Wilhelm-Epstein-Str. 14
Frankfurt am Main, 60431
Germany
Deutsche Bundesbank
Firm exit, firm entry, corporate profits, TFP, zombification.
systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles
Systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles
anchoring, forecasting, Inflation expectations, macroeconomics, monetary policy
COVID-19, inflation, labour markets, measurement, productivity
COVID-19, Bayesian vector autoregression, t-distributed errors, stochastic volatility, robust prior calibration strategy
Variable ordering sensitivity, stochastic volatility, dynamic correlations, time-varying vector autoregression, reduced-form analysis, structural analysis.
Model uncertainty, Multivariate stochastic volatility, Dynamic correlations, Monetary policy, Structural VAR