Christoph A. Fischer

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

12

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449

SSRN CITATIONS
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Top 45,314

in Total Papers Citations

4

CROSSREF CITATIONS

11

Scholarly Papers (12)

1.

What Can EMU Countries’ Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis?

Deutsche Bundesbank Discussion Paper No. 11/2010
Number of pages: 44 Posted: 08 Mar 2012
Christoph A. Fischer and Niko Dötz
Deutsche Bundesbank and Deutsche Bundesbank - Economics Department
Downloads 103 (356,063)
Citation 3

Abstract:

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sovereign bond spread, GARCH-in-mean, default probability

2.
Downloads 90 (387,921)

Currency Blocs in the 21st Century

Deutsche Bundesbank Discussion Paper No. 12/2011
Number of pages: 80 Posted: 08 Mar 2012
Christoph A. Fischer
Deutsche Bundesbank
Downloads 37 (602,861)

Abstract:

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Anchor Currency Choice, Nested Logit, Exchange Rate Regime Classification, Currency Bloc Equilibrium, Additive Random Utility Model

Currency Blocs in the 21st Century

BOFIT Discussion Paper No. 24/2012
Number of pages: 57 Posted: 16 Oct 2012
Christoph A. Fischer
Deutsche Bundesbank
Downloads 27 (669,040)

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anchor currency choice, nested logit, exchange rate regime classification, additive random utility model, currency bloc equilibrium

Currency Blocs in the 21st Century

Bundesbank Series 1 Discussion Paper No. 2011,12
Number of pages: 80 Posted: 08 Jun 2016
Christoph A. Fischer
Deutsche Bundesbank
Downloads 26 (676,648)

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Anchor Currency Choice, Nested Logit, Exchange Rate Regime Classification, Additive Random Utility Model, Currency Bloc Equilibrium

3.

Equilibrium Real Exchange Rate Estimates Across Time and Space

Deutsche Bundesbank Discussion Paper No. 14/2019
Number of pages: 47 Posted: 14 Apr 2019
Christoph A. Fischer
Deutsche Bundesbank
Downloads 41 (568,385)

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equilibrium real exchange rate, panel estimation method, correlated random effects model, productivity approach, BEER, price competitiveness

4.

A History of the D-Mark's Real External Value

Number of pages: 19 Posted: 14 Jan 2003
Christoph A. Fischer and Karlhans Sauernheimer
Deutsche Bundesbank and Johannes Gutenberg University Mainz - Department of Economic Theory
Downloads 38 (589,426)
Citation 1

Abstract:

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5.

What Can Emu Countries' Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis?

Bundesbank Series 1 Discussion Paper No. 2010,11
Number of pages: 44 Posted: 08 Jun 2016
Niko Dötz and Christoph A. Fischer
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 33 (612,468)

Abstract:

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Sovereign bond spread, GARCH-in-mean, default probability

6.

On the Suitability of Alternative Competitiveness Indicators for Explaining Real Exports of Advanced Economies

Bundesbank Discussion Paper No. 36/2016
Number of pages: 23 Posted: 10 Oct 2016
Christoph A. Fischer, Oliver Hossfeld and Karin Radeck
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 31 (624,576)

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international price competitiveness, real export demand, price elasticity of exports

A Consistent Set of Multilateral Productivity Approach-Based Indicators of Price Competitiveness

ECB Working Paper No. 1706
Number of pages: 34 Posted: 06 Aug 2014
Christoph A. Fischer and Oliver Hossfeld
Deutsche Bundesbank and Handelshochschule Leipzig (HHL)
Downloads 21 (717,435)

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equilibrium exchange rates, productivity approach, price competitiveness, panel cointegration

A Consistent Set of Multilateral Productivity Approach-Based Indicators of Price Competitiveness

Bundesbank Discussion Paper No. 10/2014
Number of pages: 36 Posted: 21 Jun 2016
Christoph A. Fischer and Oliver Hossfeld
Deutsche Bundesbank and Handelshochschule Leipzig (HHL)
Downloads 8 (842,805)

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equilibrium exchange rates, productivity approach, price competitiveness, panel cointegration

8.
Downloads 24 (672,399)

PPP: A Disaggregated View

Bundesbank Series 1 Discussion Paper No. 2004,07
Number of pages: 44 Posted: 08 Jun 2016
Christoph A. Fischer
Deutsche Bundesbank
Downloads 24 (692,483)

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purchasing power parity, real exchange rate, panel unit root tests

PPP: A Disaggregated View

Applied Financial Economics, Vol. 16, No. 1-2, 2006
Posted: 07 Mar 2012
Christoph A. Fischer
Deutsche Bundesbank

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purchasing power parity, real exchange rate, panel unit root tests

Price Convergence in the Emu? Evidence from Micro Data

Bundesbank Series 1 Discussion Paper No. 2009,06
Number of pages: 55 Posted: 08 Jun 2016
Christoph A. Fischer
Deutsche Bundesbank
Downloads 19 (734,635)
Citation 5

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price convergence, LOP, euro introduction, log t test, hedonic price regression, scanner data

Price Convergence in the EMU? Evidence from Micro Data

European Economic Review, Forthcoming
Posted: 07 Mar 2012
Christoph A. Fischer
Deutsche Bundesbank

Abstract:

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price convergence, LOP, euro introduction, log t test, hedonic

An Assessment of the Trends in International Price Competitiveness Among EMU Countries

Bundesbank Series 1 Discussion Paper No. 2007,08
Number of pages: 52 Posted: 08 Jun 2016
Christoph A. Fischer
Deutsche Bundesbank
Downloads 18 (743,433)
Citation 3

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Price competitiveness, EMU, purchasing power parity, productivity approach, panel unit root tests, panel cointegration

An Assessment of the Trends in International Price Competitiveness Among Emu Countries

DIMENSIONS OF COMPETITIVENESS, pp. 149-179, Paul de Grauwe, ed., MIT Press, Cambridge, Massachusetts, 2010
Posted: 07 Mar 2012
Christoph A. Fischer
Deutsche Bundesbank

Abstract:

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price competitiveness, EMU, purchasing power parity

A Reappraisal of the Evidence on PPP: A Systematic Investigation into Ma Roots in Panel Unit Root Tests and Their Implications

Bundesbank Series 1 Discussion Paper No. 2006,23
Number of pages: 56 Posted: 08 Jun 2016
Christoph A. Fischer and Daniel Porath
Deutsche Bundesbank and University of Applied Sciences Mainz
Downloads 14 (780,788)

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panel unit root test, purchasing power parity, real exchange rate, Monte Carlo simulation

A Reappraisal of the Evidence on PPP: A Systematic Investigation into Ma Roots in Panel Unit Root Tests and their Implications

Empirical Economics, Vol. 39, No. 3, 2010
Posted: 07 Mar 2012
Christoph A. Fischer and Daniel Porath
Deutsche Bundesbank and University of Applied Sciences Mainz

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panel unit root test, purchasing power parity, real exchange rate

Real Currency Appreciation in Accession Countries: Balassa-Samuelson and Investment Demand

Bundesbank Series 1 Discussion Paper No. 2002,19
Number of pages: 44 Posted: 08 Jun 2016
Christoph A. Fischer
Deutsche Bundesbank
Downloads 9 (831,895)
Citation 1

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real exchange rate, Balassa-Samuelson effect, transition economies, panel

Real Currency Appreciation in Accession Countries: Balassa-Samuelson and Investment Demand

Review of World Economics, Vol. 140, No. 2, pp. 179-210, 2004
Posted: 03 Mar 2003 Last Revised: 07 Mar 2012
Christoph A. Fischer
Deutsche Bundesbank

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real exchange rate, Balassa-Samuelson effect, transition economies, panel