Lemke, Wolfgang

  • 2004
    PhD in Economics (Dr. rel. pol.) University of Bielefeld, Germany
  • 2000
    MA in Economics (Dipl.-Volkswirt) University of Bielefeld, Germany
  • 1997-1998
    Purdue University, Indiana, USA (visiting PhD programme)
Professional experience
  • 2017-
    Adviser, ECB, Capital Markets/Financial Structure Division
  • 2011-2017
    Principal Economist / Adviser (temporary), ECB, Monetary Policy Strategy Division and Capital Markets/Financial Structure Division
  • 2007-2011
    Economist, ECB, Capital Markets /Financial Structure Division and Monetary Policy Research Division
  • 2004-2007
    Economist, Deutsche Bundesbank, Economics Department, Monetary Policy and Analysis Division
  • 2000-2004
    University of Bielefeld, Assistant at the Chair of Econometrics and Statistics
Teaching experience
  • 2000-2004
    Lectures in Empirical Economics and Time Series Analysis, Seminars in Statistics and Econometrics: University of Bielefeld
  • 2006
    Dissertation Award of the Westfälisch-Lippische Universitätsgesellschaft
  • 1997
    Scholarship of the Konrad-Adenauer-Foundation

Journal publications

Lemke, W. and Werner, T.
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme
Journal of Banking and Finance, 111, February 2020
Dewachter, H., Iania, L., Lemke, W. and Lyrio, M.
A Macro-Financial Analysis of the Corporate Bond Market
Empirical Economics, 57(6), pp. 1911–1933
Abbate, A., Eickmeier, S., Lemke, W. and Marcellino, M.
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
Journal of Money, Credit and Banking, 48(4), pp. 573–601
Eickmeier, S., Lemke, W. and Marcellino, M.
Classical Time-Varying Factor-Augmented Vector Auto-Regressive Models - Estimation, Forecasting and Structural Analysis
Journal of the Royal Statistical Society - Series A, 178(3), pp. 493-533
Ejsing, J. and Lemke, W.
The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-2009
Economics Letters, 110(1), pp. 28-31
Lemke, W. and Archontakis, T.
Bond Pricing when the Short-Term Interest Rate Follows a Threshold Process
Quantitative Finance, 8(8), pp. 811-822
W. Lemke
An Affine Macro-Finance Term Structure Model for the Euro Area
North American Journal of Economics and Finance, 19(1), pp. 41-69
Weber, A. A., Lemke, W. and Worms, A.
How Useful is the Concept of the Natural Real Rate of Interest for Monetary Policy?
Cambridge Journal of Economics, 32(1), pp. 49-63
Chen, P., Frohn, J. and Lemke, W.
Estimation of Structural Econometric Models with Linear and Nonlinear Identities
Applied Economics Quarterly, 51, pp. 169-180

Other publications

Lemke, W.
Term Structure Modeling and Estimation in a State Space Framework
Springer, Lecture Notes in Economics and Mathematical Systems
Frohn, J., Chen, P., Hillebrand, B., Lemke, W., Lutz, C., Meyer, B., and Pullen, M.
Wirkungen umweltpolitischer Maßnahmen - Abschätzungen mit zwei ökonometrischen Modellen
Brand, C., Goy, G., and Lemke, W.
Natural Rate Chimera and Bond Pricing Reality
DNB Working Paper, No 666
Greiber, C. and Lemke, W.
Money Demand and Macroeconomic Uncertainty
Deutsche Bundesbank, Discussion Paper, 26-2005