Browsing All of EconStor by Author Welz, Peter
Showing results 1 to 6 of 6
| Year of Publication | Title | Author(s) |
| 2005 | Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests | Welz, Peter; Österholm, Pär |
| 2006 | Assessing predetermined expectations in the standard sticky-price model: a Bayesian approach | Welz, Peter |
| 2006 | Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle? | Alexius, Annika; Welz, Peter |
| 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options | Detken, Carsten; Weeken, Olaf; Alessi, Lucia; Bonfim, Diana; Boucinha, Miguel M.; Castro, Christian; Frontczak, Sebastian; Giordana, Gaston; Giese, Julia; Jahn, Nadya; Kakes, Jan; Klaus, Benjamin; Lang, Jan Hannes; Puzanova, Natalia; Welz, Peter |
| 2018 | Semi-structural credit gap estimation | Lang, Jan Hannes; Welz, Peter |
| 2018 | Real and financial cycles in EU countries: Stylised facts and modelling implications | Rünstler, Gerhard; Balfoussia, Hiona; Burlon, Lorenzo; Buss, Ginters; Comunale, Mariarosaria; De Backer, Bruno; Dewachter, Hans; Guarda, Paolo; Haavio, Markus; Hindrayanto, Irma; Iskrev, Nikolai Ivanov; Jaccard, Ivan; Kulikov, Dmitry; Kunovac, Davor; Lenarcic, Crt; Lequien, Matthieu; Lozej, Matija; Mandler, Martin; Papageorgiou, Dimitris; Pedersen, Jesper; Perez-Quiros, Gabriel; Rannenberg, Ansgar; Rots, Eyno; Scharnagl, Michael; Welz, Peter |
