Matthias Neuenkirch

University of Trier - Faculty of Economics

Universitätsring 15

Trier, 54296

Germany

http://www.uni-trier.de/index.php?id=50130

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

  • University of Trier - Faculty of Economics

    • Email
    • Tel: +49 - (0)651 - 201 - 2629

  • CESifo (Center for Economic Studies and Ifo Institute)

SCHOLARLY PAPERS

68

DOWNLOADS
Rank 9,337

SSRN RANKINGS

Top 9,337

in Total Papers Downloads

8,767

SSRN CITATIONS
Rank 6,056

SSRN RANKINGS

Top 6,056

in Total Papers Citations

218

CROSSREF CITATIONS

53

Scholarly Papers (68)

Actions:
Email selected abstracts
1.

Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US

Downloads 1,835 (16,141)
Citation 1

Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US

Number of pages: 73 Posted: 16 Apr 2020 Last Revised: 22 Nov 2021
Felix Haase and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 1,119 (33,313)

Abstract:

Loading...

Forecast Combination, Markov-Switching Models, Shrinkage Methods, Stock Market Regimes, Time-Varying Transition Probabilities

Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the Us

CESifo Working Paper No. 8828
Number of pages: 63 Posted: 20 Jan 2021
Felix Haase and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 716 (61,697)
Citation 1

Abstract:

Loading...

2.

The Market Cycles of ICOs, Bitcoin, and Ether

Number of pages: 17 Posted: 02 Jul 2018 Last Revised: 20 Jul 2018
Christian Masiak, Jorn H. Block, Tobias Masiak, Matthias Neuenkirch and Katja Pielen
University of Trier - Faculty of Management, University of Trier - Faculty of Management, Saarland University, University of Trier - Faculty of Economics and University of Trier - Department of Psychology
Downloads 542 (88,923)
Citation 3

Abstract:

Loading...

Bitcoin, Blockchain, Cryptocurrency, Entrepreneurial Finance, Ether, Initial Coin Offering, ICO, Time Series Analysis

3.

The Economic Effects of International Sanctions: An Event Study

Downloads 464 (107,457)
Citation 2

The Economic Effects of International Sanctions: An Event Study

CESifo Working Paper No. 9007
Number of pages: 29 Posted: 16 Apr 2021
Jerg Gutmann, Matthias Neuenkirch and Florian Neumeier
University of Hamburg - Institute of Law and Economics, University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 236 (221,269)

Abstract:

Loading...

The Economic Effects of International Sanctions: An Event Study

Number of pages: 42 Posted: 09 Apr 2021 Last Revised: 24 Dec 2022
Jerg Gutmann, Matthias Neuenkirch and Florian Neumeier
University of Hamburg - Institute of Law and Economics, University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 228 (228,884)
Citation 3

Abstract:

Loading...

Economic growth, event study, foreign influence, international sanctions, transmission channels

4.

The Impact of UN and US Economic Sanctions on GDP Growth

University of Trier Research Papers in Economics No. 8/14
Number of pages: 34 Posted: 29 Mar 2014 Last Revised: 21 May 2014
Matthias Neuenkirch and Florian Neumeier
University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 369 (140,270)
Citation 18

Abstract:

Loading...

Economic growth, economic sanctions, United Nations, United States

5.

Economic Sanctions and Human Rights: Quantifying Proportionality

Harvard Human Rights Journal, Forthcoming
Number of pages: 32 Posted: 22 May 2018 Last Revised: 11 Apr 2022
Armin Steinbach, Jerg Gutmann, Matthias Neuenkirch and Florian Neumeier
HEC Paris, University of Hamburg - Institute of Law and Economics, University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 332 (156,757)
Citation 2

Abstract:

Loading...

6.

Pricing Shares in Equity Crowdfunding

Research Papers in Economics, No. 7/15
Number of pages: 29 Posted: 30 Jun 2015 Last Revised: 28 Jul 2016
Lars Hornuf and Matthias Neuenkirch
Technische Universität Dresden and University of Trier - Faculty of Economics
Downloads 307 (170,404)
Citation 9

Abstract:

Loading...

Auctions, Equity crowdfunding, Valuation of shares

7.

The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine

Number of pages: 10 Posted: 07 Jan 2015
Manuel Hoffmann and Matthias Neuenkirch
Harvard University and University of Trier - Faculty of Economics
Downloads 241 (217,545)
Citation 7

Abstract:

Loading...

Conflict-Related News, Pro-Russian Conflict, Russia, Sanctions, Stock Returns, Ukraine

8.

Always Affecting the Wrong People? The Impact of US Sanctions on Poverty

University of Trier Research Papers in Economics No. 3/15
Number of pages: 18 Posted: 07 Apr 2015
Matthias Neuenkirch and Florian Neumeier
University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 234 (223,917)
Citation 6

Abstract:

Loading...

Economic Sanctions, Nearest Neighbor Matching, Poverty, United States

9.

