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Fabian Schupp

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

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875

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19

Scholarly Papers (6)

With a Little Help from My Friends: Survey-Based Derivation of Euro Area Short Rate Expectations at the Effective Lower Bound

Number of pages: 49 Posted: 02 Apr 2018
Felix Geiger and Fabian Schupp
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 148 (500,012)
Citation 8

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Term structure modeling, short rate expectations, lower bound, survey information, yield curve decomposition, monetary policy, euro area

With a Little Help from My Friends: Survey-Based Derivation of Euro Area Short Rate Expectations at the Effective Lower Bound

Deutsche Bundesbank Discussion Paper No. 27/2018
Number of pages: 49 Posted: 23 Aug 2018 Last Revised: 18 Nov 2021
Felix Geiger and Fabian Schupp
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 145 (509,137)
Citation 10

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term structure modeling, short rate expectations, lower bound, survey information, yield curve decomposition, monetary policy, euro area

2.

A Strategic View on the Economic and Inflation Environment in the Euro Area

ECB Occasional Paper No. 2025/371
Number of pages: 194 Posted: 01 Jul 2025
Christiane Nickel, Juha Kilponen, Enrique Moral-Benito, Gerrit Koester, Elena Bobeica, Claus Brand, Pablo Burriel, Marteen Dossche, Gabriele Galati, Michele Lenza, Matteo Ciccarelli, Almira Enders, Sarah Holton, Bettina Landau, Fabrizio Venditti, David Lodge, Beatrice Pierluigi, Eva Ortega, Harri Pönkä, Thomas Warmedinger, Branislav Albert, Ugo Albertazzi, Maria Grazia Attinasi, Marta Banbura, Niccolò Battistini, Andrejs Bessonovs, Dennis Bonam, Vladimir Borgy, Alexandre Carvalho, Cristina D. Checherita-Westphal, Agostino Consolo, Agostino Consolo, Giuseppe Corbisiero, Pietro Cova, Nathaniel Debono, Luca Dedola, Ettore Dorrucci, Michaela Elfsbacka Schmöller, Lorenz Emter, Juraj Falath, Friedrich Fritzer, Annette Fröhling, Pablo Garcia-Sanchez, Johannes Gareis, Alex Grimaud, Adam Gulan, Marco Hoeberichts, José Emilio Gumiel, Christian Höynck, John Hutchinson, Alexandros Karakitsios, Evangelia Kasimati, Daria Kazakova, Geoff Kenny, Friderike Kuik, Laura Lebastard, Paloma Lopez-Garcia, Marko Luketina, Reamonn Lydon, Ana-Simona Manu, Catalina Martínez Hernández, Giulia Martorana, Baptiste Meunier, Wolfgang Modery, Daphne Momferatou, Carlos Montes-Galdón, Chiara Osbat, Adrian Page, Gasper Ploj, Reet Reedik, Tomas Reichenbachas, Pedro Ribeiro, Juliette Sagot, Béla Szörfi, Máté Tóth, Maria Teresa Valderrama, Joris Wauters, Thomas Westermann, Ivan Žilić, Helene Zimmer, Roberta Zizza, Robert Zorko, Pablo Aguilar, Yildiz Akkaya, Elena Angelini, Katarzyna Bańkowska, Colm Bates, Jeanne Beck, Nicola Benatti, Lea Bitter, Vasco Botelho, Mohammed Chahad, Kai Philipp Christoffel, Bruno De Backer, Rodolfo Dinis Rigato, Elisabeth Falk, Claudia Foroni, Emanuele Franceschi, Jose Elias Gallegos, Dimitris Georgarakos, Gavin Goy, Johannes Groß, Elke Hahn, Jaime Martínez-Martín, Boryana Ilieva, Markus Jorra, Petteri Juvonen, Hanno Kase, Iván Kataryniuk, Georgi Kocharkov, Antoine Kornprobst, Neil Lawton, Noëmie Lisack, Demosthenes Ioannou, Falk Mazelis, Thomas McGregor, Aidan Meyler, Tobias Müller, Galo Nuño, Iván Ordoñez Martínez, Andrea Papetti, Joan Paredes, Miles Parker, Blanca Prat I, Romanos Priftis, Roehe Oke, Moreno Roma, Fabian Schupp, Antoine Sigwalt, Christian Speck, Elisabeth Wieland, Srecko Zimic, Mario D'Agostino, Filippo Durero, Claudia Esposito, Dario Esposito, Christian Huber, Ivelina Ilkova, Alicja Kobayashi, Elias Krief, Claudio Manzoni and Philip Muggenthaler-Gerathewohl
European Central Bank (ECB), Bank of Finland - Research, Banco de España, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB) - Directorate General Economics, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Bank of Spain, DG Economics, Statistics and Research, Bank of Finland, European Central Bank (ECB), Národná banka Slovenska, ECB -DG Monetary Policy, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), Latvijas Banka, De Nederlandsche Bank, Banque de France, Banque de France, European Central Bank (ECB), European Central BankECB, Central Bank of Ireland, Bank of Italy, Central Bank of Malta, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Národná banka Slovenska, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Banque Centrale du Luxembourg, Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), Bank of Finland - Research, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Greece, Bank of Greece, Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, Hrvatska Narodna Banka, Central Bank of Ireland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB), Bank of Slovenia, Bank of Estonia, Bank of Lithuania, Bank of Portugal, Banque de France, European Central Bank (ECB), European Central Bank (ECB), Austrian National Bank, National Bank of Belgium, European Central Bank (ECB), Hrvatska Narodna Banka, National Bank of Belgium, Bank of Italy, Banka Slovenije, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB) - Directorate General Research, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Bank of Finland, European Central Bank (ECB), Banco de España, Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB), Bank of Italy, European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Deutsche Bundesbank, Banque de France, Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 209 (364,680)

