Search Results

Fiskalpolitik und Finanzmärkte: Perspektiven für Forschung und Wirtschaftspolitik,
Gernot Müller, in Perspektiven der Wirtschaftspolitik (2012)

MCMC Estimation of the COGARCH(1,1) Model,
Gernot Müller, in Journal of Financial Econometrics (2010)

Fiscal Austerity and the Multiplier in Times of Crisis,
Gernot Müller, in German Economic Review (2014)
Keywords: Fiscal multiplier, self-defeating austerity, sovereign risk, crisis

Firm Expectations and News: Micro v Macro,
Benjamin Born, Zeno Enders, Manuel Menkhoff, Gernot J. Müller, Knut Niemann and Gernot Müller, from CESifo (2022)
Keywords: firm expectations, survey, overreaction, underreaction, micro news, macro news, island illusion, business cycle

Growth Expectations, Undue Optimism, and Short-Run Fluctuations,
Zeno Enders, Michael Kleemann and Gernot J. Muller, in The Review of Economics and Statistics (2021)

Big news: Climate-disaster expectations and the business cycle,
Alexander M. Dietrich, Gernot J. Müller and Raphael S. Schoenle, in Journal of Economic Behavior & Organization (2024)
Keywords: Climate change; Disasters; Expectations; Survey; Monetary policy; Business cycle; Natural rate of interest;

Fiscal policy coordination in currency unions (at the zero lower bound),
Gernot Müller, Thomas Hettig and Gernot Mueller, from Verein für Socialpolitik / German Economic Association (2015)

Einzelwagenverkehr als Kernelement eisenbahnbezogener Güterverkehrskonzepte?,
Gernot Müller and Martin Zauner, from WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH (2013)

Stochastic modeling of intraday photovoltaic power generation,
Daniel Lingohr and Gernot Müller, in Energy Economics (2019)
Keywords: Clear sky; Cloud cover; Beer-Lambert; CTAR; Power future; Volume risk;

Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation,
Daniel Lingohr and Gernot Müller, in Energy Economics (2021)
Keywords: Dependence modeling; External process; Residual demand; Spikes; Intraday prices; Power cap; Power floor; Market price of risk; Forecast information;

A theoretical analysis of procurement auctions for tertiary control in Germany,
Gernot Müller and Margarethe Rammerstorfer, in Energy Policy (2008)

Bayesian estimation of stable CARMA spot models for electricity prices,
Gernot Müller and Armin Seibert, in Energy Economics (2019)
Keywords: α -Stable process; CARMA model; Electricity prices; Futures prices; Markov chain Monte Carlo; Seasonality; Stable density approximation;

Habit Formation and Fiscal Transmission in Open Economies,
Olivier Cardi and Gernot Müller, from HAL (2010)
Keywords: Fiscal Policy,Investment,Current Account,Habit Formation,Fiscal Policy.

Habit formation and fiscal transmission in open economies,
Olivier Cardi and Gernot Müller, in Journal of International Economics (2011)
Keywords: Investment; Current account; Habit formation; Fiscal policy;

Fleshing out the monetary transmission mechanism: output composition and the role of financial frictions,
Gernot Müller and Andre Meier, from European Central Bank (2005)
Keywords: financial frictions, Minimum Distance Estimation, monetary policy, Output Composition

On the international transmission of technology shocks,
Zeno Enders and Gernot Müller, in Journal of International Economics (2009)
Keywords: Technology shocks Terms of trade Trade balance Financial markets

Fiscal policy coordination in currency unions at the effective lower bound,
Thomas Hettig and Gernot Müller, in Journal of International Economics (2018)
Keywords: Currency union; Fiscal policy; Effective lower bound; Coordination; EMU; Terms-of-trade externality; Optimal policy;

Twin Deficits, Openness, and the Business Cycle,
Giancarlo Corsetti and Gernot Müller, in Journal of the European Economic Association (2008)

Government Spending Shocks in Quarterly and Annual Time Series,
Benjamin Born and Gernot Müller, in Journal of Money, Credit and Banking (2012)

Government Spending Shocks in Quarterly and Annual U.S. Time-Series,
Benjamin Born and Gernot Müller, from University of Bonn, Bonn Graduate School of Economics (BGSE) (2009)
Keywords: Government spending shocks, Annual Data, Identification

