Private homepage of
Dr. Wolfgang Lemke

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Wolfgang Lemke

Research Interests

Monetary Economics, Financial Economics, Time Series Econometrics

Publications and Working Papers

Working papers

Refereed journals


Older working papers and other publications

Selected Presentations

European Economic Association, Köln; German Economic Association, Freiburg
Asset Pricing Workshop, University of York
Banque de France, Paris; Bank for International Settlements, Basel; University of Göttingen; ECB workshop on “Current monetary policy challenges”, Frankfurt am Main
Freie Universität, Berlin; German Economic Association, Münster
German Economic Association, Düsseldorf; Bank for International Settlements, Basel; Hamburg University
Banque de France, Paris; European Meeting of the Econometric Society, Oslo
European Economic Association, Glasgow; European Finance Association, Frankfurt; European University Institute, Florence, Econometrics Workshop; Conference "High-Dimensional Econometric Modelling", Cass Business School, City University, London
German Economic Association, Magdeburg; German Finance Association, Frankfurt; University of St. Gallen, Finance Seminar
Workshop on Equity Premium jointly organized by the ECB and the Bank of England, Frankfurt; WHU, Otto-Beisheim School of Management, Vallendar
German Economic Association, Munich
2006 Bundesbank/ZEW Conference “Relation between Monetary Policy and Financial Markets”, Mannheim;  German Finance Association, Oestrich-Winkel; German Economic Association, Bayreuth; European Economic Association, Vienna
Bundesbank Workshop “What Central Banks Can Learn from Money and Credit Aggregates”, Eltville; Society for Computational Economics, Washington; Society for Nonlinear Dynamics and Econometrics, London

Recent discussions

Education and Degrees

07/00 - 07/04 Doctoral Studies in Economics, University of Bielefeld
Advisor: Prof. Dr. J. Frohn, 2nd advisor: Prof. Dr. Willi Semmler
Thesis: Term Structure Modeling and Estimation in a State Space Framework
Doctorate in Economics (Dr. rer. pol.) November 2004 (with highest distinction)
10/98 - 06/00 Diplom in Economics (Masters equivalent), University of Bielefeld (with highest distinction)
08/97 - 05/98 Ph.D. Program Economics, Purdue University, Indiana, USA (as a visiting student)
10/95 - 07/97 Vordiplom in Economics, University of Bielefeld, Germany

Research and Professional Experience

since 04/17
Adviser, European Central Bank, Capital Markets/Financial Structure Division
07/11 - 03/17
Principal Economist / Adviser (temporary), European Central Bank, Monetary Policy Strategy Division and Capital Markets/Financial Structure Division
05/07 - 06/11 Economist, European Central Bank, Capital Markets /Financial Structure Division and Monetary Policy Research Division

08/04 - 04/07

Economist, Deutsche Bundesbank, Economics Department, Monetary Policy and Analysis Division
07/00 - 07/04 Scientific assistent, University of Bielefeld, Economics Department, Statistics and Econometrics, Prof. Dr. J. Frohn
06/99 - 04/03 Research fellow in the project of the Federal Environmental Agency "Abschätzung der Auswirkungen umweltpolitischer Maßnahmen zur Erreichung von Umweltzielen mit Hilfe ökonometrischer Modelle" (Using econometric models for estimating the impact of environmental policy measures for the achievement of environmental standards)
06/98 - 08/98 Intern at the ifo Institute for Economic Research, Munich, Division of International Economics and European Integration

Teaching Experience


Allgemeines Statistisches Archiv (Journal of the German Statistical Society), Bank of England Working Paper Series, Computational Economics, Empirical Economics, European Central Bank Working Paper Series (3x), Financial Markets and Portfolio Management, German Economic Review, Journal of Applied Econometrics, Journal of Economic Dynamics and Control, Journal of the European Economic Association, Journal of Financial Stability, Journal of Forecasting, Journal of International Economics, Journal of Macroeconomics, The Journal of Risk, Review of Finance, Studies in Nonlinear Dynamics and Econometrics

Scholarships and Awards


Dissertation Award of the Westfälisch-Lippische Universitätsgesellschaft
08/97 - 05/98 Scholarship of the German Academic Exchange Service
10/96 - 06/00 Scholarship of the Konrad-Adenauer-Foundation

Wolfgang Lemke, private homepage, last modified: 27 October 2018