Daily CDS Pricing in Emerging Markets Before and During the Global Financial Crisis

Number of pages: 25 Posted: 22 Sep 2011 Last Revised: 08 May 2012
Ingo Fender, Bernd Hayo and Matthias Neuenkirch
Bank for International Settlements (BIS), University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 226 (231,494)
Citation 9

Abstract:

Loading...

Credit default swaps, emerging markets, financial crisis, spillovers

10.

Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference?

Joint Discussion Paper Series in Eonomics No. 08-2008
Number of pages: 18 Posted: 07 Jul 2008 Last Revised: 30 Jan 2012
Bernd Hayo, Ali M. Kutan and Matthias Neuenkirch
University of Marburg - School of Business & Economics, Southern Illinois University at Edwardsville and University of Trier - Faculty of Economics
Downloads 212 (246,870)
Citation 6

Abstract:

Loading...

Central Bank Communication, Federal Reserve, Financial Crisis, Financial Markets, Monetary Policy

11.

Sanctioned to Death? The Impact of Economic Sanctions on Life Expectancy and Its Gender Gap

Downloads 199 (260,449)
Citation 2

Sanctioned to Death? The Impact of Economic Sanctions on Life Expectancy and Its Gender Gap

Number of pages: 45 Posted: 15 Sep 2017 Last Revised: 10 Sep 2018
Jerg Gutmann, Matthias Neuenkirch and Florian Neumeier
University of Hamburg - Institute of Law and Economics, University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 105 (437,472)
Citation 2

Abstract:

Loading...

Gender Gap, Human Development, Life Expectancy, Sanctions, United Nations, United States

Sanctioned to Death? The Impact of Economic Sanctions on Life Expectancy and its Gender Gap

CESifo Working Paper No. 8033
Number of pages: 53 Posted: 31 Jan 2020
Jerg Gutmann, Matthias Neuenkirch and Florian Neumeier
University of Hamburg - Institute of Law and Economics, University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 94 (472,367)

Abstract:

Loading...

gender gap, human development, life expectancy, sanctions, United Nations, United States

12.

Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area

Downloads 155 (323,522)
Citation 12

Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area

University of Trier Research Papers in Economics No. 3/18
Number of pages: 31 Posted: 24 Jun 2018 Last Revised: 08 Jun 2019
Arina Wischnewsky and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 84 (507,596)

Abstract:

Loading...

European Central Bank, Macroprudential Policy, Monetary Policy Transmission, Risk-Taking Channel, Shadow Banks, Vector Auto-Regression

Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area

CESifo Working Paper Series No. 7118
Number of pages: 30 Posted: 23 Aug 2018
Arina Wischnewsky and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 71 (561,159)
Citation 11

Abstract:

Loading...

European Central Bank, macroprudential policy, monetary policy transmission, risk-taking channel, shadow banks, vector autoregression

13.

The Risk‐Taking Channel of Monetary Policy Transmission in the Euro Area

Downloads 154 (325,267)

The Risk‐Taking Channel of Monetary Policy Transmission in the Euro Area

Universitat Trier, Research Papers in Economics, No. 2/17
Number of pages: 34 Posted: 18 Mar 2017 Last Revised: 16 Apr 2018
Matthias Neuenkirch and Matthias Nöckel
University of Trier - Faculty of Economics and Deutsche Bundesbank
Downloads 97 (462,558)

Abstract:

Loading...

E44, E51, E52, E58, G28

The Risk-Taking Channel of Monetary Policy Transmission in the Euro-Area

CESifo Working Paper Series No. 6982
Number of pages: 35 Posted: 11 Jun 2018
Matthias Neuenkirch and Matthias Nöckel
University of Trier - Faculty of Economics and Deutsche Bundesbank
Downloads 57 (630,466)

Abstract:

Loading...

European Central Bank, macroprudential policy, monetary policy transmission, risk-taking channel, vector autoregression

14.

Do China and Russia Undermine US Sanctions? Evidence from DiD and Event Study Estimation

Downloads 151 (330,599)
Citation 1

Do China and Russia Undermine US Sanctions? Evidence from DiD and Event Study Estimation

CESifo Working Paper No. 10100
Number of pages: 33 Posted: 02 Dec 2022
Jerg Gutmann, Matthias Neuenkirch and Florian Neumeier
University of Hamburg - Institute of Law and Economics, University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 132 (368,539)

Abstract:

Loading...

geopolitics, international political economy, international sanctions, trade substitution

Do China and Russia Undermine US Sanctions? Evidence from DiD and Event Study Estimation

Number of pages: 33 Posted: 09 Dec 2022
Jerg Gutmann, Matthias Neuenkirch and Florian Neumeier
University of Hamburg - Institute of Law and Economics, University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 19 (919,509)

Abstract:

Loading...

Geopolitics, international political economy, international sanctions, trade substitution

15.

