.
Fratzscher, Marcel's
Scholarly Papers
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column.
Aggregate Statistics
Total 10,634
Total Citations 781
1.
Bussière, Matthieu Banque de France
Fratzscher, Marcel DIW Berlin
981(9,535)
35
Currency crises, Early Warning System, crisis prediction
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
806(12,958)
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
653
5
contagion; financial crisis; equity markets; global transmission; market integration; country risk; factor model; financial policies; FX reserves, current account
3.
Fratzscher, Marcel DIW Berlin
531(23,554)
68
financial integration, stock markets, EMU, exchange rate volatility, GARCH model, time-variation
4.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
394(34,606)
46
monetary policy, stock market, credit channel, Tobin's q, financial constraints, S&P500, propensity score matching
5.
Fratzscher, Marcel DIW Berlin
377(36,591)
17
Currency crises, contagion, Markov-switching, panel data, prediction
6.
Dorrucci, Ettore European Central Bank (ECB)
Firpo, Stefano European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Mongelli, Francesco P. European Central Bank (ECB)
371(37,324)
9
Regional integration in Europe and Latin America, intra-regional exchange rate variability
7.
Bussière, Matthieu Banque de France
Fratzscher, Marcel DIW Berlin
Müller, Gernot J. Goethe University Frankfurt - Faculty of Economics and Business Administration
363(38,295)
16
Current account, habit persistence, liquidity constraints, panel regressions, acceding countries
8.
Financial Openness and Growth: Short-Run Gain, Long-Run Pain?
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Bussière, Matthieu Banque de France
Fratzscher, Marcel DIW Berlin
Posted:
10 Sep 04
Last Revised:
03 Apr 08
339(41,658)
12
Bussière, Matthieu Banque de France
Fratzscher, Marcel DIW Berlin
24
12
Fratzscher, Marcel DIW Berlin
Bussière, Matthieu Banque de France
315
12
liberalisation, capital account, economic growth, intertemporal trade-off, quality of institutions, composition of capital flows, sequencing
9.
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
337(41,947)
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
183
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
10.
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(42,715)
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
11.
Fratzscher, Marcel DIW Berlin
Lo Duca, Marco European Central Bank (ECB)
Straub, Roland European Central Bank (ECB)
297(48,706)
monetary policy, quantitative easing, capital flows, Federal Reserve, policy responses, emerging markets, panel data
12.
Bussière, Matthieu Banque de France
Fratzscher, Marcel DIW Berlin
Koeniger, Winfried University of London, Queen Mary - School of Economics and Finance
286(50,855)
maturity mismatch, currency mismatch, uncertainty, debt, emerging markets
13.
Bussière, Matthieu Banque de France
Fratzscher, Marcel DIW Berlin
Müller, Gernot J. Goethe University Frankfurt - Faculty of Economics and Business Administration
280(52,083)
14
Current account, productivity, investment, budget deficit
14.
Fidora, Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Thimann, Christian European Central Bank (ECB)
249(59,377)
27
home bias, exchange rate volatility, risk, portfolio investment, global financial
15.
The Transmission of Emerging Market Shocks to Global Equity Markets
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Cuadro Sáez, Lucía Bank of Spain
Fratzscher, Marcel DIW Berlin
Thimann, Christian European Central Bank (ECB)
Posted:
06 Feb 07
Last Revised:
12 Oct 07
213(70,002)
Cuadro Sáez, Lucía Bank of Spain
Fratzscher, Marcel DIW Berlin
Thimann, Christian European Central Bank (ECB)
61
global financial markets, equity markets, transmission, financial integration, shocks, news, emerging market economies, mature economics, euro area, United States
Cuadro Sáez, Lucía Bank of Spain
Fratzscher, Marcel DIW Berlin
Thimann, Christian European Central Bank (ECB)
152
global financial markets, equity markets, transmission, financial integration, shocks, news, emerging market economies, mature economics, euro area, United States
16.
Fratzscher, Marcel DIW Berlin
213(70,002)
20
Exchange rate regime, monetary policy, international transmission, GARCH, error correction model
17.
Asset Prices, Exchange Rates and the Current Account
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Fratzscher, Marcel DIW Berlin
Juvenal, Luciana University of Warwick - Department of Economics
Sarno, Lucio City University London - Sir John Cass Business School
Posted:
10 Aug 07
Last Revised:
11 Jan 10
212(70,326)
19
Fratzscher, Marcel DIW Berlin
Juvenal, Luciana Federal Reserve Bank of Saint Louis
Sarno, Lucio City University London - Sir John Cass Business School
3
19
Bayesian VAR, current account, exchange rates, global imbalances
Fratzscher, Marcel DIW Berlin
Juvenal, Luciana University of Warwick - Department of Economics
Sarno, Lucio City University London - Sir John Cass Business School
Posted:
27 Aug 08
Last Revised:
20 May 09
41
19
current account, global imbalances, exchange rates, Bayesian VAR, sign restrictions
Fratzscher, Marcel DIW Berlin
Sarno, Lucio City University London - Sir John Cass Business School
Juvenal, Luciana University of Warwick - Department of Economics
168
19
current account, global imbalances, exchange rates, Bayesian VAR, sign restrictions
18.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
212(70,326)
18
exchange rates, fundamentals, announcements, news, real-time data, United States, euro area, interdependence, US dollar euro, EMU
19.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
198(75,392)
26
communication, monetary policy, committee, effectiveness, strategies, Federal Reserve, Bank of England, European Central Bank
20.
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(76,543)
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
21.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
185(80,554)
29
Interdependence, announcements, money markets, real-time data, euro area
22.
Chudik, Alexander European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
176(84,423)
global financial crisis, sovereign debt crisis, liquidity, risk, capital flows, transmission, high dimensional VARs, advanced economies, emerging market economies
23.
Fratzscher, Marcel DIW Berlin
163(90,705)
11
Financial crisis, exchange rates, global imbalances, shocks, United States, US dollar, transmission channels
24.
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(96,606)
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
25.
Risk Sharing, Finance and Institutions in International Portfolios
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Imbs, Jean M. Paris School of Economics (PSE)
Fratzscher, Marcel DIW Berlin
Posted:
31 Oct 07
Last Revised:
10 Dec 08
151(97,184)
7
Imbs, Jean M. Paris School of Economics (PSE)
Fratzscher, Marcel DIW Berlin
59
7
Risk sharing, Diversification, Portfolio Choice, Financial Integration, Cross-Border Investment
Fratzscher, Marcel DIW Berlin
Imbs, Jean M. Paris School of Economics (PSE)
2
7
Cross-Border Investment, Diversification, Financial Integration, Portfolio Choice, Risk sharing
Fratzscher, Marcel DIW Berlin
Imbs, Jean M. Paris School of Economics (PSE)
90
7
Risk sharing, Diversification, Portfolio Choice, Financial Integration, Cross-Border Investment
26.
Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls
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Forbes, Kristin J. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
Straub, Roland European Central Bank (ECB)
Posted:
12 May 12
Last Revised:
28 Sep 12
138(105,069)
1
Forbes, Kristin J. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
Straub, Roland European Central Bank (ECB)
3
1
Brazil, capital controls, emerging markets, externalities, mutual funds, portfolio effects, signalling, spillovers
Forbes, Kristin J. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
Kostka, Thomas European Central Bank (ECB)
Straub, Roland European Central Bank (ECB)
21
1
capital controls, externalities, spillovers, portfolio effects, signalling, mutual funds, Brazil, emerging markets
Forbes, Kristin J. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
Kostka, Thomas European Central Bank (ECB)
Straub, Roland European Central Bank (ECB)
8
1
Forbes, Kristin J. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
Kostka, Thomas European Central Bank (ECB)
Straub, Roland European Central Bank (ECB)
106
1
capital controls, externalities, spillovers, portfolio effects, signalling, mutual funds, Brazil, emerging markets
27.
Daude, Christian Inter-American Development Bank (IADB)
Fratzscher, Marcel DIW Berlin
137(105,699)
29
Foreign investment, pecking order, capital flows, information frictions, institutions, home bias, gravity
28.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
132(109,056)
17
transparency; monetary policy; announcements; communication; disclosure
29.
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
118(119,373)
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
74
12
bond markets, euro area, EMU, convergence, anchoring, credibility, monetary policy
30.