Twin deficits: squaring theory, evidence and common sense,
Giancarlo Corsetti and Gernot Müller, in Economic Policy (2006)

Multilateral Economic Cooperation and the International Transmission of Fiscal Policy,
Giancarlo Corsetti and Gernot Müller, from National Bureau of Economic Research, Inc (2011)

Multilateral Economic Cooperation and the International Transmission of Fiscal Policy,
Giancarlo Corsetti and Gernot Müller, from National Bureau of Economic Research, Inc (2013)

Has the Euro changed the Business Cycle?,
Zeno Enders and Gernot Müller, from Oesterreichische Nationalbank (Austrian Central Bank) (2010)
Keywords: European business cycles, Euro, Optimum Currency Area, EMU, Monetary Policy, Exchange rate regime, Cross-country spillovers

Twin Deficits: Squaring Theory, Evidence and Common Sense,
Giancarlo Corsetti and Gernot Müller, from European University Institute (2005)
Keywords: twin deficits, budget deficit, trade deficits, home-bias, openness, crowding out, international transmission of fiscal policy, current account adjustment, business cycle dynamics.

Ökonomische Folgen: Was Kriege die Welt kosten,
Jonathan Federle, André Meier, Gernot J. Müller, Willi Mutschler and Moritz Schularick, from Kiel Institute for the World Economy (IfW Kiel) (2024)

Understanding the Dynamic Effects of Government Spending on Foreign Trade,
Gernot J. Mueller, from European University Institute (2004)
Keywords: Government Spending, Exchange Rate, Trade Balance, Terms of Trade, Policy Interaction

The toll of change: Economic restructuring, worker displacement, and unemployment in West Germany,
Matthias Knuth, Gernot Mühge and Angelika Müller, from Institut Arbeit und Technik (IAT), Westfälische Hochschule, University of Applied Sciences (1999)

Der Preis des Wandels: Wirtschaftliche Umstrukturierung, Arbeitskräftefreisetzung und Arbeitslosigkeit in Westdeutschland,
Matthias Knuth, Gernot Mühge and Angelika Müller, from Institut Arbeit und Technik (IAT), Westfälische Hochschule, University of Applied Sciences (1999)

Testing for non-correlation between price and volatility jumps,
Jean Jacod, Claudia Klüppelberg and Gernot Müller, in Journal of Econometrics (2017)
Keywords: Common jumps; Discrete sampling; High-frequency data; Itô semimartingale; Statistical test; Stochastic volatility model;

Ownership Unbundling in der Gaswirtschaft: Theoretische Grundlagen und empirische Evidenz,
Christian Growitsch, Gernot Müller and Marcus Stronzik, from WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH (2008)
Keywords: Gaswirtschaft, Gasversorgung, Entflechtung, Wirkungsanalyse, Wettbewerb, Gaspreis, Privater Haushalt, OECD-Staaten

A model for policy interest rates,
Armin Seibert, Andrei Sirchenko and Gernot Müller, in Journal of Economic Dynamics and Control (2021)
Keywords: Federal funds rate target; FOMC; Discrete ordered choice; Endogenous regime switching; MCMC; Gibbs sampler; Data augmentation; Autoregressive ordered probit; Real-time data;

Floats, Pegs and the Transmission of Fiscal Policy,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, from Central Bank of Chile (2013)

Current accounts dynamics in OECD and EU acceding countries - an intertemporal approach,
Marcel Fratzscher, Gernot Müller and Matthieu Bussiere, from European Central Bank (2004)
Keywords: current account, habit persistence, liquidity constraints, panel

Productivity shocks, budget deficits and the current account,
Marcel Fratzscher, Gernot Müller and Matthieu Bussiere, from European Central Bank (2005)
Keywords: budget deficit, current account, investment, productivity

Is the New Keynesian Phillips curve flat?,
Gernot Müller, Keith Kuester and Sarah Stölting, from European Central Bank (2007)
Keywords: cost-push shocks, GMM estimation, new Keynesian Phillips curve, Price Rigidities

Global risk and the dollar,
Georgios Georgiadis, Gernot Müller and Ben Schumann, from European Central Bank (2021)
Keywords: Bayesian proxy structural VAR, counterfactual, global risk shocks, minimum relative entropy, US dollar exchange rate

