Christoph Görtz

University of Birmingham - Department of Economics

United Kingdom

SCHOLARLY PAPERS

14

DOWNLOADS

975

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (14)

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, affiliation not provided to SSRNUniversity of Birmingham and Westminster Business School
Downloads 285 (151,827)

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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, affiliation not provided to SSRNUniversity of Birmingham and Westminster Business School
Downloads 32 (642,971)

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

2.
Downloads 194 (220,582)
Citation 3

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 171 (246,229)

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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 23 (711,385)
Citation 1

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

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 65 (477,877)

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

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 62 (489,737)

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

4.

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 68 (460,698)

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news shocks, business cycles, VAR models

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

Number of pages: 81 Posted: 11 Jul 2020
University of Birmingham - Department of Economics, University of Birmingham - Department of Economics and Athens University of Economics and Business
Downloads 34 (629,996)
Citation 1

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Survey Data, Firm Data, Expectations, Forecast Errors, Rational Inattention

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 25 (694,853)
Citation 1

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

6.

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 40 (581,305)

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

7.

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 34 (614,852)

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

8.

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 30 (639,771)

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

9.

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 30 (639,771)

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10.

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 29 (646,303)

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

11.

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 26 (667,337)

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

12.

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 20 (713,780)

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structural VAR, news shocks, inventories

13.

Solving Models with Jump Discontinuities in Policy Functions

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 2, pp. 434-456, 2018
Number of pages: 23 Posted: 26 Feb 2018
Christoph Görtz and Afrasiab Mirza
University of Birmingham - Department of Economics and University of Birmingham
Downloads 1 (910,844)

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14.

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

Number of pages: 39
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 0

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Structural VAR, News Shocks, Inventories, Cost of Capital