Wolfgang Lemke
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Lemke |
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author of:
- A Macro-Financial Analysis of the Corporate Bond Market (RePEc:ajf:louvlr:2019008)
by Dewacther, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco - Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure (RePEc:bla:ecnote:v:37:y:2008:i:1:p:75-117)
by Theofanis Archontakis & Wolfgang Lemke - Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis (RePEc:bla:jorssa:v:178:y:2015:i:3:p:493-533)
by Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino - Classical time-varying FAVAR models - Estimation, forecasting and structural analysis (RePEc:cpr:ceprdp:8321)
by Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang - The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR (RePEc:cpr:ceprdp:8341)
by Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang - Unknown item RePEc:dnb:dnbwpp:666 (paper)
- Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 (RePEc:ecb:ecbops:2021278)
by Altavilla, Carlo & Lemke, Wolfgang & Linzert, Tobias & Tapking, Jens & von Landesberger, Julian - The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics (RePEc:ecb:ecbwps:20091045)
by Werner, Thomas & Lemke, Wolfgang - The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09 (RePEc:ecb:ecbwps:20091127)
by Ejsing, Jacob & Lemke, Wolfgang - Predicting recession probabilities with financial variables over multiple horizons (RePEc:ecb:ecbwps:20101255)
by Fornari, Fabio & Lemke, Wolfgang - Below the zero lower bound: a shadow-rate term structure model for the euro area (RePEc:ecb:ecbwps:20171991)
by Lemke, Wolfgang & Vladu, Andreea Liliana - Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme (RePEc:ecb:ecbwps:20172106)
by Lemke, Wolfgang & Werner, Thomas - A macro-financial analysis of the corporate bond market (RePEc:ecb:ecbwps:20182214)
by Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco - Tracing the impact of the ECB’s asset purchase programme on the yield curve (RePEc:ecb:ecbwps:20192293)
by Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana - A tale of two decades: the ECB’s monetary policy at 20 (RePEc:ecb:ecbwps:20192346)
by Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan - Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies (RePEc:ecb:ecbwps:20212564)
by Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur - Natural rate chimera and bond pricing reality (RePEc:ecb:ecbwps:20212612)
by Brand, Claus & Goy, Gavin & Lemke, Wolfgang - An affine macro-finance term structure model for the euro area (RePEc:eee:ecofin:v:19:y:2008:i:1:p:41-69)
by Lemke, Wolfgang - The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009 (RePEc:eee:ecolet:v:110:y:2011:i:1:p:28-31)
by Ejsing, Jacob & Lemke, Wolfgang - Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme (RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560)
by Lemke, Wolfgang & Werner, Thomas - Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve (RePEc:ijc:ijcjou:y:2023:q:3:a:9)
by Fabian Eser & Wolfgang Lemke & Ken Nyholm & Sören Radde & Andreea Liliana Vladu - A macro-financial analysis of the corporate bond market (RePEc:nbb:reswpp:201810-360)
by Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio - How useful is the concept of the natural real rate of interest for monetary policy? (RePEc:oup:cambje:v:32:y:2008:i:1:p:49-63)
by Axel A. Weber & Wolfgang Lemke & Andreas Worms - Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations (RePEc:sce:scecf5:341)
by Wolfgang Lemke - Optimal Monetary Policy Response to Distortionary Tax Changes (RePEc:sce:scecfa:306)
by Michael Krause & Wolfgang Lemke - A macro–financial analysis of the corporate bond market (RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1530-8)
by Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio - Term Structure Modeling and Estimation in a State Space Framework (RePEc:spr:lnecms:978-3-540-28344-7)
by Wolfgang Lemke & Deutsche Bundesbank - Bond pricing when the short-term interest rate follows a threshold process (RePEc:taf:quantf:v:8:y:2008:i:8:p:811-822)
by Wolfgang Lemke & Theofanis Archontakis - The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR (RePEc:wly:jmoncb:v:48:y:2016:i:4:p:573-601)
by Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino - Classical time-varying FAVAR models - estimation, forecasting and structural analysis (RePEc:zbw:bubdp1:201104)
by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano - The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR (RePEc:zbw:bubdp1:201105)
by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano - Money demand and macroeconomic uncertainty (RePEc:zbw:bubdp1:4220)
by Lemke, Wolfgang & Greiber, Claus - Bond pricing when the short term interest rate follows a threshold process (RePEc:zbw:bubdp1:4243)
by Lemke, Wolfgang & Archontakis, Theofanis - Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure (RePEc:zbw:bubdp1:5405)
by Archontakis, Theofanis & Lemke, Wolfgang - An affine macro-finance term structure model for the euro area (RePEc:zbw:bubdp1:5865)
by Lemke, Wolfgang - Below the zero lower bound: A shadow-rate term structure model for the euro area (RePEc:zbw:bubdps:322016)
by Lemke, Wolfgang & Vladu, Andreea L. - What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? (RePEc:zbw:vfsc13:79794)
by Lemke, Wolfgang & Strohsal, Till - A Shadow-Rate Term Structure Model for the Euro Area (RePEc:zbw:vfsc15:113159)
by Lemke, Wolfgang & Vladu, Andreea - Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme (RePEc:zbw:vfsc18:181594)
by Lemke, Wolfgang & Werner, Thomas - Tracing the impact of the ECB's asset purchase programme on the yield curve (RePEc:zbw:vfsc20:224540)
by Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea - Natural rate chimera and bond pricing reality (RePEc:zbw:vfsc20:224546)
by Brand, Claus & Goy, Gavin W & Lemke, Wolfgang