Firm expectations and economic activity,
Zeno Enders, Franziska Hünnekes and Gernot Müller, from European Central Bank (2021)
Keywords: business cycle, news, noise, propensity score matching, survey data

Fixed on flexible rethink exchange rate regimes after the Great Recession,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, from London School of Economics and Political Science, LSE Library (2017)
Keywords: External shock; Great Recession; Exchange rate; Zero lower bound; Exchange rate peg; Currency union; Fiscal Multiplier; Benign coincidence

Floats, Pegs and the Transmission of Fiscal Policy,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, in Journal Economía Chilena (The Chilean Economy) (2011)

Monetary policy announcements and expectations: Evidence from german firms,
Zeno Enders, Franziska Huennekes and Gernot Müller, from University of Munich, Department of Economics (2019)

Cross-Border Spillovers from Fiscal Stimulus,
Giancarlo Corsetti, Andre Meier and Gernot Müller, in International Journal of Central Banking (2010)

Exchange rate regimes and fiscal multipliers,
Benjamin Born, Falko Juessen and Gernot Müller, in Journal of Economic Dynamics and Control (2013)
Keywords: Fiscal policy; Exchange rate regime; Fiscal multiplier; Monetary policy; Panel VAR; New Keynesian model;

Is the New Keynesian Phillips curve flat?,
Keith Kuester, Gernot Müller and Sarah Stölting, in Economics Letters (2009)
Keywords: Price rigidities New Keynesian Phillips curve Cost-push shocks GMM estimation

Has the Euro changed the business cycle?,
Zeno Enders, Philip Jung and Gernot Müller, in European Economic Review (2013)
Keywords: European business cycles; Euro; Optimum currency area; EMU; Monetary policy; Exchange rate regime; Cross-country spillovers;

Deleveraging, deflation and depreciation in the euro area,
Dmitry Kuvshinov, Gernot Müller and Martin Wolf, in European Economic Review (2016)
Keywords: Deleveraging; Currency union; Real exchange rate; Zero lower bound; Deflationary spillovers;

Risk sharing in currency unions: The migration channel,
Wilhelm Kohler, Gernot Müller and Susanne Wellmann, in European Economic Review (2023)
Keywords: Risk sharing; Currency unions; Labour migration; Migration rates; Euro area;

Productivity shocks, budget deficits and the current account,
Matthieu Bussiere, Marcel Fratzscher and Gernot Müller, in Journal of International Money and Finance (2010)
Keywords: Current account Productivity shocks Budget deficits

Monetary policy announcements and expectations: Evidence from german firms,
Zeno Enders, Franziska Hünnekes and Gernot Müller, in Journal of Monetary Economics (2019)
Keywords: Monetary policy announcements; Firm expectations; Survey data; European central bank; Information effect;

Global risk and the dollar,
Georgios Georgiadis, Gernot Müller and Ben Schumann, in Journal of Monetary Economics (2024)
Keywords: Dollar exchange rate; Global risk shocks; International transmission; Bayesian proxy structural VAR;

Does Austerity Pay Off?,
Benjamin Born, Gernot Müller and Johannes Pfeifer, in The Review of Economics and Statistics (2020)

Fiscal Stimulus with Spending Reversals,
Giancarlo Corsetti, Andre Meier and Gernot Müller, in The Review of Economics and Statistics (2012)
Keywords: fiscal policy transmission, consumption, real exchange rate, real interest rate, sticky prices, monetary policy

Has the Euro changed the Business Cycle?,
Zeno Enders, Philip Jung and Gernot Müller, from University of Bonn, Bonn Graduate School of Economics (BGSE) (2009)
Keywords: European business cycles, Euro, Optimum Currency Area, EMU, Monetary Policy, Exchange rate regime, Cross-country spillovers

Growth expectations, undue optimism, and short-run fluctuations,
Zeno Enders, Michael Kleemann and Gernot Müller, from Deutsche Bundesbank (2017)
Keywords: undue optimism, optimism shocks, noise shocks, animal spirits, business cycles, nowcast errors, VAR

On FIRE, news, and expectations,
Benjamin Born, Zeno Enders and Gernot Müller, from German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin (2023)
Keywords: Rational expectations, full information, FIRE, crises, survey data, reaction to news, expectations revolution

