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Wolfgang Lemke

Monetary Policy

Division

Capital Markets/Financial Structure

Current Position

Adviser

Fields of interest

Financial Economics, Macroeconomics and Monetary Economics

Email

Wolfgang.Lemke@ecb.europa.eu

Biography

Education
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

Awards
2006

Dissertation Award of the Westfälisch-Lippische Universitätsgesellschaft

1997

Scholarship of the Konrad-Adenauer-Foundation

Teaching experience
2000-2004

Lectures in Empirical Economics and Time Series Analysis, Seminars in Statistics and Econometrics: University of Bielefeld

External publications
2020
Journal of Banking and Finance
Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme
  • Lemke
  • W. and Werner
  • T.
2019
Empirical Economics
A Macro-Financial Analysis of the Corporate Bond Market
  • Dewachter
  • H.
  • Iania
  • L.
  • Lemke
  • W. and Lyrio
  • M.
2016
Journal of Money, Credit and Banking
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
  • Abbate
  • A.
  • Eickmeier
  • S.
  • Lemke
  • W. and Marcellino
  • M.
2015
Journal of the Royal Statistical Society - Series A
Classical Time-Varying Factor-Augmented Vector Auto-Regressive Models - Estimation, Forecasting and Structural Analysis
  • Eickmeier
  • S.
  • Lemke
  • W. and Marcellino
  • M.
2011
Economics Letters
The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-2009
  • Ejsing
  • J. and Lemke
  • W.
2008
Quantitative Finance
Bond Pricing when the Short-Term Interest Rate Follows a Threshold Process
  • Lemke
  • W. and Archontakis
  • T.
2008
North American Journal of Economics and Finance
An Affine Macro-Finance Term Structure Model for the Euro Area
  • W. Lemke
2008
Economic Notes
Threshold Dynamics of Short-Term Interest Rates: Empirical Evidence and Implications for the Term Structure
  • Archontakis
  • T. and Lemke
  • W.
2008
Cambridge Journal of Economics
How Useful is the Concept of the Natural Real Rate of Interest for Monetary Policy?
  • Weber
  • A. A.
  • Lemke
  • W. and Worms
  • A.
2005
Applied Economics Quarterly
Estimation of Structural Econometric Models with Linear and Nonlinear Identities
  • Chen
  • P.
  • Frohn
  • J. and Lemke
  • W.
2006
Springer, Lecture Notes in Economics and Mathematical Systems
Term Structure Modeling and Estimation in a State Space Framework
  • Lemke
  • W.
2003
Physica
Wirkungen umweltpolitischer Maßnahmen - Abschätzungen mit zwei ökonometrischen Modellen
  • Frohn
  • J.
  • Chen
  • P.
  • Hillebrand
  • B.
  • Lemke
  • W.
  • Lutz
  • C.
  • Meyer
  • B.
  • and Pullen
  • M.
2020
DNB Working Paper
Natural Rate Chimera and Bond Pricing Reality
  • Brand
  • C.
  • Goy
  • G.
  • and Lemke
  • W.
2005
Deutsche Bundesbank, Discussion Paper
Money Demand and Macroeconomic Uncertainty
  • Greiber
  • C. and Lemke
  • W.