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Artikelaktionen

Forschung

Forschungsgebiete

Forschungsgebiete

Unsere Forschung konzentriert sich auf die Bereiche

  • Geldtheorie und -politik
  • Internationale Makroökonomik und Finanzmärkte
  • Zeitreihenökonometrie

 


Aktuelles

Erfahren Sie mehr über die aktuelle Forschung an der Professur für Monetäre Ökonomik.

 


MAGKS Doktorandenprogramm

Das MAGKS ist ein Gemeinschaftsprojekt der Universitäten Marburg, Aachen, Gießen, Göttingen, Kassel und Siegen. Es dient der Verbesserung der Doktorandenausbildung im Fachgebiet Volkswirtschaftslehre. Durch das MAGKS-Programm wird die Qualität der Doktorandenausbildung gesteigert und die Einbindung der Promotionsarbeiten in die internationale Forschung gefördert.

Brown Bag Seminar

Das Brown Bag Seminar bietet Doktoranden und Mitarbeitern des Fachbereichs die Gelegenheit, ihre Forschungs- und Dissertationsvorhaben vorzustellen und zu diskutieren. Bei Fragen zu Anmeldungen, Terminen und Themen wenden Sie sich bitte an die Mitarbeiter der Professur.

 


Wirtschaftswissenschaftliches Forschungskolloquium

Hier finden Sie alle Themen und Termine des diesjährigen Forschungskollquiums.

Publikationen

Publikationen

Monographien

  • Geldpolitische Reaktionsfunktionen und makroökonomische Unsicherheit
    Mandler, Martin (2010), Geldpolitische Reaktionsfunktionen und makroökonomische Unsicherheit, Peter Lang: Frankfurt am Main.
    ISBN: 3-631-59760-6

  • Market Expectations and Option Prices - Techniques and Applications
    Mandler, Martin (2003), Market Expectations and Option Prices - Techniques and Applications, Physica-Verlag, Heidelberg.
    ISBN: 3-7908-0049-X

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Beiträge in wissenschaftlichen Zeitschriften

  • “Does a good central banker make a difference?”, Peter Tillman with Matthias Neuenkirch, forthcoming, Economic Inquiry.

  • Peter Tillmann (2016): “Unconventional monetary policy shocks and the response of emerging markets”,  forthcoming, Journal of International Money and Finance, special issue on “The New Normal in the Post-Crisis Era”.

  • “The macroeconomic impact of unconventional monetary policy shocks”, Peter Tillman with Annette Meinusch, Journal of Macroeconomics, special issue on “What Monetary Policy Can and Cannot Do”, 2016, Vol. 47, 58-67.

  • Peter Tillman (2015): “Estimating the Effects of Macroprudential Policy Shocks: A Qual VAR approach”, Economics Letters, 2015, Vol. 135, 1-4.

  • "The changing dynamics of US inflation persistence: a quantile regression approach”, Peter Tillmann with Maik H. Wolters, Studies in Nonlinear Dynamics & Econometrics, 2015, Vol. 19, 161-182.

  • “Using forecasts to uncover the loss function of FOMC members”, Peter Tillmann with Christian Pierdzioch and Jan-Christoph Rülke, Macroeconomic Dynamics,

  • “The dynamics of international capital flows: results from a dynamic hierarchical factor model”, Peter Tillmann with Marcel Förster and Markus Jorra, Journal of International Money and Finance, 2014, Vol. 48, 101-124. The paper has been covered here.

  • Peter Tillmann (2014): “Robust monetary policy, optimal delegation and misspecified potential output”, Economics Letters, 2014, Vol. 123, 244-247.

  • “Reconsidering the international comovement of inflation”, Peter Tillmann with

  • “Inflation targeting, credibility and non-linear Taylor-Rules”, Peter Tillmann with Matthias Neuenkirch, Journal of International Money and Finance, 2014, Vol. 41, 30-45.

  • “Evaluating FOMC forecast ranges: an interval data approach”, Peter Tillmann with Henning Fischer, Marta García-Bárzana and Peter Winker, Empirical Economics, 2014, Vol. 47, 365-388.

  • Peter Tillmann (2013): “Capital inflows and asset prices: evidence from emerging Asia”, Journal of Banking and Finance, 2013, Vol. 37, 717-729.


  • Tillmann, Peter (2013): “Capital inflows and asset prices: evidence from emerging Asia”, Journal of Banking and Finance 37, 717-729.

  • "Cross-Checking Optimal Monetary Policy with Information from the Taylor Rule" Tillmann, Peter (2012): Economics Letters, 2012, Vol. 117, 204-207

  • "Has Inflation Persistence Changed Under EMU?"

