Publications
Macroprudential policy and the sovereign-bank nexus in the euro area (with Nikolay Hristov
and Oliver Hülsewig)
International Journal of Central Banking (forthcoming)
[Bundesbank Discussion Paper 32/2021]
Monetary Policy Communication Shocks and the Macroeconomy (with Robert Goodhead)
Economica, September 2024, 12550
[Online Appendix]
[shock series as .csv and .xlsx],
previous version: [Bundesbank Discussion Paper 46/2018]
[Central Bank of Ireland RTP 15/2018]
[coverage at centralbanking.com]
The role of emission disclosure for the low-carbon transition (with Ivan Frankovic)
European Economic Review, Volume 146, August 2024, 104792
[Bundesbank Discussion Paper 33/2023]
[coverage on greencentralbanking.com]
[replication files]
Macroprudential capital regulation and fiscal balances in the euro area (with Nikolay Hristov and Oliver Hülsewig)
Journal of International Money and Finance, Volume 143, May 2024, 103074
[CES ifo Working Paper No. 10968 (2024)]
[Bundesbank Discussion Paper 06/2024]
Working papers
Macroeconomic Effects of Bank Capital Regulation (with Sandra Eickmeier
and Esteban Prieto, submitted)
[CEPR Discussion Paper 18404 (2024)]
[Bundesbank Discussion Paper 44/2018]
[Bundesbank Research Brief (in German)]
Effects of Bank Capital Requirement Tightenings on Inequality
(with Sandra Eickmeier
and Esteban Prieto)
[CEPR Discussion Paper 18433 (2024)]
[CAMA Working Paper 43/2018]
Policy papers
Using structural models to understand macroeconomic tail risks (with
Carlos Montes-Galdón,
Viktors Ajevskis,
František Brázdik,
Pablo Garcia,
William Gatt,
Diana Lima,
Kostas Mavromatis,
Eva Ortega,
Niki Papadopoulou,
and Ivan De Lorenzo)
[ECB Occasional Paper 357 (October 2024)]
Corporate debt in Germany in the course of the COVID-19 pandemic: An evaluation based on the AnaCredit dataset (with Frieder Mokinski and Robert Unger)
[Bundesbank Technical Paper 07/2021],
German version: [Bundesbank Technical Paper 07/2021 (deutsch)]
Early Warning System for Economic and Financial Risks in Kazakhstan (with
Biswanath Bhattacharyay,
Dennis Dlugosch,
Kajal Lahiri, Irshat Mukhametov and
Gernot Nerb)
[CESifo Working Papers no 2832 (2009)]