Peter Welz

European Central Bank

Economist

Kaiserstrasse 29

Frankfurt am Main, DE D-60311

Germany

http://www.ecb.int

SCHOLARLY PAPERS

5

DOWNLOADS

259

CITATIONS
Rank 36,104

SSRN RANKINGS

Top 36,104

in Total Papers Citations

5

Scholarly Papers (5)

1.

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
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, National Institute of Statistics and Economic Studies (INSEE), University of Primorska, 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 78 (302,802)

Abstract:

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

2.

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 63 (340,382)

Abstract:

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DSGE Model, exchange-rate pass through, Bayesian estimation

3.

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 60 (348,694)

Abstract:

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

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 58 (354,547)
Citation 5

Abstract:

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

5.

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

Abstract:

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