    Tillmann, Peter (2012): "Has inflation persistence changed under EMU?", German Economic Review, 2012, Vol. 13, 86-102.

  • "Inflation Targeting and Inflation Persistence in Asia-Pacific"
    Gerlach, Stefan and Peter Tillmann (2012): "Inflation Targeting and Inflation Persistence in Asia-Pacific", Journal of Asian Economics, 2012, Vol. 23, 360-373.

  • "International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime"
    Hoffmann, Mathias and Peter Tillmann (2012): "International Financial Integration and National Price Levels: The Role of the Exchange Rate Regime", Journal of International Money and Finance, 2012, Vol. 31, 1503-1528.

  • Decomposing Federal Funds Rate forecast uncertainty using real-time data
    Mandler, Martin (2012), Decomposing Federal Funds Rate forecast uncertainty
    using real-time data. Erscheint in: North American Journal of Economics and Finance.

  • Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
    Mandler, Martin (2012), Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions. erscheint in: Economics Letters.

  • The Effect of IMF Lending on the Probability of Sovereign Debt Crises
    Jorra, M. (2012), "The Effect of IMF Lending on the Probability of Sovereign Debt Crises", Journal of International Money and Finance 31, 709-725.

  • "Do FOMC members Herd?"
    Rülke, Jan-Christoph and Peter Tillmann (2011): “Do FOMC Members Herd?”, Economics Letters, 2011, Vol. 113, 176-179.

  • "Parameter Uncertainty and Nonlinear Monetary Policy Rules"
    Tillmann, Peter (2011): "Parameter Uncertainty and Nonlinear Monetary Policy Rules", Macroeconomic Dynamics 15, 184-200.

  • "Strategic Forecasting on the FOMC"
    Tillmann, Peter (2011): "Strategic Forecasting on the FOMC", European Journal of Political Economy, 2011, Vol. 27, 547-553.

  • "Do FOMC members believe in Okun’s Law?”,
    Tillmann, Peter (2010): “Do FOMC members believe in Okun’s Law?”, Economics Bulletin, 2010, Vol. 3, No. 30.

  • "The changing nature of inflation persistence in Switzerland"
    Tillmann, Peter (2010): “The Changing Nature of Inflation Persistence in Switzerland”, Empirica, 2010, Vol. 37, 445-453.

  • "The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts"
    Tillmann, Peter (2010): “The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts”, Journal of Macroeconomics, 2010, Vol. 32, 1008-13.

  • "Does Model Uncertainty Justify Conservatism? Robustness and the Delegation of Monetary Policy"
    Tillmann, Peter (2009): "Does Model Uncertainty Justify Conservatism? Robustness and the Delegation of Monetary Policy", The B.E. Journal of Macroeconomics (Contributions), Vol. 9, Article 26.

  • "Optimal Monetary Policy with an Uncertain Cost Channel"
    Tillmann, Peter (2009): "Optimal Monetary Policy with an Uncertain Cost Channel", Journal of Money, Credit, and Banking, Vol. 41, 885-906.

  • "Robust Monetary Policy with the Cost Channel"
    Tillmann, Peter (2009): "The Stabilization Bias and Robust Monetary Policy Delegation", Journal of Macroeconomics, Vol. 31, 730-734.

  • "The New Keynesian Phillips Curve in Europe: Does it Fit or Does it Fail?"
    Tillmann, Peter (2009): "The New Keynesian Phillips Curve in Europe: Does it Fit or Does it Fail?", Empirical Economics, Vol. 37, 463-473.

  • "The Stabilization Bias and Robust Monetary Policy Delegation"
    Tillmann, Peter (2009): "The Stabilization Bias and Robust Monetary Policy Delegation", Journal of Macroeconomics, Vol. 31, 730-734.

  • "The Time-Varying Cost Channel of Monetary Transmission"
    Tillmann, Peter (2009): "The Time-Varying Cost Channel of Monetary Transmission", Journal of International Money and Finance, Vol. 28, 941-953.

  • In search of robust monetary policy rules-Should the Fed look at money growth or stock market performance?
    Mandler, Martin (2009), In search of robust monetary policy rules - Should the Fed look at money growth or stock market performance?, Journal of Macroeconomics 31:2, 345-61.
    Journal of Macroeconomics

  • "A Note on the Stability of the New-Keynesian Phillips Curve in Europe"
    Tillmann, Peter (2008): "A Note on the Stability of the New-Keynesian Phillips Curve in Europe", Applied Economics Letters, forthcoming.

