.
Ehrmann , Michael's
Scholarly Papers
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column.
Aggregate Statistics
Total 6,941
Total Citations 725
1.
Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
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Ehrmann , Michael European Central Bank (ECB)
Gambacorta, Leonardo Bank for International Settlements (BIS)
Sevestre, Patrick Banque de France
Worms, Andreas Deutsche Bundesbank, Economics Department
Martinez, Jorge affiliation not provided to SSRN
Posted:
17 Dec 02
Last Revised:
24 Dec 10
928(10,440)
62
Ehrmann , Michael European Central Bank (ECB)
Gambacorta, Leonardo Bank for International Settlements (BIS)
Sevestre, Patrick Banque de France
Worms, Andreas Deutsche Bundesbank, Economics Department
Martinez, Jorge affiliation not provided to SSRN
153
51
monetary policy transmission, financial structure, bank lending
Ehrmann , Michael European Central Bank (ECB)
Gambacorta, Leonardo Bank for International Settlements (BIS)
Martínez-Pagés, Jorge Bank of Spain
Sevestre, Patrick Banque de France
Worms, Andreas Deutsche Bundesbank, Economics Department
775
62
Monetary policy transmission, financial structure, bank lending
2.
Global Crises and Equity Market Contagion
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Bekaert, Geert Columbia Business School - Finance and Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
Posted:
03 Jun 11
Last Revised:
23 Nov 12
807(12,964)
5
Bekaert, Geert Columbia Business School - Finance and Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
39
5
contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account
Bekaert, Geert Columbia Business School - Finance and Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
70
5
Contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account
Bekaert, Geert Columbia Business School - Finance and Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
Posted:
31 Aug 11
Last Revised:
23 Nov 12
20
5
contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account
Bekaert, Geert Columbia Business School - Finance and Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
19
5
Bekaert, Geert Columbia Business School - Finance and Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
5
5
contagion, country risk, current account, equity markets, factor model, financial crisis, financial policies, FX reserves, global transmission, market integration
Bekaert, Geert Columbia Business School - Finance and Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
Posted:
03 Jun 11
Last Revised:
26 Jul 12
654
5
contagion; financial crisis; equity markets; global transmission; market integration; country risk; factor model; financial policies; FX reserves, current account
3.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
394(34,697)
46
monetary policy, stock market, credit channel, Tobin's q, financial constraints, S&P500, propensity score matching
4.
Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence
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Blinder, Alan S. Princeton University - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Haan, Jakob de De Nederlandsche Bank
Jansen, David-Jan De Nederlandsche Bank
Posted:
11 Apr 08
Last Revised:
03 Oct 11
338(41,900)
67
Blinder, Alan S. Princeton University - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Haan, Jakob de De Nederlandsche Bank
Jansen, David-Jan De Nederlandsche Bank
184
66
Communication, central bank, monetary policy
Blinder, Alan S. Princeton University - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Haan, Jakob de De Nederlandsche Bank
Jansen, David-Jan De Nederlandsche Bank
154
66
5.
Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
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Ehrmann , Michael European Central Bank (ECB)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
Posted:
21 Feb 05
Last Revised:
07 Jul 10
332(42,806)
47
Ehrmann , Michael European Central Bank (ECB)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
40
47
Ehrmann , Michael European Central Bank (ECB)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
292
47
international financial markets, integration, transmission, financial market linkages, identification, heteroskedasticity, asset pricing, United States, euro area
6.
Angeloni, Ignazio Italian Finance Ministry - International Financial Relations
Ehrmann , Michael European Central Bank (ECB)
310(46,384)
29
Monetary policy transmission; euro; bank and financial integration
7.
Ehrmann , Michael European Central Bank (ECB)
Ellison, Martin University of Oxford
Valla, Natacha Banque de France
287(50,760)
14
vector autoregression, regime switching, shocks, new economy
8.
The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches
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Ehrmann , Michael European Central Bank (ECB)
Jansen, David-Jan De Nederlandsche Bank
Posted:
17 Feb 12
Last Revised:
09 Mar 12
247(59,984)
Ehrmann , Michael European Central Bank (ECB)
Jansen, David-Jan De Nederlandsche Bank
18
investor inattention, stock markets, trading volume, high-frequency data, soccer
Ehrmann , Michael European Central Bank (ECB)
Jansen, David-Jan De Nederlandsche Bank
24
investor inattention, stock markets, trading volume, high-frequency data, soccer
Ehrmann , Michael European Central Bank (ECB)
Jansen, David-Jan De Nederlandsche Bank
205
investor inattention, stock markets, trading volume, high‐frequency data, soccer
9.
