Andreea Vladu

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

  • Deutsche Bundesbank

SCHOLARLY PAPERS

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9

Scholarly Papers (3)

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1.

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

Downloads 132 (215,670)
Citation 8

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 89 (286,612)

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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 43 (419,054)

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

2.

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 (530,948)

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survey expectations, forecast disagreement

3.

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 6 (604,913)

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