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Inflation

  • Hanoma, A., Nautz, D. (2019): The Information Content of Inflation Swap Rates for the Long-Term Inflation Expectations of Professionals: Evidence from a MIDAS Analysis, Applied Economics (forthcoming) PDF
  • Nautz, D., Netsunajew, A., Strohsal, T. (2019): The Anchoring of Inflation Expectationss in the Short and in the Long Run, Macroeconomic Dynamics, Volume 23, Issue 5, July 2019, pp. 1959 - 1977. PDF (Matlab Code)
  • Hachula, M., Nautz. D. (2018): The dynamic impact of macroeconomic news on long-term inflation expectations. Economics Letters, 165, 39-43. PDF
  • Nautz, D., Pagenhardt, L., D., Strohsal, T. (2017): The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area, North American Journal of Economics and Finance, 40, 103-115. PDF
  • Strohsal, T., Melnick, R., Nautz, D.: The Time-Varying Degree of Inflation Expectations Anchoring, Journal of Macroeconomics, 2016, Volume 48, 62 - 71. PDF
  • Nautz, D., Strohsal, T.: Are US Inflation Expectations Re-Anchored?, Economics Letters, February 2015, 127(0): 6-9. link
  • Kremer, S., Nautz, D., Bick, A.: Inflation and Growth: New Evidence From a Panel Threshold Analysis, Empirical Economis, (2013) 44:861–878. link (Matlab Code and Data)
  • Meller, B., Nautz, D.: Inflation persistence in the Euro area before and after the European Monetary Union, Economic Modelling, 29, March 2012, 1170-1176. link
  • Becker, S., Nautz, D.: Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model. European Economic Review, 56(2012), 624-634 link
  • Nautz, D., Scharff, J.: Inflation and Relative Price Variability in the Euro Area: Evidence from a Panel Threshold Model, Applied Economics, 2012, 44:4, 449-460link
  • Becker, S.S., Nautz, D.: Inflation and Relative Price Variability: New Evidence for the United States, Southern Economic Journal, July 2009, 76(1): 146-164.
  • Bick, A., Nautz, D.: Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities, International Journal of Central Banking, September 2008, 4(3): 61-76. (Gauss Code and Data)
  • Nautz, D., Scharff, J.: Inflation and Relative Price Variability in a Low Inflation Country: Empirical Evidence for Germany, German Economic Review, November 2005, 6(4): 507-523.
Forschungsschwerpunkt Statistik und Ökonometrie
BDPEMS
Graduate Center of DIW Berlin
fu:stat