Andreas Beyer

European Central Bank (ECB)

Eurotower

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

17

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CITATIONS
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99

Scholarly Papers (17)

1.

The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil

Number of pages: 43 Posted: 31 Oct 2012 Last Revised: 20 Feb 2013
Adrian Alter and Andreas Beyer
International Monetary Fund and European Central Bank (ECB)
Downloads 255 (89,861)
Citation 1

Abstract:

CDS, contagion, sovereign debt, systemic risk

2.

On the Indeterminacy of New-Keynesian Economics

ECB Working Paper No. 323
Number of pages: 51 Posted: 16 May 2004
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 204 (109,120)
Citation 26

Abstract:

Identification, indeterminacy, transparency, new-Keynesian model

3.

Structural Breaks, Cointegration and the Fisher Effect

ECB Working Paper No. 1013
Number of pages: 33 Posted: 06 Mar 2009
Andreas Beyer, Alfred A. Haug and William G. Dewald
European Central Bank (ECB), University of Otago - School of Business - Department of Economics and Ohio State University (OSU) - Economics
Downloads 178 (126,712)
Citation 1

Abstract:

Fisher effect, linear and nonlinear cointegration, structural change

Identifying the Monetary Transmission Mechanism Using Structural Breaks

ECB Working Paper No. 275
Number of pages: 50 Posted: 26 Jan 2004
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 163 (146,318)
Citation 11

Abstract:

Fed, Monetary transmission, identification, structural breaks, recoverable structure

Identifying the Monetary Transmission Mechanism Using Structural Breaks

CEPR Discussion Paper No. 4106
Number of pages: 44 Posted: 16 Dec 2003
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 15 (472,917)
Citation 11
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Abstract:

Fed, monetary transmission, identification, structural breaks, recoverable structure

5.

Factor Analysis in a New-Keynesian Model

ECB Working Paper No. 510
Number of pages: 54 Posted: 25 Aug 2005
European Central Bank (ECB), University of California, Los Angeles (UCLA) - Department of Economics, European Central Bank (ECB) and European University Institute
Downloads 158 (150,243)
Citation 6

Abstract:

New-Keynesian Phillips curve, forward looking output equation, Taylor rule, rational expectations, factor analysis, determinacy of equilibrium.

On the Indeterminacy of Determinacy and Indeterminacy

ECB Working Paper No. 277
Number of pages: 24 Posted: 17 Feb 2004
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 80 (249,476)
Citation 9

Abstract:

Identification, indeterminacy

On the Indeterminacy of Determinacy and Indeterminacy

CEPR Discussion Paper No. 4101
Number of pages: 16 Posted: 11 Dec 2003
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 18 (455,822)
Citation 9
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Abstract:

Identification, indeterminacy

7.

Natural Rate Doubts

ECB Working Paper No. 121
Number of pages: 48 Posted: 14 Jan 2003
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 90 (221,699)
Citation 17

Abstract:

Natural Rate, Phillips Curve, Real Interest Rate, Cointegration

8.

A Method to Generate Structural Impulse-Responses for Measuring the Effects of Shocks in Structural Macro Models

ECB Working Paper No. 586
Number of pages: 46 Posted: 10 Feb 2006
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 70 (258,752)

Abstract:

Identification, indeterminacy, rational expectations models.

9.

A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth

ECB Working Paper No. 1111
Number of pages: 64 Posted: 14 Nov 2009
Andreas Beyer
European Central Bank (ECB)
Downloads 64 (241,643)
Citation 6

Abstract:

Money Demand, Parameter Constancy, Wealth, Cointegration, Vector Error Correction Model

Opting Out of the Great Inflation: German Monetary Policy after the Break Down of Bretton Woods

CFS Working Paper No. 2009/01, ECB Working Paper No. 1020
Number of pages: 73 Posted: 19 Jan 2009
European Central Bank (ECB), European Commission, Center for Financial Studies (CFS) and Deutsche Bundesbank
Downloads 35 (371,466)
Citation 2

Abstract:

Inflation, Price Stability, Monetary Policy, Monetary Targeting, Policy Rules

Opting Out of the Great Inflation: German Monetary Policy after the Break Down of Bretton Woods

NBER Working Paper No. w14596
Number of pages: 63 Posted: 29 Dec 2008
European Central Bank (ECB), European Commission, Deutsche Bundesbank and Center for Financial Studies (CFS)
Downloads 22 (433,055)
Citation 2

Abstract:

11.

