Central Bank Research Hub - Series: European Central Bank Working papers 2012

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

	Title	Author(s)
Full text	Loan supply shocks and the business cycle, Paper: 1469, 24.09.2012	Alberto Musso Luca Gambetti
Full text	Dissecting saving dynamics: measuring wealth, precautionary and credit effects, Paper: 1474, 24.09.2012	Martin Sommer Christopher Carroll Jirí Slacálek
Full text	Was unofficial dollarisation/euroisation an amplifier of the 'Great Recession' of 2007-09 in emerging economies, Paper: 1473, 24.09.2012	Livia Chitu
Full text	Fiscal sustainability using growth-maximising debt targets, Paper: 1472, 24.09.2012	Cristina Checherita-Westphal Andrew Hughes Hallet Philipp Rother
Full text	Optimal portfolio choice with predictability in house prices and transaction costs, Paper: 1470, 24.09.2012	Carles Vergara-Alert José L. Fillat Stefano Corradin
Full text	Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools, Paper: 1471, 24.09.2012	Alexey Ponomarenko Elena Vasilieva Franziska Schobert
Full text	Information flows and disagreement, Paper: 1475, 24.09.2012	Marco Gross Cristian Badarinza
Full text	Aging and pension reform: extending the retirement age and human capital formation, Paper: 1476, 24.09.2012	Axel Börsch-Supan Alexander Ludwig Edgar Vogel
Full text	Modelling the time varying determinants of portfolio flows to emerging markets, Paper: 1468, 18.09.2012	Marco Lo Duca
Full text	The interplay of economic reforms and monetary policy: the case of the Euro area, Paper: 1467, 18.09.2012	Francesco Paolo Mongelli Francesco Drudi Alain Durré
Full text	History, gravity and international finance, Paper: 1466, 17.09.2012	Arnaud Mehl Barry Eichengreen Livia Chitu
Full text	Macroeconomic implications of time-varying risk premia Paper: 1463, 27.08.2012 JEL: E32, E44, G12	François Gourio
Full text	Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010 Paper: 1458, 27.08.2012 JEL: C32, C82, E01, E32, E44, E52, N14	Kim Abildgren
Full text	Excessive bank risk taking and monetary policy Paper: 1457, 27.08.2012 JEL: E43, E52, E61, G01, G21, G28	Itai Agur Maria Demertzis
Full text	A global perspective on inflation and propagation channels Paper: 1462, 27.08.2012 JEL: C32, E31, E51, E62, F42	Huw Pill Luca Gattini Ludger Schuknecht
Full text	House price responsiveness of housing investments across major European economies Paper: 1461, 27.08.2012 JEL: C2, E22, R30	Ioannis Ganoulis Luca Gattini
Full text	Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 Paper: 1459, 27.08.2012 JEL: C33, G21	André Lucas Siem Jan Koopman Bernd Schwaab
Full text	Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011 Paper: 1460, 27.08.2012 JEL: C32, E51, N14	Kim Abildgren
Full text	Bubble thy neighbor: portfolio effects and externalities from capital controls Paper: 1456, 14.08.2012 JEL: F3, F4, F5, G0, G1	Thomas Kostka Kristin Forbes Marcel Fratzscher Roland Straub
Full text	Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years Paper: 1455, 14.08.2012 JEL: C22, C53, E37, E47	Bernd Schnatz Antonello D'Agostino
Full text	Asset pricing and housing supply in a production economy Paper: 1454, 14.08.2012 JEL: E2, E3, G1	Ivan Jaccard
Full text	Household leverage Paper: 1452, 11.07.2012 JEL: E21, G21	Stefano Corradin
Full text	Monetary and macroprudential policies Paper: 1449, 11.07.2012 JEL: E44, E58, E61	Stefano Neri Paolo Angelini Fabio Panetta
Full text	Sometimes it helps: the evolving predictive power of spreads on GDP dynamics Paper: 1447, 11.07.2012 JEL: C52, E37	Raffaele Passaro Giulio Nicoletti
Full text	Anticipation of future consumption: a monetary perspective Paper: 1448, 11.07.2012 JEL: D91, E41, O42	Peter McAdam Joao Ricardo Faria
Full text	Debt and growth: new evidence for the Euro area Paper: 1450, 11.07.2012 JEL: C20, E62, H63, O40	Cristina Checherita-Westphal Philipp Rother Anja Baum
Full text	How informative are the subjective density forecasts of macroeconimists? Paper: 1446, 11.07.2012 JEL: C22, C53	Federico Masera Thomas Kostka Geoff Kenny
Full text	Large shocks in menu cost models Paper: 1453, 11.07.2012 JEL: E31, E52	Adam Reiff Peter Karadi
Full text	Financial markets and international risk sharing in emerging market economics Paper: 1451, 11.07.2012 JEL: F21, F30, G15	Martin Schmitz
Full text	Credit risk in general equilibrium Paper: 1445, 19.06.2012 JEL: D52, G01, G32, G33	Jürgen Eichberger Klaus Rheinberger Martin Summer
Full text	The perils of aggregating foreign variables in panel data models Paper: 1444, 14.06.2012 JEL: C12, C31, C33, F41	Alexander Chudik Michele Ca' