Research Interests
- Monetary Analysis and Monetary Policy Transmission
- Time Series Analysis, Panel Data Models
- International Financial Integration
Publications
Articles in Refereed Journals
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The Fall of the Labor Income Share: The Role of Technological Change and Hiring Frictions
(with Francesco Carbonero and Enzo Weber),
Review of Economic Dynamics, July 2023, 49:251-268.
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Spillovers of U.S. Unconventional Monetary Policy to Emerging Markets:
The Role of Capital Flows
(with Pablo Anaya and Michael Hachula),
Journal of International Money and Finance,
May 2017, 73(B):275–295.
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Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
(with Puriya Abbassi and Dieter Nautz),
Swiss Journal of Economics and Statistics,
March 2010, 146(1):313–340.
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Volatility Transmission in the European Money Market
(with Dieter Nautz),
North American Journal of Economics and Finance,
March 2008, 19(1):23–39.
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The Dynamic Relationship between the Euro Overnight Rate,
the ECB's Policy Rate and the Term Spread
(with Dieter Nautz),
International Journal of Finance and Economics,
July 2007, 12(3):287–300.
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Does the Euro follow the German Mark?
Evidence from the Monetary Model of the Exchange Rate
(with Dieter Nautz),
European Economic Review,
June 2006, 50(5):1279–1295.
Discussion Papers
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The Effects of the Eurosystem's APP on Euro Area Bank Lending:
Letting Different Data Speak
(with Barno A. Blaes and Björn Kraaz),
Deutsche Bundesbank Discussion Paper 26/2019,
August 2019.
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On the Degree of Homogeneity in Dynamic Heterogeneous Panel Data Models
,
FU Discussion Paper 2014/25,
October 2014.
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Globalization and International Business Cycle Dynamics –
A Conditional GVAR Approach
(with Michael Binder),
FU Discussion Paper 2014/24,
October 2014.
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International Investment Positions and Exchange Rate Dynamics
(with Michael Binder),
FU Discussion Paper 2014/23,
September 2014.
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The CFS International Capital Flow Database. A User's Guide
(with Marcus Pramor),
CFS Working Paper 2007/24,
August 2007.