Central Bank Communication in the Financial Crisis: Evidence from a Survey of Financial Market Participants

Trier Research Papers in Economics No. 1/14
Number of pages: 30 Posted: 08 Jan 2014 Last Revised: 07 Dec 2014
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 129 (373,919)
Citation 5

Abstract:

Loading...

Central Bank, Communication, Credibility, Financial Crisis, Financial Market Participants, Independence, Survey, Unconventional Monetary Policy.

16.

Precision-Guided or Blunt? The Effects of US Economic Sanctions on Human Rights

Universitat Trier, Research Papers in Economics, No. 9/16
Number of pages: 45 Posted: 07 Jul 2016 Last Revised: 15 Aug 2017
Jerg Gutmann, Matthias Neuenkirch and Florian Neumeier
University of Hamburg - Institute of Law and Economics, University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 126 (380,654)
Citation 7

Abstract:

Loading...

Democratization, Discrimination, Economic Sanctions, Endogenous Treatment Model, Human Rights, Repression, United States

17.

The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland

MAGKS Working Paper No. 03-2009
Number of pages: 21 Posted: 04 Feb 2009 Last Revised: 01 Dec 2010
David Buettner, Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics, University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 117 (402,113)

Abstract:

Loading...

Czech Republic, European Monetary Union, Financial Markets, Hungary, Macroeconomic News, Poland

18.

Domestic or U.S. News: What Drives Canadian Financial Markets?

Downloads 115 (407,226)
Citation 4

Domestic or U.S. News: What Drives Canadian Financial Markets?

Number of pages: 29 Posted: 22 Feb 2009 Last Revised: 22 Feb 2010
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 102 (446,836)
Citation 2

Abstract:

Loading...

Bank of Canada, Central Bank Communication, Federal Reserve Bank, Financial Markets, Macroeconomic News, Monetary Policy

Domestic or U.S. News: What Drives Canadian Financial Markets?

Number of pages: 27 Posted: 03 Mar 2023
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 13 (983,031)

Abstract:

Loading...

Bank of Canada, Central Bank Communication, Federal Reserve Bank, Financial Markets, Macroeconomic News, Monetary Policy

19.

Azerbaijan and Its Oil Resources: Curse or Blessing?

Universitat Trier, Research Papers in Economics No. 11/19
Number of pages: 20 Posted: 07 Jun 2019
Farid Zulfigarov and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 113 (412,441)
Citation 2

Abstract:

Loading...

Azerbaijan, Dutch disease, natural resources, oil prices, vector autoregression

20.

Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction

MAJKS Joint Discussion Paper in Economics No. 23-2008
Number of pages: 17 Posted: 18 Nov 2008 Last Revised: 09 Jul 2012
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 108 (426,229)

Abstract:

Loading...

Argentina, Financial Markets, Monetary Policy, Federal Reserve Bank, Central Bank Communication, Macroeconomic Announcements

21.

Dynamic Mixture Vector Autoregressions with Score-Driven Weights

Downloads 106 (431,839)

Dynamic Mixture Vector Autoregressions with Score-Driven Weights

Number of pages: 37 Posted: 16 Feb 2022
Alexander Georges Gretener, Matthias Neuenkirch and Dennis Umlandt
University of Kiel - Institute for Quantitative Business and Economic Research (QBER), University of Trier - Faculty of Economics and University of Innsbruck - Department of Banking and Finance
Downloads 85 (503,878)

Abstract:

Loading...

Dynamic Mixture Models, Generalized Autoregressive Score Models, Macro-Financial Linkages, Nonlinear VAR

Dynamic Mixture Vector Autoregressions with Score-Driven Weights

CESifo Working Paper No. 10366
Number of pages: 40 Posted: 13 Apr 2023
Alexander Georges Gretener, Matthias Neuenkirch and Dennis Umlandt
University of Kiel - Institute for Quantitative Business and Economic Research (QBER), University of Trier - Faculty of Economics and University of Innsbruck - Department of Banking and Finance
Downloads 21 (899,457)

Abstract:

Loading...

dynamic mixture models, generalized autoregressive score models, macro-finance linkages, nonlinear VAR

22.

Inflation Targeting, Credibility, and Non-Linear Taylor Rules

MAGKS Joint Discussion Paper Series in Economics 35-2012
Number of pages: 33 Posted: 16 Jul 2012 Last Revised: 05 Sep 2013
Matthias Neuenkirch and Peter Tillmann
University of Trier - Faculty of Economics and Swiss National Bank
Downloads 105 (434,773)
Citation 3

Abstract:

Loading...

Credibility, inflation expectations, monetary policy, Taylor rule

23.

Communication Matters: U.S. Monetary Policy and Commodity Price Volatility

MAGKS Joint Discussion Paper Series in Economics No. 05-2011
Number of pages: 10 Posted: 06 Mar 2011
Bernd Hayo, Ali M. Kutan and Matthias Neuenkirch
University of Marburg - School of Business & Economics, Southern Illinois University at Edwardsville and University of Trier - Faculty of Economics
Downloads 93 (471,869)
Citation 2

Abstract:

Loading...

