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Deutsche Bundesbank Discussion Paper Series

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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
Working Paper Series
Deutsche Bundesbank and Keele University - Keele Management School
Downloads 21
2.

What Drives the Short-Term Fluctuations of Banks' Exposure to Interest Rate Risk?

Deutsche Bundesbank Discussion Paper No. 05/2019
Number of pages: 26 Posted: 25 Feb 2019
Working Paper Series
Deutsche Bundesbank
Downloads 8
3.

Anatomy of Regional Price Differentials: Evidence from Micro Price Data

Deutsche Bundesbank Discussion Paper No. 04/2019
Number of pages: 49 Posted: 25 Feb 2019 Last Revised: 01 Mar 2019
Working Paper Series
Deutsche Bundesbank and University of Trier
Downloads 5
4.

Who Benefits from Using Property Taxes to Finance a Labor Tax Wedge Reduction?

Deutsche Bundesbank Discussion Paper No. 03/2019
Number of pages: 55 Posted: 25 Feb 2019 Last Revised: 01 Mar 2019
Working Paper Series
Deutsche Bundesbank - Economics Department
Downloads 5
5.

Monetary Policy, Housing, and Collateral Constraints

Deutsche Bundesbank Discussion Paper No. 02/2019
Number of pages: 38 Posted: 25 Feb 2019 Last Revised: 01 Mar 2019
Working Paper Series
Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 3
6.

The Interest Rate Exposure of Euro Area Households

Deutsche Bundesbank Discussion Paper No. 01/2019
Number of pages: 40 Posted: 25 Feb 2019 Last Revised: 01 Mar 2019
Working Paper Series
Deutsche Bundesbank
Downloads 1
7.

Credit Crunches from Occasionally Binding Bank Borrowing Constraints

Deutsche Bundesbank Discussion Paper No. 57/2018
Number of pages: 45 Posted: 11 Feb 2019 Last Revised: 01 Mar 2019
Working Paper Series
University of Surrey - School of Economics, School of Economics, University of Surrey and Government of Canada - Bank of Canada
Downloads 3
8.

Assessing the Uncertainty in Central Banks' Inflation Outlooks

Deutsche Bundesbank Discussion Paper No. 56/2018
Number of pages: 51 Posted: 11 Feb 2019 Last Revised: 01 Mar 2019
Working Paper Series
Deutsche Bundesbank - Research Centre and Economist
Downloads 4
9.

Revisiting the Finance and Growth Nexus: A Deeper Look at Sectors and Instruments

Deutsche Bundesbank Discussion Paper No. 55/2018
Number of pages: 40 Posted: 11 Feb 2019 Last Revised: 01 Mar 2019
Working Paper Series
Deutsche Bundesbank
Downloads 2
10.

Effects of Bank Capital Requirement Tightenings on Inequality

Deutsche Bundesbank Discussion Paper No. 54/2018
Number of pages: 18 Posted: 11 Feb 2019 Last Revised: 01 Mar 2019
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank - Economic Research Centre

Multiple version iconThere are 2 versions of this paper

Downloads 3
11.

Politics, Banks, and Sub-Sovereign Debt: Unholy Trinity or Divine Coincidence?

Deutsche Bundesbank Discussion Paper No. 53/2018
Number of pages: 60 Posted: 23 Jan 2019 Last Revised: 21 Feb 2019
Working Paper Series
Halle Institute for Economic Research and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 2
12.

The Role of Non-Performing Loans for Bank Lending Rates

Deutsche Bundesbank Discussion Paper No. 52/2018
Number of pages: 53 Posted: 23 Jan 2019 Last Revised: 21 Feb 2019
Working Paper Series
Independent
Downloads 9
13.

Bank Capital Buffers in a Dynamic Model

Deutsche Bundesbank Discussion Paper No. 51/2018
Number of pages: 43 Posted: 23 Jan 2019 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank Research Centre, Imperial College Business School and Athens University of Economics and Business, Assistant Professor

Multiple version iconThere are 3 versions of this paper

Downloads 7
14.

Monetary-Fiscal Interaction and Quantitative Easing

Deutsche Bundesbank Discussion Paper No. 50/2018
Number of pages: 18 Posted: 23 Jan 2019 Last Revised: 21 Feb 2019
Working Paper Series
Goethe University Frankfurt and Deutsche Bundesbank - Economics Department
Downloads 5
15.

May the Force Be with You: Exit Barriers, Governance Shocks, and Profitability Sclerosis in Banking

Deutsche Bundesbank Discussion Paper No. 49/2018
Number of pages: 62 Posted: 23 Jan 2019 Last Revised: 21 Feb 2019
Working Paper Series
Halle Institute for Economic Research, University of Hohenheim, Otto-von-Guericke-Universität Magdeburg and Walter Eucken Institute
Downloads 6
16.