The Dynamics of Spillover Effects during the European Sovereign Debt Crisis

ECB Working Paper No. 1558
Number of pages: 54 Posted: 19 Jul 2013
Adrian Alter and Andreas Beyer
International Monetary Fund and European Central Bank (ECB)
Downloads 45 (315,754)

Abstract:

CDS, contagion, sovereign debt, systemic risk, impulse responses

Does it Matter How Aggregates are Measured? The Case of Monetary Transmission Mechanisms in the Euro Area

ECB Working Paper No. 1149
Number of pages: 33 Posted: 08 Feb 2010
Andreas Beyer and Katarina Juselius
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 22 (433,055)
Citation 1

Abstract:

Aggregation, Flexible weights, Eurowide money demand, Cointegration

Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 08-07
Number of pages: 27 Posted: 21 May 2008
Andreas Beyer and Katarina Juselius
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 15 (472,917)
Citation 1

Abstract:

aggregation, flexible weights, Eurowide money demand, cointegration

Factor Analysis in a Model with Rational Expectations

NBER Working Paper No. w13404
Number of pages: 30 Posted: 14 Sep 2007
European Central Bank (ECB), University of California, Los Angeles (UCLA) - Department of Economics, European Central Bank (ECB) and European University Institute
Downloads 23 (427,441)
Citation 4

Abstract:

Factor Analysis in a Model with Rational Expectations

Econometrics Journal, Vol. 11, Issue 2, pp. 271-286, July 2008
Number of pages: 16 Posted: 14 Jul 2008
European Central Bank (ECB), University of California, Los Angeles (UCLA) - Department of Economics, European Central Bank (ECB) and European University Institute
Downloads 3 (537,793)
Citation 4
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Abstract:

14.

Influence of Distributional Shape of Substance Parameters on Exposure Model Output

Risk Analysis, Vol. 25, No. 5, pp. 1137-1145, October 2005
Number of pages: 9 Posted: 07 Nov 2006
Potsdam Institute for Climate Impact Research (PIK), European Central Bank (ECB), University of Osnabruck - Institute of Environmental Systems Research and University of Osnabruck - Institute of Environmental Systems Research
Downloads 26 (399,989)
Citation 1
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Abstract:

15.

What We Don't Know About the Monetary Transmission Mechanism and Why We Don't Know It

CEPR Discussion Paper No. 4811
Number of pages: 22 Posted: 08 Apr 2005
Andreas Beyer and Roger E. A. Farmer
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 24 (409,567)
Citation 5
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Abstract:

Benhabib-Farmer model, new-Keynesian model, indeterminacy, identification

16.

Issues in Money Demand: The Case of Europe

Journal of Common Market Studies, Vol. 42, No. 4, pp. 717-736, November 2004
Number of pages: 20 Posted: 28 Oct 2004
Michael J. Artis and Andreas Beyer
University of Manchester - Institute for Political & Economic Governance (IPEG) and European Central Bank (ECB)
Downloads 15 (455,209)
Citation 6
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Abstract:

17.

Opting Out of the Great Inflation: German Monetary Policy after the Breakdown of Bretton Woods

Bundesbank Series 1 Discussion Paper No. 2009,12
Number of pages: 80 Posted: 08 Jun 2016
European Central Bank (ECB), Bank of Portugal, Deutsche Bundesbank and Center for Financial Studies (CFS)
Downloads 0 (504,205)
Citation 3

Abstract:

Inflation, Price Stability, Monetary Policy, Monetary Targeting, Policy Rules