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The (Ir)Relevance of the Nominal Lower Bound for Real Yield Curve Analysis

ECB Working Paper No. 20202476
Number of pages: 58 Posted: 05 Oct 2020
Fabian Schupp
Deutsche Bundesbank
Downloads 93 (732,131)

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euro area, inflation expectations, inflation risk premium, joint real-nominal term structure modelling, lower bound, monetary policy

The (Ir)Relevance of the Nominal Lower Bound for Real Yield Curve Analysis

Deutsche Bundesbank Discussion Paper No. 32/2020
Number of pages: 51 Posted: 15 Jun 2020 Last Revised: 18 Nov 2021
Fabian Schupp
Deutsche Bundesbank
Downloads 42 (1,183,247)

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Joint real-nominal term structure modelling, lower bound, inflation expectations, inflation risk premium, survey information, yield curve decomposition, monetary policy, euro area

4.

Measuring Market-Based Core Inflation Expectations

ECB Working Paper No. 2024/2908
Number of pages: 42 Posted: 15 Feb 2024
European Central Bank (ECB), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 127 (569,079)

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affine term structure model, inflation-linked swaps, inflation expectations

5.

The Role of Structural Funding for Stability in the German Banking Sector

Bundesbank Discussion Paper No. 03/2017
Number of pages: 61 Posted: 08 Mar 2017
Fabian Schupp and Leonid Silbermann
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 84 (777,583)
Citation 1

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banks, financial distress, stable funding, Basel III liquidity regulation, NSFR, financial stability, panel data, random effects logit

6.

Gas market shocks: tracing the effect on euro area inflation expectations

ECB Working Paper No. 2026/3227
Number of pages: 55 Posted: 08 May 2026
Danmarks Nationalbank (The Central Bank of Denmark), Bruegel, European Central Bank (ECB), Leibniz Institute for Financial Research SAFE, Deutsche Bundesbank and European Central Bank (ECB)
Downloads 27 (1,372,601)

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demand shocks, gas price, inflation-linked swaps, local projections, supply shocks