An Evaluation of Early Warning Models for Systemic Banking Crises: Does Machine Learning Improve Predictions?

Deutsche Bundesbank Discussion Paper No. 48/2018
Number of pages: 54 Posted: 09 Jan 2019 Last Revised: 21 Feb 2019
Working Paper Series
University of Mannheim Graduate School of Economic and Social Sciences, Students, Deutsche Bundesbank and Halle Institute for Economic Research
Downloads 13
17.

A Structural Quantitative Analysis of Services Trade De-Liberalization

Deutsche Bundesbank Discussion Paper No. 47/2018
Number of pages: 46 Posted: 26 Dec 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank - Research Centre, Ifo Institute for Economic Research - International Trade and Foreign Direct Investment, University of Tuebingen and University of Tuebingen
Downloads 3
18.

Monetary Policy Communication Shocks and the Macroeconomy

Deutsche Bundesbank Discussion Paper No. 46/2018
Number of pages: 48 Posted: 07 Dec 2018 Last Revised: 21 Feb 2019
Working Paper Series
Central Bank of Ireland and Deutsche Bundesbank
Downloads 18
19.

Freeze! Financial Sanctions and Bank Responses

Deutsche Bundesbank Discussion Paper No. 45/2018
Number of pages: 51 Posted: 07 Dec 2018 Last Revised: 21 Feb 2019
Working Paper Series
HEC Paris - Finance Department, Darmstadt University of Technology and Darmstadt University of Technology - Department of Law and Economics
Downloads 5
20.

Macroeconomic Effects of Bank Capital Regulation

Deutsche Bundesbank Discussion Paper No. 44/2018
Number of pages: 76 Posted: 07 Dec 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank - Economic Research Centre
Downloads 15
21.

Implications of Bank Regulation for Loan Supply and Bank Stability: A Dynamic Perspective

Deutsche Bundesbank Discussion Paper No. 43/2018
Number of pages: 37 Posted: 02 Nov 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank, Newcastle University Business School and University of Portsmouth
Downloads 10
22.

The Pricing of FX Forward Contracts: Micro Evidence from Banks' Dollar Hedging

Deutsche Bundesbank Discussion Paper No. 42/2018
Number of pages: 56 Posted: 29 Oct 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 27
23.

Seasonal Adjustment of Daily Time Series

Deutsche Bundesbank Discussion Paper No. 41/2018
Number of pages: 39 Posted: 29 Oct 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank
Downloads 6
24.

Large Mixed-Frequency Vars with a Parsimonious Time-Varying Parameter Structure

Deutsche Bundesbank Discussion Paper No. 40/2018
Number of pages: 45 Posted: 03 Oct 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 14
25.

Coordination Failures, Bank Runs and Asset Prices

Deutsche Bundesbank Discussion Paper No. 39/2018
Number of pages: 34 Posted: 03 Oct 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank, Newcastle University Business School and University of East Anglia
Downloads 10
26.

Oil Price Shocks and Stock Return Volatility: New Evidence Based on Volatility Impulse Response Analysis

Deutsche Bundesbank Discussion Paper No. 38/2018
Number of pages: 14 Posted: 03 Oct 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank and Brunel University London
Downloads 13
27.

Equilibrium Asset Pricing in Directed Networks

Deutsche Bundesbank Discussion Paper No. 37/2018
Number of pages: 47 Posted: 26 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
University of Muenster - Finance Center Muenster, Deutsche Bundesbank, BI Norwegian Business School and Goethe University Frankfurt - Research Center SAFE
Downloads 11
28.

Short-Term Forecasting Economic Activity in Germany: A Supply and Demand Side System of Bridge Equations

Deutsche Bundesbank Discussion Paper No. 36/2018
Number of pages: 69 Posted: 26 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank
Downloads 3
29.

Mitigating Counterparty Risk

Deutsche Bundesbank Discussion Paper No. 35/2018
Number of pages: 48 Posted: 26 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 29
30.

What are the Real Effects of Financial Market Liquidity? Evidence on Bank Lending from the Euro Area

Deutsche Bundesbank Discussion Paper No. 34/2018
Number of pages: 56 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 17
31.

To Sign or Not to Sign? On the Response of Prices to Financial and Uncertainty Shocks

Deutsche Bundesbank Discussion Paper No. 33/2018
Number of pages: 23 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 4
32.