Central Bank Communication, Commodities, Federal Reserve Bank, Monetary Policy, Price Volatility

24.

Managing Financial Market Expectations: The Role of Central Bank Transparency and Central Bank Communication

MAGKS Joint Discussion Paper in Economics No. 28-2010
Number of pages: 29 Posted: 27 Oct 2010 Last Revised: 11 Jul 2012
Matthias Neuenkirch
University of Trier - Faculty of Economics
Downloads 88 (488,434)
Citation 8

Abstract:

Loading...

Central Bank Communication, Central Bank Transparency, Financial Market Expectations, Interest Rate Decision, Monetary Policy, Money Market

25.

The (Home) Bias of European Central Bankers: New Evidence Based on Speeches

University of Trier Research Papers in Economics No. 16/14
Number of pages: 28 Posted: 19 Dec 2014 Last Revised: 09 Jun 2015
Hamza Bennani and Matthias Neuenkirch
Nantes University and University of Trier - Faculty of Economics
Downloads 85 (498,994)
Citation 6

Abstract:

Loading...

Central Bank Communication, European Central Bank, Governing Council, Monetary Policy, National Interests, Speeches

26.

Bank of Canada Communication, Media Coverage, and Financial Market Reactions

Number of pages: 10 Posted: 24 Jun 2010 Last Revised: 19 Sep 2011
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 85 (498,994)
Citation 2

Abstract:

Loading...

Bank of Canada, Central Bank Communication, Financial Markets, Media Coverage, Monetary Policy

27.

Forecast Uncertainty and the Taylor Rule

Number of pages: 36 Posted: 21 Apr 2015 Last Revised: 16 Jan 2017
Christian Bauer and Matthias Neuenkirch
University of Trier and University of Trier - Faculty of Economics
Downloads 84 (502,585)
Citation 1

Abstract:

Loading...

Certainty-Equivalence, Consensus Forecasts, Forecast Uncertainty, Global Financial Crisis, Optimal Monetary Policy, Taylor Rule

28.

Financial Stability and the Fed: Evidence from Congressional Hearings

Downloads 83 (513,608)
Citation 2

Financial Stability and the Fed: Evidence from Congressional Hearings

De Nederlandsche Bank Working Paper No. 633 (2019)
Number of pages: 40 Posted: 15 May 2019
Arina Wischnewsky, David-Jan Jansen and Matthias Neuenkirch
University of Trier - Faculty of Economics, De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 48 (689,757)
Citation 2

Abstract:

Loading...

monetary policy, financial stability, Taylor rule, text mining

Financial Stability and the Fed: Evidence from Congressional Hearings

CESifo Working Paper No. 7657
Number of pages: 38 Posted: 25 Jul 2019
Arina Wischnewsky, David-Jan Jansen and Matthias Neuenkirch
University of Trier - Faculty of Economics, De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 35 (783,506)

Abstract:

Loading...

monetary policy, financial stability, Taylor rule, text mining

29.

The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets

MAGKS Discussion Paper No. No. 27-2009
Number of pages: 10 Posted: 12 Jun 2009 Last Revised: 20 Apr 2010
Bernd Hayo, Ali M. Kutan and Matthias Neuenkirch
University of Marburg - School of Business & Economics, Southern Illinois University at Edwardsville and University of Trier - Faculty of Economics
Downloads 81 (513,608)
Citation 3

Abstract:

Loading...

Central Bank Communication, International Equity Markets, Federal Reserve Bank, U.S. Monetary Policy

30.

State-Dependent Transmission of Monetary Policy in the Euro Area

Downloads 76 (533,092)
Citation 6

State-Dependent Transmission of Monetary Policy in the Euro Area

Universitat Trier Research Paper in Economics No. 15/16
Number of pages: 28 Posted: 22 Dec 2016 Last Revised: 20 May 2018
Jan Pablo Burgard, Matthias Neuenkirch and Matthias Nöckel
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and Deutsche Bundesbank
Downloads 51 (664,994)

Abstract:

Loading...

economic and financial crisis, euro area, mixture VAR, monetary policy transmission, state-dependency

State-Dependent Transmission of Monetary Policy in the Euro Area

CESifo Working Paper Series No. 7074
Number of pages: 29 Posted: 21 Jul 2018
Jan Pablo Burgard, Matthias Neuenkirch and Matthias Nöckel
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and Deutsche Bundesbank
Downloads 25 (860,868)
Citation 6

Abstract:

Loading...

economic and financial crisis, euro area, mixture VAR, monetary policy transmission, state-dependency

31.

Federal Reserve Communications and Emerging Equity Markets

MAGKS Discussion Paper No. 23-2009
Number of pages: 23 Posted: 12 May 2009 Last Revised: 05 Dec 2010
Bernd Hayo, Ali M. Kutan and Matthias Neuenkirch
University of Marburg - School of Business & Economics, Southern Illinois University at Edwardsville and University of Trier - Faculty of Economics
Downloads 76 (533,092)
Citation 2

Abstract:

Loading...

