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Call for Papers: Determinants of Non-cash payments and alternative money

Call for Papers: Determinants of Non-cash payments and alternative money Conference in Bremen, June, 16 th , 2020 and Quarterly Journal of Economic Research (DIW Vierteljahrshefte zur Wirtschaftsforschung) Description Advances in payment technologies have considerably extended the way how we pay for transactions. While the majority of financial transactions has been even traditionally

05.03.2020| Dorothea Schäfer
Schumpeter BSE Macro Seminar

The Real Effects of Distressed Bank Mergers

28.01.2020| Valeriya Dinger, Universität Osnabrück
Externe referierte Aufsätze

Same, but Different? Testing Monetary Policy Shock Measures

In this study, we determine the reliability and exogeneity of four popular monetary policy shock measures, namely the narrative series of Romer and Romer (2004), the high-frequency series of Barakchian and Crowe (2013), the high-frequency series of Gertler and Karadi (2015), and the hybrid series of Miranda-Agrippino and Ricco (2018b). To this end, we employ the Proxy-SVAR model and different

In: Economics Letters 184 (2019), 108640, 5 S. | Stephanie Ettmeier, Alexander Kriwoluzky
Schumpeter BSE Macro Seminar

On the Negatives of Negative Interest Rates and the Positives of Exemption Thresholds

This research seminar is jointly organized with the Collaborative Research Center TRR 190 „Rationality and Competition“

22.10.2019| Aleksander Berentsen, University Basel
Workshop

BMF-DIW-Workshop: Libra & Co. – Stable Coins as a challenge to international monetary and payments systems

Facebook announced the introduction of a "New Global Digital Payment Coin" called Libra for the first half of 2020 to enable foremost payment services in "WhatsApp" and "Facebook Messenger". Libra is built on a distributed ledger technology (DLT) environment developed by Facebook. Libra is a so-called “Stable Coin”, which is a crypto-asset that is tied to a basket of bank deposits and

30.10.2019
Diskussionspapiere 1831 / 2019

Proxy VAR Models in a Data-Rich Environment

Structural VAR models require two ingredients: (i) Informational sufficiency, and (ii) a valid identification strategy. These conditions are unlikely to be met by small-scale recursively identified VAR models. I propose a Bayesian Proxy Factor-Augmented VAR (BP-FAVAR) to combine a large information set with an identification scheme based on an external instrument. In an application to monetary

2019| Martin Bruns
Schumpeter BSE Macro Seminar

The Big Bang: Stock Market Capitalization in the Long Run (with Kaspar Zimmermann)

29.10.2019| Dmitry Kuvshinov, Pompeu Fabra
Schumpeter BSE Macro Seminar

Monetary Policy and Corporate Debt Structure (co-authored with S. Lhuissier)

05.11.2019| Urszula Szczerbowicz, Banque de France
Schumpeter BSE Macro Seminar

Tapping into Talent: Coupling Education and Innovation Policies for Economic Growth

06.11.2019| Ufuk Akcigit, University of Chicago
372 results, from 11