Browsing All of EconStor by Author Lemke, Wolfgang

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Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2005 Money demand and macroeconomic uncertaintyLemke, Wolfgang; Greiber, Claus
2006 Bond pricing when the short term interest rate follows a threshold processLemke, Wolfgang; Archontakis, Theofanis
2007 An affine macro-finance term structure model for the euro areaLemke, Wolfgang
2007 Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structureArchontakis, Theofanis; Lemke, Wolfgang
2009 The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09Ejsing, Jacob; Lemke, Wolfgang
2009 The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamicsLemke, Wolfgang; Werner, Thomas
2010 Predicting recession probabilities with financial variables over multiple horizonsFornari, Fabio; Lemke, Wolfgang
2011 The changing international transmission of financial shocks: evidence from a classical time-varying FAVAREickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano
2011 Classical time-varying FAVAR models - estimation, forecasting and structural analysisEickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano
2013 What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?Lemke, Wolfgang; Strohsal, Till
2015 A Shadow-Rate Term Structure Model for the Euro AreaLemke, Wolfgang; Vladu, Andreea
2016 Below the zero lower bound: A shadow-rate term structure model for the euro areaLemke, Wolfgang; Vladu, Andreea L.
2017 Below the zero lower bound: a shadow-rate term structure model for the euro areaLemke, Wolfgang; Vladu, Andreea Liliana
2017 Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase ProgrammeLemke, Wolfgang; Werner, Thomas
2018 Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase ProgrammeLemke, Wolfgang; Werner, Thomas