E52, G14, G15

32.

Central Bank Communication and Correlation between Financial Markets: Canada and the United States

Number of pages: 22 Posted: 05 Jan 2012 Last Revised: 09 Jul 2012
Melanie-Kristin Beck, Bernd Hayo and Matthias Neuenkirch
affiliation not provided to SSRN, University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 71 (553,773)
Citation 1

Abstract:

Loading...

Bank of Canada, Central Bank Communication, Diagonal-BEKK Models, Dynamic Correlations, Federal Reserve, Financial Markets

33.

Family Firm Performance Over the Business Cycle: A Meta-Analysis

Research Papers in Economics No. 6/18 
Number of pages: 34 Posted: 13 Dec 2018
Christopher Hansen, Jorn H. Block and Matthias Neuenkirch
University of Trier - Faculty of Management, University of Trier - Faculty of Management and University of Trier - Faculty of Economics
Downloads 70 (558,039)
Citation 1

Abstract:

Loading...

family firms, financial performance, meta-analysis, business cycle

34.

Establishing a Hawkish Reputation: Interest Rate Setting by Newly Appointed Central Bank Governors

MAGKS Joint Discussion Paper Series in Economics No. 46-2012
Number of pages: 18 Posted: 20 Nov 2012 Last Revised: 02 Aug 2013
Matthias Neuenkirch
University of Trier - Faculty of Economics
Downloads 70 (558,039)
Citation 1

Abstract:

Loading...

central bank governors, credibility, inflation, monetary policy, reputation, Taylor rules

35.

What's in a Second Opinion? Shadowing the ECB and the Bank of England

Downloads 70 (558,039)
Citation 2

What's in a Second Opinion? Shadowing the ECB and the Bank of England

CAMA Working Paper No. 46/2013
Number of pages: 32 Posted: 17 Aug 2013 Last Revised: 20 Jan 2014
Matthias Neuenkirch and Pierre L. Siklos
University of Trier - Faculty of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 38 (752,589)
Citation 2

Abstract:

Loading...

Committee Behavior, Monetary Policy Committees, Shadow Councils, Taylor Rules

What's in a Second Opinion? Shadowing the ECB and the Bank of England

Number of pages: 31 Posted: 31 Jul 2011 Last Revised: 02 May 2013
Matthias Neuenkirch and Pierre L. Siklos
University of Trier - Faculty of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 32 (799,754)

Abstract:

Loading...

Committee Behavior, Monetary Policy Committees, Shadow Councils, Taylor Rules

36.

How Monetary Policy is Made: Two Canadian Tales

Downloads 68 (566,744)
Citation 3

How Monetary Policy is Made: Two Canadian Tales

Number of pages: 47 Posted: 07 Sep 2013
Pierre L. Siklos and Matthias Neuenkirch
Wilfrid Laurier University - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 34 (783,506)
Citation 2

Abstract:

Loading...

Bank of Canada, central bank communication, committee behaviour, monetary policy committees, shadow councils, Taylor rules

How Monetary Policy Is Made: Two Canadian Tales

CAMA Working Paper No. 53/2014
Number of pages: 45 Posted: 25 Jul 2014 Last Revised: 28 Jul 2014
Pierre L. Siklos and Matthias Neuenkirch
Wilfrid Laurier University - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 34 (783,506)
Citation 2

Abstract:

Loading...

37.

Macroeconomic Expectations and State-Dependent Factor Returns

Downloads 67 (571,296)

Macroeconomic Expectations and State-Dependent Factor Returns

CESifo Working Paper No. 10720
Number of pages: 60 Posted: 27 Oct 2023
Felix Haase and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 44 (709,615)

Abstract:

Loading...

consensus forecasts, dynamic asset pricing model, factor risk premia, macroeconomic expectations, mixture VAR, state-dependency

Macroeconomic Expectations and State-Dependent Factor Returns

Number of pages: 59 Posted: 10 Nov 2023
Felix Haase and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 23 (879,786)

Abstract:

Loading...

Consensus Forecasts, Dynamic Asset Pricing Model, Factor Risk Premia, Macroeconomic Expectations, Mixture VAR, State-Dependency

38.

Grexit News and Stock Returns

Universitat Trier, Research Paper in Economics No. 8/16
Number of pages: 36 Posted: 17 Jun 2016
Andreas Haupenthal and Matthias Neuenkirch
University of Trier and University of Trier - Faculty of Economics
Downloads 66 (575,684)
Citation 1

Abstract:

Loading...

Event Study, Grexit, Intraday Data, Political Statements, Stock Returns

39.

Central Banks’ Predictability: An Assessment by Financial Market Participants

Number of pages: 18 Posted: 06 Apr 2016
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 64 (584,855)

Abstract:

Loading...