The Scapegoat Theory of Exchange Rates: The First Tests
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Fratzscher, Marcel DIW Berlin
Sarno, Lucio City University London - Sir John Cass Business School
Zinna, Gabriele Bank of England - International Finance Division
Posted:
15 Jan 12
Last Revised:
14 May 13
117(120,175)
Fratzscher, Marcel DIW Berlin
Sarno, Lucio City University London - Sir John Cass Business School
Zinna, Gabriele Bank of England - International Finance Division
3
scapegoat, exchange rates, economic fundamentals, survey data
Fratzscher, Marcel DIW Berlin
Sarno, Lucio City University London - Sir John Cass Business School
Zinna, Gabriele Bank of England - International Finance Division
3
economic fundamentals, exchange rates, order flow, scapegoat, survey data
Fratzscher, Marcel DIW Berlin
Sarno, Lucio City University London - Sir John Cass Business School
Zinna, Gabriele Bank of England - International Finance Division
58
scapegoat, exchange rates, economic fundamentals, survey data, order flow
Fratzscher, Marcel DIW Berlin
Sarno, Lucio City University London - Sir John Cass Business School
Zinna, Gabriele Bank of England - International Finance Division
53
scapegoat, exchange rates, economic fundamentals, survey data, order flow
31.
Fratzscher, Marcel DIW Berlin
115(121,866)
30
communication, exchange rate, intervention, policy, United States, euro area, Japan
32.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
112(124,354)
14
communication, monetary policy, committee, effectiveness, economic outlook, Federal Reserve, Bank of England, European Central Bank
33.
Fratzscher, Marcel DIW Berlin
112(124,354)
20
communication, exchange rate, intervention, policy, time-series analysis
34.
Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography
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Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Berger, Helge Free University Berlin - Department of Economics
Posted:
17 Jan 06
Last Revised:
11 Sep 06
109(126,942)
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
35.
Fratzscher, Marcel DIW Berlin
Reynaud, Julien P. M. Université Paris I Panthéon-Sorbonne
98(136,880)
IMF, surveillance, political economy, sovereign spreads, financial markets, emerging market economies
36.
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(137,836)
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
37.
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(138,767)
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
38.
China's Dominance Hypothesis and the Emergence of a Tri-Polar Global Currency System
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Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
Posted:
05 Nov 11
Last Revised:
23 Dec 11
85(150,320)
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
5
China, euro, exchange rates, German dominance hypothesis, International monetary system, renminbi, tri-polarity, US dollar
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
80
International monetary system, exchange rates, tri-polarity, China, renminbi, US dollar, euro, German dominance hypothesis
39.
Capital Controls and Foreign Exchange Policy
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Fratzscher, Marcel DIW Berlin
Posted:
31 Jan 12
Last Revised:
10 Feb 12
82(153,710)
1
Fratzscher, Marcel DIW Berlin
4
1
capital controls, capital flows, economic policy, exchange rates, financial stability, G20
Fratzscher, Marcel DIW Berlin
78
1
capital controls, capital flows, exchange rates, financial stability, economic policy, G20
40.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
81(154,862)
10
communication, central bank, monetary policy, timing
41.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
80(156,065)
13
Monetary policy, financial markets, real-time analysis, press conference, communication, European Central Bank
42.
The Political Economy Under Monetary Union: Has the Euro Made a Difference?
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Fratzscher, Marcel DIW Berlin
Stracca, Livio European Central Bank (ECB)
Posted:
20 Nov 08
Last Revised:
03 Aug 09
79(157,283)
Fratzscher, Marcel DIW Berlin
Stracca, Livio European Central Bank (ECB)
1
Fratzscher, Marcel DIW Berlin
Stracca, Livio European Central Bank (ECB)
78
EMU, political economy, political news, monetary policy, fiscal policy, stock markets, transmission
43.
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(158,503)
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
44.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
73(164,968)
10
Communication, transparency, monetary policy, predictability
45.
Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis
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Chudik, Alexander European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Posted:
31 Jan 12
Last Revised:
16 Mar 12
71(167,686)
Fratzscher, Marcel DIW Berlin
Chudik, Alexander European Central Bank (ECB)
68
global financial crisis, sovereign debt crisis, liquidity, risk, capital flows, transmission, high dimensional VARs, advanced economies, emerging market economies
Chudik, Alexander European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
3
advanced economies, capital flows, emerging market economies, global financial crisis, high dimensional VARs, liquidity, risk, sovereign debt crisis, transmission
46.
US Shocks and Global Exchange Rate Configurations
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Fratzscher, Marcel DIW Berlin
Posted:
06 Dec 07
Last Revised:
30 Jul 08
69(170,445)
5
Fratzscher, Marcel DIW Berlin
9
5
Fratzscher, Marcel DIW Berlin
60
5
Exchange rate, US dollar, cross-rates, shocks, heterogeneity, global distribution, transmission channels.
47.