Angeloni, Ignazio Italian Finance Ministry - International Financial Relations
Ehrmann , Michael European Central Bank (ECB)
228(65,366)
33
currency union, inflation differentials, inflation persistence, euro area
10.
Altissimo, Filippo Brevan Howard Asset Management LLP
Ehrmann , Michael European Central Bank (ECB)
Smets, Frank European Central Bank (ECB)
215(69,494)
32
Price setting, inflation persistence, monetary policy, EMU
11.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
213(70,456)
18
exchange rates, fundamentals, announcements, news, real-time data, United States, euro area, interdependence, US dollar euro, EMU
12.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
199(75,171)
26
communication, monetary policy, committee, effectiveness, strategies, Federal Reserve, Bank of England, European Central Bank
13.
Global Financial Transmission of Monetary Policy Shocks
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Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Posted:
05 May 06
Last Revised:
09 May 13
195(76,692)
28
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
3
28
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
192
28
global financial markets, monetary policy, transmission, financial integration, United States, advanced economies, emerging market economies
14.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
185(80,752)
29
Interdependence, announcements, money markets, real-time data, euro area
15.
Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States
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Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Posted:
29 May 04
Last Revised:
12 Dec 05
152(96,791)
40
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
14
40
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
66
40
Interdependence, announcements, news, money markets, real-time data, United States, euro area
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
72
40
interdependence, announcements, news, money markets, real-time data, United States, euro area
16.
Ehrmann , Michael European Central Bank (ECB)
136(106,565)
7
17.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
132(109,279)
17
transparency; monetary policy; announcements; communication; disclosure
18.
Convergence and Anchoring of Yield Curves in the Euro Area
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Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Gurkaynak, Refet S. Bilkent University - Department of Economics
Swanson, Eric T. Federal Reserve Bank of San Francisco
Posted:
19 Oct 07
Last Revised:
08 Jul 08
119(118,861)
12
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Gurkaynak, Refet S. Bilkent University - Department of Economics
Swanson, Eric T. Federal Reserve Bank of San Francisco
6
12
anchoring, bond markets, convergence, credibility, EMU, euro area, monetary policy
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Gurkaynak, Refet S. Bilkent University - Department of Economics
Swanson, Eric T. Federal Reserve Bank of San Francisco
38
12
bond markets, euro area, EMU; convergence, anchoring, credibility
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Gurkaynak, Refet S. Bilkent University - Department of Economics
Swanson, Eric T. Federal Reserve Bank of San Francisco
75
12
bond markets, euro area, EMU, convergence, anchoring, credibility, monetary policy
19.
Worms, Andreas Deutsche Bundesbank, Economics Department
Ehrmann , Michael European Central Bank (ECB)
119(118,861)
10
monetary policy, bank lending channel, interbank market
20.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
112(124,621)
14
communication, monetary policy, committee, effectiveness, economic outlook, Federal Reserve, Bank of England, European Central Bank
21.
Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography
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Berger, Helge Free University Berlin - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Posted:
17 Jan 06
Last Revised:
11 Sep 06
109(127,204)
7
Berger, Helge Free University Berlin - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
52
7
monetary policy, ECB, forecast, geography, history, heterogeneity, Taylor rule, learning, transmission, survey data, communication
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Berger, Helge Free University Berlin - Department of Economics
57
7
monetary policy, ECB, forecast, geography, history, heterogeneity, Taylor rule, learning, transmission, survey data, communication
22.
Blattner, Tobias Sebastian European Central Bank (ECB) - Directorate General Economics
Catenaro, Marco European Central Bank (ECB)
Ehrmann , Michael European Central Bank (ECB)
Strauch, Rolf European Central Bank (ECB)
Turunen, Jarkko European Central Bank (ECB)
108(128,048)
5
Predictability, central bank transparency, central bank communication
23.
Ehrmann , Michael European Central Bank (ECB)
Tzamourani, Panagiota Bank of Greece
105(130,690)
3
inflation aversion, inflation memories, hyperinflation, World Values Survey, inflation targeting
24.
Ehrmann , Michael European Central Bank (ECB)
101(134,298)
13
rational inattention, perceived inflation, euro cash changeover
25.
Monetary Policy in the Media
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Berger, Helge Free University Berlin - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Posted:
10 Oct 06
Last Revised:
01 Feb 11
97(138,094)
5
Berger, Helge Free University Berlin - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
2
5
communication, coverage, ECB, media, monetary policy, press
Berger, Helge Free University Berlin - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
95
5
monetary policy, ECB, communication, media, press, coverage, transparency, accountability
26.