Monetary Policy Announcements and Expectations: Evidence from German Firms,
Zeno Enders, Franziska Hünnekes and Gernot Müller, from German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin (2019)
Keywords: Monetary policy announcements, Firm expectations, Survey data, European Central Bank, Information effect

Does austerity pay off?,
Benjamin Born, Gernot Müller and Johannes Pfeifer, from Leibniz Institute for Financial Research SAFE (2015)
Keywords: Fiscal policy, austerity, sovereign risk, default premium, local projections, panel VAR, fiscal stress

Risk sharing in currency unions: The migration channel,
Wilhelm Kohler, Gernot Müller and Susanne Wellmann, from University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics (2021)
Keywords: Risk sharing, Currency unions, Labour migration, Migration rates, Euro Area

Growth expectations, undue optimism, and short-run fluctuations,
Zeno Enders, Michael Kleemann and Gernot Müller, from Verein für Socialpolitik / German Economic Association (2013)

Does austerity pay off?,
Benjamin Born, Gernot Müller and Johannes Pfeifer, from Verein für Socialpolitik / German Economic Association (2014)
Keywords: fiscal policy, austerity, sovereign risk, yield spreads, confidence, panel VAR, local projections

Financial Repression in General Equilibrium,
Alexander Scheer, Gernot Müller and Alexander Kriwoluzky, from Verein für Socialpolitik / German Economic Association (2017)

How do fiscal and technology shocks affect real exchange rates? New evidence for the United States,
Zeno Enders, Gernot Müller and Almuth Scholl, from Center for Financial Studies (CFS) (2008)
Keywords: Real Exchange Rate, Terms of Trade, International Transmission Mechanism, Government Spending Shocks, Technology Shocks, VAR, Sign Restrictions

How do fiscal and technology shocks affect real exchange rates?: New evidence for the United States,
Zeno Enders, Gernot Müller and Almuth Scholl, in Journal of International Economics (2011)
Keywords: Real exchange rate Terms of trade Government spending shocks Technology shocks VAR Sign restrictions

Fixed on Flexible: Rethinking Exchange Rate Regimes after the Great Recession,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, in IMF Economic Review (2017)
Keywords: F41, F42, E31

Firm Expectations and Economic Activity,
Zeno Enders, Franziska Hünnekes and Gernot Müller, in Journal of the European Economic Association (2022)

What determines government spending multipliers?,
Giancarlo Corsetti, Andre Meier and Gernot Müller, in Economic Policy (2012)

Exit Expectations and Debt Crises in Currency Unions,
Alexander Kriwoluzky, Gernot Müller and Martin Wolf, from Halle Institute for Economic Research (IWH) (2015)
Keywords: currency union, exit, sovereign debt crisis, fiscal policy, redenomination premium, euro crisis, regime-switching model

Exit expectations and debt crises in currency unions,
Alexander Kriwoluzky, Gernot Müller and Martin Wolf, in Journal of International Economics (2019)
Keywords: Currency union; Exit; Sovereign debt crisis; Fiscal policy; Redenomination risk; Euro crisis; Regime-switching model;

Global banking and international business cycles,
Robert Kollmann, Zeno Enders and Gernot Müller, in European Economic Review (2011)
Keywords: Global banking International business cycles Bank capital requirements Global financial crisis Credit losses

What accounts for the changes in U.S. fiscal policy transmission?,
Florin Bilbiie, Andre Meier and Gernot Müller, from European Central Bank (2006)
Keywords: Asset Market Participation, DSGE, fiscal policy, government spending, Minimum Distance Estimation, monetary policy, vector autoregression

What Accounts for the Changes in U.S. Fiscal Policy Transmission?,
Florin Bilbiie, Andre Meier and Gernot Müller, in Journal of Money, Credit and Banking (2008)

A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model,
Petra Fleischer, Ross Maller and Gernot Müller, in Journal of Economics and Finance (2011)
Keywords: North American Free Trade Agreement (NAFTA), Information and Volatility Linkages, Volatility Correlations, Markov Chain Monte Carlo, Equity Market Returns, C11, C32, F13,

The Expectations Channel of Climate Change:Implications for Monetary Policy,
Gernot Müller, Alexander Dietrich and Raphael Schoenle, from Verein für Socialpolitik / German Economic Association (2021)
Keywords: Climate change, Disasters, Households Expectations, Survey, Media focus,Monetary policy, Natural rate of interest, Paradox of Communication