Central Bank, Communication, Financial Market Participants, Objectives, Predictability, Survey, Transparency

40.

Party Affiliation Rather than Former Occupation: The Background of Central Bank Governors and its Effect on Monetary Policy

Number of pages: 24 Posted: 31 Jul 2013
Matthias Neuenkirch and Florian Neumeier
University of Trier - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 64 (589,383)
Citation 19

Abstract:

Loading...

Central Bank Governors, Monetary Policy, Occupation, Partisanship, Taylor Rules

41.

Monetary Policy Transmission in Vector Autoregressions: A New Approach Using Central Bank Communication

MAGKS Working Paper No, 43-2011
Number of pages: 20 Posted: 21 Oct 2011 Last Revised: 02 May 2013
Matthias Neuenkirch
University of Trier - Faculty of Economics
Downloads 61 (599,052)
Citation 9

Abstract:

Loading...

Central Bank Communication, European Central Bank, Monetary Policy Shocks, Monetary Policy Transmission, Vector Autoregression

42.

Does a Good Central Banker Make a Difference?

University of Trier Research Papers in Economics No. 8/13
Number of pages: 36 Posted: 20 Dec 2013 Last Revised: 19 Dec 2014
Matthias Neuenkirch and Peter Tillmann
University of Trier - Faculty of Economics and Swiss National Bank
Downloads 59 (608,898)
Citation 1

Abstract:

Loading...

Central banking, monetary policy, nearest neighbor matching

43.

Do Federal Reserve Presidents Communicate with a Regional Bias?

MAGKS Discussion Paper No. 03-2011
Number of pages: 22 Posted: 13 Feb 2011 Last Revised: 14 Jul 2012
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 59 (608,898)
Citation 7

Abstract:

Loading...

Central Bank Communication, Disagreement, Federal Reserve, Monetary Policy, Regional Representation, Speeches

44.

Do Federal Reserve Communications Help Predict Federal Funds Target Rate Decisions?

MAGKS Discussion Paper No. 25-2009
Number of pages: 22 Posted: 12 May 2009 Last Revised: 11 May 2010
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 59 (608,898)
Citation 7

Abstract:

Loading...

Central Bank Communication, Federal Reserve Bank, Interest Rate Decision, Monetary Policy, Federal Funds Target Rate, Taylor Rule

45.

News Consumption, Political Preferences, and Accurate Views on Inflation

Downloads 57 (619,232)

News Consumption, Political Preferences, and Accurate Views on Inflation

Universitat Trier, Research Papers in Economics No. 3/17
Number of pages: 36 Posted: 18 Mar 2017
David-Jan Jansen and Matthias Neuenkirch
De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 37 (760,137)

Abstract:

Loading...

inflation expectations, inflation perceptions, newspaper readership, political preferences, household survey data

News Consumption, Political Preferences, and Accurate Views on Inflation

De Nederlandsche Bank Working Paper No. 549
Number of pages: 39 Posted: 17 Mar 2017
David-Jan Jansen and Matthias Neuenkirch
De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 20 (909,306)

Abstract:

Loading...

inflation expectations, inflation perceptions, newspaper readership, political preferences, household survey data

46.

What’s in a Second Opinion? Shadowing the ECB and the Bank of England

Paolo Baffi Centre Research Paper No. 2012-123
Number of pages: 47 Posted: 31 Jul 2012
Pierre L. Siklos and Matthias Neuenkirch
Wilfrid Laurier University - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 57 (619,232)

Abstract:

Loading...

monetary policy committees, Taylor rules, central bank communication

47.

(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions

Downloads 54 (634,997)

(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions

CESifo Working Paper No. 10219
Number of pages: 31 Posted: 26 Jan 2023
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and University of Innsbruck - Department of Banking and Finance
Downloads 30 (816,545)

Abstract:

Loading...

monetary policy transmission, non-linear optimization, price puzzle, recursive identification, rotation, sign restrictions

(Almost) Recursive Shock Identification with Economic Parameter Restrictions

Number of pages: 30 Posted: 10 Jan 2023 Last Revised: 04 Oct 2023
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and University of Innsbruck - Department of Banking and Finance
Downloads 24 (870,215)

Abstract:

Loading...

Non-Linear Optimization, Recursive Identification, Rotation, Sign Restrictions

48.

Central Bank Transparency and Financial Market Expectations: The Case of Emerging Markets

Downloads 54 (634,997)

Central Bank Transparency and Financial Market Expectations: The Case of Emerging Markets

Number of pages: 21 Posted: 07 Sep 2011 Last Revised: 07 Jun 2013
Matthias Neuenkirch
University of Trier - Faculty of Economics
Downloads 54 (647,298)
Citation 2

Abstract:

Loading...

central bank transparency, emerging markets, financial market expectations, interest rates, monetary policy, money market

Central Bank Transparency and Financial Market Expectations: The Case of Emerging Markets

Economic Systems, Vol. 37, No. 4, 2013
Posted: 14 Oct 2015
Matthias Neuenkirch
University of Trier - Faculty of Economics

Abstract:

Loading...

