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Deutsche Bundesbank Discussion Paper Series

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1.

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
Working Paper Series
University of Mannheim Graduate School of Economic and Social Sciences, Students, Deutsche Bundesbank and Halle Institute for Economic Research
Downloads 2
2.

A Structural Quantitative Analysis of Services Trade De-Liberalization

Deutsche Bundesbank Discussion Paper No. 47/2018
Number of pages: 46 Posted: 26 Dec 2018
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
3.

Monetary Policy Communication Shocks and the Macroeconomy

Deutsche Bundesbank Discussion Paper No. 46/2018
Number of pages: 48 Posted: 07 Dec 2018
Working Paper Series
Central Bank of Ireland and Deutsche Bundesbank
Downloads 13
4.

Macroeconomic Effects of Bank Capital Regulation

Deutsche Bundesbank Discussion Paper No. 44/2018
Number of pages: 76 Posted: 07 Dec 2018
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank - Economic Research Centre
Downloads 12
5.

Freeze! Financial Sanctions and Bank Responses

Deutsche Bundesbank Discussion Paper No. 45/2018
Number of pages: 51 Posted: 07 Dec 2018
Working Paper Series
HEC Paris - Finance Department, Darmstadt University of Technology and Darmstadt University of Technology - Department of Law and Economics
Downloads 3
6.

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
Working Paper Series
Deutsche Bundesbank, Newcastle University Business School and University of Portsmouth
Downloads 9
7.

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
Working Paper Series
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 24
8.

Seasonal Adjustment of Daily Time Series

Deutsche Bundesbank Discussion Paper No. 41/2018
Number of pages: 39 Posted: 29 Oct 2018
Working Paper Series
Deutsche Bundesbank
Downloads 4
9.

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
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 10
10.

Coordination Failures, Bank Runs and Asset Prices

Deutsche Bundesbank Discussion Paper No. 39/2018
Number of pages: 34 Posted: 03 Oct 2018
Working Paper Series
Deutsche Bundesbank, Newcastle University Business School and University of East Anglia
Downloads 9
11.

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
Working Paper Series
Deutsche Bundesbank and Brunel University London
Downloads 11
12.

Equilibrium Asset Pricing in Directed Networks

Deutsche Bundesbank Discussion Paper No. 37/2018
Number of pages: 47 Posted: 26 Sep 2018
Working Paper Series
University of Muenster - Finance Center Muenster, Deutsche Bundesbank, BI Norwegian Business School and Goethe University Frankfurt - Research Center SAFE
Downloads 10
13.

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
Working Paper Series
Deutsche Bundesbank
Downloads 2
14.

Mitigating Counterparty Risk

Deutsche Bundesbank Discussion Paper No. 35/2018
Number of pages: 48 Posted: 26 Sep 2018
Working Paper Series
Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 18
15.

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
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 15
16.

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
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 2
17.

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
Working Paper Series
Loughborough University and Deutsche Bundesbank - Research Center
Downloads 17
18.

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
Working Paper Series
Ludwig Maximilian University of Munich and Deutsche Bundesbank
Downloads 14
19.

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
Working Paper Series
University of Warsaw and Deutsche Bundesbank - Economics Department
Downloads 8
20.

Interest Rate Rules Under Financial Dominance

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

Multiple version iconThere are 2 versions of this paper

Downloads 5
21.

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
Working Paper Series
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 3
22.

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
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 6
23.

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
Working Paper Series
Government of India - Reserve Bank of India, Deutsche Bundesbank and University of Illinois at Urbana-Champaign
Downloads 29
24.

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
Working Paper Series
Independent
Downloads 7
25.

Convertible Bonds and Bank Risk-Taking

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

Multiple version iconThere are 3 versions of this paper

Downloads 20
26.

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
Working Paper Series
Paris School of Economics (PSE) and Deutsche Bundesbank
Downloads 4
27.

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
Working Paper Series
Deutsche Bundesbank
Downloads 14
28.

Pre-Emptive Sovereign Debt Restructuring and Holdout Litigation

Deutsche Bundesbank Discussion Paper No. 21/2018
Number of pages: 24 Posted: 20 Aug 2018
Working Paper Series
Deutsche Bundesbank and Australian National University (ANU)
Downloads 5
29.

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
Working Paper Series
Johannes Gutenberg University Mainz
Downloads 10
30.

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
Working Paper Series
Deutsche Bundesbank and Christian-Albrechts-Universitaet zu Kiel

Multiple version iconThere are 2 versions of this paper

Downloads 3
31.

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
Working Paper Series
Deutsche Bundesbank - Research Centre, Copenhagen Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 5
32.

