Kerstin Bernoth
Professor
Economics
Hertie School of Governance
Germany
Biography
Kerstin Bernoth is Professor of Economics at the Hertie School of Governance and Deputy Head of Macroeconomics at the German Institute for Economic Research (DIW Berlin). Her research centres on empirical finance, monetary and fiscal policy and financial stability. Since 2015, Bernoth has also been a member of the Monetary Expert Panel of the European Parliament. She holds a PhD. from the University of Bonn and worked between 2004 and 2009 in the economic policy and research department of De Nederlandsche Bank, the central bank of the Netherlands.
Research Interest
International Capital and Money Markets, Fiscal Policy, Monetary Policy, Empirical Finance and Macroeconomics, Financial Stability.
Publications
-
“Euribor futures market: Efficiency and the impact of ECB policy announcementsâ€, International Finance , 2004, Volume 7, pp. 1 - 24 (with Jürgen von Hagen).
-
Reageren consumenten anders op vermogensverliezen dan op winsten?“, Tijdschrift voor Politieke Ekonomie , 2006, Volume 27, pp. 114 - 131 (with Robert - Paul Berben and Mauro Mastrogiacomo).
-
Fool the markets ? Creative accounting, fiscal transparency and sovereign risk premiaâ€, Scottish Journal of Political E conomy , 2008, Volume 55, pp. 465 - 487 (with Guntram B. Wolff).
-
“ Forecasting the fragility of the banking and insurance sectorâ€, Journal of Banking and Finance , 2011, Volume 35(4), pp. 807 - 818 (with Andreas Pick).
-
“Sovereign bond yield spreads: A time - varying coefficient approachâ€, Journal of International Money and Finance , 2012, Volume 31(3), pp. 639 - 659 (with Burcu Erdogan
-
“ Sovereign risk premia in the European government bond marketâ€, Journal of International Money and Finance , 201 2, Volume 31(5), pp. 975 - 995 (with Jürgen von Hagen and Ludger Schuknecht).
-
“The macro - determinants of private equity investm entâ€, Applied Economics , 2014, Volume 46(11), pp. 1170 - 1183 (with Roberta Colavecchio).
-
The cyclicality of automatic and discretionary fiscal policy: What can real time data tell us?â€, Macroeconomic Dynamics , 2015, Volume 19(1), pp. 221 - 243 (with Andrew Hughes Hallett and John Lewis).