Central bank transparency, Emerging markets, Financial market expectations, Interest rates, Monetary policy, Money market

49.

Hawks and Doves: Financial Market Perception of Western Support for Ukraine

Downloads 52 (646,079)

Hawks and Doves: Financial Market Perception of Western Support for Ukraine

Number of pages: 41 Posted: 31 Jan 2023
Matthias Neuenkirch, Maria Repko and Enzo Weber
University of Trier - Faculty of Economics, Centre for Economic Strategy and University of Regensburg
Downloads 39 (745,010)

Abstract:

Loading...

Conflict, Event Study, Financial Markets, News, Russia, Sanctions, Ukraine

Hawks and Doves Financial Market Perception of Western Support for Ukraine

Number of pages: 47 Posted: 13 Jul 2023
Matthias Neuenkirch, Maria Repko and Enzo Weber
University of Trier - Faculty of Economics, Centre for Economic Strategy and University of Regensburg
Downloads 13 (983,031)

Abstract:

Loading...

Conflict, Event Study, Financial Markets, News, Russia, Sanctions, Ukraine

50.

Disagreement between the FOMC and the Fed's Staff: New Insights Based on a Counterfactual Interest Rate

Research Papers in Economics No. 10/17
Number of pages: 34 Posted: 29 Nov 2017 Last Revised: 03 Aug 2018
Hamza Bennani, Tobias Kranz and Matthias Neuenkirch
Nantes University, University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 48 (668,704)
Citation 2

Abstract:

Loading...

E52, E58

51.

Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication

MAGKS Joint Discussion Paper Series in Economics No. 35-2009
Number of pages: 25 Posted: 27 Aug 2009 Last Revised: 29 Jun 2010
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 44 (693,344)
Citation 5

Abstract:

Loading...

Bank of Canada, Central Bank Communication, Federal Reserve Bank, Interest Rate Decision, Monetary Policy, Ordered Probit Model, Taylor Rule

52.

Self-Monitoring or Reliance on Media Reporting: How Do Financial Market Participants Process Central Bank News?

Number of pages: 31 Posted: 27 Mar 2014 Last Revised: 13 Oct 2014
Bernd Hayo and Matthias Neuenkirch
University of Marburg - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 43 (699,602)
Citation 5

Abstract:

Loading...

Central Bank Communication, Financial Market Participants, Information Processing, Interest Rate Decisions, Media Reporting, Reliability, Survey

53.

Public Family Firms and Economic Inequality Across Societies

Number of pages: 24 Posted: 20 Apr 2022
Jorn H. Block, Mirko Hirschmann, Tobias Kranz and Matthias Neuenkirch
University of Trier - Faculty of Management, University of Trier - Faculty of Management, University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 39 (726,458)

Abstract:

Loading...

Cross-country analysis, family firms, income inequality, wealth inequality

54.

The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

CESifo Working Paper No. 8740
Number of pages: 36 Posted: 08 Dec 2020
Hamza Bennani and Matthias Neuenkirch
CEROS, Paris Nanterre University and University of Trier - Faculty of Economics
Downloads 39 (726,458)
Citation 2

Abstract:

Loading...

55.

An Unconventional Approach to Evaluate the Bank of England's Asset Purchase Program

Universitat Trier, Research Papers in Economics, No. 11/16
Number of pages: 21 Posted: 02 Nov 2016
Matthias Neuenkirch
University of Trier - Faculty of Economics
Downloads 39 (726,458)
Citation 1

Abstract:

Loading...

Asset Purchases, Bank of England, Entropy Balancing, Matching, Quantitative Easing, Treatment Effects, Unconventional Monetary Policy

56.

Costly, But (Relatively) Ineffective? An Assessment of Germany's Temporary VAT Rate Reduction During the COVID-19 Pandemic

CESifo Working Paper No. 10417
Number of pages: 44 Posted: 19 May 2023
Victoria Baudisch and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 35 (755,058)

Abstract:

Loading...

consumption, Covid-19, synthetic control, temporary VAT cut, unconventional fiscal policy

57.

When is Lift-Off? Evaluating Forward Guidance from the Shadow

Number of pages: 36 Posted: 29 Jan 2014 Last Revised: 09 Aug 2014
Matthias Neuenkirch and Pierre L. Siklos
University of Trier - Faculty of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 34 (762,446)
Citation 4

Abstract:

Loading...

Bank of Canada, central bank communication, forward guidance, monetary policy committees, shadow councils, Taylor rules

58.

Good Governance of Monetary Policy in Canada: Lessons from the C.D. Howe Institute's Shadow Council

C.D. Howe Institute e-brief 188
Number of pages: 8 Posted: 07 Nov 2014
Pierre L. Siklos and Matthias Neuenkirch
Wilfrid Laurier University - School of Business & Economics and University of Trier - Faculty of Economics
Downloads 32 (777,734)
Citation 1

Abstract:

Loading...

