Christoph Görtz

University of Birmingham - Department of Economics

United Kingdom

Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

SCHOLARLY PAPERS

13

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1,586

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in Total Papers Citations

39

CROSSREF CITATIONS

4

Scholarly Papers (13)

Furlough and Household Financial Distress during the COVID-19 Pandemic

Number of pages: 47 Posted: 01 Sep 2021
Christoph Görtz, Danny McGowan and Mallory Yeromonahos
University of Birmingham - Department of Economics, University of Birmingham and Westminster Business School
Downloads 411 (127,698)

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Furlough, Short-Time Work, Coronavirus Job Retention Scheme, COVID-19 Pandemic, Financial Distress, Automatic Stabilizers, Inequality

Furlough and Household Financial Distress During the Covid-19 Pandemic

CESifo Working Paper No. 9285
Number of pages: 50 Posted: 21 Sep 2021
Christoph Görtz, Danny McGowan and Mallory Yeromonahos
University of Birmingham - Department of Economics, University of Birmingham and Westminster Business School
Downloads 87 (520,529)
Citation 3

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furlough, short-time work, Coronavirus job retention scheme, Covid-19 pandemic, financial distress, automatic stabilizers, inequality

2.
Downloads 302 (181,334)
Citation 12

News Shocks Under Financial Frictions

CESifo Working Paper No. 8728
Number of pages: 102 Posted: 08 Dec 2020
Christoph Görtz, John D. Tsoukalas and Francesco Zanetti
University of Birmingham - Department of Economics, University of Glasgow - Department of Economics and University of Oxford
Downloads 257 (212,008)
Citation 5

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News Shocks Under Financial Frictions

CAMA Working Paper No. 94/2020
Number of pages: 102 Posted: 02 Nov 2020
Christoph Görtz, John D. Tsoukalas and Francesco Zanetti
University of Birmingham - Department of Economics, University of Glasgow - Department of Economics and University of Oxford
Downloads 45 (743,779)
Citation 1

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News shocks, Business cycles, DSGE, VAR, Bayesian estimation

Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles

CESifo Working Paper No. 7959
Number of pages: 46 Posted: 06 Dec 2019
Christoph Görtz and Mallory Yeromonahos
University of Birmingham - Department of Economics and University of Birmingham - Department of Economics
Downloads 82 (540,312)

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risk premium, business cycles, Bayesian learning, asymmetry, uncertainty, nowcasting

Asymmetries in risk premia, macroeconomic uncertainty and business cycles

CAMA Working Paper No. 101/2021
Number of pages: 51 Posted: 20 Dec 2021
Christoph Görtz and Mallory Yeromonahos
University of Birmingham - Department of Economics and University of Birmingham - Department of Economics
Downloads 76 (565,672)
Citation 1

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Risk Premium, Business cycles, Bayesian Learning, Asymmetry, Uncertainty, Nowcasting.

Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts

Number of pages: 94 Posted: 11 Jul 2020 Last Revised: 13 Jun 2023
University of Birmingham - Department of Economics, University of Birmingham - Department of Economics and Athens University of Economics and Business
Downloads 69 (597,990)
Citation 2

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Expectations, Firm Data, Forecast Errors, Panel Threshold Models, Survey Data.

Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts

CESifo Working Paper No. 8148
Number of pages: 72 Posted: 11 Mar 2020
University of Birmingham - Department of Economics, University of Birmingham - Department of Economics and Athens University of Economics and Business
Downloads 42 (758,031)

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survey data, firm data, expectations, forecast errors, rational inattention

5.

The Effect of News Shocks and Monetary Policy

CESifo Working Paper No. 7578
Number of pages: 40 Posted: 08 Apr 2019
University of Birmingham - Department of Economics, University of Glasgow - Adam Smith Business School, University of Glasgow - Department of Economics and University of Oxford
Downloads 88 (511,874)

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news shocks, business cycles, VAR models

Firms’ Financing Dynamics Around Lumpy Capacity Adjustments

Number of pages: 51 Posted: 11 Feb 2022
University of Glasgow - Department of Economics, Athens University of Economics and Business and University of Birmingham - Department of Economics
Downloads 37 (803,749)

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Lumpy Adjustment, Firm Capital and Employment Dynamics, Leverage, Debt, Cash

Firms’ Financing Dynamics Around Lumpy Capacity Adjustments

CESifo Working Paper No. 9977
Number of pages: 64 Posted: 11 Oct 2022
University of Birmingham - Department of Economics, Athens University of Economics and Business and University of Glasgow - Department of Economics
Downloads 25 (899,287)

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lumpy adjustment, firm capital and employment dynamics, leverage, debt, cash

Firms’ Financing Dynamics around Lumpy Capacity Adjustments

Number of pages: 64 Posted: 09 Mar 2023
University of Birmingham - Department of Economics, Athens University of Economics and Business and University of Glasgow - Department of Economics
Downloads 21 (938,687)

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Lumpy Adjustment, Firm Capital and Employment Dynamics, Leverage, Debt, Cash

What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

CESifo Working Paper No. 7891
Number of pages: 31 Posted: 23 Oct 2019
Christoph Görtz, Christopher Gunn and Thomas Lubik
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 42 (758,031)
Citation 1

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structural VAR, news shocks, inventories

What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

Number of pages: 39 Posted: 09 Mar 2023
Christoph Görtz, Christopher Gunn and Thomas Lubik
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 38 (788,162)

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Structural VAR, News Shocks, Inventories, Cost of Capital

8.

Is There News in Inventories?

CESifo Working Paper No. 8284
Number of pages: 56 Posted: 14 May 2020
Christoph Görtz, Christopher Gunn and Thomas Lubik
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 53 (676,742)
Citation 7

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news shocks, business cycles, inventories, knowledge capital, VAR

9.

Sectoral Comovement, Monetary Policy and the Credit Channel

Bank of England Working Paper No. 925
Number of pages: 39 Posted: 18 Jun 2021
Federico Di Pace and Christoph Görtz
Bank of England and University of Birmingham - Department of Economics
Downloads 52 (676,742)

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Financial intermediation, sectoral comovement, monetary policy, financial frictions, credit spreads

10.

Monetary Policy, Sectoral Comovement and the Credit Channel

CESifo Working Paper No. 9142
Number of pages: 40 Posted: 24 Jun 2021
Federico Di Pace and Christoph Görtz
Bank of England and University of Birmingham - Department of Economics
Downloads 51 (682,532)

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11.

The anatomy of small open economy trends

Number of pages: 43 Posted: 28 Jan 2022
University of Birmingham - Department of Economics, Cardiff University and University of Sheffield
Downloads 48 (700,591)

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Non-stationary productivity shocks, TFP, investment specific technology shocks, trend shocks, DSGE modelling, state space model.

12.

Firms' Financing Dynamics Around Lumpy Capacity Adjustments

Number of pages: 57 Posted: 18 Feb 2021
University of Birmingham - Department of Economics, Athens University of Economics and Business and University of Glasgow - Department of Economics
Downloads 41 (746,345)

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Lumpy Adjustment, Firm Capital and Employment Dynamics, Leverage, Debt, Cash, Financial Flexibility.

13.

Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts?”

Number of pages: 94 Posted: 25 Oct 2023
Alex Botsis, Christoph Görtz and Plutarchos Sakellaris
Chulalongkorn University - Biostatistics Excellence Centre, University of Birmingham - Department of Economics and Athens University of Economics and Business
Downloads 21 (909,406)

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Expectations, Firm Data, Forecast Errors, Panel Threshold Models, Survey Data.