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175 results, from 151
  • Externe Monographien

    Konjunktur deutlich abgekühlt - Politische Risiken hoch: Gemeinschaftsdiagnose Frühjahr 2019 ; Dienstleistungsauftrag des Bundesministeriums für Wirtschaft und Energie

    Berlin: DIW Berlin, 2019, 78 S.
    (Gemeinschaftsdiagnose / Projektgruppe Gemeinschaftsdiagnose ; 1/2019)
    | Martin Ademmer, György Barabas, Boris Blagov, Jens Boysen-Hogrefe, Hans-Ulrich Brautzsch, Martin Bruns, João Carlos Claudio, Marius Clemens, Andreas Cors, Geraldine Dany-Knedlik, Andrej Drygalla, Salomon Fiedler, Angela Fuest, Franziska Exß, Stefan Gebauer, Britta Gehrke, Klaus-Jürgen Gern, Marcell Göttert, Christian Grimme, Dominik Groll, Max Hanisch, Philipp Hauber, Katja Heinisch, Philipp Jäger, Nils Jannsen, Robin Jessen, Simon Junker, Martina Kämpfe, Konstantin A. Kholodilin, Tobias Knedlik, Carla Krolage, Robert Lehmann, Axel Lindner, Sebastian Link, Martin Micheli, Heiner Mikosch, Stefan Neuwirth, Wolfgang Nierhaus, Galina Potjagailo, Ann-Christin Rathje, Magnus Reif, Malte Rieth, Svetlana Rujin, Paulina Sandqvist, Radek Šauer, Torsten Schmidt, Birgit Schultz, Ruben Staffa, Ulrich Stolzenburg, Klaus Weyerstraß, Matthias Wieschemeyer, Klaus Wohlrabe, Götz Zeddies
  • Externe Monographien

    Industrie in der Rezession - Wachstumskräfte schwinden: Gemeinschaftsdiagnose Herbst 2019 ; Dienstleistungsauftrag des Bundesministeriums für Wirtschaft und Energie

    Berlin: DIW Berlin, 2019, 87 S.
    (Gemeinschaftsdiagnose / Projektgruppe Gemeinschaftsdiagnose ; 2/2019)
    | Martin Ademmer, Guido Baldi, Karl Brenke, Marius Clemens, Geraldine Dany-Knedlik, Verena Fuhr, Stefan Gebauer, Thore Schlaak, Max Hanisch, Simon Junker, Konstantin A. Kholodilin, Malte Rieth, Claus Michelsen (u.a.)
  • Externe Monographien

    Aufschwung verliert an Fahrt – Weltwirtschaftliches Klima wird rauer: Gemeinschaftsdiagnose Herbst 2018 ; Dienstleistungsauftrag des Bundesministeriums für Wirtschaft und Energie

    Berlin: DIW Berlin, 2018, 85 S. | Martin Ademmer, Christian Breuer, Martin Bruns, Marius Clemens, Geraldine Dany-Knedlik, Stefan Gebauer, Simon Junker, Malte Rieth, Claus Michelsen (u.a.)
  • Refereed essays Web of Science

    Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks

    We study the dynamic interaction between COVID-19, economic mobility, and containment policy. We use Bayesian panel structural vector autoregressions with daily data for 44 countries, identified through traditional and narrative sign restrictions. We find that incidence shocks and containment shocks have large and persistent effects on mobility, morbidity, and mortality that last for one to two months. ...

    In: American Economic Journal: Macroeconomics 15 (2023), 4, S. 217–248 | Annika Camehl, Malte Rieth
  • Refereed essays Web of Science

    The Multifaceted Impact of US Trade Policy on Financial Markets

    We study the multifaceted effects of trade policy shocks on financial markets using a structural vector autoregression identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US and international stock prices heterogeneously, but generally negatively. They increase market uncertainty, lower US interest rates, and lead to an appreciation of the US dollar. ...

    In: Journal of Applied Econometrics 38 (2023), 3, S. 388-406 | Lukas Boer, Lukas Menkhoff, Malte Rieth
  • Refereed essays Web of Science

    Monetary Policy, External Instruments, and Heteroskedasticity

    We develop a structural vector autoregressive framework that combines external instruments and heteroskedasticity for identification of monetary policy shocks. We show that exploiting both types of information sharpens structural inference, allows testing the relevance and exogeneity condition for instruments separately using likelihood ratio tests, and facilitates the economic interpretation of the ...

    In: Quantitative Economics 14 (2023), 1, S. 161-200 | Thore Schlaak, Malte Rieth, Maximilian Podstawski
  • Refereed essays Web of Science

    Viral Shocks to the World Economy

    We construct a global index of epidemic news based on text analysis of newspapers from 17 countries. We apply the index to study the economic consequences of epidemics on the world economy in structural vector autoregressions. Epidemic shocks exert significantly and persistently negative effects on output and prices that last for up to two years. There is no quick recovery and no overshooting. The ...

    In: European Economic Review 158 (2023), 104526, 15 S. | Konstantin A. Kholodilin, Malte Rieth
  • Refereed essays Web of Science

    The Dynamic Impact of FX Interventions on Financial Markets

    Evidence on the effectiveness of foreign exchange (FX) interventions is either limited to short horizons or hampered by debatable identification. We address these limitations by identifying a structural vector autoregressive model for the daily frequency with an external instrument. Generally we find, for freely floating currencies, that FX intervention shocks significantly affect exchange rates and ...

    In: The Review of Economics and Statistics 103 (2021), 5, S. 939–953 | Lukas Menkhoff, Malte Rieth, Tobias Stöhr
  • Refereed essays Web of Science

    Sovereign Default Risk, Macroeconomic Fluctuations and Monetary–Fiscal Stabilization

    This paper examines the role of sovereign default beliefs for macroeconomic fluctuations and stabilization policy in a small open economy where fiscal solvency is a critical problem. We set up and estimate a DSGE model on Turkish data and show that accounting for sovereign risk significantly improves the fit of the model through an endogenous amplification between default beliefs, exchange rate and ...

    In: IMF Economic Review 69 (2021), 2, S. 391–426 | Markus Kirchner, Malte Rieth
  • Refereed essays Web of Science

    The State-Dependent Trading Behavior of Banks in the Oil Futures Market

    We study the state-dependent trading behavior of financial institutions in the oil futures market, using structural vector autoregressions with Markov switching in heteroskedasticity. We consider two states of the world: tranquil and turbulent. We decompose the observable time-varying price volatility during the period 2006M6–2016M5 into changes in the slopes of traders’ demand curves and into changes ...

    In: Journal of Economic Behavior & Organization 191 (2021), S. 1011-1024 | Daniel Bierbaumer, Malte Rieth, Anton Velinov
175 results, from 151
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