Capital Flows, Push versus Pull Factors and the Global Financial Crisis
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Fratzscher, Marcel DIW Berlin
Posted:
28 Jul 11
Last Revised:
29 Aug 11
65(175,989)
6
Fratzscher, Marcel DIW Berlin
14
6
Fratzscher, Marcel DIW Berlin
3
6
advanced economies, capital flows, common shocks, emerging markets, factor model, liquidity, pull factors, push factors, risk
Fratzscher, Marcel DIW Berlin
48
6
capital flows, factor model, common shocks, liquidity, risk, push factors, pull factors, emerging markets, advanced economies
48.
Fratzscher, Marcel DIW Berlin
Stracca, Livio European Central Bank (ECB)
64(177,472)
Euro; Italy, political economy, exchange rates, asset prices, financial markets, shocks
49.
Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model
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Chudik, Alexander European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
Posted:
29 Nov 10
Last Revised:
11 Jan 11
56(189,825)
3
Chudik, Alexander European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
54
3
Liquidity, risk, financial crisis, global transmission, global VAR (GVAR), shocks, modelling, US, advanced economies, emerging market economies
Chudik, Alexander European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
2
3
advanced economies, emerging market economies, financial crisis, global transmission, global VAR (GVAR), Liquidity, risk, shocks, US
50.
Fratzscher, Marcel DIW Berlin
Straub, Roland European Central Bank (ECB)
53(194,887)
3
asset prices, current account, identification, Bayesian VAR, financial markets, industrialized economies
51.
Monetary Policy Shocks and Portfolio Choice
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Fratzscher, Marcel DIW Berlin
Saborowski, Christian International Monetary Fund (IMF)
Straub, Roland European Central Bank (ECB)
Posted:
09 Dec 09
Last Revised:
29 Nov 10
49(201,895)
Fratzscher, Marcel DIW Berlin
Saborowski, Christian International Monetary Fund (IMF)
Straub, Roland European Central Bank (ECB)
1
asset prices, capital flows, monetary policy, portfolio choice, sign restrictions, trade balance, United States, vector autoregressions
Fratzscher, Marcel DIW Berlin
Saborowski, Christian University of Warwick
Straub, Roland European Central Bank (ECB)
48
monetary policy, trade balance, capital flows, portfolio choice, asset prices, United States, vector auto regressions, sign restrictions
52.
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
48(203,771)
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
44
4
central banking, transparency, disagreement, survey expectations, monetary policy, inflation targeting, central bank communication, forecasting
53.
Fratzscher, Marcel DIW Berlin
Stracca, Livio European Central Bank (ECB)
46(207,524)
Euro, Italy, political economy, exchange rates, asset prices, financial markets, shocks
54.
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
45(209,384)
1
communication, exchange rate regime, reserves, euro, dollar, emerging economies
55.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
45(209,384)
4
Purdah, communication, transparency, monetary policy, interest rates, effectiveness, Federal Reserve
56.
Fratzscher, Marcel DIW Berlin
37(225,881)
6
Group of Seven, G7, exchange rate, communication, policy, adjustment, success, event-study methodology, US dollar, yen, euro
57.
130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies
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Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
Vansteenkiste, Isabel European Central Bank (ECB)
Posted:
01 Nov 11
Last Revised:
09 Dec 11
11(306,628)
1
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
Vansteenkiste, Isabel European Central Bank (ECB)
3
1
Fratzscher, Marcel DIW Berlin
Mehl, Arnaud European Central Bank (ECB)
Vansteenkiste, Isabel European Central Bank (ECB)
8
1
advanced economies, banking crises, currency crashes, exchange rates, fiscal vulnerability, foreign debt, reserve currencies, total debt level
58.
Beirne, John European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
8(316,231)
2
bond spreads, CDS spreads, contagion, ratings, sovereign debt crisis, sovereign risk
59.
Born, Benjamin Bonn University
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
5(324,732)
central bank, communication, economic policy, financial stability, macroprudential
60.
Ehrmann , Michael European Central Bank (ECB)
Fratzscher, Marcel DIW Berlin
3(330,630)
delegation, European Central Bank, interest rates, monetary policy, time inconsistency
61.
Fratzscher, Marcel DIW Berlin
Straub, Roland European Central Bank (ECB)
3(330,630)
asset prices, Bayesian VAR, current account, financial markets, home bias, identification, news shocks, wealth effects
62.
Fratzscher, Marcel DIW Berlin
Straub, Roland European Central Bank (ECB)
2(335,378)
3
63.
Fratzscher, Marcel DIW Berlin
2(335,378)
10
