Publications and communications of Maren Ulm

Hambuckers, J., & Ulm, M. (December 2023). On the role of interest rate differentials in the dynamic asymmetry of exchange rates. Economic Modelling, 129.

Hartmann, M., Herwartz, H., & Ulm, M. (2022). Inflation targeting under inflation uncertainty - Multi-economy evidence from a stochastic volatility model. Macroeconomic Dynamics, 5, 1302-1337. doi:10.1017/S1365100520000565

Ulm, M., & Hambuckers, J. (2022). Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. Journal of Empirical Finance, 65, 125-148. doi:10.1016/j.jempfin.2021.12.004

Hartmann, M., Herwartz, H., & Ulm, M. (2017). A comparative assessment of alternative ex ante measures of inflation uncertainty. International Journal of Forecasting, 33 (1), 76-89. doi:10.1016/j.ijforecast.2016.08.005