  • "Do Interest Rates Drive Inflation Dynamics? An Analysis of the Cost Channel of Monetary Transmission"
    Tillmann, Peter (2009): "Do Interest Rates Drive Inflation Dynamics? An Analysis of the Cost Channel of Monetary Transmission", Journal of Economic Dynamics and Control, Vol. 32, 2723-2744.

  • "The conservative central banker revisited: too conservative is more costly than too liberal"
    Tillmann, Peter (2008): "The conservative central banker revisited: too conservative is more costly than too liberal", European Journal of Political Economy, Vol. 24, 737-741.

  • "Inflation Regimes in the U.S. Term Structure of Interest Rates"
    Tillmann, Peter (2007): "Inflation Regimes in the U.S. Term Structure of Interest Rates", Economic Modelling, Vol. 24, 203-223.

  • Hyperinflationsprozesse
    Mandler, Martin (2006), Hyperinflationsprozesse, WiSt 35:8 (August), S.440-44.

  • Instabilitäten internationaler Finanzmärkte
    Alexander, V. und M. Mandler (2006), Instabilitäten internationaler Finanzmärkte, WISU 12/06, 1571-77.

  • Maastricht-Type Integration, Uncertainty, and Macroeconomic Performance - The European Experience
    Alexander, V. und M. Mandler (2006), Maastricht-Type Integration, Uncertainty, and Macroeconomic Performance –
    The European Experience, Journal of Economic Asymmetries, 3:2, 1-22.


  • "Private Sector Involvement in the Resolution of Financial Crises: How Do Markets React?"
    Tillmann, Peter (2005): "Private Sector Involvement in the Resolution of Financial Crises: How Do Markets React?", Journal of Development Economics, Vol. 78, 114-132.

  • "The Calvo Model of Price Setting and Inflation Dynamics in Germany"
    Tillmann, Peter (2005): "The Calvo Model of Price Setting and Inflation Dynamics in Germany", Applied Economics Quarterly, Vol. 51, 307-321.

  • "External Shocks and the Non-Linear Dynamics of Brady Bond Spreads"
    Tillmann, Peter (2004): External Shocks and the Non-Linear Dynamics of Brady Bond Spreads", Journal of International Financial Markets, Institutions & Money, Vol. 14, 439-454.

  • "Information Disparities and the Probability of Currency Crises: Empirical Evidence"
    Tillmann, Peter (2004): "Information Disparities and the Probability of Currency Crises: Empirical Evidence", Economics Letters, Vol. 84, 61-68.

  • "The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials"
    Tillmann, Peter (2003): "The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials", German Economic Review, Vol. 4, 409-431.

  • Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000
    Mandler, Martin (2002), Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000, Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 138 (2), 165-89.


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Beiträge in praxisorientierten Zeitschriften

  • "Die schwierige Rückkehr der EZB zur Normalität: Ein Vorschlag"
    Mandler, Martin und Peter Tillmann (2011): Die schwierige Rückkehr der EZB zur Normalität: Ein Vorschlag, erscheint in: ifo Schnelldienst 14/2011.

  • "Das Securities Markets Programme der EZB: Ein Ressourcentransfer durch die Hintertür?"
    Mandler, Martin und Peter Tillmann (2010), Das Securities Markets Programme der EZB: Ein Ressourcentransfer durch die Hintertür?, ifo Schnelldienst 21/2010, S. 8-10.

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Beiträge in Sammelwerken

  • "The comovement of international capital flows: evidence from a dynamic factor model"
    Förster, M., M. Jorra und P. Tillmann (2012), "The comovement of international capital flows: evidence from a dynamic factor model", in: U. Volz (Hg.), Financial Stability
    in Emerging Markets - Dealing with Global Liquidity
    , Deutsches Institut für Entwicklungspolitik, e-book, S. 19-22.

  • Der Interbankenmarkt und die Geldpolitik des Eurosystems in der aktuellen Finanzmarktkrise - Kommentar
    Mandler, Martin, Der Interbankenmarkt und die Geldpolitik des Eurosystems in der aktuellen Finanzmarktkrise - Kommentar, erscheint in: Schriften zu Ordnungsfragen der Wirtschaft, Band 93, 104-108.

