Andreea Vladu

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

  • Deutsche Bundesbank

SCHOLARLY PAPERS

3

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219

SSRN CITATIONS
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Top 30,232

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6

CROSSREF CITATIONS

17

Scholarly Papers (3)

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1.

Below the Zero Lower Bound: A Shadow-Rate Term Structure Model for the Euro Area

Downloads 158 (197,075)
Citation 11

Below the Zero Lower Bound: A Shadow-Rate Term Structure Model for the Euro Area

Bundesbank Discussion Paper No. 32/2016
Number of pages: 50 Posted: 05 Oct 2016
Wolfgang Lemke and Andreea Vladu
European Central Bank and Deutsche Bundesbank
Downloads 106 (269,382)
Citation 2

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term structure of interest rates, lower bound, nonlinear state-space model, monetary policy expectations

Below the Zero Lower Bound: A Shadow-Rate Term Structure Model for the Euro Area

ECB Working Paper No. 1991
Number of pages: 51 Posted: 03 Feb 2017
Wolfgang Lemke and Andreea Vladu
European Central Bank and Deutsche Bundesbank
Downloads 52 (407,473)

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term structure of interest rates, lower bound, nonlinear state space model, monetary policy expectations

2.

Tracing the Impact of the ECB’s Asset Purchase Programme on the Yield Curve

ECB Working Paper No. 2293 (2019); ISBN 978-92-899-3555-5
Number of pages: 57 Posted: 09 Jul 2019
Fabian Eser, Wolfgang Lemke, Ken Nyholm, Soeren Radde and Andreea Vladu
European Central Bank (ECB), European Central Bank, European Central Bank (ECB), Goldman Sachs - Goldman Sachs and Deutsche Bundesbank
Downloads 43 (433,708)
Citation 2

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term structure of interest rates, term premia, central bank asset purchases, non-standard monetary policy measures, European Central Bank

3.

Approximating Fixed-Horizon Forecasts Using Fixed-Event Forecasts

Bundesbank Discussion Paper No. 28/2016
Number of pages: 38 Posted: 05 Oct 2016
Malte Knüppel and Andreea Vladu
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 18 (560,484)

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survey expectations, forecast disagreement