Sequencing the COVID-19 Recession in the USA: What Were the Macroeconomic Drivers?, with M. Geiger, D. Gründler, and J. Scharler, 2023, Oxford Bulletin of Economics and Statistics, forthcoming.
Is the exchange rate a shock absorber? The shocks matter, with J. Beckmann and J. Scharler, 2023, International Review of Economics & Finance, 89, 114-130.
Monetary policy announcements, consumers’ inflation expectations, and readiness to spend, with M. Geiger and J. Scharler, 2023, Macroeconomic Dynamics, forthcoming.
China's monetary policy and the loan market: How strong is the credit channel in China?, with R. Nuutilainen, 2023, Open Economies Review, 34, 555–577.
What goes around comes around: How large are spillbacks from US monetary policy?, with B. Schumann and G. Georgiadis, 2022, Journal of Monetary Economics, 131, 45-60.
Bank liquidity and the propagation of uncertainty in the U.S., with M. Geiger and J. Scharler, 2022, Finance Research Letters, 46.
Monetary Policy Announcements and Bank Lending: Do Banks' Refinancing Markets Matter?, with J. Scharler, 2021, Economic Modelling, 102.
(Previously circulated as: How does monetary policy influence bank lending? Evidence from the market for banks' wholesale funding, 2018, Working Papers in Economics and Statistics, University of Innsbruck, Nr. 2018-01.)
Unconventional monetary policy announcements and information shocks in the U.S., with D. Gründler, and J. Scharler, 2021, Journal of Macroeconomics, 67.
Decomposing the U.S. Great Depression: How important were loan supply shocks?, with G. P. Mathy and J. Scharler, 2021, Explorations in Economic History, 79.
(Data and replication files)
Credit supply shocks and the Great Depression in Germany, with G. P. Mathy, D. Gründler and J. Scharler, 2022, European Review of Economic History, 26 (1), 1-37.
Private sector debt, financial constraints, and the effects of monetary policy: Evidence from the US, with J. Scharler, 2019, Oxford Bulletin of Economics and Statistics, 82 (4), 889-915.
Banks' external financing costs and the bank lending channel: Results from a SVAR analysis, with J. Scharler and F. Sindermann, 2016, Journal of Financial Stability, 26, 228–246.
The finance-growth nexus in crisis, with M. Gächter and F. Sindermann, 2015, Economics Letters, 132, 31-33.
Business cycle and financial cycle spillovers in the G7 countries, with N. Antonakakis and J. Scharler, 2015, Quarterly Review of Economics and Finance, 58, 154-162.
(Previously circulated as: How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?, 2014, Working Papers in Economics and Statistics, University of Innsbruck, Nr. 2014-07.)
Time-varying effects of ECB policy announcements, with D. Gründler and J. Scharler.
The Dollar and the transmission of US monetary policy, with G. Müller, and G. Georgiadis.
How important is the financial channel of US monetary policy at the aggregate level?
ZeroSignVAR: A zero and sign restriction algorithm implemented in MATLAB, with M. Geiger and F. Sindermann, 2019: Vignette, Package.
An Update of Romer and Romer (2004) Narrative U.S. Monetary Policy Shocks up to 2012Q4, 2018: Notes, Data, Code.
International Association for Applied Econometrics Annual Conference, June 2023 (Oslo, Norway)
International Conference on Macroeconomics Analysis and International Finance, May 2023 (Rethymno, Greece)
HenU/INFER Workshop on Applied Macroeconomics, November 2021 (Online)
Lille-Reading Workshop on International Finance, November 2021 (Online)
Annual Meeting of the German Economic Association, September 2021 (Online)
Money, Macro and Finance Research Group Annual Conference, September 2021 (Online)
International Conference on Macroeconomics Analysis and International Finance, July 2021 (Online)
RCEA Money-Macro-Finance Conference, July 2021 (Online)
Annual Meeting of the Austrian Economic Association, June 2021 (Online)
Workshop on Global Economic Studies, University of Hagen, May 2021 (Online)
FIW Research Conference International Economics, February 2021 (Online)
Research Seminar in Economics at the University of Tübingen, January 2021 (Online)
Annual Meeting of the Austrian Economic Association, February 2020 (Vienna, Austria)
IPA Research Seminar at the European Central Bank, November 2019 (Frankfurt am Main, Germany)
ISGW Workshop at the University of Graz, September 2019 (Graz, Austria)
International Conference on Macroeconomics Analysis and International Finance, May 2019 (Rethymno, Greece)
Faculty Research Seminar at the University of Innsbruck, April 2019 (Innsbruck, Austria)
Annual Meeting of the Austrian Economic Association, April 2019 (Graz, Austria)
Conference on China’s Economic Reforms: Where Do We Stand, December 2018 (Global Research Unit , Hongkong)
International Conference on Macroeconomics Analysis and International Finance, May 2018 (Rethymno, Greece)
Money, Macro and Finance Research Group Annual Conference, September 2017 (London, United Kingdom)
Annual Meeting of the German Economic Association, September 2017 (Vienna, Austria)
International Conference on Macroeconomics Analysis and International Finance, May 2017 (Rethymno, Greece)
Research Seminar at the Bank of Finland Institute for Economies in Transition, November 2016 (Helsinki, Finland)
Annual Meeting of the German Economic Association, September 2016 (Augsburg, Germany)
International Conference on Macroeconomics Analysis and International Finance, May 2016 (Rethymno, Greece)
PhD Seminar at the University of Innsbruck, February 2016 (Innsbruck, Austria)
Faculty Research Seminar in Empirical Economics and Econometrics at the University of Innsbruck, November 2015 (Innsbruck, Austria)
Money, Macro and Finance Research Group Annual Conference, September 2015 (Cardiff, United Kingdom)
Annual Congress of the European Economic Association, August 2015 (Mannheim, Germany)
International Conference on Macroeconomics Analysis and International Finance, May 2015 (Rethymno, Greece)
PhD Seminar at the University of Linz, October 2014 (Linz, Austria)
Faculty Research Seminar in Applied Econometrics at the University of Innsbruck, May 2014 (Innsbruck, Austria)