EU - Central Bank Research Hub

Title Author(s)

Fiscal reaction function and fiscal fatigue: evidence for the euro area

European Central Bank Working papers [View] (Paper: 2036, 14.03.2017)

JEL: C33, E62, F41, H60

Safe assets: a review

European Central Bank Working papers [View] (Paper: 2035, 14.03.2017)

JEL: E41, E42, E44, G21

The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps

European Central Bank Working papers [View] (Paper: 2034, 13.03.2017)

JEL: C32, E32, F32

The inflation risk premium in the post-Lehman period

European Central Bank Working papers [View] (Paper: 2033, 13.03.2017)

JEL: E44, G17

SRISK: a conditional capital shortfall measure of systemic risk

European Systemic Risk Board Working papers [View] (Paper: WP37, 10.03.2017)

JEL: C22, C23, C53, G01, G20

Flight to liquidity and systemic bank runs

European Systemic Risk Board Working papers [View] (Paper: WP38, 10.03.2017)

JEL: E44, E51, G20

How robust is the result that the cost of "leaning against the wind" exceeds the benefit?

European Central Bank Working papers [View] (Paper: 2031, 28.02.2017)

JEL: E52, E58, G01

Government guarantees and financial stability

European Central Bank Working papers [View] (Paper: 2032, 28.02.2017)

JEL: G21, G28

Financial transaction taxes, market composition, and liquidity

European Central Bank Working papers [View] (Paper: 2030, 28.02.2017)

Macro stress testing euro area banks' fees and commissions

European Central Bank Working papers [View] (Paper: 2029, 27.02.2017)

JEL: G01, G17, G21

A stochastic forward-looking model to assess the profitability and solvency of European insurers

European Central Bank Working papers [View] (Paper: 2028, 27.02.2017)

JEL: G20, G22, G23

Economic crises and the eligiblity for the lender of last resort: evidence from 19th century France

European Central Bank Working papers [View] (Paper: 2027, 24.02.2017)

JEL: E44, E51, E58, G28, N14, N54

A panel VAR analysis of macro-financial imbalances in the EU

European Central Bank Working papers [View] (Paper: 2026, 24.02.2017)

JEL: C33, F31, F32

Optimizing policymakers' loss functions in crisis prediction: before, within or after?

European Central Bank Working papers [View] (Paper: 2025, 23.02.2017)

JEL: C35, C53, G01

Global inflation: the role of food, housing and energy prices

European Central Bank Working papers [View] (Paper: 2024, 23.02.2017)

JEL: E31, E52, F42

Starting from a blank page? Semantic similarity in central bank communication and market volatility

European Central Bank Working papers [View] (Paper: 2023, 22.02.2017)

JEL: E43, E52, E58

The role of counterparty risk and asymmetric information in the interbank market

European Central Bank Working papers [View] (Paper: 2022, 22.02.2017)

JEL: C23, C24, G21, G28

The effect of public investment in Europe: a model-based assessment

European Central Bank Working papers [View] (Paper: 2021, 21.02.2017)

JEL: C30, E32, E62

Stress-Testing of liquidity risk in TARGET2

European Central Bank Occasional papers [View] (Paper: 183, 21.02.2017)

JEL: C63, E42, E58, G01

Credit conditions, macroprudential policy and house prices

European Systemic Risk Board Working papers [View] (Paper: WP36, 13.02.2017)

JEL: E58, G21, G28, R31

Resolution of international banks: can smaller countries cope?

European Systemic Risk Board Working papers [View] (Paper: WP34, 13.02.2017)

JEL: F30, G21, G28

Addressing the safety trilemma: a safe sovereign asset for the eurozone

European Systemic Risk Board Working papers [View] (Paper: WP35, 13.02.2017)

JEL: F33, F34, G15, H63, H7

The impact of constrained monetary policy on fiscal multipliers on output and inflation

European Central Bank Working papers [View] (Paper: 2019, 10.02.2017)

JEL: E31, E43, E52, E62, E63

Inside asset purchase programs: the effects of unconventional policy on banking competition

European Central Bank Working papers [View] (Paper: 2017, 10.02.2017)

JEL: C30, C78, G21, G28, L51

High frequency trading and fragility

European Central Bank Working papers [View] (Paper: 2020, 10.02.2017)

JEL: G10, G12, G14

Exchange rate prediction redux: new models, new data, new currencies

European Central Bank Working papers [View] (Paper: 2018, 10.02.2017)

JEL: F31, F47

Interactions between fiscal multipliers and sovereign risk premium during fiscal consolidation: model based assessment for the euro area

European Central Bank Working papers [View] (Paper: 2016, 07.02.2017)

JEL: E32, E42, F42, F45

Forecasting euro area inflation using targeted predictors: is money coming back?

