EU - Central Bank Research Hub

Title Author(s)

Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area,

European Central Bank Working papers [View] (Paper: 1527, 26.03.2013)

A dynamic limit order market with fast and slow traders,

European Central Bank Working papers [View] (Paper: 1526, 13.03.2013)

Financial frictions in the euro area: a Bayesian assessment,

European Central Bank Working papers [View] (Paper: 1521, 07.03.2013)

What does a financial shock do? First international evidence,

European Central Bank Working papers [View] (Paper: 1522, 07.03.2013)

The pricing of G7 sovereign bond spreads: the times, they are a-changin,

European Central Bank Working papers [View] (Paper: 1520, 07.03.2013)

Bank leverage cycles,

European Central Bank Working papers [View] (Paper: 1524, 07.03.2013)

Estimating GVAR weight matrices,

European Central Bank Working papers [View] (Paper: 1523, 07.03.2013)

Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks,

European Central Bank Working papers [View] (Paper: 1525, 07.03.2013)

Adverse selection, market access and inter-market competition,

European Central Bank Working papers [View] (Paper: 1519, 04.03.2013)

Fiscal composition and long-term growth,

European Central Bank Working papers [View] (Paper: 1518, 04.03.2013)

Employment duration and shifts into retirement in the EU

European Central Bank Working papers [View] (Paper: 1517, 26.02.2013)

JEL: C41, J14, J26

The mutating euro area crisis: is the balance between "sceptics" and "advocates" shifting?

European Central Bank Occasional papers [View] (Paper: 144, 26.02.2013)

JEL: F33, F42, N24

Financial shocks and the macroeconomy: heterogeneity and non-linearities

European Central Bank Occasional papers [View] (Paper: 143, 26.02.2013)

JEL: C32, E32, E44

Bank-firm relationships and the survival of non-financial firms during the financial crisis 2008-2009

European Central Bank Working papers [View] (Paper: 1516, 16.02.2013)

JEL: E44, G21, G33

Fiscal stimulus in times of high debt: reconsidering multipliers and twin deficits

European Central Bank Working papers [View] (Paper: 1513, 16.02.2013)

JEL: C11, C32, E62, F32, F41

Booms and systemic banking crises

European Central Bank Working papers [View] (Paper: 1514, 16.02.2013)

JEL: E32, E44, G01, G21

Non-performing loans: what matters in addition to the economic cycle?

European Central Bank Working papers [View] (Paper: 1515, 16.02.2013)

JEL: F34, G21, G28, G32

Learning about wage and price mark-ups in euro area countries,

European Central Bank Working papers [View] (Paper: 1512, 13.02.2013)

Fiscal consolidations and bank balance sheets,

European Central Bank Working papers [View] (Paper: 1511, 11.02.2013)

Interest rate volatility: a consol rate-based measure,

European Central Bank Working papers [View] (Paper: 1505, 06.02.2013)

On policymakers' loss function and the evaluation of early warning systems, Economics Letters, Vol 119 (1): pp 1-7.,

European Central Bank Working papers [View] (Paper: 1509, 06.02.2013)

Assessing interbank contagion using simulated networks,

European Central Bank Working papers [View] (Paper: 1506, 06.02.2013)

A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply,

European Central Bank Working papers [View] (Paper: 1508, 06.02.2013)

Panel vector autoregressive models: a survey,

European Central Bank Working papers [View] (Paper: 1507, 06.02.2013)

China's economic growth and rebalancing

European Central Bank Occasional papers [View] (Paper: 142, 05.02.2013)

External competitiveness of EU candidate countries

European Central Bank Occasional papers [View] (Paper: 141, 31.01.2013)

Financial stability analysis: insights gained from consolidated banking data for the EU

European Central Bank Occasional papers [View] (Paper: 140, 15.01.2013)

International R&D Spillovers: Technology Transfer vs. R&D Synergies,

European Central Bank Working papers [View] (Paper: 1504, 08.01.2013)

Cost of borrowing shocks and fiscal adjustment,

European Central Bank Working papers [View] (Paper: 1503, 28.12.2012)

Do firms use the trade credit channel to manage growth?

European Central Bank Working papers [View] (Paper: 1502, 14.12.2012)

JEL: C23, E44, G32, L25

Explaining EU citizens' trust in the ECB in normal and crisis times,

European Central Bank Working papers [View] (Paper: 1501, 14.12.2012)

JEL: E58, G21, Z13

Competitiveness and external imbalances within the euro area

European Central Bank Occasional papers [View] (Paper: 139, 07.12.2012)

 

Nonlinear liquidity adjustments in the euro area overnight money market,

European Central Bank Working papers [View] (Paper: 1500, 03.12.2012)

Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks,

European Central Bank Working papers [View] (Paper: 1499, 29.11.2012)

Heterogeneity and cross-country spillovers in macroeconomic-financial linkages,

European Central Bank Working papers [View] (Paper: 1498, 29.11.2012)

Bank capital and liquidity creation: Granger-causality evidence,

European Central Bank Working papers [View] (Paper: 1497, 22.11.2012)

The ECB and the interbank market, The Economic Journal, Vol 122, 2012: F467-F486.,

European Central Bank Working papers [View] (Paper: 1496, 22.11.2012)

An alternative method for identifying booms and busts in the euro area housing market,

European Central Bank Working papers [View] (Paper: 1493, 17.11.2012)

Bubbles, banks and financial stability,

European Central Bank Working papers [View] (Paper: 1495, 17.11.2012)

Prior selection for vector autoregressions,

European Central Bank Working papers [View] (Paper: 1494, 17.11.2012)

Bayesian analysis of recursive SVAR models with overidentifying restrictions,

European Central Bank Working papers [View] (Paper: 1492, 17.11.2012)

Trade openness reduces growth volatility when countries are well diversified,

European Central Bank Working papers [View] (Paper: 1491, 13.11.2012)

When the cat's away the mice will play: does regulation at home affect bank risk taking abroad?,

European Central Bank Working papers [View] (Paper: 1488, 05.11.2012)

A model of borrower reputation as intangible collateral,

European Central Bank Working papers [View] (Paper: 1490, 05.11.2012)

The business cycle implications of banks' maturity transformation,

European Central Bank Working papers [View] (Paper: 1489, 05.11.2012)

Euro area labour markets and the crisis

European Central Bank Occasional papers [View] (Paper: 138, 31.10.2012)

 

Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics,

European Central Bank Working papers [View] (Paper: 1487, 30.10.2012)

Leading indicators of crisis incidence: evidence from developed countries,

European Central Bank Working papers [View] (Paper: 1486, 22.10.2012)

Banking, debt and currency crisis: early warning indicators for developed countries,

European Central Bank Working papers [View] (Paper: 1485, 19.10.2012)

Bank ratings - what determines their quality?,

European Central Bank Working papers [View] (Paper: 1484, 19.10.2012)