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The Ifo DSGE model for the German economy

Hristov, Nikolay - 2016

This paper estimates a medium-scale open economy DSGE model for Germany and the rest of the Euro Area (REA). The … parameter estimates indicate that there is a modest degree of structural heterogeneity between Germany and the rest of the Euro … Area. In particular, (i) the private sector in Germany tends to adjust its capital stock faster than its counterpart in the …

Persistent link: https://www.econbiz.de/10011436405

Restoring euro area monetary transmission : which role for government bond rates?

Hristov, Nikolay; Hülsewig, Oliver; Siemsen, Thomas; … - In: Empirical economics : a journal of the Institute for … 57 (2019) 3, pp. 991-1021

Persistent link: https://www.econbiz.de/10012214986

The interest rate pass-through in the Euro area during the global financial crisis : conference paper

Hristov, Nikolay; Hülsewig, Oliver; Wollmershäuser, Timo - 2013

This paper uses panel vector autoregressive models and simulations of an estimated DSGE model to explore the reaction of Euro area banks to the global financial crisis. We focus on their interest rate setting behavior in response to standard macroeconomic shocks. Our main empirical finding is...

Persistent link: https://www.econbiz.de/10010338974

The interest rate pass-through in the Euro area during the global financial crisis

Hristov, Nikolay; Hülsewig, Oliver; Wollmershäuser, Timo - 2012

This paper uses panel vector autoregressive models and simulations of an estimated DSGE model to explore the reaction of Euro-area banks to the global financial crisis. We focus on their interest-rate setting behavior in response to standard macroeconomic shocks. Our main empirical finding is...

Persistent link: https://www.econbiz.de/10009631665

Loan supply shocks during the financial crisis : evidence for the Euro area

Hristov, Nikolay; Hülsewig, Oliver; Wollmershäuser, Timo - In: Journal of international money and finance 31 (2012) 3, pp. 569-592

Persistent link: https://www.econbiz.de/10009632015

Loan supply shocks during the financial crisis : evidence for the Euro Area

Hristov, Nikolay; Hülsewig, Oliver; Wollmershäuser, Timo - 2011

This paper employs a panel vector autoregressive model for the member countries of the Euro Area to explore the role of banks during the slump of the real economy that followed the financial crisis. In particular, we seek to quantify the macroeconomic effects of adverse loan supply shocks, which...

Persistent link: https://www.econbiz.de/10009012054

Customer markets and the real effects of monetary policy shocks

Hristov, Nikolay - 2011

Persistent link: https://www.econbiz.de/10008990363

Loan Supply Shocks During the Financial Crisis : Evidence for the Euro Area

Hristov, Nikolay; Hülsewig, Oliver; Wollmershaeuser, Timo - 2021

Persistent link: https://www.econbiz.de/10013316038

ifo Konjunkturprognose 2010/2011 : Auftriebskräfte verlagern sich nach Deutschland

Carstensen, Kai; Nierhaus, Wolfgang; Abberger, Klaus; … - In: Ifo-Schnelldienst 63 (2010) 12, pp. 12-63

Die Weltkonjunktur hat im laufenden Jahr weiter Tritt gefasst, unterstützt von expansiven Impulsen der Geldpolitik und der staatlichen Konjunkturprogramme. Nach Ländern und Regionen differenziert ist die Dynamik der Erholung allerdings recht unterschiedlich. So hat sich das vom ifo Institut...

Persistent link: https://www.econbiz.de/10003980155

ifo Konjunkturprognose 2011 : Aufschwung setzt sich verlangsamt fort

Carstensen, Kai; Nierhaus, Wolfgang; Abberger, Klaus - In: Ifo-Schnelldienst 63 (2010) 24, pp. 18-68

Deutschland auf Grün, das Bruttoinlandsprodukt dürfte - bei einem 67%-Unsicherheitsintervall von 1,4 bis 3,4% - um 2,4% steigen …

Persistent link: https://www.econbiz.de/10008796270