Denmark - Central Bank Research Hub

Title Author(s)

The ECB's unconventional monetary policy and the role of exchange rate regimes in cross-country spillovers

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP119, 02.10.2017)

JEL: E43, E44, E52, F31, F41

A new approach to modelling banks' equity volatility: Adding time-to-maturity jumps

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP118, 16.08.2017)

JEL: C32, G01, G12, G21, G32

Modelling Fire Sales From Regulatory Cliff Effects

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP117, 14.08.2017)

JEL: G21, G28

Consumption and savings in a low interest-rate environment

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP116, 29.06.2017)

JEL: D12, D14, D31, D91, E21

Financial Cycles: What are they and what do they look like in Denmark?

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP115, 16.06.2017)

A Leading Indicator of House-Price Bubbles

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP114, 06.04.2017)

JEL: C22, G12, R31

What are the effects of changes in taxation and new types of mortgages on the real economy? - The case of Denmark during the 00's

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP113, 22.03.2017)

JEL: E17, E32, E62, E65, F41

Non-Parametric Estimation of Marginal Propensities to Consume: The Case of Regression Splines

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP112, 17.03.2017)

JEL: C51, E21, E6

Revisiting potential output in Denmark

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP111, 27.02.2017)

Incorporating Funding Costs in Top-down Stress Tests

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP110, 15.02.2017)

JEL: G12, G21, G31, G38

Overoptimism and house price bubbles

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP109, 01.11.2016)

JEL: D10, D14, E31, E32

Modelling Danish Government Bond Yields in a Low-Rate Environment

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP106, 24.02.2016)

JEL: C32, C53, G13

Systemic risk in Danish banks: Implementing SRISK in a Danish context

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP105, 05.02.2016)

JEL: C32, C53, G01, G21, G32

Market liquidity and market making the case of fixed income and low interest rates

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP100, 12.01.2016)

JEL: E43, G12, G20

Geographical job mobility and wage flexibility in Denmark

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP104, 08.01.2016)

JEL: J30, J61, J65

175 years of financial risks and returns in central banking

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP103, 04.01.2016)

JEL: E42, E51, E52, E58, F33, G11, N23, N24

Global Value Chains

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP102, 22.12.2015)

Do Tax Incentives for Saving in Pension Accounts Cause Debt Accumulation? Evidence from Danish Register Data

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP101, 16.12.2015)

The short-term Danish interbank market before, during and after the financial crisis

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP099, 02.11.2015)

JEL: E42, E58, G21, G28

Precautionary borrowing and the credit card debt puzzle

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP098/2015, 08.10.2015)

JEL: D14, D91, E21

Loan types, leverage, and savings behaviour of Danish households

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP097/2015, 03.09.2015)

JEL: D14, E21, G21, R31

Firm leverage and investment during the crisis

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP096/2015, 04.06.2015)

JEL: D22, D92, E22, G31

Benefit reentitlement conditions in unemployment insurance schemes

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP095/2015, 20.05.2015)

JEL: E32, H3, J65

The Danish Natural Real Rate of Interest and Secular Stagnation

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP094/2015, 16.03.2015)

Real Rigidities and the cross-sectional distribution of price stickiness: Evidence from micro and macro data combined

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP93/2015, 26.02.2015)

Estimates of the National Wealth of Denmark 1845-2013

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP092/2015, 09.01.2015)

JEL: E01, N33, N34

Household debt and consumption during the financial crisis: Evidence from Danish micro data

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP89/2014, 18.03.2014)

What Drives the Business Cycle in a Small Open Economy? Evidence from an estimated DSGE Model of the Danish Economy

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP88/2013, 18.12.2013)

The efficiency of Danish banks before and during the crisis: A comparison of DEA and SFA

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP87/2013, 11.12.2013)

Stress scenarios from the tails of historical distributions of macrofinancial risk factors in Denmark

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP86/2013, 11.11.2013)

Leading indicators of distress in Danish banks in the period 2008-12

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP85/2013, 18.09.2013)

Large sigma events in the European FX markets - Stylised facts from 273 years of quarterly data

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP84/2013, 23.05.2013)

Liquidity in Government versus Covered Bond Markets

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP83/2012, 22.11.2012)

A micro-econometric analysis of the banks' loan rejection rates and the creditworthiness of the banks' corporate customers

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP81/2012, 22.11.2012)

The interplay between credit standards and credit demand: Microeconometric evidence from Denmark

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP82/2012, 22.11.2012)

Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP78/2012, 20.01.2012)

Asymmetric Monetary Policy Towards the Stock Market: A DSGE Approach

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP77/2012, 18.01.2012)

Wage Dynamics in Denmark

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP76/2011, 12.10.2011)

Has the Fed Reacted Asymmetrically to Stock Prices?

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP75/2011, 10.10.2011)

Bank-firm relationships and the performance of non-financial firms during the financial crisis 2008-09 - microeconometric evidence from large-scale firm-level data

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP73/2011, 20.09.2011)

Payment Habits in Denmark

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP74/2011, 20.09.2011)

Spillovers from FDI:Ownership Structures, Domestic Firm Characteristics, and FDI Characteristics

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP72/2011, 29.04.2011)

Business cycles, Monetary Transmission and Shocks to Financial Stability - Empirical evidence from a new set of Danish quarterly national accounts 1948-2010

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP71/2010, 16.11.2010)

Liquidity of Danish Government and Covered Bonds - Before, During and After the Financial Crisis - Preliminary Findings

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP70/2010, 30.09.2010)

The Incidence of Nominal and Real Wage Rigidity: an Individual Based Sectoral Approach

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP69/2010, 11.08.2010)

Dankort payments as a timely indicator of retail sales in Denmark

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP66/2010, 16.03.2010)

Eksportformåen og lønkonkurrenceevne

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP67/2010, 16.03.2010)

Forecasting Direct Investment Equity Income for the Danish Balance of Payments

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP64/2010, 12.02.2010)

Estimating the cross-sectional distribution of price stickiness from aggregate data

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP64/2010, 05.01.2010)

Mobilbetalinger

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP63/2009, 02.11.2009)