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Till Strohsal
Till Strohsal
Berlin School of Economics and Law (HWR Berlin)
Verified email at hwr-berlin.de
Title
Cited by
Cited by
Year
Characterizing the financial cycle: Evidence from a frequency domain analysis
T Strohsal, CR Proaño, J Wolters
Journal of Banking & Finance 106, 568-591, 2019
1712019
Are US inflation expectations re-anchored?
D Nautz, T Strohsal
Economics Letters 127, 6-9, 2015
712015
Assessing the anchoring of inflation expectations
T Strohsal, L Winkelmann
Journal of International Money and Finance 50, 33-48, 2015
702015
The (de-) anchoring of inflation expectations: New evidence from the euro area
D Nautz, L Pagenhardt, T Strohsal
The North American Journal of Economics and Finance 40, 103-115, 2017
682017
The time-varying degree of inflation expectations anchoring
T Strohsal, R Melnick, D Nautz
Journal of Macroeconomics 48, 62-71, 2016
592016
Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK
T Strohsal, CR Proaño, J Wolters
Empirical Economics 57 (2), 385-398, 2019
42*2019
Sustainable border control policy in the COVID-19 pandemic: A math modeling study
Z Zhu, E Weber, T Strohsal, D Serhan
Travel medicine and infectious disease 41, 102044, 2021
352021
Time-varying international stock market interaction and the identification of volatility signals
T Strohsal, E Weber
Journal of Banking & Finance 56, 28-36, 2015
35*2015
Nowcasting German GDP: Foreign factors, financial markets, and model averaging
P Andreini, T Hasenzagl, L Reichlin, C Senftleben-König, T Strohsal
International Journal of Forecasting 39 (1), 298-313, 2023
31*2023
The anchoring of inflation expectations in the short and in the long run
D Nautz, T Strohsal, A Netšunajev
Macroeconomic Dynamics 23 (5), 1959-1977, 2019
272019
Data revisions to German national accounts: Are initial releases good nowcasts?
T Strohsal, E Wolf
International Journal of Forecasting 36 (4), 1252-1259, 2020
182020
Mean-variance cointegration and the expectations hypothesis
T Strohsal, E Weber
Quantitative Finance 14 (11), 1983-1997, 2014
152014
Bond yields and debt supply: new evidence through the lens of a preferred-habitat model
T Strohsal
Quantitative Finance 17 (10), 1509-1522, 2017
14*2017
Disinflation in steps and the Phillips curve: Israel 1986–2015
R Melnick, T Strohsal
Journal of Macroeconomics 53, 145-161, 2017
12*2017
German Open-end real estate funds
S Sebastian, T Strohsal
Understanding German Real Estate Markets, 301-313, 2012
92012
What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?
W Lemke, T Strohsal
Kiel und Hamburg: ZBW-Deutsche Zentralbibliothek für …, 2013
52013
How strong is the link between the global financial cycle and national macro-financial dynamics? A wavelet analysis
CR Proaño, LQ Virla, T Strohsal
Journal of International Money and Finance, 103419, 2025
12025
Der deutsche Konjunkturzyklus: Vermessung und Zusammenhang mit Investitionen
T Strohsal
Wirtschaftsdienst 98 (2), 125-128, 2018
12018
Time-varying shock transmission in non-Gaussian structural vector autoregressions
H Lütkepohl, T Strohsal
The Econometrics Journal, utag001, 2026
2026
Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions
H Lütkepohl, T Strohsal
DIW Discussion Papers, 2025
2025
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Articles 1–20