“Mortgage Debt and Time-Varying Monetary Policy Transmission”, with David Finck and Jörg Schmidt, February 2018 [PDF].
“Rating Changes and Portfolio Flows: Evidence from Active and Passive Funds”, with Christina E. Bannier and Thomas Heyden, July 2018 [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].
“The Effect of Diverging Communication: The Case of the ECB and the Bundesbank”, with Andreas Walter, Economics Letters, 2019 [PDF].
“International Capital Flows, External Assets and Output Volatility”, with Mathias Hoffmann and Michael Krause, accepted, Journal of International Economics, August 2018 [PDF].
“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, forthcoming.
“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.
“Does a Good Central Banker Make a Difference?”, with Matthias Neuenkirch, Economic Inquiry, 2016.
“Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets”, Journal of International Money and Finance, 2016.
“The Macroeconomic Impact of Unconventional Monetary Policy Shocks”, with Annette Meinusch, Journal of Macroeconomics, 2016.
“Estimating the Effects of Macroprudential Policy Shocks: A Qual VAR approach”, Economics Letters, 2015.
“The Changing Dynamics of US Inflation Persistence: A Quantile Regression Approach”, with Maik H. Wolters, Studies in Nonlinear Dynamics & Econometrics, 2015.
“Using Forecasts to Uncover the Loss Function of FOMC Members”, with Christian Pierdzioch and Jan-Christoph Rülke, Macroeconomic Dynamics, 2016.
“The Dynamics of International Capital Flows: Results From a Dynamic Hierarchical Factor Model”, with Marcel Förster and Markus Jorra, Journal of International Money and Finance, 2014. The paper has been covered here.
“Robust Monetary Policy, Optimal Delegation and Misspecified Potential Output”, Economics Letters, 2014.
“Evaluating FOMC Forecast Ranges: An Interval Data Approach”, with Henning Fischer, Marta García-Bárzana and Peter Winker, Empirical Economics, 2014.
“Capital Inflows and Asset Prices: Evidence from Emerging Asia”, Journal of Banking and Finance, 2013.
“Cross-Checking Optimal Monetary Policy with Information from the Taylor Rule”, Economics Letters, 2012.
“International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime”, with Mathias Hoffmann, Journal of International Money and Finance, 2012.
“Do FOMC Members Herd?”, with Jan-Christoph Rülke, Economics Letters, 2011.
“Strategic Forecasting on the FOMC”, European Journal of Political Economy, 2011,.
“Parameter Uncertainty and Non-Linear Monetary Policy Rules”, Macroeconomic Dynamics, 2011, Vol. 15, 184-200.
“Optimal Monetary Policy with an Uncertain Cost Channel”, Journal of Money, Credit and Banking, 2009.
“The Stabilization Bias and Robust Monetary Policy Delegation”, Journal of Macroeconomics, 2009.
“The Conservative Central Banker Revisited: Too Conservative is More Costly Than Too Liberal”, European Journal of Political Economy, 2008.
“Do Interest Rates Drive Inflation Dynamics? An Analysis of the Cost Channel of Monetary Transmission”, Journal of Economic Dynamics and Control, 2008.
“Private Sector Involvement in the Resolution of Financial Crises: How Do Markets React?”, Journal of Development Economics, 2005.