Prof. Dr. Dieter Nautz
Professor - aktiv
Universität
Freie Universität Berlin
Freie Universität Berlin
Fachbereich
Wirtschaftswissenschaften
Wirtschaftswissenschaften
Institut
Institut für Statistik und Ökonometrie
Institut für Statistik und Ökonometrie
Arbeitsbereiche
Ökonometrie
Ökonometrie
Land
Deutschland
Deutschland
Ort / PLZ
14195 Berlin
14195 Berlin
Strasse
Boltzmannstraße 20
Boltzmannstraße 20
Telefon
+49 (0)30 838-51399
+49 (0)30 838-51399
Sekretariat
+49 (0)30 838-52774
+49 (0)30 838-52774
FAX
+49 (0)30 838-54142
+49 (0)30 838-54142
Veröffentlichungen
Abbassi, P., Nautz, D.: Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB's Main Refinancing Rates. PDF
Linzert, T., Nautz, D., Bindseil, U.: Bidding Behavior in the Longer Term Refinancing Operations of the European Central Bank: Evidence from a Panel Sample Selection Model, Journal of Banking and Finance, May 2007, 31(5): 1521-1543.
Linzert, T, Nautz, D., Breitung, J.: Bidder Behavior in Central Bank Repo Auctions: Evidence from the Bundesbank, Journal of International Financial Markets, Institutions and Money, July 2006, 16(3): 215-230.
Nautz, D., Oechssler, J.: Overbidding in Fixed Rate Tenders – An Empirical Assessment of Alternative Explanations, European Economic Review, April 2006, 50(3): 631-646.
Nautz, D., Oechssler, J.: The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle. Scandinavian Journal of Economics, June 2003, 105(2): 207-220.
Breitung J., Nautz, D.: The Empirical Performance of the ECB's Repoauctions: Evidence from aggregated and individual bidding data. Journal of International Money and Finance, November 2001, 20(6): 839-856.
Nautz, D., Wolfstetter, E.: Bid Shading and Risk Aversion in Multi--Unit Auctions with Many Bidders, Economics Letters, 1997, 56(2): 195-200.
Nautz, D.: How Auctions Reveal Information: A Case Study on German REPO Rates. Journal of Money, Credit, and Banking, 1997, 29(1): 17-25.
Nautz, D.: Zur Feinsteuerung des Geldmarktes durch die Wertpapierpensionsgeschäfte der Bundesbank. Zeitschrift für Wirtschafts- und Sozialwissenschaften, 1995, 115(4): 622-44.
Nautz, D.: Optimal Bidding in Multi-Unit Auctions with Many Bidders. Economics Letters, 1995, 48(3): 301-06.
Nautz, D.: Der Zinstender bei den Wertpapierpensionsgeschäften der Deutschen Bundesbank. (Dissertation) Haag und Herchen Verlag, 1994.
Interest Rates
Nautz, D., Scheithauer, J.: Monetary Policy Implementation and Overnight Rate Persistence.
Abbassi, P., Nautz, D., Offermanns, C.J.: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland, Swiss Journal of Economics and Statistics, forthcoming.
Busch, U. , Nautz, D.: Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area, German Economic Review, forthcoming.
Nautz, D. , Schmidt, S.: Monetary Policy Implementation and the Federal Funds Rate, Journal of Banking and Finance, July 2009, 33(7): 1274-1284.
Hassler, U., Nautz, D.: On the Persistence of the Eonia Spread, Economics Letters, December 2008, 101(3): 184-187.
Nautz, D., Offermanns, C.J.: Volatility Transmission in the European Money Market, North American Journal of Economics and Finance, March 2008, 19(1): 23-39.
Nautz, D., Offermanns, C.J.: The Dynamic Relationship between the Euro Overnight Rate, the ECB's Policy Rate and the Term Spread, International Journal of Finance and Economics, July 2007,12(3): 287-300.
Nautz, D., Wolters, J.: The Response of Long--Term Interest Rates to News about Monetary Policy Actions. Empirical Evidence for the U.S. and Germany. Weltwirtschaftliches Archiv, 1999, 135 (3): 397-412.
