & van Rixtel, Adrian & Schiaffi, Stefano, 2017.
"Changing business models in international bank funding,"
CEPR Discussion Papers
11957, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Adrian Van Rixtel & Stefano Schiaffi, 2017. "Changing business models in international bank funding," BIS Working Papers 614, Bank for International Settlements.
- Leonardo Gambacorta & Adrian van Rixtel & Stefano Schiaffi, 2019. "Changing Business Models In International Bank Funding," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1038-1055, April.
- Leonardo Gambacorta & Stefano Schiaffi & Adrian Van Rixtel, 2017. "Changing business models in international bank funding," Working Papers 1736, Banco de España.
- Peter H. Sullivan, 2013. "Finding a Connection Between Exchange Rates and Fundamentals, How Should We Model Revisions to Forecasting Strategies?," 2013 Papers psu387, Job Market Papers.
- Haskamp, Ulrich, 2017. "Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals," Ruhr Economic Papers 704, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Lee, Chin & Law, Chee-Hong, 2013. "The Effects of Trade Openness on Malaysian Exchange Rate," MPRA Paper 45185, University Library of Munich, Germany.
- Joscha Beckmann & Michael Kühl, 2017. "The Role for Long-run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function," The World Economy, Wiley Blackwell, vol. 40(9), pages 1836-1865, September.
- João Tovar Jalles, 2019. "On the Time‐Varying Relationship between Unemployment and Output: What shapes it?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(5), pages 605-630, November.
- Simiso MSOMI & Harold NGALAWA, 2023. "The Movement of Exchange Rate and Expected Income: Case of South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 65-89.
- Claudio Morana, 2016.
"The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises,"
CeRP Working Papers
155, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Claudio, Morana, 2015. "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," Working Papers 321, University of Milano-Bicocca, Department of Economics, revised 28 Dec 2015.
- Groslambert Bertrand & Raphaël Chiappini & Olivier Bruno, 2016.
"Desperately seeking cash: Evidence from bank output measurement,"
Post-Print
hal-01358830, HAL.
- Groslambert, Bertrand & Chiappini, Raphaël & Bruno, Olivier, 2016. "Desperately seeking cash: Evidence from bank output measurement," Economic Modelling, Elsevier, vol. 59(C), pages 495-507.
- Yutaka Kurihara, 2012. "Exchange rate determination and structural changes in response to monetary policies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 29(3), pages 187-196, July.
- Saidia Jeelani & Joity Tomar & Tapas Das & Seshanwita Das, 2019. "Testing Structural Break in the Relationship Between Exchange Rate and Macroeconomic Variables," Vision, , vol. 23(4), pages 442-453, December.
- Xie, Zixiong & Chen, Shyh-Wei, 2019. "Exchange rates and fundamentals: A bootstrap panel data analysis," Economic Modelling, Elsevier, vol. 78(C), pages 209-224.
- Yutaka Kurihara & Akio Fukushima, 2015. "Monetary Approach for Determining Exchange Rates and Recent Monetary Policy of Japan," International Journal of Financial Economics, Research Academy of Social Sciences, vol. 4(1), pages 23-31.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(4), pages 397-412, November.
- Ufuk CAN & Zeynep Gizem CAN & Süleyman DEĞİRMEN, 2019. "Paranın Dolaşım Hızının ve Para Talebi Fonksiyonunun Ekonometrik Analizi: Türkiye Örneği," Istanbul Business Research, Istanbul University Business School, vol. 48(2), pages 218-247, November.
- Joscha Beckmann & Dionysius Glycopantis & Keith Pilbeam, 2018. "The dollar–euro exchange rate and monetary fundamentals," Empirical Economics, Springer, vol. 54(4), pages 1389-1410, June.
- Kühl, Michael, 2010.
"Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro,"
Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
Cited by:
- Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent, 2017. "Examining dynamic currency linkages amongst South Asian economies: An empirical study," Research in International Business and Finance, Elsevier, vol. 42(C), pages 173-190.
- de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin, 2017.
"On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 82-98.
- Gilles de Truchis & Benjamin Keddad & Cyril Dell'Eva, 2017. "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Post-Print hal-01635867, HAL.
- Duan, Kun & Li, Zeming & Urquhart, Andrew & Ye, Jinqiang, 2021. "Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Yamani, Ehab, 2021. "Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 74-89.
- Albulescu, Claudiu Tiberiu & Aubin, Christian & Goyeau, Daniel & Tiwari, Aviral Kumar, 2018. "Extreme co-movements and dependencies among major international exchange rates: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 56-69.
- Kumar, Satish, 2016. "Evidence of information transmission across currency futures markets using frequency domain tests," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 319-327.
- Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011.
"Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis,"
Discussion Papers of DIW Berlin
1119, DIW Berlin, German Institute for Economic Research.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 252, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2012. "Cross-section dependence and the monetary exchange rate model – A panel analysis," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 38-53.
- Ciner, Cetin, 2011. "Information transmission across currency futures markets: Evidence from frequency domain tests," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 134-139, June.
- Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
- Ebenezer Asem & Vishaal Baulkaran & Rossitsa Yalamova & Xiaofei Zhang, 2017. "Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(4), pages 253-267, December.
- Ain Shahrier, Nur, 2022. "Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (11) 2009-11-21 2009-12-11 2014-06-14 2014-12-08 2014-12-13 2015-05-30 2016-10-16 2016-10-23 2017-07-30 2019-01-28 2021-09-27. Author is listed
- NEP-DGE: Dynamic General Equilibrium (8) 2014-06-14 2014-12-08 2014-12-13 2015-05-30 2016-08-21 2016-10-16 2016-11-20 2017-07-30. Author is listed
- NEP-MON: Monetary Economics (6) 2007-11-24 2009-11-21 2014-12-08 2016-11-20 2017-07-30 2019-01-28. Author is listed
- NEP-CBA: Central Banking (5) 2007-11-24 2009-11-21 2016-11-20 2019-01-28 2021-09-27. Author is listed
- NEP-EEC: European Economics (5) 2009-11-21 2009-12-11 2016-11-20 2017-07-30 2021-09-27. Author is listed
- NEP-IFN: International Finance (3) 2007-11-24 2009-11-21 2010-01-16
- NEP-BAN: Banking (2) 2014-12-08 2014-12-13
- NEP-ISF: Islamic Finance (1) 2021-09-27
- NEP-TRA: Transition Economics (1) 2009-12-11
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