Frauke Schleer

ZEW – Leibniz Centre for European Economic Research

P.O. Box 10 34 43

L 7,1

D-68034 Mannheim, 68034

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

289

SSRN CITATIONS
Rank 35,207

SSRN RANKINGS

Top 35,207

in Total Papers Citations

0

CROSSREF CITATIONS

20

Scholarly Papers (6)

1.

Overleveraging in the Banking Sector: Evidence from Europe

ZEW - Centre for European Economic Research Discussion Paper No. 14-066
Number of pages: 36 Posted: 02 Oct 2014
Frauke Schleer, Willi Semmler and Julian Illner
ZEW – Leibniz Centre for European Economic Research, The New School - Department of Economics and ZEW – Leibniz Centre for European Economic Research
Downloads 103 (283,137)
Citation 6

Abstract:

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Overleveraging, banking sector, Vector STAR, real economy, credit flows, regime switch

2.

How Many Factors and Shocks Cause Financial Stress?

ZEW - Centre for European Economic Research Discussion Paper No. 13-100
Number of pages: 27 Posted: 26 Nov 2013
Marcus Kappler and Frauke Schleer
Center for European Economic Research (ZEW) and ZEW – Leibniz Centre for European Economic Research
Downloads 50 (421,926)
Citation 1

Abstract:

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Financial Stress, Dynamic Factor Models, Financial Crisis, Euro Area

3.

Financial Sector-Output Dynamics in the Euro Area: Non-Linearities Reconsidered

ZEW - Centre for European Economic Research Discussion Paper No. 13-068
Number of pages: 59 Posted: 30 Sep 2013
Frauke Schleer and Willi Semmler
ZEW – Leibniz Centre for European Economic Research and The New School - Department of Economics
Downloads 43 (448,798)
Citation 8

Abstract:

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Vector STAR, financial stress, fi nancial cycle, real economy, regimeswitching, euro area

4.

Finding Starting-Values for Maximum Likelihood Estimation of Vector STAR Models

ZEW - Centre for European Economic Research Discussion Paper No. 13-076
Number of pages: 38 Posted: 10 Oct 2013
Frauke Schleer
ZEW – Leibniz Centre for European Economic Research
Downloads 38 (469,847)
Citation 5

Abstract:

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Vector STAR model, starting-values, optimization heuristics, grid search, estimation, non-linearieties

5.

The Phillips Curve: (In)Stability, the Role of Credit, and Implications for Potential Output Measurement

ZEW - Centre for European Economic Research Discussion Paper No. 14-067
Number of pages: 24 Posted: 02 Oct 2014
Frauke Schleer and Marcus Kappler
ZEW – Leibniz Centre for European Economic Research and Center for European Economic Research (ZEW)
Downloads 37 (474,320)

Abstract:

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Phillips curve, potential output, output gap, financial cycle, credit cycle, NAIRU

6.

Labour Market Performance in OECD Countries: A Comprehensive Empirical Modelling Approach of Institutional Interdependencies

ZEW - Centre for European Economic Research Discussion Paper No. 13-040
Number of pages: 36 Posted: 17 Jul 2013
Andreas Sachs and Frauke Schleer
ZEW – Leibniz Centre for European Economic Research and ZEW – Leibniz Centre for European Economic Research
Downloads 18 (579,984)
Citation 4

Abstract:

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Labour market institution, institutional interdependencies, model selection, heuristic optimization