Hassler, U., Nautz, D.: The Link between German Short- and Long-Term Interest Rates: Some Evidence against a Term Structure Oriented Monetary Policy. Jahrbücher für Nationalökonomie und Statistik, 1998, 217(2): 214-26.
Nautz, D., Wolters, J.: Die Entwicklung langfristiger Kreditzinssätze: Eine empirische Analyse. Kredit und Kapital, 1996, 29(4): 481-510.
Mitusch, K., Nautz, D. Expectations and Interest Rates on Mortgage Loans. Empirical Economics, 1995, 20(4): 667-80.
Exchange Rates
Nautz, D., Ruth, K.: Monetary Disequilibria and the Euro/Dollar Exchange Rate, European Journal of Finance, 2008, 14(8): 701-716.
Nautz, D., Offermanns, C.J.: Does the Euro follow the German Mark? Evidence from the Monetary Model of the Exchange Rate, European Economic Review, June 2006, 50(5): 1279-1295.
Nautz, D., Scheithauer, J.: An eclectic view on the euro/dollar exchange rate, Applied Economics Quarterly, April 2005, 51(2), 133-142.
Moersch, M., Nautz, D.: A Note on Testing the Monetary Model of the Exchange Rate, Applied Financial Economics, 2001, (11) 261-268.
Nautz, D.: Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses. Kredit und Kapital, 2000, 33(4).
Inflation
Meller, B., Nautz, D.: The Impact of the European Monetary Union on Inflation Persistence in the Euro Area.
Kremer, S., Nautz, D., Bick, A.: Inflation and Growth: New Evidence From a Panel Threshold Analysis.
Nautz, D., Scharff, J.: Inflation and Relative Price Variability in the Euro Area: Evidence from a Panel Threshold Model.
Becker, S.S., Nautz, D.: Inflation and Relative Price Variability: New Evidence for the United States, Southern Economic Journal, July 2009, 76(1): 146-164.
Bick, A., Nautz, D.: Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities, International Journal of Central Banking, September 2008, 4(3): 61-76.
Nautz, D., Scharff, J.: Inflation and Relative Price Variability in a Low Inflation Country: Empirical Evidence for Germany, German Economic Review, November 2005, 6(4): 507-523.
Money Demand and Money Supply
Nautz, D., Rondorf, U.: The (In)stability of Money Demand in the Euro Area: Lessons from a Cross-Country Analysis.
Mitusch, K., Nautz, D.: Interest Rate and Liquidity Risk Management and the European Money Supply Process. Journal of Banking and Finance, 2001, 25, 2089-2101.
Nautz, D.: Die Geldmarktsteuerung der Europäischen Zentralbank und das Geldangebot der Banken. Habilitationsschrift, Physica Verlag, Wirtschaftswissenschaftliche Beiträge 175, 2000.
Nautz, D.: Wie brauchbar sind Multiplikatorprognosen für die Geldmengensteuerung der Bundesbank? Kredit und Kapital, 1998, 31(2): 171-89.
Nautz, D.: Banks' Demand for Reserves When Future Monetary Policy is Uncertain. Journal of Monetary Economics, 1998, 42(1): 161-83.
Hassler, U., Nautz, D.: A Note on Spurious Seasonality When Time Series have Linear Trends. ifo Studien, 44(1):15-23, 1998.
Brüggemann, I., Nautz, D. : Money Growth Volatility and the Demand for Money in Germany: Friedman's Volatility Hypothesis Revisited. Weltwirtschaftliches Archiv, 1997, 133(3): 523-37. Nutzungshinweise: Jede natürliche Person darf sich nur mit einer E-Mail Adresse bei WiWi-Online registrieren lassen. Die Nutzung der Daten die WiWi-Online bereitstellt ist nur für den privaten Gebrauch bestimmt - eine gewerbliche Nutzung ist verboten. Eine automatisierte Nutzung von WiWi-Online und dessen Inhalte, z.B. durch Offline-Browser, Download-Manager oder Webseiten etc. ist ausdrücklich strengstens untersagt. Zuwiderhandlungen werden straf- und zivilrechtlich verfolgt.