Offshoring and the Polarisation of the Demand for Capital

Deutsche Bundesbank Discussion Paper No. 17/2018
Number of pages: 41 Posted: 20 Aug 2018
Working Paper Series
Goethe University Frankfurt and Deutsche Bundesbank - Economics Department
Downloads 1
33.

The International Transmission of Monetary Policy

Deutsche Bundesbank Discussion Paper No. 16/2018
Number of pages: 58 Posted: 20 Aug 2018
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 10
34.

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
Working Paper Series
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 9
35.

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
Working Paper Series
University of Muenster and Deutsche Bundesbank
Downloads 15
36.

International Monetary Policy Spillovers Through the Bank Funding Channel

Deutsche Bundesbank Discussion Paper No. 13/2018
Number of pages: 30 Posted: 20 Aug 2018
Working Paper Series
Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), Independent and Deutsche Bundesbank
Downloads 7
37.

Uncertainty About QE Effects When an Interest Rate Peg is Anticipated

Deutsche Bundesbank Discussion Paper No. 12/2018
Number of pages: 64 Posted: 30 May 2018
Working Paper Series
Deutsche Bundesbank, IWH and University of St. Gallen
Downloads 4
38.

Fiscal Regimes and the (Non)Stationarity of Debt

Deutsche Bundesbank Discussion Paper No. 11/2018
Number of pages: 29 Posted: 30 May 2018
Working Paper Series
Goethe University Frankfurt
Downloads 2
39.

A Note on the Predictive Power of Survey Data in Nowcasting Euro Area GDP

Deutsche Bundesbank Discussion Paper No. 10/2018
Number of pages: 28 Posted: 30 May 2018
Working Paper Series
Deutsche Bundesbank
Downloads 1
40.

Cheap Talk? Financial Sanctions and Non-Financial Activity

Deutsche Bundesbank Discussion Paper No. 09/2018
Number of pages: 39 Posted: 23 May 2018
Working Paper Series
Georgia Institute of Technology, Darmstadt University of Technology and Darmstadt University of Technology - Department of Law and Economics
Downloads 7
41.

A Comprehensive View on Risk Reporting: Evidence from Supervisory Data

Deutsche Bundesbank Discussion Paper No. 08/2018
Number of pages: 40 Posted: 10 May 2018
Working Paper Series
Deutsche Bundesbank and Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 9
42.

How Far Can We Forecast? Statistical Tests of the Predictive Content

Deutsche Bundesbank Discussion Paper No. 07/2018
Number of pages: 44 Posted: 10 May 2018
Working Paper Series
University of Cologne and Deutsche Bundesbank - Research Centre
Downloads 18
43.

Banks' Equity Stakes and Lending: Evidence from a Tax Reform

Deutsche Bundesbank Discussion Paper No. 06/2018
Number of pages: 44 Posted: 24 Apr 2018
Working Paper Series
Board of Governors of the Federal Reserve System and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 7
44.

Global Liquidity and Exchange Market Pressure in Emerging Market Economies

Deutsche Bundesbank Discussion Paper No. 05/2018
Number of pages: 42 Posted: 24 Apr 2018
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 27
45.

Financial Cycles in Euro Area Economies: A Cross-Country Perspective

Deutsche Bundesbank Discussion Paper No. 04/2018
Number of pages: 36 Posted: 28 Mar 2018
Working Paper Series
Croatian National Bank, Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 22
46.

On the Cyclical Properties of Hamilton's Regression Filter

Deutsche Bundesbank Discussion Paper No. 03/2018
Number of pages: 23 Posted: 22 Feb 2018
Working Paper Series
Deutsche Bundesbank
Downloads 18
47.

Mixed Frequency Models with Ma Components

Deutsche Bundesbank Discussion Paper No. 02/2018
Number of pages: 41 Posted: 22 Feb 2018
Working Paper Series
Deutsche Bundesbank, European University Institute and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 13
48.

An Analysis of Non-Traditional Activities at German Savings Banks: Does the Type of Fee and Commission Income Matter?

Deutsche Bundesbank Discussion Paper No. 01/2018
Number of pages: 40 Posted: 12 Feb 2018
Working Paper Series
Deutsche Bundesbank
Downloads 18
49.

Appropriate Monetary Policy and Forecast Disagreement at the FOMC

Bundesbank Discussion Paper No. 39/2017
Number of pages: 34 Posted: 08 Jan 2018
Working Paper Series
Economist
Downloads 8
50.

Changes in Education, Wage Inequality and Working Hours Over Time

Bundesbank Discussion Paper No. 38/2017
Number of pages: 32 Posted: 08 Jan 2018
Working Paper Series
Institute for Advanced Studies (IHS) and Deutsche Bundesbank Research Centre
Downloads 2