Jörg Döpke

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

13

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493

SSRN CITATIONS
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Top 14,904

in Total Papers Citations

19

CROSSREF CITATIONS

43

Scholarly Papers (13)

1.

Financial Openness and Business Cycle Volatility

Kiel Institute of World Economics Working Paper No. 1121
Number of pages: 39 Posted: 10 Aug 2002
Saarland University - Department of Economics and Statistics, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 189 (167,815)
Citation 16

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Open Economy Macroeconomics, Monetary union; Business cycles, Financial markets

2.

Sectoral Specialisation in the EU: A Macroeconomic Perspective

ECB Occasional Paper No. 19
Number of pages: 62 Posted: 23 Aug 2005
United Nations University - Institute on Comparative Regional Integration Studies (UNU-CRIS), International Labour Organization (ILO), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), Banque Nationale de Belgique, Deutsche Bundesbank, Bank of Greece, Bank of Greece, Banco de España, Banque de France, Central Bank of Ireland, Bank of Italy, Banque Centrale du Luxembourg, de Nederlands Bank, Oesterreichische Nationalbank, Banco de Portugal, European Central Bank (ECB) - Directorate General International and European Relations, Danmarks Nationalbank, Sveriges Riksbank and European Central Bank (ECB) - Directorate General Economics
Downloads 75 (331,692)

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3.

Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time

Bundesbank Series 2 Discussion Paper No. 2006,01
Number of pages: 44 Posted: 08 Jun 2016
Deutsche Bundesbank, Saarland University and Saarland University - Department of Economics and Statistics
Downloads 65 (358,528)
Citation 1

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Forecasting stock market volatility, Real-time macroeconomic data, Evaluation of forecasting accuracy

4.

Great Moderation at the Firm Level? Unconditional vs. Conditional Output Volatility

CESifo Working Paper Series No. 2324
Number of pages: 43 Posted: 13 Jun 2008
Claudia M. Buch, Jörg Döpke and Kerstin Stahn
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 43 (432,172)

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firm level volatility, Great Moderation, multifactor residual model

5.

Sticky Information Phillips Curves: European Evidence

ECB Working Paper No. 930
Number of pages: 23 Posted: 05 Nov 2008
Deutsche Bundesbank, Kiel Institute for the World Economy, German Institute for Economic Research (DIW Berlin) and European Central Bank (ECB)
Downloads 42 (436,057)

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Inflation expectations, sticky information, Phillips curve, inflation persistence

6.

Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the U.S

Bundesbank Series 1 Discussion Paper No. 2006,22
Number of pages: 32 Posted: 08 Jun 2016
University of Muenster, Deutsche Bundesbank and Saarland University - Department of Economics and Statistics
Downloads 29 (494,125)

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Political stock market anomalies, predictability of stock returns, efficient markets hypothesis, real-time forecasting

7.

Real-Time Macroeconomic Data and Ex Ante Predictability of Stock Returns

Bundesbank Series 1 Discussion Paper No. 2006,10
Number of pages: 64 Posted: 08 Jun 2016
Deutsche Bundesbank, Saarland University and Saarland University - Department of Economics and Statistics
Downloads 12 (596,935)

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Ex ante predictability of stock returns, real-time macroeconomic data, performance of investment strategies, Germany

8.

Capital, Labour and Productivity: What Role Do They Play in the Potential Gpd Weakness of France, Germany and Italy?

Bundesbank Series 1 Discussion Paper No. 2006,09
Number of pages: 56 Posted: 08 Jun 2016
Bank of Italy, Deutsche Bundesbank, Bank of Italy and Bank of Italy
Downloads 11 (603,473)

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Potential output, growth accounting, productivity, NAIRU, factor shares

9.

The Cross-Sectional Dynamics of German Business Cycles: A Bird's Eye View

Bundesbank Series 1 Discussion Paper No. 2005,23
Number of pages: 48 Posted: 08 Jun 2016
Deutsche Bundesbank, University of Hamburg - Department of Economics, University of Cambridge - Department of Applied Economics and International Monetary Fund (IMF)
Downloads 10 (610,096)
Citation 1

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business cycles, cross-sectional moments, firm growth

10.

European Inflation Expectations Dynamics

Bundesbank Series 1 Discussion Paper No. 2005,37
Number of pages: 56 Posted: 08 Jun 2016
Deutsche Bundesbank, Kiel Institute for the World Economy, German Institute for Economic Research (DIW Berlin) and European Central Bank (ECB)
Downloads 6 (637,245)
Citation 2

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Inflation, expectations, sticky information, inflation persistence

11.

Real-Time Data and Business Cycle Analysis in Germany

Bundesbank Series 1 Discussion Paper No. 2004,11
Number of pages: 52 Posted: 08 Jun 2016
Jörg Döpke
Deutsche Bundesbank
Downloads 5 (644,280)

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Real-time data, business cycles, output gap, VAR, inflation, Germany

12.

The Within-Distribution Business Cycle Dynamics of German Firms

Bundesbank Series 1 Discussion Paper No. 2006,29
Number of pages: 48 Posted: 08 Jun 2016
Jörg Döpke and Sebastian Weber
Deutsche Bundesbank and University of Hamburg
Downloads 4 (651,447)
Citation 1

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business cycles, firm growth, Markov chains

13.

Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States

Financial Review, Vol. 43, Issue 3, pp. 323-335, August 2008
Number of pages: 13 Posted: 14 Jul 2008
University of Muenster, Deutsche Bundesbank and Saarland University - Department of Economics and Statistics
Downloads 2 (668,826)
Citation 1
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