Does trade integration alter monetary policy transmission?,
Tobias Cwik, Gernot Müller and Maik Wolters, in Journal of Economic Dynamics and Control (2011)
Keywords: Monetary policy transmission Open economy Trade integration Exchange rate channel Strategic complementarity

Modeling individual migraine severity with autoregressive ordered probit models,
Claudia Czado, Anette Heyn and Gernot Müller, in Statistical Methods & Applications (2011)
Keywords: Bayes factor, Deviance, Ordinal valued time series, Markov Chain Monte Carlo (MCMC), Proportional odds, Regression,

Growth Expectations, Undue Optimism, and Short-Run Fluctuations,
Zeno Enders, Michael Kleemann and Gernot Müller, from CESifo (2013)
Keywords: undue optimism, optimism shocks, noise shocks, animal spirits, business cycles, nowcast errors, VAR

Firm expectations and economic activity,
Zeno Enders, Franziska Hünnekes and Gernot Müller, from CESifo (2019)
Keywords: expectations, firms, survey data, propensity score matching, business cycle, news, noise, incorrect optimism

Risk Sharing in Currency Unions: The Migration Channel,
Wilhelm Kohler, Gernot Müller and Susanne Wellmann, from CESifo (2021)
Keywords: risk sharing, currency unions, labour migration, migration rates, Euro area

Does trade integration alter monetary policy transmission?,
Tobias Cwik, Gernot Müller and Maik Wolters, from Center for Financial Studies (CFS) (2008)
Keywords: Monetary Policy Transmission, Open Economy, Trade Integration, Exchange Rate Channel, Strategic Complementarity, Exchange Rate Pass-Through

Floats, pegs and the transmission of fiscal policy,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, from Federal Reserve Bank of Philadelphia (2011)
Keywords: Fiscal policy; Monetary policy

Stable genius: Estimating the 'Trump effect' on the US economy,
Benjamin Born, Gernot Müller and Moritz Schularick, from University of Bonn and University of Cologne, Germany (2018)

Global Banking and International Business Cycles,
Robert Kollmann, Zeno Enders and Gernot Müller, from ULB -- Universite Libre de Bruxelles (2010)

The Case for Flexible Exchange Rates in a Great Recession,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, from Faculty of Economics, University of Cambridge (2016)
Keywords: External shock, Great Recession, Exchange rate, Zero lower bound, Fiscal Multiplier, External-demand multiplier, Benign coincidence

Fixed on Flexible Rethinking Exchange Rate Regimes after the Great Recession,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, from Faculty of Economics, University of Cambridge (2017)
Keywords: External shock, Great Recession, Exchange rate, Zero lower bound, Exchange rate peg, Currency union, Fiscal Multiplier, Benign coincidence

Fixed on Flexible Rethinking Exchange Rate Regimes after the Great Recession,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, from Centre for Macroeconomics (CFM) (2017)
Keywords: External shock, Great Recession, Exchange rate, Zero lower bound, Exchange rate peg, Currency union, Fiscal Multiplier, Benign coincidence

Floats, Pegs and the Transmission of Fiscal Policy,
Giancarlo Corsetti, Keith Kuester and Gernot Müller, from Central Bank of Chile (2011)

Global Risk and the Dollar,
Georgios Georgiadis, Gernot Müller and Ben Schumann, from DIW Berlin, German Institute for Economic Research (2023)
Keywords: Dollar exchange rate, global risk shocks, international transmission, Bayesian proxy structural VAR

Dollar Trinity and the Global Financial Cycle,
Georgios Georgiadis, Gernot Müller and Ben Schumann, from DIW Berlin, German Institute for Economic Research (2023)
Keywords: Dollar dominance, dominant currency paradigm, Bayesian proxy structural VAR model, convenience yield

A Model for Policy Interest Rates,
Armin Seibert, Andrei Sirchenko and Gernot Muller, from National Research University Higher School of Economics (2018)
Keywords: Federal funds rate target, FOMC, discrete ordered choice, regime switching, endogeneity, MCMC, Gibbs sampler, data augmentation, autoregressive ordered probit, real-time data

Global banking and international business cycles,
Zeno Enders, Robert Kollmann and Gernot Müller, from Federal Reserve Bank of Dallas (2011)