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Interest Rates

  • Detmers, G.-A., Nautz, D.: Stale Forward Guidance, Economics Letters, Vol. 124, No. 3, September 2014, 358-361. link
  • Detmers, G.-A., Nautz, D.: The information content of central bank interest rate projections: Evidence from New Zealand, The Economic Record, Vol. 88, No. 282, September 2012, 323-329. link
    Also available as RBNZ Discussion Paper no. DP2012/03link
  • Schmidt, S., Nautz, D.: Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts, Journal of Money, Credit, and Banking, 2012, 44(2-3), 323-340. link
  • Nautz, D., Scheithauer, J.: Monetary Policy Implementation and Overnight Rate Persistence, Journal of  International Money  and Finance, 30(2011), 1375-1386, link.
  • Abbassi, P., Nautz, D., Offermanns, C.J.: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland, Swiss Journal of Economics and Statistics, 2010, 1(13), 313-340.
  • Busch, U. , Nautz, D.: Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area, German Economic Review, August 2010, 11(3): 367-380.
  • Nautz, D. , Schmidt, S.: Monetary Policy Implementation and the Federal Funds Rate, Journal of Banking and Finance, July 2009, 33(7): 1274-1284.
  • Hassler, U., Nautz, D.: On the Persistence of the Eonia Spread, Economics Letters, December 2008, 101(3): 184-187.
  • Nautz, D., Offermanns, C.J.: Volatility Transmission in the European Money Market, North American Journal of Economics and Finance, March 2008, 19(1): 23-39.
  • Nautz, D., Offermanns, C.J.: The Dynamic Relationship between the Euro Overnight Rate, the ECB's Policy Rate and the Term Spread, International Journal of Finance and Economics, July 2007,12(3): 287-300.
  • Nautz, D., Wolters, J.: The Response of Long--Term Interest Rates to News about Monetary Policy Actions. Empirical Evidence for the U.S. and Germany. Weltwirtschaftliches Archiv, 1999, 135 (3): 397-412. 
  • Hassler, U., Nautz, D.: The Link between German Short- and Long-Term Interest Rates: Some Evidence against a Term Structure Oriented Monetary Policy. Jahrbücher für Nationalökonomie und Statistik, 1998, 217(2): 214-26.
  • Nautz, D., Wolters, J.: Die Entwicklung langfristiger Kreditzinssätze: Eine empirische Analyse. Kredit und Kapital, 1996, 29(4): 481-510.
  • Mitusch, K., Nautz, D.  Expectations and Interest Rates on Mortgage Loans.  Empirical Economics, 1995, 20(4): 667-80.
Forschungsschwerpunkt Statistik und Ökonometrie
BDPEMS
Graduate Center of DIW Berlin
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