EU - Central Bank Research Hub

Title Author(s)

The cost of private transportation in the Netherlands

European Central Bank Working papers [View] (Paper: 0134, 02.04.2003)

JEL: C43, D12, E31

A failure in the measurement of inflation: results from a hedonic and matched experiment using scanner data

European Central Bank Working papers [View] (Paper: 0144, 02.04.2003)

JEL: C43, E43, O47

Towards a new early warning system of financial crises

European Central Bank Working papers [View] (Paper: 0145, 02.04.2003)

JEL: F30, F31, F47

Competition and stability: what's special about banking?

European Central Bank Working papers [View] (Paper: 0146, 02.04.2003)

JEL: G21, G28, G34, K21, L4

Time-to-build approach in a sticky price

European Central Bank Working papers [View] (Paper: 0147, 02.04.2003)

JEL: E12, E22, E47

The functional form of yield curves

European Central Bank Working papers [View] (Paper: 0148, 02.04.2003)

JEL: G10, G12, G13

The Spanish block of the ESCB-multi-country model

European Central Bank Working papers [View] (Paper: 0149, 02.04.2003)

JEL: E10, E13, E17

Equity and bond market signals as leading indicators of bank fragility

European Central Bank Working papers [View] (Paper: 0150, 02.04.2003)

JEL: G12, G21

G-7 Inflation forecasts

European Central Bank Working papers [View] (Paper: 0151, 02.04.2003)

The optimal allocation of risks under prospect theory

European Central Bank Working papers [View] (Paper: 0161, 02.04.2003)

Public debt asymmetries: the effect on taxes and spending in the European Union

European Central Bank Working papers [View] (Paper: 0162, 02.04.2003)

JEL: F02, H23, H6, H73, H87

The rationality of consumers' inflation expectations: survey-based evidence for the euro area

European Central Bank Working papers [View] (Paper: 0163, 02.04.2003)

JEL: D12, D84, E31

Euro area corporate debt securities market: first empirical evidence

European Central Bank Working papers [View] (Paper: 0164, 02.04.2003)

JEL: E44, G32

The industry effects of monetary policy in the euro area

European Central Bank Working papers [View] (Paper: 0165, 02.04.2003)

JEL: E4, E5

Monetary and fiscal policy interactions in a micro-founded model of a monetary union

European Central Bank Working papers [View] (Paper: 0166, 02.04.2003)

Identifying the effects of monetary policy shocks on exchange rates using high frequency data

European Central Bank Working papers [View] (Paper: 0167, 02.04.2003)

JEL: C32, E52, F30

European integration: what lessons for other regions? The case of Latin America

European Central Bank Working papers [View] (Paper: 0185, 02.04.2003)

JEL: E42, F15, F33, F41

Using money market rates to assess the alternatives of fixed vs. variable rate tenders: the lesson from 1989-1998 data for Germany

European Central Bank Working papers [View] (Paper: 0186, 02.04.2003)

JEL: E4, E5, G2, N2

A fiscal theory of sovereign risk

European Central Bank Working papers [View] (Paper: 0187, 02.04.2003)

JEL: E6, F4

Should central banks really be flexible?

European Central Bank Working papers [View] (Paper: 0188, 02.04.2003)

JEL: E52, E58

Debt reduction and automatic stabilisation

European Central Bank Working papers [View] (Paper: 0189, 02.04.2003)

JEL: E63, H31, H63

Monetary policy and the zero bound to interest rates: a review

European Central Bank Working papers [View] (Paper: 0190, 02.04.2003)

JEL: E3, E52, F41

The fiscal costs of financial instability revisited

European Central Bank Working papers [View] (Paper: 0191, 02.04.2003)

JEL: E6, H3, H6

Sustainability of public finances and automatic stabilisation under a rule of budgetary discipline

European Central Bank Working papers [View] (Paper: 0193, 02.04.2003)

JEL: E61, H62, H63

Sensitivity analysis of volatility: a new tool for risk management

European Central Bank Working papers [View] (Paper: 0194, 02.04.2003)

JEL: C32, C53, G15

Estimating the effects of fiscal policy in OECD countries

European Central Bank Working papers [View] (Paper: 0168, 02.04.2003)

JEL: E62, H30

Modeling model uncertainty

European Central Bank Working papers [View] (Paper: 0169, 02.04.2003)

JEL: C32, D81, E52

What measure of inflation should a central bank target?

European Central Bank Working papers [View] (Paper: 0170, 02.04.2003)

JEL: E42, E52, E58

An estimated stochastic dynamic general equilibrium model of the euro area

European Central Bank Working papers [View] (Paper: 0171, 02.04.2003)

JEL: E4, E5

Constructing quality-adjusted price indices: a comparison of hedonic and discrete choice models

European Central Bank Working papers [View] (Paper: 0172, 02.04.2003)

JEL: C25, C43, D11, D21

Openness and equilibrium determinacy under interest rate rules

European Central Bank Working papers [View] (Paper: 0173, 02.04.2003)

JEL: E52, E58, F41

International monetary policy coordination and financial market integration

European Central Bank Working papers [View] (Paper: 0174, 02.04.2003)

JEL: E52, E58, F42

Monetary policy and the financial accelerator in a monetary union

European Central Bank Working papers [View] (Paper: 0175, 02.04.2003)

Macroeconomics of international price discrimination

European Central Bank Working papers [View] (Paper: 0176, 02.04.2003)

A theory of the currency denomination of international trade

European Central Bank Working papers [View] (Paper: 0177, 02.04.2003)

JEL: F31, F41

Inflation persistence and optimal monetary policy in the euro area

European Central Bank Working papers [View] (Paper: 0178, 02.04.2003)

JEL: E52, E58

Optimal monetary policy with durable and non-durable goods

European Central Bank Working papers [View] (Paper: 0179, 02.04.2003)

Regional inflation in a currency union: fiscal policy vs. fundamentals

European Central Bank Working papers [View] (Paper: 0180, 02.04.2003)

Inflation dynamics and international linkages: a model of the United States

European Central Bank Working papers [View] (Paper: 0181, 02.04.2003)

JEL: E31, E52, E58, E61

The information content of real-time output gap estimates

European Central Bank Working papers [View] (Paper: 0182, 02.04.2003)

Monetary policy in a world with different financial systems

European Central Bank Working papers [View] (Paper: 0183, 02.04.2003)

JEL: E3, E42, E44, E52

Efficient pricing of large value interbank payment systems

European Central Bank Working papers [View] (Paper: 0184, 02.04.2003)

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

European Central Bank Working papers [View] (Paper: 0196, 02.04.2003)

Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices

European Central Bank Working papers [View] (Paper: 0198, 02.04.2003)

Interdependence between the euro area and the US: what role for EMU?

European Central Bank Working papers [View] (Paper: 0200, 02.04.2003)

JEL: E43, E52, F42, M3

Hedonic house prices without characteristics: the case of new multiunit housing

European Central Bank Working papers [View] (Paper: 0117, 02.04.2003)

Rent indices for housing in West Germany 1985 to 1998

European Central Bank Working papers [View] (Paper: 0116, 02.04.2003)

Monetary Transmission in the Euro Area: Where Do We Stand?

European Central Bank Working papers [View] (Paper: 0114, 02.04.2003)

Financial frictions and the monetary transmission mechanism: theory

European Central Bank Working papers [View] (Paper: 0113, 02.04.2003)