Dieter Nautz

Free University of Berlin (FUB) - Department of Economics

Professor

Boltzmannstrasse 20

D-14195 Berlin, 14195

Germany

http://www.wiwiss.fu-berlin.de/institute/iso/nautz/mitarbeiter/Nautz.html

SCHOLARLY PAPERS

14

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CITATIONS
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23

Scholarly Papers (14)

1.

The Longer Term Refinancing Operations of the ECB

ECB Working Paper No. 359
Number of pages: 60 Posted: 30 Nov 2004
Tobias Linzert, Dieter Nautz and Ulrich Bindseil
European Central Bank (ECB), Free University of Berlin (FUB) - Department of Economics and European Central Bank (ECB)
Downloads 151 (146,766)
Citation 4

Abstract:

Monetary Policy Instruments of the ECB, Auctions, Winner's Curse, Panel Analysis of Bidding Behavior

2.

The Impact of the European Monetary Union on Inflation Persistence in the Euro Area

Number of pages: 19 Posted: 19 Mar 2009 Last Revised: 03 Apr 2009
Barbara Meller and Dieter Nautz
Deutsche Bundesbank and Free University of Berlin (FUB) - Department of Economics
Downloads 145 (148,364)

Abstract:

Monetary Policy Effectiveness and InflationPersistence, Panel Test for Fractional Integration, Change in Inflation Persistence

Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 28 Posted: 17 Aug 2011
Sandra Schmidt and Dieter Nautz
Centre for European Economic Research (ZEW) and Free University of Berlin (FUB) - Department of Economics
Downloads 57 (307,217)
Citation 1

Abstract:

central bank communication, interest rate forecasts, survey expectations, panel random coefficient model

Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?

ZEW - Centre for European Economic Research Discussion Paper No. 10-045
Number of pages: 26 Posted: 27 Jul 2010
Sandra Schmidt and Dieter Nautz
Centre for European Economic Research (ZEW) and Free University of Berlin (FUB) - Department of Economics
Downloads 32 (391,046)
Citation 1

Abstract:

Central Bank Communication, Interest Rate Forecasts, Survey Expectations, Panel Random Coefficient Model

4.

Monetary Policy Implementation and the Federal Funds Rate

ZEW - Centre for European Economic Research Discussion Paper No. 08-025
Number of pages: 30 Posted: 17 Apr 2008 Last Revised: 15 May 2009
Dieter Nautz and Sandra Schmidt
Free University of Berlin (FUB) - Department of Economics and Centre for European Economic Research (ZEW)
Downloads 81 (232,588)
Citation 2

Abstract:

Dynamics and Volatility of the Federal Funds Rate, Monetary Policy Implementation, Central Bank Communication, Reserve Requirements

5.

Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model

DIW Berlin Discussion Paper No. 1336
Number of pages: 44 Posted: 29 Jan 2014
German Institute for Economic Research (DIW Berlin), Humboldt University of Berlin, Free University of Berlin (FUB) and Free University of Berlin (FUB) - Department of Economics
Downloads 33 (319,231)

Abstract:

Herd Behavior, Institutional Trading, Model Simulation

6.

The Time-Varying Degree of Inflation Expectations Anchoring

Number of pages: 26 Posted: 23 May 2015
Till Strohsal, Rafi Melnick and Dieter Nautz
Free University of Berlin (FUB) - Division of Economics, Interdisciplinary Center Herzliya and Free University of Berlin (FUB) - Department of Economics
Downloads 13 (356,375)

Abstract:

Anchoring of Inflation Expectations, Financial Crisis, Break-Even Inflation Rates, Time-Varying Parameter

7.

Bidder Behavior in Repo Auctions Without Minimum Bid Rate: Evidence from the Bundesbank

Bundesbank Series 1 Discussion Paper No. 2003,13
Number of pages: 36 Posted: 08 Jun 2016
Tobias Linzert, Dieter Nautz and Jörg Breitung
European Central Bank (ECB), Free University of Berlin (FUB) - Department of Economics and University of Bonn
Downloads 0 (535,951)
Citation 2

Abstract:

Monetary Policy Instruments, Auctions, Bidder Behavior, Panel Analysis

8.

Monetary Transmission Right from the Start: On the Information Content of the Eurosystem's Main Refinancing Operations

Bundesbank Series 1 Discussion Paper No. 2011,24
Number of pages: 44 Posted: 08 Jun 2016
Puriya Abbassi and Dieter Nautz
Deutsche Bundesbank and Free University of Berlin (FUB) - Department of Economics
Downloads 0 (521,101)

Abstract:

monetary policy implementation, central bank auctions, European Central Bank, money markets and financial crisis

9.

Monetary Disequilibria and the Euro/Dollar Exchange Rate

Bundesbank Series 1 Discussion Paper No. 2005,18
Number of pages: 36 Posted: 08 Jun 2016
Dieter Nautz and Karsten Ruth
Free University of Berlin (FUB) - Department of Economics and J. W. Goethe University Frankfurt
Downloads 0 (498,783)
Citation 1

Abstract:

Euro/Dollar Exchange Rate, Monetary Model, Money Demand Functions

10.

Inflation and Relative Price Variability in the Euro Area: Evidence from a Panel Threshold Model

Bundesbank Series 1 Discussion Paper No. 2006,14
Number of pages: 56 Posted: 08 Jun 2016
Dieter Nautz and Juliane Scharff
Free University of Berlin (FUB) - Department of Economics and Goethe University Frankfurt
Downloads 0 (507,900)
Citation 3

Abstract:

Inflation, Relative Price Variability, Panel Threshold Models

11.

The Dynamic Relationship between the Euro Overnight Rate, the Ecb's Policy Rate and the Term Spread

Bundesbank Series 1 Discussion Paper No. 2006,01
Number of pages: 40 Posted: 08 Jun 2016
Christian Offermanns and Dieter Nautz
Goethe University Frankfurt and Free University of Berlin (FUB) - Department of Economics
Downloads 0 (535,951)
Citation 7

Abstract:

Monetary Policy Implementation, Term Structure of Interest Rates, Nonlinear Cointegration

12.

Short‐Term Herding of Institutional Traders: New Evidence from the German Stock Market

European Financial Management, Vol. 19, Issue 4, pp. 730-746, 2013
Number of pages: 17 Posted: 07 Sep 2013
Stephanie Kremer and Dieter Nautz
Free University of Berlin (FUB) and Free University of Berlin (FUB) - Department of Economics
Downloads 0 (548,141)
Citation 2
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Abstract:

herding, investor behaviour, institutional trading, anonymous transaction data

13.

The Information Content of Central Bank Interest Rate Projections: Evidence from New Zealand

Economic Record, Vol. 88, Issue 282, pp. 323-329, 2012
Number of pages: 7 Posted: 14 Sep 2012
Gunda-Alexandra Detmers and Dieter Nautz
Free University of Berlin (FUB) and Free University of Berlin (FUB) - Department of Economics
Downloads 0 (548,141)
Citation 1
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Abstract:

14.

How Auctions Reveal Information: A Case Study on German REPO Rates

J. OF MONEY, CREDIT AND BANKING, Vol. 28 No. 4, February 1997
Posted: 15 Oct 1996
Dieter Nautz
Free University of Berlin (FUB) - Department of Economics

Abstract: