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Thorsten Franz

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

  • Deutsche Bundesbank

SCHOLARLY PAPERS

4

DOWNLOADS

779

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Central Bank Information Shocks and Exchange Rates

Deutsche Bundesbank Discussion Paper No. 13/2020
Number of pages: 44 Posted: 20 Apr 2020
Thorsten Franz
Deutsche Bundesbank
Downloads 264 (288,370)

Abstract:

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central bank information, monetary policy, exchange rate, Proxy VAR, high-frequency data, carry trades

2.

Monetary Policy, Housing, and Collateral Constraints

Downloads 228 (334,744)
Citation 1

Monetary Policy, Housing, and Collateral Constraints

Bundesbank Discussion Paper No. 02/2019
Number of pages: 38 Posted: 21 Nov 2017 Last Revised: 01 Feb 2019
Thorsten Franz
Deutsche Bundesbank
Downloads 168 (446,272)

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Monetary Policy, LTV Ratio, Mortgage Equity Withdrawals, Collateral Constraints, Local Projections, Non-linear Impulse Responses

Monetary Policy, Housing, and Collateral Constraints

Deutsche Bundesbank Discussion Paper No. 02/2019
Number of pages: 38 Posted: 25 Feb 2019 Last Revised: 18 Nov 2021
Thorsten Franz
Deutsche Bundesbank
Downloads 60 (976,517)
Citation 1

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monetary policy, LTV ratio, mortgage equity withdrawals, collateral constraints, local projections, non-linear impulse responses

3.

The Effects of Borrower-Based Macroprudential Policy - An Empirical Application to Korea

Number of pages: 51 Posted: 28 Jan 2017 Last Revised: 13 Dec 2017
Thorsten Franz
Deutsche Bundesbank
Downloads 190 (399,431)

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macroprudential policy, real estate market, DSGE model, VAR model, sign restrictions

4.

A Reassessment of the Finance & Growth Nexus Using Monte Carlo Evidence

Number of pages: 44 Posted: 27 Jan 2017 Last Revised: 16 Jan 2018
Thorsten Franz
Deutsche Bundesbank
Downloads 97 (704,534)

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economic growth, financial development, Monte Carlo simulation, dynamic panel, system GMM