Michael Kuehl

Deutsche Bundesbank - Economics Department

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

SCHOLARLY PAPERS

14

DOWNLOADS

383

CITATIONS

5

Scholarly Papers (14)

1.

How Stable are Monetary Models of the Dollar-Euro Exchange Rate? A Time-Varying Coefficient Approach

Ruhr Economic Paper No. 134, DIW Berlin Discussion Paper No. 944
Number of pages: 45 Posted: 30 Oct 2009 Last Revised: 27 Nov 2009
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 83 (296,534)
Citation 2

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Structural exchange rate models, cointegration, structural breaks, switching regression, time-varying coefficient approach

Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments

DIW Berlin Discussion Paper No. 952
Number of pages: 39 Posted: 04 Dec 2009
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 37 (443,664)
Citation 1

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Cointegration, European integration, financial markets, restricted autoregressive model, sentiments

Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments

Ruhr Economic Paper No. 174
Number of pages: 39 Posted: 20 Apr 2010
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 29 (481,957)

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Cointegration, European Integration, Financial Markets, Restricted Autoregressive Model, Sentiments

3.

Excess Comovements between the Euro/US Dollar and British Pound/US Dollar Exchange Rates

Number of pages: 44 Posted: 21 Nov 2009
Michael Kuehl
Deutsche Bundesbank - Economics Department
Downloads 63 (345,906)
Citation 2

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Foreign Exchange Market, DCC-GARCH, Excess Comovements

The Optimal Conduct of Central Bank Asset Purchases

ECB Working Paper No. 1973
Number of pages: 69 Posted: 16 Jan 2017
Matthieu Darracq Paries and Michael Kuehl
European Central Bank (ECB) and Deutsche Bundesbank - Economics Department
Downloads 26 (498,971)

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Portfolio optimisation, Banking, Quantitative Easing, DSGE

The Optimal Conduct of Central Bank Asset Purchases

Bundesbank Discussion Paper No. 22/2017
Number of pages: 59 Posted: 25 Jul 2017
Matthieu Darracq Paries and Michael Kuehl
European Central Bank (ECB) and Deutsche Bundesbank - Economics Department
Downloads 23 (517,247)

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Zero Lower Bound, Optimal Monetary Policy, Banking, Quantitative Easing, DSGE

5.

The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms

Bundesbank Discussion Paper No. 38/2016
Number of pages: 75 Posted: 10 Oct 2016
Michael Kuehl
Deutsche Bundesbank - Economics Department
Downloads 31 (459,746)

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DSGE Model, Financial Frictions, Banking Sector, Portfolio Rebalancing Channel, Government Bond Purchases

6.

Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run

Ruhr Economic No. 428
Number of pages: 35 Posted: 17 Aug 2013
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 28 (474,261)

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Structural exchange rate models, cointegration, intervention analysis

7.

The Financial Accelerator and Market-Based Debt Instruments: A Role for Maturities?

Bundesbank Discussion Paper No. 08/2014
Number of pages: 30 Posted: 21 Jun 2016
Michael Kuehl
Deutsche Bundesbank - Economics Department
Downloads 13 (559,705)

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DSGE Model, Financial Frictions, Maturites, Financial Accelerator, Capital Market

8.

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
Josef Hollmayr and Michael Kuehl
Goethe University Frankfurt and Deutsche Bundesbank - Economics Department
Downloads 10 (578,374)

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Monetary Policy, Fiscal Policy, Asset Purchase Program

9.

Learning About Banks' Net Worth and the Slow Recovery after the Financial Crisis

Bundesbank Discussion Paper No. 39/2016
Number of pages: 49 Posted: 17 Oct 2016
Josef Hollmayr and Michael Kuehl
Goethe University Frankfurt and Deutsche Bundesbank - Economics Department
Downloads 10 (578,374)

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DSGE Model, Survey Data, Imperfect Information, Learning, Slow Recovery

10.

Imperfect Information About Financial Frictions and Consequences for the Business Cycle

Bundesbank Discussion Paper No. 07/2015
Number of pages: 46 Posted: 21 Jun 2016
Josef Hollmayr and Michael Kuehl
Goethe University Frankfurt and Deutsche Bundesbank - Economics Department
Downloads 10 (578,374)

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DSGE Model, Financial Frictions, Learning

11.

Bank Capital, the State Contingency of Banks' Assets and its Role for the Transmission of Shocks

Bundesbank Discussion Paper No. 25/2014
Number of pages: 26 Posted: 21 Jun 2016
Michael Kuehl
Deutsche Bundesbank - Economics Department
Downloads 10 (578,374)

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bank capital, state-contingent assets, non-state-contingent assets, monetary policy, financial frictions

12.

Mitigating Financial Stress in a Bank-Financed Economy: Equity Injections into Banks or Purchases of Assets?

Bundesbank Discussion Paper No. 19/2014
Number of pages: 63 Posted: 21 Jun 2016
Michael Kuehl
Deutsche Bundesbank - Economics Department
Downloads 8 (590,984)

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DSGE Model, Financial Frictions, Financial Accelerator, Unconventional Policy Measures, Asset Purchase Programs, Capital Injections into Banks

13.

Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments

Review of International Economics, Vol. 19, No. 1, pp. 137-157, 2011
Number of pages: 21 Posted: 24 Jan 2011
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 2 (635,340)
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14.

The Role for Long‐Run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function

The World Economy, Vol. 40, Issue 9, pp. 1836-1865, 2017
Number of pages: 30 Posted: 13 Sep 2017
Joscha Beckmann and Michael Kuehl
University of Duisburg-Essen - Department of Economics and Business Administration and Deutsche Bundesbank - Economics Department
Downloads 0 (665,900)
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