Peter Tillmann

Professor of Economics | Justus-Liebig-University Giessen

Licher Str. 66 | D-35394 Giessen

+49-641-99 22170

peter.tillmann@wirtschaft.uni-giessen.de

official website | CV | affiliated with IMFS Frankfurt and IWH Halle

Current research

"Trump , Twitter and Treasuries", August 2019 [PDF].

"Robust Monetary Policy Under Uncertainty About the Lower Bound", April 2019 [PDF].

"The Role of Global and Domestic Shocks For Inflation Dynamics: Evidence from Asia", with David Finck, August 2019 [PDF]. A web appendix [PDF] contains additional results.

“ECB vs Bundesbank: Diverging Tones and Policy Effectiveness”, with Andreas Walter, June 2018 [PDF]. Featured in [Les Echos].

“Mortgage Debt and Time-Varying Monetary Policy Transmission”, with David Finck and Jörg Schmidt, March 2019 [PDF].

“The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments VAR Approach”, with Lucas Hafemann, January 2018 [PDF].

“Remittance Inflows and State-Dependent Monetary Policy Transmission in Developing Countries”, with Immaculate Machasio, October 2016 [PDF].

Selected publications since 2017

“Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks”, accepted, Journal of Money, Credit and Banking, February 2019 [PDF]. A web appendix [PDF] contains additional results.

“Rating Changes and Portfolio Flows: Evidence from Active and Passive Funds”, with Christina E. Bannier and Thomas Heyden, Economics Letters, 2019.

“The Effect of Diverging Communication: The Case of the ECB and the Bundesbank”, with Andreas Walter, Economics Letters, 2019.

“International Capital Flows, External Assets and Output Volatility”, with Mathias Hoffmann and Michael Krause, Journal of International Economics, 2019.

“Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis”, with Jochen Lüdering, North American Journal of Economics and Finance, forthcoming.

“Pushing on a String: State-Owned Enterprises and Monetary Policy Transmission in China”, with Hongyi Chen and Ran Li, China Economic Review, 2019.

“Quantitative Easing and Tapering Uncertainty: Evidence from Twitter”, with Annette Meinusch, International Journal of Central Banking, 2017. A web appendix [PDF] contains additional results.

“The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR”, with Hongyi Chen and Kenneth Chow, China Economic Review, 2017.