Wolfgang Lemke
Monetary Policy
- Division
-
Capital Markets/Financial Structure
- Current Position
-
Adviser
- Fields of interest
-
Financial Economics,Macroeconomics and Monetary Economics
- 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
- 19 December 2019
- 8 July 2019
- 11 December 2018
- 30 October 2017
- 23 January 2017
- 14 October 2010
- 11 December 2009
- 24 April 2009
- 2020
- Journal of Banking and FinanceDissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme
- 2019
- Empirical EconomicsA Macro-Financial Analysis of the Corporate Bond Market
- 2016
- Journal of Money, Credit and BankingThe Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
- 2015
- Journal of the Royal Statistical Society - Series AClassical Time-Varying Factor-Augmented Vector Auto-Regressive Models - Estimation, Forecasting and Structural Analysis
- 2011
- Economics LettersThe Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-2009
- 2008
- Quantitative FinanceBond Pricing when the Short-Term Interest Rate Follows a Threshold Process
- 2008
- North American Journal of Economics and FinanceAn Affine Macro-Finance Term Structure Model for the Euro Area
- 2008
- Economic NotesThreshold Dynamics of Short-Term Interest Rates: Empirical Evidence and Implications for the Term Structure
- 2008
- Cambridge Journal of EconomicsHow Useful is the Concept of the Natural Real Rate of Interest for Monetary Policy?
- 2005
- Applied Economics QuarterlyEstimation of Structural Econometric Models with Linear and Nonlinear Identities
- 2006
- Springer, Lecture Notes in Economics and Mathematical SystemsTerm Structure Modeling and Estimation in a State Space Framework
- 2003
- PhysicaWirkungen umweltpolitischer Maßnahmen - Abschätzungen mit zwei ökonometrischen Modellen
- 2020
- DNB Working PaperNatural Rate Chimera and Bond Pricing Reality
- 2005
- Deutsche Bundesbank, Discussion PaperMoney Demand and Macroeconomic Uncertainty