Markus Roth

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

796

TOTAL CITATIONS

14

Scholarly Papers (7)

1.
Downloads 174 (354,337)
Citation 1

Interest Rate Rules Under Financial Dominance

Number of pages: 39 Posted: 26 May 2015
Vivien Lewis and Markus Roth
Research Centre and Deutsche Bundesbank
Downloads 87 (605,069)
Citation 1

Abstract:

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bank capital, financial dominance, interest rate rule, macro-prudential policy, Taylor Principle

Time Inconsistency and Overdraft Use: Evidence from Transaction Data and Behavioral Measurement Experiments

Deutsche Bundesbank Discussion Paper No. 182022
Number of pages: 1 Posted: 17 Sep 2018 Last Revised: 07 Jul 2022
Vivien Lewis and Markus Roth
Research Centre and Deutsche Bundesbank
Downloads 87 (605,069)

Abstract:

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Household Finance, Paycheck Sensitivity, Fintech, Time Inconsistency, Time Preferences, Experiment, Behavioral Measurement

2.

The Financial Market Effects of the ECB's Balance Sheet Policies

Number of pages: 30 Posted: 10 Oct 2015
Vivien Lewis and Markus Roth
Research Centre and Deutsche Bundesbank
Downloads 157 (387,241)
Citation 2

Abstract:

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Balance sheet, unconventional monetary policy, central bank, shock identification, VAR

3.
Downloads 141 (422,528)
Citation 3

Uncertainty Shocks and Financial Crisis Indicators

Deutsche Bundesbank Discussion Paper No. 36/2019
Number of pages: 37 Posted: 11 Nov 2019
Nikolay Hristov and Markus Roth
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 92 (584,133)
Citation 3

Abstract:

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uncertainty, crisis indicators, structural macroeconomic shocks, signrestrictions

Uncertainty Shocks and Financial Crisis Indicators

CESifo Working Paper No. 7839
Number of pages: 35 Posted: 14 Oct 2019
Nikolay Hristov and Markus Roth
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 49 (817,391)

Abstract:

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uncertainty, crisis indicators, structural macroeconomic shocks, sign restrictions

4.

The Financial Market Effects of the ECB's Asset Purchase Programs

Bundesbank Discussion Paper No. 23/2017
Posted: 07 Sep 2017
Vivien Lewis and Markus Roth
Research Centre and Deutsche Bundesbank
Downloads 105 (529,208)
Citation 7

Abstract:

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asset purchase programs, balance sheet, monetary policy, central bank, shock identification, VAR

5.

Optimal Policy and Taylor Rule Cross-Checking Under Parameter Uncertainty

SAFE Working Paper No. 30
Number of pages: 35 Posted: 05 Sep 2013 Last Revised: 24 Feb 2018
Dirk Bursian and Markus Roth
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 97 (558,735)
Citation 1

Abstract:

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Optimal monetary policy, parameter uncertainty, Taylor rule

6.

Inflation Expectations and the Stability of the Phillips Curve Relationship

Number of pages: 56 Posted: 26 Jun 2013 Last Revised: 14 Aug 2013
Markus Roth
Deutsche Bundesbank
Downloads 89 (589,583)

Abstract:

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Phillips curve, inflation expectations, survey data

7.

Partial Pooling with Cross-Country Priors: An Application to House Price Shocks

Deutsche Bundesbank Discussion Paper No. 06/2020
Number of pages: 48 Posted: 18 Mar 2020
Markus Roth
Deutsche Bundesbank
Downloads 33 (929,630)

Abstract:

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Bayesian model averaging, dummy observations, house price shocks