Timo Bettendorf

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

  • Deutsche Bundesbank

SCHOLARLY PAPERS

7

DOWNLOADS

526

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (7)

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1.

Connectedness between G10 Currencies: Searching for the Causal Structure

Deutsche Bundesbank Discussion Paper No. 06/2019
Number of pages: 35 Posted: 25 Feb 2019
Timo Bettendorf and Reinhold Heinlein
Deutsche Bundesbank and University of the West of England (UWE) - Bristol Business School
Downloads 208 (267,366)
Citation 1

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connectedness, networks, graph theory, vector autoregression, exchange rates

2.

Chow-Lin X N: How Adding a Panel Dimension Can Improve Accuracy

Bundesbank Discussion Paper No. 12/2017
Number of pages: 12 Posted: 02 Jun 2017
Timo Bettendorf and Dirk Bursian
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 83 (543,514)

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temporal disaggregation, interpolation, panel data

3.

Spillover Effects of Credit Default Risk in the Euro Area and the Effects on the Euro: A GVAR Approach

Bundesbank Discussion Paper No. 42/2016
Number of pages: 35 Posted: 31 Oct 2016
Timo Bettendorf
Deutsche Bundesbank
Downloads 66 (617,725)

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credit default swaps, bailouts, exchange rates, global var

4.

Time-Variation in the Effects of Push and Pull Factors on Portfolio Flows: Evidence from a Bayesian Dynamic Factor Model

Deutsche Bundesbank Discussion Paper No. 05/2022
Number of pages: 40 Posted: 01 Apr 2022
Timo Bettendorf and Aikaterini Karadimitropoulou
Deutsche Bundesbank and University of Piraeus - Department of Economics
Downloads 52 (693,003)

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portfolio flows, push and pull factors, bayesian dynamic factor model, time-variation

5.

German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory

Bundesbank Discussion Paper No. 15/2015
Number of pages: 54 Posted: 21 Jun 2016
Timo Bettendorf and Miguel A. Leon-Ledesma
Deutsche Bundesbank and University of Kent - Department of Economics
Downloads 47 (724,251)

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european imbalances, German wage moderation, DSGE, Global VAR, sign restrictions

6.

What Drives the German Target Balances? Evidence from a Bvar Approach

Deutsche Bundesbank Discussion Paper No. 12/2021
Number of pages: 21 Posted: 12 May 2021
Timo Bettendorf and Axel Jochem
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 36 (801,551)

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7.

Revisiting Real Exchange Rate Volatility: Nontraded Goods and Cointegrated TFP Chockse

UB Economics Working Papers E18/375
Number of pages: 32 Posted: 01 May 2018
Aydan Dogan and Timo Bettendorf
University of Barcelona and Deutsche Bundesbank
Downloads 34 (817,230)

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Real Exchange Rates, Non-Traded Goods, Cointegration