Timo Bettendorf

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

83

CITATIONS

1

Scholarly Papers (6)

1.

Connectedness between G10 Currencies: Searching for the Causal Structure

Deutsche Bundesbank Discussion Paper No. 06/2019
Number of pages: 35 Posted: 25 Feb 2019
Timo Bettendorf and Reinhold Heinlein
Deutsche Bundesbank and Keele University - Keele Management School
Downloads 33 (450,622)

Abstract:

Loading...

connectedness, networks, graph theory, vector autoregression, exchange rates

2.

Spillover Effects of Credit Default Risk in the Euro Area and the Effects on the Euro: A GVAR Approach

Bundesbank Discussion Paper No. 42/2016
Number of pages: 35 Posted: 31 Oct 2016
Timo Bettendorf
Deutsche Bundesbank
Downloads 27 (479,385)

Abstract:

Loading...

credit default swaps, bailouts, exchange rates, global var

3.

German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory

Bundesbank Discussion Paper No. 15/2015
Number of pages: 54 Posted: 21 Jun 2016
Timo Bettendorf and Miguel A. Leon-Ledesma
Deutsche Bundesbank and University of Kent - Department of Economics
Downloads 16 (541,825)

Abstract:

Loading...

european imbalances, German wage moderation, DSGE, Global VAR, sign restrictions

4.

Revisiting Real Exchange Rate Volatility: Nontraded Goods and Cointegrated TFP Chockse

UB Economics Working Papers E18/375
Number of pages: 32 Posted: 01 May 2018
Aydan Dogan and Timo Bettendorf
University of Barcelona and Deutsche Bundesbank
Downloads 4 (617,492)

Abstract:

Loading...

Real Exchange Rates, Non-Traded Goods, Cointegration

5.

Chow-Lin X N: How Adding a Panel Dimension Can Improve Accuracy

Bundesbank Discussion Paper No. 12/2017
Number of pages: 12 Posted: 02 Jun 2017
Timo Bettendorf and Dirk Bursian
Deutsche Bundesbank and Goethe University Frankfurt
Downloads 3 (625,461)

Abstract:

Loading...

temporal disaggregation, interpolation, panel data

6.

Idiosyncratic and International Transmission of Shocks in the G7: Does EMU Matter?

Review of International Economics, Vol. 25, Issue 4, pp. 856-890, 2017
Number of pages: 35 Posted: 11 Aug 2017
Timo Bettendorf
Deutsche Bundesbank
Downloads 0 (665,900)
  • Add to Cart

Abstract:

Loading...

shock adjustment, business cycles, global VAR, sign restrictions