Browsing All of EconStor by Author Winkelmann, Lars


Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2010The Norges Bank's key rate projections and the news element of monetary policy: A wavelet based jump detection approachWinkelmann, Lars
2012Assessing the anchoring of inflation expectationsStrohsal, Till; Winkelmann, Lars
2013ECB monetary policy surprises: identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2013Econometrics of co-jumps in high-frequency data with noiseBibinger, Markus; Winkelmann, Lars
2013ECB monetary policy surprises: Identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2013Quantitative forward guidance and the predictability of monetary policy: A wavelet based jump detection approachWinkelmann, Lars
2014ECB monetary policy surprises: identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2014Inflation expectations spillovers between the United States and euro areaNetšunajev, Aleksei; Winkelmann, Lars
2014Common price and volatility jumps in noisy high-frequency dataBibinger, Markus; Winkelmann, Lars
2015International Transmissions of Inflation Expectations in a Markov Switching Structural VAR ModelWinkelmann, Lars; Netsunajev, Aleksei
2016International dynamics of inflation expectationsNetésunajev, Aleksei; Winkelmann, Lars
2018Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order bookBibinger, Markus; Neely, Christopher; Winkelmann, Lars
2020Cojump anchoringWinkelmann, Lars; Yao, Wenying
2021Inference on the maximal rank of time-varying covariance matrices using high-frequency dataReiß, Markus; Winkelmann, Lars
2021Tests for jumps in yield spreadsWinkelmann, Lars; Yao, Wenying