Concepedia

Bernd Schwaab

BS

25

Publications

1.2K

Citations

16

H-Index

2009

Active since

Affiliations

European Central Bank(Current)

Tinbergen Institute

Vrije Universiteit Amsterdam

Aarhus University

Swedish National Bank

Bernd Schwaab is an author at European Central Bank specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsFinancial CrisisManagementStatisticsEconometricsGlobal FinanceMacroeconomicsEconomic Analysis

Publications per year

2009–2023

25

Publications

25

Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme

Fabian Eser, Bernd Schwaab · Journal of Financial Economics · 2015 · 316 citations

Monetary Policy, Economics, Financial Economics +9

Modeling frailty-correlated defaults using many macroeconomic covariates

Siem Jan Koopman, André Lucas, Bernd Schwaab · Journal of Econometrics · 2011 · 123 citations

Economics, Macroeconomics, Longevity +8

Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk

Drew Creal, Bernd Schwaab, Siem Jan Koopman et al. · The Review of Economics and Statistics · 2013 · 117 citations

Engineering, Factor Models, Macroeconomic Forecasting +21

Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008

Siem Jan Koopman, André Lucas, Bernd Schwaab · Journal of Business and Economic Statistics · 2012 · 65 citations

Empirical Finance, Autonomous Default Dynamics, Financial Risk Management +20

Do negative interest rates make banks less safe?

Federico Nucera, André Lucas, Julia Schaumburg et al. · Economics Letters · 2017 · 64 citations · Full text

Monetary Policy, Interest Rate Risk, Negative Interest Rates +5

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