Monetary Policy

59.

Federal Reserve Communications and Newswire Coverage

Number of pages: 23 Posted: 12 Jun 2013 Last Revised: 01 Aug 2013
Matthias Neuenkirch
University of Trier - Faculty of Economics
Downloads 29 (801,553)

Abstract:

Loading...

Central Bank Communication, Federal Open Market Committee, Federal Reserve, Monetary Policy, Newswire Coverage

60.

The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

University of Trier Research Papers in Economics No. 11/20
Number of pages: 58 Posted: 12 Jan 2021 Last Revised: 26 Apr 2022
Hamza Bennani, Jan Pablo Burgard and Matthias Neuenkirch
Nantes University, University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 28 (809,633)

Abstract:

Loading...

Credit growth, credit spread, credit standards, euro area, financial accelerator, mixture VAR, monetary policy transmission

61.

Are Public Preferences Reflected in Monetary Policy Reaction Functions?

MAGKS Joint Discussion Paper Series in Economics No. 21-2013
Number of pages: 21 Posted: 29 Mar 2013
Matthias Neuenkirch
University of Trier - Faculty of Economics
Downloads 28 (809,633)

Abstract:

Loading...

Central Bank, Democratic Legitimation, Eurobarometer, Inflation Aversion, Monetary Policy, Public Preferences, Taylor Rules

62.

Too Complex to Digest? Federal Tax Bills and Their Processing in US Financial Markets

Number of pages: 31 Posted: 31 Oct 2022 Last Revised: 19 Dec 2022
Hamza Bennani and Matthias Neuenkirch
CEROS, Paris Nanterre University and University of Trier - Faculty of Economics
Downloads 27 (817,861)

Abstract:

Loading...

Complexity, Event Study, Financial Markets, Readability, Tax Bills

63.

The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

Downloads 27 (817,861)

The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

Number of pages: 44 Posted: 18 May 2021
Hamza Bennani, Jan Pablo Burgard and Matthias Neuenkirch
CEROS, Paris Nanterre University, University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 18 (929,938)

Abstract:

Loading...

Credit growth, credit spread, credit standards, euro area, financial accelerator, mixture VAR, monetary policy transmission

The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

Number of pages: 44 Posted: 29 Nov 2021
Hamza Bennani, Jan Pablo Burgard and Matthias Neuenkirch
CEROS, Paris Nanterre University, University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 9 (1,024,198)

Abstract:

Loading...

Credit growth, credit spread, credit standards, euro area, financial accelerator, mixture VAR, monetary policy transmission

64.

Costly, but (Relatively) Ineffective? An Assessment of Germany’s Temporary VAT Rate Reduction During the COVID-19 Pandemic

Universitat Trier Research Papers in Economics No. 4/23
Number of pages: 43 Posted: 05 May 2023
Victoria Baudisch and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 26 (826,416)

Abstract:

Loading...

Consumption, Covid-19, Synthetic Control, Temporary VAT Cut, Unconventional Fiscal Policy

65.

Predicting Bank of England's Asset Purchase Decisions with MPC Voting Records

MAGKS Joint Discussion Paper Series in Economics No. 22-2013
Number of pages: 9 Posted: 29 Mar 2013
Matthias Neuenkirch
University of Trier - Faculty of Economics
Downloads 22 (861,802)
Citation 3

Abstract:

Loading...

Asset Purchases, Bank of England, Monetary Policy, Monetary Policy Committee, Predictability, Voting Records

66.

Too Complex to Digest? Federal Tax Bills and Their Processing in US Financial Markets

CESifo Working Paper No. 10052
Number of pages: 25 Posted: 03 Nov 2022
Hamza Bennani and Matthias Neuenkirch
Nantes University and University of Trier - Faculty of Economics
Downloads 14 (939,422)

Abstract:

Loading...

complexity, event study, financial markets, readability, tax bills

67.

The Impact of Economic Sanctions on International Migration

Number of pages: 32
Jerg Gutmann, Pascal Langer and Matthias Neuenkirch
University of Hamburg - Institute of Law and Economics, affiliation not provided to SSRN and University of Trier - Faculty of Economics
Downloads 0

Abstract:

Loading...

Gender Differences, International Sanctions, Migration

68.

The Interdependence of Intellectual Property and Sales in the Manufacturing Industry: Evidence from the Triangle of Patents, Trademarks, and Sales

Number of pages: 36
Darius Lambrecht, Jorn H. Block, Matthias Neuenkirch, Holger Steinmetz and Tom Willeke
University of Trier, University of Trier - Faculty of Management, University of Trier - Faculty of Economics, affiliation not provided to SSRN and University of Trier
Downloads 0

Abstract:

Loading...

Innovation, Commercialization, Patents, Trademarks, Panel Vector Autoregression