Benny Hartwig

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

328

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.
Downloads 136 (252,828)
Citation 2

Identifying Indicators of Systemic Risk

Number of pages: 42 Posted: 17 Aug 2019 Last Revised: 03 Mar 2021
Goethe University Frankfurt, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 78 (370,944)
Citation 2

Abstract:

Loading...

Systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles

Identifying Indicators of Systemic Risk

Deutsche Bundesbank Discussion Paper No. 33/2020
Number of pages: 59 Posted: 30 Jun 2020
Goethe University Frankfurt, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 58 (435,583)

Abstract:

Loading...

systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles

Monetary Policy, Firm Exit and Productivity

Number of pages: 65 Posted: 13 Apr 2020 Last Revised: 19 Oct 2020
Benny Hartwig and Philipp Lieberknecht
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 90 (339,753)
Citation 1

Abstract:

Loading...

Firm exit, firm entry, extensive margin, corporate profits, zombification, monetary policy

Monetary Policy, Firm Exit and Productivity

Deutsche Bundesbank Discussion Paper No. 61/2020
Number of pages: 69 Posted: 16 Dec 2020
Philipp Lieberknecht and Benny Hartwig
Deutsche Bundesbank and Goethe University Frankfurt
Downloads 20 (634,980)

Abstract:

Loading...

3.

Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model

Number of pages: 74 Posted: 18 Oct 2019 Last Revised: 09 Nov 2020
Benny Hartwig
Goethe University Frankfurt
Downloads 41 (496,892)

Abstract:

Loading...

Model uncertainty, Multivariate stochastic volatility, Dynamic correlations, Monetary policy, Structural VAR

4.

Bayesian VARs and Prior Calibration in Times of COVID-19

Number of pages: 36 Posted: 25 Feb 2021
Benny Hartwig
Goethe University Frankfurt
Downloads 33 (535,501)

Abstract:

Loading...

COVID 19, Bayesian vector autoregression, t-distributed errors, stochastic volatility, robust priors

5.

Robust Inference In Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model

Deutsche Bundesbank Discussion Paper No. 34/2020
Number of pages: 69 Posted: 04 Aug 2020
Benny Hartwig
Goethe University Frankfurt
Downloads 8 (701,353)
Citation 1

Abstract:

Loading...

Model uncertainty, Multivariate stochastic volatility, Dynamic correlations, Monetary policy, Structural VAR