Magnus Reif
Biographic Data
| ID | 5738887 |
|---|---|
| NAME | Magnus Reif |
| GIVEN NAMES | Magnus |
| FAMILY NAME | Reif |
| SIGNATURE | REIF M |
| AFFILIATIONS | Deutsche Bundesbank CESifo ifo Institute |
| ORCID | 0000-0002-3953-4144 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Sudden stop
We use a structural vector autoregressive (SVAR) model to study the German natural gas market and investigate the impact of the 2022 Russian supply stop on the German economy. Combining conventional and narrative sign restrictions, we find that gas supply and demand shocks have large and persistent price effects, while output effects tend to be moderate. The 2022 natural gas price spike was driven by adverse supply shocks and positive storage dem…
Time‐Varying Dynamics of the German Business Cycle
This paper provides insights into the time‐varying dynamics of the German business cycle over the last five decades. To do so, I employ an open‐economy time‐varying parameter VAR with stochastic volatility, which I estimate by quasi‐Bayesian techniques. The reduced‐form analysis reveals substantial shifts in the variables’ long‐run growth rates and shock volatilities over time. German trend inflation has strongly decreased and settled at a histor…
Technological Growth and Hours in the Long Run
Over the last few decades, hours worked per capita have declined substantially in many OECD economies. Using the standard neoclassical growth model with endogenous work–leisure choice, we assess the role of trend growth slowdown in accounting for the decline in hours worked. In the model, a permanent reduction in technological growth decreases steady‐state hours worked by increasing the consumption–output ratio. Our empirical analysis exploits cr…
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Technological Growth and Hours in the Long Run
Over the last few decades, hours worked per capita have declined substantially in many OECD economies. Using the standard neoclassical growth model with endogenous work–leisure choice, we assess the role of trend growth slowdown in accounting for the decline in hours worked. In the model, a permanent reduction in technological growth decreases steady‐state hours worked by increasing the consumption–output ratio. Our empirical analysis exploits cr…
Time‐Varying Dynamics of the German Business Cycle
This paper provides insights into the time‐varying dynamics of the German business cycle over the last five decades. To do so, I employ an open‐economy time‐varying parameter VAR with stochastic volatility, which I estimate by quasi‐Bayesian techniques. The reduced‐form analysis reveals substantial shifts in the variables’ long‐run growth rates and shock volatilities over time. German trend inflation has strongly decreased and settled at a histor…
Sudden stop
We use a structural vector autoregressive (SVAR) model to study the German natural gas market and investigate the impact of the 2022 Russian supply stop on the German economy. Combining conventional and narrative sign restrictions, we find that gas supply and demand shocks have large and persistent price effects, while output effects tend to be moderate. The 2022 natural gas price spike was driven by adverse supply shocks and positive storage dem…
Economics (3 works) · Macroeconomics (3 works) · Demand shock (2 works) · Econometrics (2 works) · Market Dynamics and Volatility (2 works) · Monetary economics (2 works) · Monetary policy (2 works) · Supply shock (2 works) · Business cycle (1 work) · Chemistry (1 work)