Peter Welz

European Central Bank

Economist

Kaiserstrasse 29

Frankfurt am Main, DE D-60311

Germany

http://www.ecb.int

  • European Central Bank

SCHOLARLY PAPERS

6

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486

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12

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2

Scholarly Papers (6)

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1.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

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Citation 3

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 146 (276,512)
Citation 3

Abstract:

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financial cycles, synchronicity, real-time estimates, DSGE models

Real and Financial Cycles in EU Countries - Stylised Facts and Modelling Implications

ECB Occasional Paper No. 2018/205
Number of pages: 68 Posted: 09 Oct 2021
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, National Bank of Belgium, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Central Bank of Ireland, Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 47 (547,560)

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DSGE models, financial cycles, real-time estimates, synchronicity

2.

Semi-Structural Credit Gap Estimation

ECB Working Paper No. 2194
Number of pages: 54 Posted: 14 Nov 2018
Jan Hannes Lang and Peter Welz
European Central Bank (ECB) and European Central Bank
Downloads 114 (331,489)
Citation 1

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equilibrium credit, credit cycles, financial crises, macro-prudential analysis, early-warning models

3.

Transmission of Exchange-Rate Variations in an Estimated, Small Open-Economy Model

Number of pages: 40 Posted: 16 Dec 2005
Peter Welz
European Central Bank
Downloads 68 (453,521)

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DSGE Model, exchange-rate pass through, Bayesian estimation

4.

Assessing Predetermined Expectations in the Standard Sticky-Price Model: A Bayesian Approach

ECB Working Paper No. 621
Number of pages: 53 Posted: 16 Dec 2005
Peter Welz
European Central Bank
Downloads 63 (471,357)

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DSGE-Model, identified VAR, predetermined expectations, Bayesian estimation

5.

Operationalising the Countercyclical Capital Buffer: Indicator Selection, Threshold Identification and Calibration Options

ESRB: Occasional Paper Series No. 2014/5
Number of pages: 95 Posted: 05 Nov 2020
Carsten Detken, Olaf Weeken, Lucia Alessi, Diana Bonfim, Miguel Boucinha, Christian Castro, Sebastian Frontczak, Gaston Giordana, Julia Giese, Nadya Wildmann, Jan Kakes, Benjamin Klaus, Jan Hannes Lang, Natalia Puzanova and Peter Welz
European Central Bank (ECB), ESRB Secretariat, affiliation not provided to SSRN, Banco de Portugal, European Central Bank (ECB), Banco de España, affiliation not provided to SSRN, affiliation not provided to SSRN, Bank of England, affiliation not provided to SSRN, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and European Central Bank
Downloads 48 (532,934)
Citation 10

Abstract:

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banking regulation, countercyclical capital buffer, systemic risk

6.

Interest Rate Pass-Through During the Global Financial Crisis: The Case of Sweden

Posted: 23 Jul 2014
Peter Welz and Niels-Jakob Harbo Hansen
European Central Bank and Independent

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Sweden; interest rate pass-through; financial crisis; monetary transmission