Petra Gerlach-Kristen

Economics and Econometrics · 2003–2006

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Petra Gerlach-Kristen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Glenn D. Rudebusch
  2. Athanasios Orphanides
  3. A. Sibert
  4. Alan S. Blinder
  5. P. Geraats
  6. Nicola Persico
  7. K. Cuthbertson

Who trusts Petra Gerlach-Kristen overall

  1. Stephan Sauer
  2. Alan S. Blinder
  3. P. Geraats
  4. Jan-Egbert Sturm
  5. Michael Ehrmann
  6. Alvaro Angeriz
  7. Ignazio Angeloni
  8. Marcel Fratzscher

Papers from Petra Gerlach-Kristen's perspective

Ordered by how strongly the researchers Petra Gerlach-Kristen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  2. The Taylor Rule and Interest Rates in the EMU Area
  3. Term premia and interest rate forecasts in affine models
  4. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  5. Specification Analysis of Affine Term Structure Models
  6. The Demand for M3 in the Euro Area (Social Science Research Network)
  7. An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (Social Science Research Network)
  8. A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
  9. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  10. Tests for Parameter Instability and Structural Change with Unknown Change Point

Their papers