Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
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bootstrap, mode testing, nonparametric statistics, outlier detection
Club convergence, Dynamic factor model, Economic integration, Growth, New member states
monetary policy, credit spread, non-linearity, intermediary leverage, financial accelerator
Monetary policy, credit spread, non-linearity, intermediary leverage, financial accelerator
Household Expectations, Inflation, Uncertainty, Stochastic Volatility
Household Expectations; Inflation; Uncertainty; Stochastic Volatility; Structural VAR
Financial Shocks; Monetary policy; Global financial cycle; Growth-at-Risk; International spillovers; Quantile VAR
Business Cycles, News Shock, Stock Market, Uncertainty
COVID-19; economic activity; financial markets; natural disasters; pandemics; social distancing
central bank communication; financial stability; stock market expectations; randomized information experiment
Financial frictions, Financial shocks, Nonlinear dynamics, Spillover
Business cycles, Credit booms, Financial cycles, Financial integration, Synchronization
Financial shocks, Monetary policy, Global financial cycle, Growth-at-Risk, International spillovers, Quantile VAR
Anticipation Effects, Business Cycles, Announcement Shocks, Protectionism, Trade
Business cycles, Depression, Leading indicators, Multinomial logistic regression, Nonparametric statistics, Outlier