Details about Gregor von Schweinitz

Access statistics for papers by Gregor von Schweinitz.

Last updated 2024-10-16. Update your information in the RePEc Author Service.

Short-id: pvo153

Working Papers

2023

1. Fiscal policy under the eyes of wary bondholders
   IWH Discussion Papers, Halle Institute for Economic Research (IWH)
2. The importance of credit demand for business cycle dynamics
   IWH Discussion Papers, Halle Institute for Economic Research (IWH)
3. What explains international interest rate co-movement?
   IWH Discussion Papers, Halle Institute for Economic Research (IWH)

2020

4. On the international dissemination of technology news shocks
   IWH Discussion Papers, Halle Institute for Economic Research (IWH)

2019

5. An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?
   IWH Discussion Papers, Halle Institute for Economic Research (IWH) View citations (11)
   Also in Discussion Papers, Deutsche Bundesbank (2018) View citations (19)
6. Fiscal Policy and Fiscal Fragility: Evidence from the OECD
   CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China
7. Fiscal policy and fiscal fragility: Empirical evidence from the OECD
   IWH Discussion Papers, Halle Institute for Economic Research (IWH)
   See also Journal Article Fiscal policy and fiscal fragility: Empirical evidence from the OECD, Journal of International Money and Finance, Elsevier (2021) View citations (2) (2021)

2018

8. Did the Swiss exchange rate shock shock the market?
   IWH Discussion Papers, Halle Institute for Economic Research (IWH) View citations (2)
9. On the empirics of reserve requirements and economic growth
   IWH Discussion Papers, Halle Institute for Economic Research (IWH)
   See also Journal Article On the empirics of reserve requirements and economic growth, Journal of Macroeconomics, Elsevier (2019) View citations (2) (2019)

2017

10. Optimizing policymakers' loss functions in crisis prediction: before, within or after?
    Working Paper Series, European Central Bank View citations (3)
    Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2015) View citations (1)
    See also Journal Article OPTIMIZING POLICYMAKERS’ LOSS FUNCTIONS IN CRISIS PREDICTION: BEFORE, WITHIN OR AFTER?, Macroeconomic Dynamics, Cambridge University Press (2021) View citations (6) (2021)
11. Why they keep missing: An empirical investigation of rational inattention of rating agencies
    IWH Discussion Papers, Halle Institute for Economic Research (IWH) View citations (2)

2016

12. The Joint Dynamics of Sovereign Ratings and Government Bond Yields
    VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (1)
    Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2015) View citations (1)
    Discussion Papers, Deutsche Bundesbank (2016) View citations (1)
    See also Journal Article The joint dynamics of sovereign ratings and government bond yields, Journal of Banking & Finance, Elsevier (2018) View citations (7) (2018)

2015

13. Germany's Benefit from the Greek Crisis
    IWH Online, Halle Institute for Economic Research (IWH) View citations (10)
14. Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association

2014

15. Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis
    IWH Discussion Papers, Halle Institute for Economic Research (IWH) View citations (8)
    See also Journal Article Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis, Review of International Economics, Wiley Blackwell (2016) View citations (35) (2016)

2013

16. Flight Patterns and Yields of European Government Bonds
    IWH Discussion Papers, Halle Institute for Economic Research (IWH)

2012

17. Predicting Financial Crises: The (Statistical) Significance of the Signals Approach
    IWH Discussion Papers, Halle Institute for Economic Research (IWH) View citations (15)
    See also Journal Article Predicting financial crises: The (statistical) significance of the signals approach, Journal of International Money and Finance, Elsevier (2013) View citations (33) (2013)
18. Qual VAR Revisited: Good Forecast, Bad Story
    IWH Discussion Papers, Halle Institute for Economic Research (IWH)
    See also Journal Article Qual VAR revisited: Good forecast, bad story, Journal of Applied Economics, Universidad del CEMA (2016) View citations (2) (2016)

2011

19. Macroeconomic Imbalances as Indicators for Debt Crises in Europe
    IWH Discussion Papers, Halle Institute for Economic Research (IWH) View citations (2)
    See also Journal Article Macroeconomic Imbalances as Indicators for Debt Crises in Europe, Journal of Common Market Studies, Wiley Blackwell (2012) View citations (43) (2012)

