Andreas Beyer

European Central Bank (ECB)

Eurotower

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

20

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SSRN CITATIONS
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Top 10,023

in Total Papers Citations

44

CROSSREF CITATIONS

83

Scholarly Papers (20)

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 301 (127,372)
Citation 29

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CDS, contagion, sovereign debt, systemic risk

2.

On the Indeterminacy of New-Keynesian Economics

Number of pages: 51 Posted: 16 May 2004
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick
Downloads 257 (149,884)
Citation 1

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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 245 (157,177)

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Fisher effect, linear and nonlinear cointegration, structural change

Identifying the Monetary Transmission Mechanism Using Structural Breaks

Number of pages: 50 Posted: 26 Jan 2004
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick
Downloads 173 (216,545)

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

Identifying the Monetary Transmission Mechanism Using Structural Breaks

Number of pages: 44 Posted: 16 Dec 2003
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick
Downloads 15 (701,521)
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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 EconomicsUniversity of Warwick, European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 179 (210,209)

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

6.

The Architecture of Supervision

ECB Working Paper No. 2287 (2019); ISBN 978-92-899-3549-4
Number of pages: 65 Posted: 12 Jun 2019
European Central Bank (ECB) - Directorate General Research, City University London - Sir John Cass Business School, European Central Bank (ECB), HEC Paris - Finance Department, affiliation not provided to SSRNEuropean Central Bank, Financial Research Division, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 133 (269,922)
Citation 2

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supervisory structure, central banks, lender of last resort, policy coordination

On the Indeterminacy of Determinacy and Indeterminacy

Number of pages: 24 Posted: 17 Feb 2004
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick
Downloads 99 (332,929)

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Identification, indeterminacy

On the Indeterminacy of Determinacy and Indeterminacy

Number of pages: 16 Posted: 11 Dec 2003
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick
Downloads 18 (677,584)
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Identification, indeterminacy

8.

Natural Rate Doubts

Number of pages: 48 Posted: 14 Jan 2003
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick
Downloads 113 (302,252)
Citation 5

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Natural Rate, Phillips Curve, Real Interest Rate, Cointegration

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 106 (315,994)
Citation 3

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

10.

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
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick
Downloads 84 (366,387)

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Identification, indeterminacy, rational expectations models.

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 68 (412,846)
Citation 1

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

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 43 (518,512)
Citation 1

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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 Last Revised: 21 Nov 2013
European Central Bank (ECB), European Commission, Deutsche Bundesbank and Center for Financial Studies (CFS)
Downloads 25 (624,032)

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13.
Downloads 57 (451,015)
Citation 1

A Cointegration Model of Money and Wealth

CFS Working Paper, No. 619, 2018
Number of pages: 38 Posted: 13 Mar 2019
Katrin Assenmacher and Andreas Beyer
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 39 (538,633)
Citation 1

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money demand, wealth, cointegration, vector error correction model, I(2) analysis

A Cointegration Model of Money and Wealth

ECB Working Paper No. 2365
Number of pages: 28 Posted: 14 Jan 2020
Katrin Assenmacher and Andreas Beyer
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 18 (677,584)

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cointegration, I(2) analysis, money demand, vector error correction model, wealth

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 28 (603,159)
Citation 1

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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 20 (661,796)

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aggregation, flexible weights, Eurowide money demand, cointegration

15.

Factor Analysis in a Model with Rational Expectations

NBER Working Paper No. w13404
Number of pages: 30 Posted: 14 Sep 2007 Last Revised: 18 Aug 2021
European Central Bank (ECB), University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick, European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 26 (599,575)

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16.

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 of Climate Impact Research, European Central Bank (ECB), University of Osnabruck - Institute of Environmental Systems Research and University of Osnabruck - Institute of Environmental Systems Research
Downloads 26 (599,575)
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17.

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

Number of pages: 22 Posted: 08 Apr 2005
European Central Bank (ECB) and University of California, Los Angeles (UCLA) - Department of EconomicsUniversity of Warwick
Downloads 24 (612,919)
Citation 1
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Benhabib-Farmer model, new-Keynesian model, indeterminacy, identification

18.

Issues in Money Demand: The Case of Europe

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 (676,944)
Citation 3
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19.

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 10 (715,881)

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

20.

The Transmission Channels of Monetary, Macro- and Microprudential Policies and Their Interrelations

ECB Occasional Paper No. 191
Posted: 13 Jun 2017
European Central Bank (ECB), European Central Bank, Central Bank of Cyprus, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

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Central bank policies, non-standard measures, banking, financial regulation, DSGE models