  • Fiscal Policy, Wealth, and Consumption: Some German Aspects
    Alexander, Volbert und Martin Mandler (2007), Fiscal Policy, Wealth, and Consumption: Some German Aspects, in: Brox, James A. und Peter Koveos (Hrsg.), Globalization, Governance and Public Policy, North Waterloo Academic Press, S. 37-52.
    ISBN: 0-921-075-34-0

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Rezensionen

  • Fendel, Ralf (2007), Monetary Policy, Interest Rate Rules, and the Term-Structure of Interest Rates
    Fendel, Ralf (2007), Monetary Policy, Interest Rate Rules, and the Term-Structure of Interest Rates, Frankfurt a.M.: Peter Lang, 187pp. Jahrbücher für Nationalökonomie und Statistik 229:1, 105-07.
    ISBN: 3-631-558945

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Arbeitspapiere

  • "Repo funding and internal capital markets
    in the financial crisis", (Cornelia Düwel), Bundesbank-Diskussionspapier, No. 16/2013, Frankfurt am Main

  • "The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model"
    Förster, M., Jorra, M. and Tillmann, P. (2012). "The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model" MAGKS – Joint Discussion Paper Series in Economics, 21-2012, University of Giessen.

  • "Competition for Internal Funds within Multinational Banks: Foreign Affiliate Lending in the Crisis", (Cornelia Düwel und Rainer Frey), Bundesbank-Diskussionspapier, No. 19/2012, Frankfurt am Main

  • Aid Withdrawal as Punishment for Defaulting Sovereigns? An Empirical Analysis
    Brandt, J. and Jorra, M. (2012). "Aid Withdrawal as Punishment for Defaulting Sovereigns? An Empirical Analysis." MAGKS – Joint Discussion Paper Series in Economics, 20-2012, University of Giessen.

  • "Cross-border Bank Lending, Risk Aversion and the Financial Crisis" (Cornelia Düwel, Rainer Frey und Alexander Lipponer), Bundesbank-Diskussionspapier, Reihe 1: Economic Studies, No. 29/2011, Frankfurt am Main

  • The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises
    Jorra (2011). "The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises", MAGKS – Joint Discussion Paper Series in Economics, 51-2011, University of Giessen.

  • Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank
    Mandler, Martin (2011), Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank, Arbeitspapier.

  • Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
    Mandler, Martin (2010), Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions, Arbeitspapier.

  • Explaining ECB and Fed interest rate correlation - Economic interdependence, uncertainty and optimal monetary policy rules.
    Mandler, Martin (2009), Explaining ECB and Fed interest rate correlation - Economic interdependence, uncertainty and optimal monetary policy rules, Arbeitspapier.

  • The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
    Mandler, Martin (2008), The Taylor Rule and Interest Rate Uncertainty in the
    U.S. 1970-2006, Arbeitspapier.

  • Comparing risk-neutral probability density functions implied by option prices - market uncertainty and ECB-council meetings
    Mandler, Martin (2002), Comparing risk-neutral probability density functions implied by option prices - market uncertainty and ECB-council meetings, Arbeitspapier.

  • ECB-council meetings and money market uncertainty - evidence from option markets
    Mandler, Martin (2002), ECB-council meetings and money market uncertainty - evidence from option markets, Arbeitspapier.

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Beiträge in Zeitungen oder Wirtschaftsmagazinen

  • "Auslandskreditgeschäft deutscher Banken in der Krise", (Cornelia Düwel, Rainer Frey und Alexander Lipponer), Veröffentlichung in der Börsen-Zeitung, Nummer 239, am 11.12.2012, Frankfurt am Main

  • "Die Krise, die Banken und ihre Kreditvergabe im Ausland: Breites Deleveraging oder strategische Anpassung an neue Risiken?", (Cornelia Düwel, Rainer Frey und Alexander Lipponer), Veröffentlichung auf oekonomenstimme.org, am 20.07.2012, Zürich

  • "In den Tigerstaaten ist die Zeit der Wechselkursmanipulation längst vorbei"
    Gerlach, Stefan und Peter Tillmann (2010): "In den Tigerstaaten ist die Zeit der Wechselkursmanipulation längst vorbei", mit Stefan Gerlach, Börsen-Zeitung, 22. Oktober 2010

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Diskussionspapiere

  • "Local Inflation: Reconsidering the International Comovement of Inflation"
    Förster, M., and Tillmann, P. (2013). "Local Inflation: Reconsidering the International Comovement of Inflation" MAGKS – Joint Discussion Paper Series in Economics, 03-2013, University of Giessen.
    zum Diskussionspapier

  • Evaluating FOMC forecast ranges: an interval data approach
    H. Fischer, M. García-Bárzana, P. Tillmann, P. Winker (2012), MAGKS Joint Discussion Paper Series in Economics, No. 13-2012

  • Bayesian Estimation of a DSGE Model with Inventories

    MAGKS Papers on Economics No. 23-2011

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