Lemke, Wolfgang

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
Teaching experience
  • 2000-2004
    Lectures in Empirical Economics and Time Series Analysis, Seminars in Statistics and Econometrics: University of Bielefeld
Awards
  • 2006
    Dissertation Award of the Westfälisch-Lippische Universitätsgesellschaft
  • 1997
    Scholarship of the Konrad-Adenauer-Foundation

Journal publications

2019
Dewachter, H., Iania, L., Lemke, W. and Lyrio, M.
A Macro-Financial Analysis of the Corporate Bond Market
Empirical Economics, forthcoming, https://doi.org/10.1007/s00181-018-1530-8
2016
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
2015
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
2011
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
2008
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
2005
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

2006
Lemke, W.
Term Structure Modeling and Estimation in a State Space Framework
Springer, Lecture Notes in Economics and Mathematical Systems
2003
Frohn, J., Chen, P., Hillebrand, B., Lemke, W., Lutz, C., Meyer, B., and Pullen, M.
Wirkungen umweltpolitischer Maßnahmen - Abschätzungen mit zwei ökonometrischen Modellen
Physica
2005
Greiber, C. and Lemke, W.
Money Demand and Macroeconomic Uncertainty
Deutsche Bundesbank, Discussion Paper, 26-2005