Martin Kliem

Deutsche Bundesbank - Research Centre

Wilhelm-Epstein-Str. 14

D-60431 Frankfurt/Main

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

301

SSRN CITATIONS
Rank 27,569

SSRN RANKINGS

Top 27,569

in Total Papers Citations

5

CROSSREF CITATIONS

24

Scholarly Papers (9)

Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries

Bundesbank Discussion Paper No. 42/2015
Number of pages: 38 Posted: 21 Jun 2016
Deutsche Bundesbank - Research Centre, Martin Luther University of Halle-Wittenberg and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 38 (479,410)

Abstract:

Loading...

Time-Varying VAR, Inflation, Public Deficits

Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries

KOF Working Papers No. 396
Number of pages: 41 Posted: 12 Jan 2016
Deutsche Bundesbank - Research Centre, University of Bonn - Faculty of Law & Economics and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 32 (509,532)
Citation 1

Abstract:

Loading...

Time-Varying VAR, Inflation, Public Deficits

2.

Assessing Macro-Financial Linkages: A Model Comparison Exercise

National Bank of Poland Working Paper No. 110
Number of pages: 44 Posted: 16 Apr 2012
affiliation not provided to SSRN, Sveriges Riksbank, Deutsche Bundesbank - Research Centre, National Bank of Poland, De Nederlandsche Bank, Bank of Italy, National Bank of Poland and European Central Bank (ECB)
Downloads 59 (390,415)
Citation 3

Abstract:

Loading...

financial frictions, credit constraints, financial accelerator, model comparison, Eurosystem Central Bank models

3.

Bayesian Estimation of a DSGE Model with Asset Prices

Bundesbank Discussion Paper No. 37/2013
Number of pages: 40 Posted: 21 Jun 2016
Martin Kliem and Harald Uhlig
Deutsche Bundesbank - Research Centre and University of Chicago - Department of Economics
Downloads 57 (397,025)

Abstract:

Loading...

Bayesian estimation, stochastic steady-state, prior choice, Sharpe ratio

4.

(Un)Expected Monetary Policy Shocks and Term Premia

Bundesbank Discussion Paper No. 30/2017
Number of pages: 59 Posted: 05 Nov 2017
Martin Kliem and Alexander Meyer-Gohde
Deutsche Bundesbank - Research Centre and affiliation not provided to SSRN
Downloads 41 (456,323)

Abstract:

Loading...

DSGE model, Bayesian estimation, Term structure, Monetary policy

5.

Toward a Taylor Rule for Fiscal Policy

Bundesbank Series 1 Discussion Paper No. 2010,26
Number of pages: 76 Posted: 08 Jun 2016
Martin Kliem and Alexander Kriwoluzky
Deutsche Bundesbank - Research Centre and University of Bonn - Faculty of Law & Economics
Downloads 32 (496,977)
Citation 1

Abstract:

Loading...

Fiscal policy, Bayesian model estimation, Identification

6.

Assessing Macro-Financial Linkages: A Model Comparison Exercise

Bundesbank Discussion Paper No. 02/2012
Number of pages: 56 Posted: 21 Jun 2016
Deutsche Bundesbank, Sveriges Riksbank, Deutsche Bundesbank - Research Centre, National Bank of Poland, De Nederlandsche Bank, Bank of Italy, National Bank of Poland and European Central Bank (ECB)
Downloads 14 (605,193)
Citation 1

Abstract:

Loading...

Financial Frictions, Credit Constraints, Financial Accelerator, Model Comparison, Eurosystem central bank models

7.

Rebalancing the Euro Area: Is Wage Adjustment in Germany the Answer?

Deutsche Bundesbank Discussion Paper No. 17/2020
Number of pages: 58 Posted: 21 Apr 2020
Deutsche Bundesbank, Deutsche Bundesbank - Research Centre, University of Cologne, Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 12 (618,968)

Abstract:

Loading...

DSGE model, Bayesian estimation, Monetary policy, Trade balance

8.

On the Low-Frequency Relationship between Public Deficits and Inflation

Bundesbank Discussion Paper No. 12/2013
Number of pages: 33 Posted: 21 Jun 2016
Deutsche Bundesbank - Research Centre, University of Bonn - Faculty of Law & Economics and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 10 (632,703)

Abstract:

Loading...

Time-Varying VAR, Inflation, Public Deficits

9.

Reconciling Narrative Monetary Policy Disturbances with Structural VAR Model Shocks?

Bundesbank Discussion Paper No. 23/2013
Number of pages: 18 Posted: 21 Jun 2016
Martin Kliem and Alexander Kriwoluzky
Deutsche Bundesbank - Research Centre and University of Bonn - Faculty of Law & Economics
Downloads 6 (661,255)

Abstract:

Loading...

vector autoregression model, monetary policy shocks, narrative identification

Other Papers (1)

Total Downloads: 0
1.

Toward a Taylor Rule for Fiscal Policy

Review of Economic Dynamics, Vol. 17, 2014
Posted: 17 Nov 2015
Martin Kliem and Alexander Kriwoluzky
Deutsche Bundesbank - Research Centre and Martin Luther University of Halle-Wittenberg

Abstract:

Loading...

Fiscal policy, Bayesian model estimation, Identification, Variable selection