Benny Hartwig

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

252

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.
Downloads 108 (291,380)
Citation 2

Identifying Indicators of Systemic Risk

Number of pages: 45 Posted: 17 Aug 2019
Goethe University Frankfurt, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 70 (384,901)
Citation 2

Abstract:

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Systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles

Identifying Indicators of Systemic Risk

Deutsche Bundesbank Discussion Paper No. 33/2020
Number of pages: 59 Posted: 30 Jun 2020
Goethe University Frankfurt, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 38 (509,828)

Abstract:

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systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles

Monetary Policy, Firm Exit and Productivity

Number of pages: 65 Posted: 13 Apr 2020 Last Revised: 19 Oct 2020
Benny Hartwig and Philipp Lieberknecht
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 79 (358,967)

Abstract:

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Firm exit, firm entry, extensive margin, corporate profits, zombification, monetary policy

Monetary Policy, Firm Exit and Productivity

Deutsche Bundesbank Discussion Paper No. 61/2020
Number of pages: 69 Posted: 16 Dec 2020
Philipp Lieberknecht and Benny Hartwig
Deutsche Bundesbank and Goethe University Frankfurt
Downloads 16 (651,178)

Abstract:

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3.

Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model

Number of pages: 74 Posted: 18 Oct 2019 Last Revised: 09 Nov 2020
Benny Hartwig
Goethe University Frankfurt
Downloads 40 (489,716)

Abstract:

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Model uncertainty, Multivariate stochastic volatility, Dynamic correlations, Monetary policy, Structural VAR

4.

Robust Inference In Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model

Deutsche Bundesbank Discussion Paper No. 34/2020
Number of pages: 69 Posted: 04 Aug 2020
Benny Hartwig
Goethe University Frankfurt
Downloads 6 (700,547)

Abstract:

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Model uncertainty, Multivariate stochastic volatility, Dynamic correlations, Monetary policy, Structural VAR

5.

Bayesian VARs and Prior Calibration in Times of COVID-19

Number of pages: 36 Posted: 25 Feb 2021
Benny Hartwig
Goethe University Frankfurt
Downloads 3 (723,417)

Abstract:

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COVID 19, Bayesian vector autoregression, t-distributed errors, stochastic volatility, robust priors