Central Bank Communication on Financial Stability
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Born, Benjamin Bonn University
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Posted:
25 Apr 11
Last Revised:
15 Sep 11
96(139,030)
1
Born, Benjamin Bonn University
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
45
1
central bank, financial stability, communication, event study
Born, Benjamin Bonn University
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
51
1
central bank, financial stability, communication, event study
27.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
81(155,199)
13
Monetary policy, financial markets, real-time analysis, press conference, communication, European Central Bank
28.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
81(155,199)
10
communication, central bank, monetary policy, timing
29.
Ehrmann , Michael European Central Bank (ECB)
Smets, Frank European Central Bank (ECB)
81(155,199)
30
Monetary policy rules; potential output; uncertainty
30.
Geography or Skills: What Explains Fed Watchers' Forecast Accuracy of US Monetary Policy?
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Berger, Helge Free University Berlin - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Posted:
07 Dec 06
Last Revised:
04 Dec 07
78(158,827)
2
Berger, Helge Free University Berlin - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
31
2
monetary policy, forecast, Federal Reserve, FOMC, geography, skills, heterogeneity, survey data, communication, United States
Berger, Helge Free University Berlin - Department of Economics
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
47
2
monetary policy, forecast; Federal Reserve, FOMC, geography, skills, heterogeneity, survey data, communication, United States
31.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
73(165,314)
10
Communication, transparency, monetary policy, predictability
32.
Cecchetti, Stephen G. Bank for International Settlements (BIS) - Monetary and Economic Department
Ehrmann , Michael European Central Bank (ECB)
61(182,301)
52
33.
The Role of Central Bank Transparency for Guiding Private Sector Forecasts
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Ehrmann , Michael European Central Bank (ECB)
Eijffinger, Sylvester C. W. Tilburg University (CentER) - Department of Economics
Fratzscher, Marcel DIW Berlin
Posted:
11 Jan 10
Last Revised:
23 Aug 12
49(202,311)
4
Ehrmann , Michael European Central Bank (ECB)
Eijffinger, Sylvester C. W. Tilburg University (CentER) - Department of Economics
Fratzscher, Marcel DIW Berlin
0
4
Central bank communication, disagreement, inflation targeting, monetary policy, survey expectations
Ehrmann , Michael European Central Bank (ECB)
Eijffinger, Sylvester C. W. Tilburg University (CentER) - Department of Economics
Fratzscher, Marcel DIW Berlin
4
4
central bank communication, central banking, disagreement, forecasting, inflation targeting, monetary policy, survey expectations, transparency
Ehrmann , Michael European Central Bank (ECB)
Eijffinger, Sylvester C. W. Tilburg University (CentER) - Department of Economics
Fratzscher, Marcel DIW Berlin
45
4
central banking, transparency, disagreement, survey expectations, monetary policy, inflation targeting, central bank communication, forecasting
34.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
45(209,826)
4
Purdah, communication, transparency, monetary policy, interest rates, effectiveness, Federal Reserve
35.
Ehrmann , Michael European Central Bank (ECB)
Sondermann, David European Central Bank (ECB)
40(219,905)
2
public signals, inflation reports, monetary policy, interest rates, announcement effects, co-ordination of beliefs, Bank of England
36.
D'Agostino, Antonello Central Bank and Financial Services Authority of Ireland
Ehrmann , Michael European Central Bank (ECB)
23(264,982)
sovereign spreads, fiscal policy, time‐varying coefficients
37.
Altissimo, Filippo affiliation not provided to SSRN
Ehrmann , Michael European Central Bank (ECB)
Smets, Frank European Central Bank (ECB)
20(275,264)
26
price-setting, inflation persistence, monetary policy, EMU
38.
Ehrmann , Michael European Central Bank (ECB)
Sondermann, David European Central Bank (ECB)
16(289,547)
2
public signals; inflation reports; monetary policy; interest rates; announcement effects; co-ordination of beliefs; Bank of England
39.
Ehrmann , Michael European Central Bank (ECB)
Soudan, Michel European Central Bank (ECB)
Stracca, Livio European Central Bank (ECB)
11(307,195)
Trust, Eurobarometer, global financial crisis, public opinion, European Central Bank
40.
Ehrmann , Michael European Central Bank (ECB)
Osbat, Chiara European Central Bank (ECB)
Strasky, Jan European Central Bank (ECB)
Uusküla, Lenno Bank of Estonia
9(316,823)
exchange rates, fundamentals, announcements, sovereign debt crisis
41.
Born, Benjamin Bonn University
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
6(322,614)
central bank, communication, economic policy, financial stability, macroprudential
42.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
3(331,194)
delegation, European Central Bank, interest rates, monetary policy, time inconsistency
