Claus Brand

European Central Bank (ECB)

Eurotower

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

8

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65

CROSSREF CITATIONS

66

Scholarly Papers (8)

The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve

ECB Working Paper No. 657
Number of pages: 39 Posted: 02 Aug 2006
Claus Brand, Daniel Buncic and Jarkko Turunen
European Central Bank (ECB), Stockholm University - Stockholm Business School and International Monetary Fund
Downloads 383 (78,826)
Citation 5

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money market rates, yield curve, ECB, central bank communication

The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve

UNSW Australian School of Business Research Paper No. 2008 ECON 11
Number of pages: 37 Posted: 08 Dec 2008
Claus Brand, Daniel Buncic and Jarkko Turunen
European Central Bank (ECB), Stockholm University - Stockholm Business School and International Monetary Fund
Downloads 195 (161,186)
Citation 29

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money market rates, yield curve, ECB, central bank communication

2.

Forecasting Real GDP: What Role for Narrow Money?

ECB Working Paper No. 254
Number of pages: 38 Posted: 22 Jan 2004
Claus Brand, Hans-Eggert Reimers and Franz Seitz
European Central Bank (ECB), Hochschule Wismar and Technical University of Applied Sciences Weiden
Downloads 194 (162,066)

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Money, business cycle, forecast comparison, VAR models

3.

A Money Demand System for Euro Area M3

ECB Working Paper No. 39
Number of pages: 48 Posted: 12 Dec 2002
Claus Brand and Nuno Cassola
European Central Bank (ECB) and University of Milan Bicocca - CefES
Downloads 184 (169,993)
Citation 4

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Money Demand, Fisher Hypothesis, Term Structure, Structural Cointegrated VAR, Response Profiles

4.

Estimating the Trend of M3 Income Velocity Underlying the Reference Value for Monetary Growth

ECB Occasional Paper No. 3
Number of pages: 66 Posted: 09 Jul 2005
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 121 (240,067)
Citation 2

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5.

The Natural Rate of Interest: Estimates, Drivers, and Challenges to Monetary Policy

ECB Occasional Paper No. 217 (2018); ISBN 978-92-899-3376-6
Number of pages: 71 Posted: 05 Feb 2019
Claus Brand, Marcin Bielecki and Adrian Penalver
European Central Bank (ECB), University of Warsaw and Banque de France
Downloads 83 (309,358)
Citation 3

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natural rate of interest, return on capital, demographics, productivity growth, monetary policy

6.

From Cash- to Securities-Driven Euro Area Repo Markets: The Role of Financial Stress and Safe Asset Scarcity

ECB Working Paper No. 2232 (2019) ISBN 978-92-899-3494-7
Number of pages: 66 Posted: 01 Feb 2019
Claus Brand, Lorenzo Ferrante and Antoine Hubert
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 50 (402,148)
Citation 2

Abstract:

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monetary policy, repo market, bond specialness, big data, machine learning

7.

Taylor-Rule Consistent Estimates of the Natural Rate of Interest

ECB Working Paper No. 2257 (2019); ISBN 978-92-899-3519-7
Number of pages: 56 Posted: 29 Mar 2019
Claus Brand and Falk Mazelis
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 42 (431,704)

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Natural Rate of Interest, Equilibrium Real Rate, Taylor Rule, Bayesian Estimation, Unobserved Components, Beveridge-Nelson Decomposition

8.

Natural Rate Chimera and Bond Pricing Reality

De Nederlandsche Bank Working Paper No. 666, January 2020
Number of pages: 47 Posted: 04 Feb 2020
Claus Brand, Gavin Goy and Wolfgang Lemke
European Central Bank (ECB), De Nederlandsche Bank and European Central Bank
Downloads 8 (617,236)

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natural rate of interest, r, equilibrium real rate, arbitrage-free Nelson-Siegel term structure model, term premia, unobserved components, Bayesian estimation