Sebastian Watzka

Ludwig Maximilian University of Munich (LMU)

Seminar for Macroeconomics

Geschwister-Scholl-Platz 1

Munich, DE Bavaria 80539

Germany

  • Ludwig Maximilian University of Munich (LMU)

SCHOLARLY PAPERS

9

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13

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19

Scholarly Papers (9)

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1.

Financial Contagion and the European Debt Crisis

CESifo Working Paper Series No. 3554
Number of pages: 34 Posted: 01 Sep 2011
Sebastian Missio and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 2,014 (11,194)
Citation 16

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contagion, DCC, Euro Crisis

2.

Financial Development and Income Inequality

CESifo Working Paper Series No. 3687
Number of pages: 38 Posted: 11 Jan 2012
Sebastian Jauch and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 660 (56,454)

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financial development, income inequality

3.

Real Effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-Based Evidence from Japan

CESifo Working Paper Series No. 3486
Number of pages: 35 Posted: 22 Jun 2011
Heike Schenkelberg and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU) - Munich Graduate School of Economics (MGSE) and Ludwig Maximilian University of Munich (LMU)
Downloads 241 (177,362)
Citation 13

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4.

The Effect of Household Debt on Aggregate Demand - The Case of Spain

CESifo Working Paper Series No. 3924
Number of pages: 34 Posted: 10 Sep 2012
Sebastian Jauch and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 220 (193,454)

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debt, leverage, balance sheet recession, household sector, aggregate demand, unemployment

5.

Quantitative Easing in the Euro Area - An Event Study Approach

CESifo Working Paper Series No. 6709
Number of pages: 40 Posted: 01 Dec 2017
Florian Urbschat and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU) - Faculty of Economics and Ludwig Maximilian University of Munich (LMU)
Downloads 179 (232,766)

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large scale asset purchase, yield curve, quantitative easing, APP, event study

6.

The Monetary Policy of the ECB: A Robin Hood Approach?

CESifo Working Paper Series No. 4178
Number of pages: 35 Posted: 05 Apr 2013
Marcus Drometer, Thomas Siemsen and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU), Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 146 (275,651)

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decision rule, aggregation rule, counterfactual interest rate path, ECB, Bundesbank

7.

Are There Differences in the Effectiveness of Quantitative Easing at the Zero-Lower-Bound in Japan Over Time?

CESifo Working Paper Series No. 4901
Number of pages: 52 Posted: 14 Aug 2014
Henrike Michaelis and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU) - Faculty of Economics and Ludwig Maximilian University of Munich (LMU)
Downloads 126 (308,580)
Citation 4

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Bayesian time-varying parameter VAR, monetary policy, quantitative easing, zero lower bound

8.

Fiscal Multipliers and the Choice of Zero Lower Bound Modeling

CESifo Working Paper Series No. 4342
Number of pages: 9 Posted: 30 Jul 2013
Thomas Siemsen and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 52 (515,099)

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zero lower bound, fiscal multipliers, fiscal policy, monetary policy

9.

The Monetary Policy of the ECB: Caring for the Weakest Links

Kyklos, Vol. 71, Issue 4, pp. 537-556, 2018
Number of pages: 20 Posted: 15 Oct 2018
Marcus Drometer, Thomas Siemsen and Sebastian Watzka
affiliation not provided to SSRN, Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 1 (889,061)

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