Norbert Metiu

Deutsche Bundesbank

Dr

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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52

CROSSREF CITATIONS

43

Scholarly Papers (13)

1.

A Distribution-Free Test for Outliers

Bundesbank Discussion Paper No. 02/2013
Number of pages: 16 Posted: 21 Jun 2016
Bertrand Candelon and Norbert Metiu
University of Maastricht - Department of Economics and Deutsche Bundesbank
Downloads 412 (137,924)

Abstract:

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bootstrap, mode testing, nonparametric statistics, outlier detection

2.

The Evolution of Economic Convergence in the European Union

Bundesbank Discussion Paper No. 28/2013
Number of pages: 30 Posted: 21 Jun 2016
Mihály Borsi and Norbert Metiu
Ramon Llull University - IQS School of Management and Deutsche Bundesbank
Downloads 278 (211,036)
Citation 5

Abstract:

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Club convergence, Dynamic factor model, Economic integration, Growth, New member states

Time-Varying Volatility, Financial Intermediation and Monetary Policy

Bundesbank Discussion Paper No. 46/2016
Number of pages: 49 Posted: 14 Dec 2016
Sandra Eickmeier, Norbert Metiu and Esteban Prieto
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank - Economic Research Centre
Downloads 147 (379,183)

Abstract:

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monetary policy, credit spread, non-linearity, intermediary leverage, financial accelerator

Time-Varying Volatility, Financial Intermediation and Monetary Policy

CAMA Working Paper No. 32/2016
Number of pages: 55 Posted: 01 Jun 2016
Sandra Eickmeier, Norbert Metiu and Esteban Prieto
Deutsche Bundesbank, Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 92 (539,568)
Citation 34

Abstract:

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Monetary policy, credit spread, non-linearity, intermediary leverage, financial accelerator

The Macroeconomic Effects of Inflation Uncertainty

Number of pages: 42 Posted: 13 Mar 2023 Last Revised: 13 Apr 2024
Norbert Metiu and Esteban Prieto
Deutsche Bundesbank and Deutsche Bundesbank - Economic Research Centre
Downloads 171 (333,348)
Citation 1

Abstract:

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Household Expectations, Inflation, Uncertainty, Stochastic Volatility

The Macroeconomic Effects of Inflation Uncertainty

Deutsche Bundesbank Discussion Paper No. 32/2023
Number of pages: 37 Posted: 01 Mar 2024
Norbert Metiu and Esteban Prieto
Deutsche Bundesbank and Deutsche Bundesbank - Economic Research Centre
Downloads 34 (874,779)

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Household Expectations; Inflation; Uncertainty; Stochastic Volatility; Structural VAR

5.

The Global Financial Cycle and Macroeconomic Tail Risks

Number of pages: 46 Posted: 16 Jul 2020 Last Revised: 05 Dec 2023
Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, Deutsche Bundesbank - Economic Research Centre and Deutsche Bundesbank
Downloads 161 (351,367)

Abstract:

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Financial Shocks; Monetary policy; Global financial cycle; Growth-at-Risk; International spillovers; Quantile VAR

6.

Time-Varying Stock Return Correlation, News Shocks, and Business Cycles

Deutsche Bundesbank Discussion Paper No. 05/2023
Number of pages: 50 Posted: 17 Mar 2023
Norbert Metiu and Esteban Prieto
Deutsche Bundesbank and Deutsche Bundesbank - Economic Research Centre
Downloads 137 (400,253)

Abstract:

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Business Cycles, News Shock, Stock Market, Uncertainty

7.

Social Distancing and the Macrofinancial Consequences of Natural Disasters

Number of pages: 23 Posted: 17 Jan 2021
Johannes Beutel, Friederike Fourné and Norbert Metiu
Deutsche Bundesbank, Ludwig Maximilian University of Munich (LMU) and Deutsche Bundesbank
Downloads 137 (400,253)

Abstract:

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COVID-19; economic activity; financial markets; natural disasters; pandemics; social distancing

Toothless Tiger With Claws? Financial Stability Communication, Expectations, and Risk-taking

Journal of Monetary Economics, Forthcoming
Number of pages: 62 Posted: 17 Mar 2021 Last Revised: 08 Mar 2023
Johannes Beutel, Norbert Metiu and Valentin Stockerl
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 94 (531,799)

Abstract:

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central bank communication; financial stability; stock market expectations; randomized information experiment

Toothless Tiger with Claws? Financial Stability Communication, Expectations, and Risk-Taking

Deutsche Bundesbank Discussion Paper No. 05/2021
Number of pages: 1 Posted: 30 Mar 2021
Johannes Beutel, Norbert Metiu and Valentin Stockerl
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 42 (809,758)
Citation 5

Abstract:

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9.

Financial Frictions and Global Spillovers

Bundesbank Discussion Paper No. 04/2015
Number of pages: 28 Posted: 21 Jun 2016
Norbert Metiu, Björn Hilberg and Michael Grill
Deutsche Bundesbank, Goethe University Frankfurt and European Central Bank (ECB)
Downloads 121 (440,495)
Citation 2

Abstract:

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Financial frictions, Financial shocks, Nonlinear dynamics, Spillover

10.

The Synchronization of European Credit Cycles

Bundesbank Discussion Paper No. 20/2015
Number of pages: 35 Posted: 21 Jun 2016
Barbara Meller and Norbert Metiu
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 94 (526,962)
Citation 5

Abstract:

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Business cycles, Credit booms, Financial cycles, Financial integration, Synchronization

11.

The Global Financial Cycle and Macroeconomic Tail Risks

Deutsche Bundesbank Discussion Paper No. 43/2022
Number of pages: 49 Posted: 14 Jan 2023
Deutsche Bundesbank, European Central Bank (ECB), Deutsche Bundesbank, Deutsche Bundesbank - Economic Research Centre and Deutsche Bundesbank
Downloads 81 (577,518)

Abstract:

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Financial shocks, Monetary policy, Global financial cycle, Growth-at-Risk, International spillovers, Quantile VAR

12.

Anticipation Effects of Protectionist U.S. Trade Policies

Deutsche Bundesbank Discussion Paper No. 52/2020
Number of pages: 66 Posted: 09 Oct 2020
Norbert Metiu
Deutsche Bundesbank
Downloads 74 (607,732)
Citation 1

Abstract:

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Anticipation Effects, Business Cycles, Announcement Shocks, Protectionism, Trade

13.

Disentangling Economic Recessions and Depressions

Bundesbank Discussion Paper No. 43/2013
Number of pages: 33 Posted: 21 Jun 2016
University of Maastricht - Department of Economics, Deutsche Bundesbank and Maastricht University
Downloads 36 (834,533)

Abstract:

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Business cycles, Depression, Leading indicators, Multinomial logistic regression, Nonparametric statistics, Outlier