The Role of Central Bank Knowledge and Trust for the Public's Inflation Expectations

Deutsche Bundesbank Discussion Paper No. 32/2018
Number of pages: 47 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
Loughborough University and Deutsche Bundesbank - Research Center
Downloads 22
33.

On a Quest for Robustness: About Model Risk, Randomness and Discretion in Credit Risk Stress Tests

Deutsche Bundesbank Discussion Paper No. 31/2018
Number of pages: 59 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
Ludwig Maximilian University of Munich and Deutsche Bundesbank
Downloads 19
34.

Labor Tax Reductions in Europe: The Role of Property Taxation

Deutsche Bundesbank Discussion Paper No. 30/2018
Number of pages: 48 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
University of Warsaw and Deutsche Bundesbank - Economics Department
Downloads 8
35.

Interest Rate Rules Under Financial Dominance

Deutsche Bundesbank Discussion Paper No. 29/2018
Number of pages: 36 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
Research Centre and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 5
36.

Fiscal Multipliers of Central, State and Local Government and of the Social Security Funds in Germany: Evidence of a SVAR

Deutsche Bundesbank Discussion Paper No. 28/2018
Number of pages: 44 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Working Paper Series
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 3
37.

With a Little Help from My Friends: Survey-Based Derivation of Euro Area Short Rate Expectations at the Effective Lower Bound

Deutsche Bundesbank Discussion Paper No. 27/2018
Number of pages: 49 Posted: 23 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 7
38.

Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives

Deutsche Bundesbank Discussion Paper No. 26/2018
Number of pages: 53 Posted: 23 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Government of India - Reserve Bank of India, Deutsche Bundesbank and University of Illinois at Urbana-Champaign
Downloads 30
39.

Interest Rate Pass-Through to the Rates of Core Deposits: A New Perspective

Deutsche Bundesbank Discussion Paper No. 25/2018
Number of pages: 37 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Independent
Downloads 10
40.

Convertible Bonds and Bank Risk-Taking

Deutsche Bundesbank Discussion Paper No. 24/2018
Number of pages: 40 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
De Nederlandsche Bank - Research Department and University of Amsterdam

Multiple version iconThere are 3 versions of this paper

Downloads 22
41.

Love and Money with Inheritance: Marital Sorting by Labor Income and Inherited Wealth in the Modern Partnership

Deutsche Bundesbank Discussion Paper No. 23/2018
Number of pages: 64 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Paris School of Economics (PSE) and Deutsche Bundesbank
Downloads 5
42.

Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio Rebalancing Channel

Deutsche Bundesbank Discussion Paper No. 22/2018
Number of pages: 50 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank
Downloads 18
43.

Pre-Emptive Sovereign Debt Restructuring and Holdout Litigation

Deutsche Bundesbank Discussion Paper No. 21/2018
Number of pages: 24 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank and Australian National University (ANU)
Downloads 7
44.

Quantitative Easing, Portfolio Rebalancing and Credit Growth: Micro Evidence from Germany

Deutsche Bundesbank Discussion Paper No. 20/2018
Number of pages: 56 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Johannes Gutenberg University Mainz
Downloads 13
45.

International Trade and Retail Market Performance and Structure: Theory and Empirical Evidence

Deutsche Bundesbank Discussion Paper No. 19/2018
Number of pages: 65 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank and Christian-Albrechts-Universitaet zu Kiel

Multiple version iconThere are 2 versions of this paper

Downloads 4
46.

Time-Varying Capital Requirements and Disclosure Rules: Effects on Capitalization and Lending Decisions

Deutsche Bundesbank Discussion Paper No. 18/2018
Number of pages: 50 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank - Research Centre, Copenhagen Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 6
47.

Offshoring and the Polarisation of the Demand for Capital

Deutsche Bundesbank Discussion Paper No. 17/2018
Number of pages: 41 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Goethe University Frankfurt and Deutsche Bundesbank - Economics Department
Downloads 1
48.

The International Transmission of Monetary Policy

Deutsche Bundesbank Discussion Paper No. 16/2018
Number of pages: 58 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Deutsche Bundesbank, Banque de France, Federal Reserve Banks - Federal Reserve Bank of New York and Bank of England

Multiple version iconThere are 2 versions of this paper

Downloads 14
49.

Safe But Fragile: Information Acquisition, Sponsor Support and Shadow Bank Runs

Deutsche Bundesbank Discussion Paper No. 15/2018
Number of pages: 40 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
affiliation not provided to SSRN, German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 12
50.

The Time-Varying Impact of Systematic Risk Factors on Corporate Bond Spreads

Deutsche Bundesbank Discussion Paper No. 14/2018
Number of pages: 35 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
University of Muenster and Deutsche Bundesbank
Downloads 18