Markus Roth

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

320

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

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 86 (292,503)
Citation 2

Abstract:

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

2.

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 65 (343,062)
Citation 1

Abstract:

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

3.

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
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 63 (348,622)

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Optimal monetary policy, parameter uncertainty, Taylor rule

4.

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 57 (366,322)

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Phillips curve, inflation expectations, survey data

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 40 (434,069)

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

Interest Rate Rules Under Financial Dominance

Deutsche Bundesbank Discussion Paper No. 29/2018
Number of pages: 36 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Vivien Lewis and Markus Roth
Research Centre and Deutsche Bundesbank
Downloads 9 (615,119)

Abstract:

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bank capital, financial dominance, interest rate rule, macroprudential policy, Taylor Principle