Michael Scharnagl

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

17

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8

CROSSREF CITATIONS

26

Scholarly Papers (17)

1.

Loan Supply in Germany During the Financial Crisis

Bundesbank Series 1 Discussion Paper No. 2010,05
Number of pages: 40 Posted: 08 Jun 2016
Ulrike Busch, Michael Scharnagl and Jan Scheithauer
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank - Economics Department
Downloads 115 (262,225)
Citation 1

Abstract:

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Loan supply, Bayesian VAR, sign restrictions

2.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, National Institute of Statistics and Economic Studies (INSEE), Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 97 (294,696)
Citation 2

Abstract:

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financial cycles, synchronicity, real-time estimates, DSGE models

3.

Households’ Portfolio Structure in Germany - Analysis of Financial Accounts Data 1959-2009

Number of pages: 25 Posted: 22 Jul 2010
Michael Scharnagl and Fred Ramb
Deutsche Bundesbank and Deutsche Bundesbank, Economics Department, Monetary Policy and Monetary Analysis
Downloads 87 (315,786)

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Financial wealth, portfolio structure, household

4.

Heterogeneity in Euro-Area Monetary Policy Transmission: Results from a Large Multi-Country BVAR Model

Bundesbank Discussion Paper No. 03/2016
Number of pages: 39 Posted: 21 Jun 2016
Martin Mandler, Michael Scharnagl and Ute B. Volz
Deutsche Bundesbank - Economics Department, Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 82 (329,935)
Citation 1

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monetary policy, transmission mechanism, euro area, Bayesian vector autoregression

5.

Household's Portfolio Structure in Germany - Analysis of Financial Accounts Data 1959-2009

ECB Working Paper No. 1355
Number of pages: 31 Posted: 16 Jun 2011
Fred Ramb and Michael Scharnagl
Deutsche Bundesbank, Economics Department, Monetary Policy and Monetary Analysis and Deutsche Bundesbank
Downloads 69 (361,186)

Abstract:

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financial wealth, portfolio structure, household

6.

Money Growth and Consumer Price Inflation in the Euro Area: A Wavelet Analysis

Bundesbank Discussion Paper No. 33/2014
Number of pages: 37 Posted: 21 Jun 2016
Martin Mandler and Michael Scharnagl
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 56 (401,318)

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money growth, inflation, wavelet analysis

7.

Inflation, Deflation, and Uncertainty: What Drives Euro Area Option-Implied Inflation Expectations and are They Still Anchored in the Sovereign Debt Crisis?

Bundesbank Discussion Paper No. 24/2014
Number of pages: 40 Posted: 21 Jun 2016
Michael Scharnagl and Jelena Stapf
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 44 (444,957)
Citation 1

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Inflation expectations, Deflation, Options, Monetary policy, Financial crisis

Reconsidering the Role of Monetary Indicators for Euro Area Inflation from a Bayesian Perspective Using Group Inclusion Probabilities

Deutsche Bundesbank Economic Studies Discussion Paper No. 09/07
Number of pages: 40 Posted: 29 Jun 2007
Michael Scharnagl and Christian Schumacher
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 38 (480,506)
Citation 6

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inflation forecasting, monetary indicators, Bayesian Model Averaging, inclusion probability

Reconsidering the Role of Monetary Indicators for Euro Area Inflation from a Bayesian Perspective Using Group Inclusion Probabilities

Bundesbank Series 1 Discussion Paper No. 2007,09
Number of pages: 40 Posted: 08 Jun 2016
Michael Scharnagl and Christian Schumacher
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 6 (691,609)

Abstract:

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inflation forecasting, monetary indicators, Bayesian Model Averaging, inclusion probability

9.

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
Davor Kunovac, Martin Mandler and Michael Scharnagl
Croatian National Bank, Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 42 (453,058)

Abstract:

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financial cycles, band-pass filter, principal components, wavelet analysis

10.

Simple Interest Rate Rules with a Role for Money

Bundesbank Series 1 Discussion Paper No. 2007,31
Number of pages: 60 Posted: 08 Jun 2016
Michael Scharnagl, Christina Gerberding and Franz Seitz
Deutsche Bundesbank, Deutsche Bundesbank and Technical University of Applied Sciences Weiden
Downloads 36 (479,107)

Abstract:

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Monetary policy rules, euro area, data uncertainty

11.

Financial Cycles Across G7 Economies: A View from Wavelet Analysis

Deutsche Bundesbank Discussion Paper No. 22/2019
Number of pages: 64 Posted: 22 Apr 2019
Martin Mandler and Michael Scharnagl
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 24 (542,281)

Abstract:

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financial cycles, wavelet analysis, cluster analysis, cross-country synchronisation

12.

How Effective are Automatic Stabilisers? Theory and Empirical Results for Germany and Other OECD Countries

Bundesbank Series 1 Discussion Paper No. 2004,21
Number of pages: 37 Posted: 08 Jun 2016
Michael Scharnagl and Karl-Heinz Todter
Deutsche Bundesbank and Deutsche Bundesbank - Research Department
Downloads 13 (613,419)

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Fiscal policy, automatic stabilisers, smoothing power, compensation method

13.

Bank Loan Supply Shocks and Alternative Financing of Non-Financial Corporations in the Euro Area

Deutsche Bundesbank Discussion Paper No. 23/2019
Number of pages: 91 Posted: 22 Apr 2019
Martin Mandler and Michael Scharnagl
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 9 (641,405)

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loan supply, external financing, Euro Area, Bayesian VAR, sign restrictions, joint posterior distribution

14.

Geldmengenaggregate Unter Berücksichtigung Struktureller Veränderungen an Den Finanzmärkten

Bundesbank Series 1 Discussion Paper No. 1996,02
Number of pages: 68 Posted: 07 Jun 2016
Michael Scharnagl
Deutsche Bundesbank
Downloads 6 (663,019)

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15.

Monetary Aggregates with Special Reference to Structural Changes in the Financial Markets

Bundesbank Series 1 Discussion Paper No. 1996,02E
Number of pages: 64 Posted: 07 Jun 2016
Michael Scharnagl
Deutsche Bundesbank
Downloads 3 (686,093)

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16.

Estimating the Effects of the Eurosystem's Asset Purchase Programme at the Country Level

Deutsche Bundesbank Discussion Paper No. 29/2020
Number of pages: 56 Posted: 30 Apr 2020 Last Revised: 16 Jun 2020
Martin Mandler and Michael Scharnagl
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 1 (708,354)

Abstract:

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asset purchase programme, unconventional monetary policy, euro area, Bayesian vector autoregression, regional effects of monetary policy

17.

The Stability of German Money Demand: Not Just a Myth

Posted: 09 Nov 1998
Michael Scharnagl
Deutsche Bundesbank

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