Journal Articles

2022

1. Why they keep missing: An empirical investigation of sovereign bond ratings and their timing
   Scottish Journal of Political Economy, 2022, 69, (2), 186-224

2021

2. Fiscal policy and fiscal fragility: Empirical evidence from the OECD
   Journal of International Money and Finance, 2021, 115, (C) View citations (2)
   See also Working Paper Fiscal policy and fiscal fragility: Empirical evidence from the OECD, IWH Discussion Papers (2019) (2019)
3. Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions
   International Review of Finance, 2021, 21, (4), 1382-1406 View citations (1)
4. OPTIMIZING POLICYMAKERS’ LOSS FUNCTIONS IN CRISIS PREDICTION: BEFORE, WITHIN OR AFTER?
   Macroeconomic Dynamics, 2021, 25, (1), 100-123 View citations (6)
   See also Working Paper Optimizing policymakers' loss functions in crisis prediction: before, within or after?, Working Paper Series (2017) View citations (3) (2017)

2019

5. Does machine learning help us predict banking crises?
   Journal of Financial Stability, 2019, 45, (C) View citations (37)
6. On the empirics of reserve requirements and economic growth
   Journal of Macroeconomics, 2019, 60, (C), 253-274 View citations (2)
   See also Working Paper On the empirics of reserve requirements and economic growth, IWH Discussion Papers (2018) (2018)

2018

7. The joint dynamics of sovereign ratings and government bond yields
   Journal of Banking & Finance, 2018, 97, (C), 198-218 View citations (7)
   See also Working Paper The Joint Dynamics of Sovereign Ratings and Government Bond Yields, VfS Annual Conference 2016 (Augsburg): Demographic Change (2016) View citations (1) (2016)

2017

8. 22. Spring Meeting of Young Economists in Halle (Saale) - ein Tagungsbericht
   Wirtschaft im Wandel, 2017, 23, (2), 41-42
9. 7. IWH/INFER-Workshop on Applied Economics and Economic Policy: "Challenges and Implications of Inflationary Dynamics"
   Wirtschaft im Wandel, 2017, 23, (4), 83-83

2016

10. 6th IWH/INFER-Workshop on Applied Economics and Economic Policy: "(Ending) Unconventional Monetary Policy"
    Wirtschaft im Wandel, 2016, 22, (6), 133-133
11. Qual VAR revisited: Good forecast, bad story
    Journal of Applied Economics, 2016, 19, 293-322 View citations (2)
    Also in Journal of Applied Economics, 2016, 19, (2), 293-321 (2016) View citations (2)
    See also Working Paper Qual VAR Revisited: Good Forecast, Bad Story, IWH Discussion Papers (2012) (2012)
12. Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis
    Review of International Economics, 2016, 24, (1), 37-66 View citations (35)
    See also Working Paper Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis, IWH Discussion Papers (2014) View citations (8) (2014)
13. The Diablo 3 Economy: An Agent Based Approach
    Computational Economics, 2016, 47, (2), 193-217

2015

14. Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis?
    Wirtschaft im Wandel, 2015, 21, (3), 44-47
15. Risk and return—Is there an unholy cycle of ratings and yields?
    Economics Letters, 2015, 129, (C), 49-51 View citations (7)

2014

16. 4. IWH/INFER-Workshop on Applied Economics and Economic Policy: “A New Fiscal Capacity for the EU?“
    Wirtschaft im Wandel, 2014, 20, (2), 30-31
17. Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?
    Wirtschaft im Wandel, 2014, 20, (3), 46-49

2013

18. Predicting financial crises: The (statistical) significance of the signals approach
    Journal of International Money and Finance, 2013, 35, (C), 76-103 View citations (33)
    See also Working Paper Predicting Financial Crises: The (Statistical) Significance of the Signals Approach, IWH Discussion Papers (2012) View citations (15) (2012)

2012

19. Macroeconomic Imbalances as Indicators for Debt Crises in Europe
    Journal of Common Market Studies, 2012, 50, (5), 726-745 View citations (43)
    See also Working Paper Macroeconomic Imbalances as Indicators for Debt Crises in Europe, IWH Discussion Papers (2011) View citations (2) (2011)

2011

20. Zur Aussagekraft von Frühindikatoren für Staatsschuldkrisen in Europa
    Wirtschaft im Wandel, 2011, 17, (10), 364-368