Publications

04-09-2003 Newsletter 2/03

30-08-2003 Expectations, Learning and Monetary Policy

18-05-2003 2003/48 Screening and Advising by a Venture Capitalist with a Time Constraint

Martin D. Dietz (University of St. Gallen (IFF-HSG))

17-05-2003 2003/47 IPOs Cycle and Investment in High-Tech Industries

Romain Bouis (CERPEM-CREFED, Paris Dauphine University)

16-05-2003 2003/46 Equal size, equal role? Interest rate interdependence between the euro area and the United States

Michael Ehrmann (European Central Bank) / Marcel Fratzscher (European Central Bank)

Published in: Economic Journal, Vol. 115, No. 506, pp. 928-948, October 2005.

15-05-2003 2003/45 Nominal Exchange Rate Regimes and Relative Price Dispersion: On the Importance of Nominal Exchange Rate Volatility for the Width of the Border

Günter Beck (Goethe University Frankfurt/Main / Center for Financial Studies)

14-05-2003 2003/44 Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System

Timothy Cogley (Stanford University) / Sergei Morozov (Stanford University) / Thomas J. Sargent (New York University and Hoover Institution)

Published in: Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), 2005

12-05-2003 2003/42 The Role of Expectations in Economic Fluctuations and the Efficacy of Monetary Policy

Mordecai Kurz (Stanford University) / Hehui Jin / Maurizio Motolese

Published in: Journal of Economic Dynamics and Control, Volume 29, Issue 11, 2005.

11-05-2003 2003/41 Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information

Sharon Kozicki (Federal Reserve Bank of Kansas City) / P.A. Tinsley (University of Cambridge)

Published in: Journal of Economic Dynamics and Control, Volume 29, Issue 11, 2005.

09-05-2003 2003/39 Performance of Inflation Targeting Based On Constant Interest Rate Projections

Seppo Honkapohja (University of Helsinki, ) / Kaushik Mitra (Royal Holloway College, University of London)

Published in: Journal of Economic Dynamics and Control, 2005, 29, 1867-1892

08-05-2003 2003/38 Escapist Policy Rules

James Bullard (Research Department, Federal Reserve Bank of St. Louis) / In-Koo Cho (University of Illinois at Urbana-Champaign)

Published in: Journal of Economic Dynamics and Control, Volume 29, Issue 11, 2005

07-05-2003 2003/37 Monetary Policy, Indeterminacy and Learning

George W. Evans (University of Oregon) / Bruce McGough (Oregon State University)

Published in: Journal of Economic Dynamics and Control, Volume 29, Issue 11, 2005.

06-05-2003 2003/36 Corporate Governance in Germany: An Economic Perspective

Reinhard H. Schmidt (Wilhelm Merton Professor of International Banking and Finance at the Goethe University Frankfurt/Main, Germany)

Published in: Chapter 12 in "The German Financial System", Jan P. Krahnen and Reinhard H. Schmidt (eds.), Oxford University Press 2003 (March 2004, pp. 386-425)

05-05-2003 2003/35 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility

Torben G. Andersen (Department of Finance, Kellogg School of Management, Northwestern University, Evanston, IL 60208, U.S.A., and NBER) / Tim Bollerslev (Department of Economics, Duke University, Durham, NC 27708, U.S.A., and NBER) / Francis X. Diebold (Department of Economics, University of Pennsylvania, Philadelphia, PA 19104, U.S.A., and NBER)

04-05-2003 2003/34 Courts and Sovereign Eurobonds: Credibility of the Judicial Enforcement of Repayment

Issam Hallak (Center for Financial Studies at Goethe-University Frankfurt, Germany)

03-05-2003 2003/33 Bank Loans Non-Linear Structure of Pricing: Empirical Evidence from Sovereign Debts

Issam Hallak (Center for Financial Studies at Goethe-University Frankfurt, Germany)

02-05-2003 2003/32 Evaluating VaR Forecasts under Stress - The German Experience

Stefan Jaschke (Bundesanstalt für Finanzdienstleistungsaufsicht) / Gerhard Stahl (Bundesanstalt für Finanzdienstleistungsaufsicht) / Richard Stehle (Lehrstuhl für Bank- und Börsenwesen, Humboldt-Universität zu Berlin)

01-05-2003 2003/31 The Macroeconomy and the Yield Curve: A Nonstructural Analysis

Francis X. Diebold (University of Pennsylvania and NBER) / Glenn D. Rudebusch (Federal Reserve Bank of San Francisco) / S. Boragan Aruoba (University of Pennsylvania)

Published in: Journal of Econometrics, 131, 309-338, 2006

30-04-2003 2003/30 Inflation convergence after the introduction of the Euro

Markus Mentz (Goethe-University, Department of Finance) / Steffen P. Sebastian (European Business School, Department of Finance)

29-04-2003 2003/29 Privacy or Publicity - Who Drives the Wheel?

Christina E. Bannier (née Metz) (Goethe-University Frankfurt)