Falk Bräuning
Falk Bräuning
Senior Economist

Research

email  falk.brauning@bos.frb.org

617-973-3081

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Publications

Refereed journal articles

Falk Bräuning and Siem Jan Koopman. 2014. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis." International Journal of Forecasting. 30: 572–584.

Working papers

"International Financial Integration, Crises, and Monetary Policy: Evidence from the Euro Area Interbank Crises," with Puriya Abbassi, Falko Fecht, and José-Luis Peydró. FRB Boston Research Working Paper Series, no. 17-06. (2017).

"Uncovering Covered Interest Parity: The Role of Bank Regulation and Monetary Policy," with Kovid Puria. FRB Boston Current Policy Perspectives Series, no. 17-03. (2017).

"Monetary Policy and Global Banking," with Victoria Ivashina. FRB Boston Research Working Paper Series, no. 17-05. (2017).

"The Dynamic Factor Network Model with an Application to Global Credit Risk," with Siem Jan Koopman. FRB Boston Research Working Paper Series, no. 16-13. (2016).

"Relationship Lending in the Interbank Market and the Price of Liquidity," with Falko Fecht. FRB Boston Research Working Paper Series, no. 16-07. (2016).

"A Dynamic Network Model of the Unsecured Interbank Lending Market," with Francisco Blasques. FRB Boston Research Working Paper Series, no. 16-03. (2016)

Francisco Blasques, Falk Bräuning, and Iman van Lelyveld. 2015. "A Dynamic Network Model of the Unsecured Interbank Lending Market."BIS Working Papers 491, Bank for International Settlements.

Francisco Blasques , Falk Bräuning, and Iman van Lelyveld. 2015. "A Dynamic Network Model of the Unsecured Interbank Lending Market." DNB Working Papers 460, Netherlands Central Bank, Research department.

Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis. 2014."Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis." Discussion Papers 45/2014, Deutsche Bundesbank, Research Centre.

Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis. 2015. "Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis." CEPR Discussion Papers 10479, C.E.P.R. Discussion papers.

Bräuning, Falk and Fecht, Falko, 2012. "Relationship Lending in the Interbank Market and the Price of Liquidity." Discussion Papers 22/2102, Deutsche Bundesbank, Research Centre.