Rafael Gerke

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

228

SSRN CITATIONS

8

CROSSREF CITATIONS

4

Scholarly Papers (9)

1.

The Fisher Paradox: A Primer

Bundesbank Discussion Paper No. 20/2017
Posted: 14 Jul 2017
Rafael Gerke and Klemens Hauzenberger
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 60 (491,244)

Abstract:

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Neo-Fisherian, Interest Rates, Inflation, Multiple Equilibria, Rational Expectations

2.

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, Warsaw School of Economics (SGH), De Nederlandsche Bank, Bank of Italy, National Bank of Poland and European Central Bank (ECB)
Downloads 31 (634,395)
Citation 1

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

3.

Interest-Rate Pegs, Central Bank Asset Purchases and the Reversal Puzzle

Bundesbank Discussion Paper No. 21/2017
Posted: 14 Jul 2017
Deutsche Bundesbank, IWH, University of St. Gallen and Swiss National Bank
Downloads 29 (647,449)
Citation 1

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Unconventional Monetary Policy, Interest-Rate Peg, Perfect Foresight, Reversal Puzzle, Price-Level Targeting

4.

The Power of Forward Guidance in a Quantitative TANK Model

Deutsche Bundesbank Discussion Paper No. 03/2020
Number of pages: 40 Posted: 18 Mar 2020
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 25 (676,064)
Citation 1

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Forward Guidance, Hand-to-mouth households, Redistribution, Bayesian Estimation, Asset purchase program

5.

Uncertainty About QE Effects When an Interest Rate Peg is Anticipated

Deutsche Bundesbank Discussion Paper No. 12/2018
Number of pages: 64 Posted: 30 May 2018 Last Revised: 18 Nov 2021
Rafael Gerke, Sebastian Giesen and Daniel Kienzler
Deutsche Bundesbank, IWH and University of St. Gallen
Downloads 25 (676,064)

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prior/posterior predictive analysis, anticipated interest rate peg, parameter uncertainty, euro area, QE, PSPP, forward guidance puzzle

6.

Interest Rate Pegs and the Reversal Puzzle: On the Role of Anticipation

Deutsche Bundesbank Discussion Paper No. 50/2020
Number of pages: 52 Posted: 28 Sep 2020
Rafael Gerke, Sebastian Giesen and Daniel Kienzler
Deutsche Bundesbank, Deutsche Bundesbank and University of St. Gallen
Downloads 21 (706,761)

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Interest rate peg, Reversal puzzle, Regime-switching model

7.

Robust Monetary Policy in a New Keynesian Model with Imperfect Interest Rate Pass-Through

Bundesbank Series 1 Discussion Paper No. 2011,02
Number of pages: 48 Posted: 08 Jun 2016
Deutsche Bundesbank and Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel
Downloads 16 (748,596)
Citation 3

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optimal monetary policy, commitment, model uncertainty

8.

More or Less Aggressive? Robust Monetary Policy in a New Keynesian Model with Financial Distress

Bundesbank Series 1 Discussion Paper No. 2009,23
Number of pages: 44 Posted: 08 Jun 2016
Deutsche Bundesbank, Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel and National Bank of Belgium
Downloads 15 (757,650)

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Optimal monetary policy, discretion, model uncertainty, banking, collateral

9.

Price-Level Targeting When There is Price-Level Drift

Bundesbank Series 1 Discussion Paper No. 2010,23
Number of pages: 48 Posted: 08 Jun 2016
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel
Downloads 6 (848,682)
Citation 2

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price-level targeting, optimal monetary policy, commitment