Martin Mandler

Deutsche Bundesbank - Economics Department

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

University of Giessen - Department of Economics

Licher Str. 62

Giessen, Hessen D-35394

Germany

  • Deutsche Bundesbank - Economics Department

  • University of Giessen - Department of Economics

SCHOLARLY PAPERS

8

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14

CROSSREF CITATIONS

9

Scholarly Papers (8)

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1.

Comparing Risk-Neutral Probability Density Functions Implied by Option Prices - Market Uncertainty and Ecb-Council Meetings

Number of pages: 24 Posted: 13 Feb 2002
Martin Mandler
Deutsche Bundesbank - Economics Department
Downloads 668 (68,554)
Citation 4

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implied probability density functions, risk-neutral expectations, option prices, monetary policy

2.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

Downloads 369 (140,112)
Citation 6

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 256 (204,613)
Citation 9

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financial cycles, synchronicity, real-time estimates, DSGE models

Real and Financial Cycles in EU Countries - Stylised Facts and Modelling Implications

ECB Occasional Paper No. 2018/205
Number of pages: 68 Posted: 09 Oct 2021
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, National Bank of Belgium, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Central Bank of Ireland, Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 113 (415,471)
Citation 2

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DSGE models, financial cycles, real-time estimates, synchronicity

3.

Heterogeneity in Euro-Area Monetary Policy Transmission: Results from a Large Multi-Country BVAR Model

Bundesbank Discussion Paper No. 03/2016
Number of pages: 39 Posted: 21 Jun 2016
Martin Mandler, Michael Scharnagl and Ute B. Volz
Deutsche Bundesbank - Economics Department, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 176 (290,923)
Citation 1

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monetary policy, transmission mechanism, euro area, Bayesian vector autoregression

4.

Money Growth and Consumer Price Inflation in the Euro Area: A Wavelet Analysis

Bundesbank Discussion Paper No. 33/2014
Number of pages: 37 Posted: 21 Jun 2016
Martin Mandler and Michael Scharnagl
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 152 (329,559)
Citation 16

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money growth, inflation, wavelet analysis

5.

Financial Cycles in Euro Area Economies: A Cross-Country Perspective

Deutsche Bundesbank Discussion Paper No. 04/2018
Number of pages: 36 Posted: 28 Mar 2018
Davor Kunovac, Martin Mandler and Michael Scharnagl
Croatian National Bank, Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 136 (360,004)

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financial cycles, band-pass filter, principal components, wavelet analysis

6.

Financial Cycles Across G7 Economies: A View from Wavelet Analysis

Deutsche Bundesbank Discussion Paper No. 22/2019
Number of pages: 64 Posted: 22 Apr 2019
Martin Mandler and Michael Scharnagl
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 118 (400,482)
Citation 4

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financial cycles, wavelet analysis, cluster analysis, cross-country synchronisation

7.

Bank Loan Supply Shocks and Alternative Financing of Non-Financial Corporations in the Euro Area

Deutsche Bundesbank Discussion Paper No. 23/2019
Number of pages: 91 Posted: 22 Apr 2019
Martin Mandler and Michael Scharnagl
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 66 (577,038)
Citation 1

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loan supply, external financing, Euro Area, Bayesian VAR, sign restrictions, joint posterior distribution

8.

Estimating the Effects of the Eurosystem's Asset Purchase Programme at the Country Level

Deutsche Bundesbank Discussion Paper No. 29/2020
Number of pages: 56 Posted: 30 Apr 2020 Last Revised: 18 Nov 2021
Martin Mandler and Michael Scharnagl
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 63 (590,680)
Citation 3

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asset purchase programme, unconventional monetary policy, euro area, Bayesian vector autoregression, regional effects of monetary policy