EU - Central Bank Research Hub

Title Author(s)

House price responsiveness of housing investments across major European economies

European Central Bank Working papers [View] (Paper: 1461, 27.08.2012)

JEL: C2, E22, R30

Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008

European Central Bank Working papers [View] (Paper: 1459, 27.08.2012)

JEL: C33, G21

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

European Central Bank Working papers [View] (Paper: 1460, 27.08.2012)

JEL: C32, E51, N14

Bubble thy neighbor: portfolio effects and externalities from capital controls

European Central Bank Working papers [View] (Paper: 1456, 14.08.2012)

JEL: F3, F4, F5, G0, G1

Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years

European Central Bank Working papers [View] (Paper: 1455, 14.08.2012)

JEL: C22, C53, E37, E47

Asset pricing and housing supply in a production economy

European Central Bank Working papers [View] (Paper: 1454, 14.08.2012)

JEL: E2, E3, G1

Household leverage

European Central Bank Working papers [View] (Paper: 1452, 11.07.2012)

JEL: E21, G21

Financial markets and international risk sharing in emerging market economics

European Central Bank Working papers [View] (Paper: 1451, 11.07.2012)

JEL: F21, F30, G15

Monetary and macroprudential policies

European Central Bank Working papers [View] (Paper: 1449, 11.07.2012)

JEL: E44, E58, E61

Sometimes it helps: the evolving predictive power of spreads on GDP dynamics

European Central Bank Working papers [View] (Paper: 1447, 11.07.2012)

JEL: C52, E37

Anticipation of future consumption: a monetary perspective

European Central Bank Working papers [View] (Paper: 1448, 11.07.2012)

JEL: D91, E41, O42

Debt and growth: new evidence for the Euro area

European Central Bank Working papers [View] (Paper: 1450, 11.07.2012)

JEL: C20, E62, H63, O40

Large shocks in menu cost models

European Central Bank Working papers [View] (Paper: 1453, 11.07.2012)

JEL: E31, E52

How informative are the subjective density forecasts of macroeconimists?

European Central Bank Working papers [View] (Paper: 1446, 11.07.2012)

JEL: C22, C53

Revisting the effective exchange rates of the Euro

European Central Bank Occasional papers [View] (Paper: 134, 28.06.2012)

JEL: F10, F30, F31, F40

Credit risk in general equilibrium

European Central Bank Working papers [View] (Paper: 1445, 19.06.2012)

JEL: D52, G01, G32, G33

The perils of aggregating foreign variables in panel data models

European Central Bank Working papers [View] (Paper: 1444, 14.06.2012)

JEL: C12, C31, C33, F41

The structural determinants of the US competitiveness in the last decades: a "trade-revealing" analysis

European Central Bank Working papers [View] (Paper: 1443, 01.06.2012)

JEL: F12, F17, F19

Global exchange rate configurations: Do oil shocks matter?

European Central Bank Working papers [View] (Paper: 1442, 01.06.2012)

JEL: F31, Q43

Thousands of models, one story: current account imbalances in the global economy

European Central Bank Working papers [View] (Paper: 1441, 01.06.2012)

JEL: C11, C33, F32, F34, F41, O52

Liquidity and credit risk premia in government bond yields

European Central Bank Working papers [View] (Paper: 1440, 01.06.2012)

JEL: E44, G01, G12

Loan prospecting

European Central Bank Working papers [View] (Paper: 1439, 30.05.2012)

JEL: D82, G21, L13

Asset market participation, monetary policy rules and the great inflation

European Central Bank Working papers [View] (Paper: 1438, 25.05.2012)

JEL: E31, E32, E44, E52

Internationally correlated jumps

European Central Bank Working papers [View] (Paper: 1436, 25.05.2012)

JEL: G11, G15

Euro money market spreads during the 2007-? financial crisis

European Central Bank Working papers [View] (Paper: 1437, 25.05.2012)

JEL: C32, E43, E58, G15

Monetary policy deliberations: committee size and voting rules

European Central Bank Working papers [View] (Paper: 1434, 14.05.2012)

JEL: D71, D78, D81, E58

Quantity theory is alive: the role of international portfolio shifts

European Central Bank Working papers [View] (Paper: 1435, 14.05.2012)

JEL: E31, E41, E51, E52, F40

When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets

European Central Bank Working papers [View] (Paper: 1433, 07.05.2012)

JEL: F30, N20

Macroeconomic shocks in an oil market VAR

European Central Bank Working papers [View] (Paper: 1432, 04.05.2012)

JEL: C01, C32, E32

Shadow banking in the Euro area: an overview

European Central Bank Occasional papers [View] (Paper: 133, 03.05.2012)

JEL: G01, G15, G21, G28

Productivity in the Euro area: any evidence of convergence?

European Central Bank Working papers [View] (Paper: 1431, 27.04.2012)

JEL: C33, J24, L60, L80, O47

The export-magnification effect of offshoring

European Central Bank Working papers [View] (Paper: 1430, 27.04.2012)

JEL: F12, F15, F23

Fiscal policy and the great recession in the Euro area,

European Central Bank Working papers [View] (Paper: 1429, 27.03.2012)

JEL: C11, E32, E62

Short-term forecasting of the Japanese economy using factor models,

European Central Bank Working papers [View] (Paper: 1428, 20.03.2012)

JEL: C50, C53, E37, E47

Do bank characteristics influence the effect of monetary policy on bank risk?,

European Central Bank Working papers [View] (Paper: 1427, 16.03.2012)

JEL: E44, E52, G21

CISS - a composite indicator of systemic stress in the financial system,

European Central Bank Working papers [View] (Paper: 1426, 12.03.2012)

JEL: E44, G01, G10, G20

Financial integration, specialization and systemic risk, Journal of International Economics (forthcoming),

European Central Bank Working papers [View] (Paper: 1425, 15.02.2012)

The pitch rather than the pit: investor inattention during FIFA world cup matches,

European Central Bank Working papers [View] (Paper: 1424, 13.02.2012)

Financial market frictions in a model of the euro area,

European Central Bank Working papers [View] (Paper: 1423, 10.02.2012)

Determinants of credit to households in a life-cycle model,

European Central Bank Working papers [View] (Paper: 1420, 03.02.2012)

Who needs credit and who gets credit in Eastern Europe?,

European Central Bank Working papers [View] (Paper: 1421, 03.02.2012)

Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters,

European Central Bank Working papers [View] (Paper: 1422, 03.02.2012)

Capital controls and foreign exchange policy,

European Central Bank Working papers [View] (Paper: 1415, 01.02.2012)

Quantifying the qualitative responses of the output purchasing managers index in the US and the Euro area,

European Central Bank Working papers [View] (Paper: 1417, 01.02.2012)

The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal,

European Central Bank Working papers [View] (Paper: 1419, 01.02.2012)

The scapegoat theory of exchange rates: the first tests,

European Central Bank Working papers [View] (Paper: 1418, 01.02.2012)

Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis,

European Central Bank Working papers [View] (Paper: 1416, 01.02.2012)

Has the Euro affected the choice of invoicing currency?,

European Central Bank Working papers [View] (Paper: 1414, 18.01.2012)

Risk-sharing or risk-taking? Counterparty risk, incentives and margins,

European Central Bank Working papers [View] (Paper: 1413, 10.01.2012)

Global value chains during the great trade collapse: a bullwhip effect?

European Central Bank Working papers [View] (Paper: 1412, 05.01.2012)