European Central Bank Working papers [View] (Paper: 2015, 06.02.2017)

JEL: C53, E37, E41, E51, E58

The drivers of revenue productivity: a new decomposition analysis with firm-level data

European Central Bank Working papers [View] (Paper: 2014, 06.02.2017)

JEL: D24, E32, O47

Regular versus lump-sum payments in union contracts and household consumption

European Central Bank Working papers [View] (Paper: 2013, 03.02.2017)

JEL: D12, E21, J51

Modeling euro area bond yields using a time-varying factor model

European Central Bank Working papers [View] (Paper: 2012, 03.02.2017)

JEL: C11, E58, G01

Understanding sovereign rating movements in euro area countries

European Central Bank Working papers [View] (Paper: 2011, 02.02.2017)

JEL: C25, G24, H63, H68

The systemic implications of bail-in: a multi-layered network approach

European Central Bank Working papers [View] (Paper: 2010, 02.02.2017)

JEL: C63, G01, G18, G21

Securitization and credit quality

European Central Bank Working papers [View] (Paper: 2009, 01.02.2017)

JEL: G21, G28

Banks credit and productivity growth

European Central Bank Working papers [View] (Paper: 2008, 01.02.2017)

JEL: D92, G10, G21, G31, O16

Euro area fiscal stance

European Central Bank Occasional papers [View] (Paper: 182, 31.01.2017)

JEL: E61

The rational inattention filter

European Central Bank Working papers [View] (Paper: 2007, 31.01.2017)

JEL: D83, E32

The long-term distribution of expected inflation in the euro area: what has changed since the great recession?

European Central Bank Working papers [View] (Paper: 1999, 25.01.2017)

JEL: E31, E58

Tail co-movement in inflation expectations as an indicator of anchoring

European Central Bank Working papers [View] (Paper: 1997, 25.01.2017)

JEL: C14, C58, E31, E44, G13

Unconventional monetary policy and the anchoring of inflation expectations

European Central Bank Working papers [View] (Paper: 1995, 25.01.2017)

JEL: C52, C55, E43, E44

Demographics and inflation

European Central Bank Working papers [View] (Paper: 2006, 25.01.2017)

JEL: C22, E31, J11

Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area

European Central Bank Working papers [View] (Paper: 2004, 25.01.2017)

JEL: E31, E42, E52, E58

Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity

European Central Bank Working papers [View] (Paper: 1994, 25.01.2017)

JEL: D83, E31, E37, E58

Changing prices... changing times: evidence for Italy

European Central Bank Working papers [View] (Paper: 2002, 25.01.2017)

JEL: D21, D40, E31, L11

Missing disinflation and missing inflation: the puzzles that aren't

European Central Bank Working papers [View] (Paper: 2000, 25.01.2017)

JEL: E21, E32, F44

Inflation anchoring in the euro area

European Central Bank Working papers [View] (Paper: 1998, 25.01.2017)

JEL: E31, E44, G12, G14

A new indicator of inflation expectations anchoring

European Central Bank Working papers [View] (Paper: 1996, 25.01.2017)

JEL: C14, C58, E31, E44, G13

Low inflation and monetary policy in the euro area

European Central Bank Working papers [View] (Paper: 2005, 25.01.2017)

JEL: C32, E31, E32, E52

Exchange rate pass-through in the euro area

European Central Bank Working papers [View] (Paper: 2003, 25.01.2017)

JEL: E31, F3, F41

Will US inflation awake from the dead? The role of slack and non-linearities in the Phillips curve

European Central Bank Working papers [View] (Paper: 2001, 25.01.2017)

JEL: E31, E37, R58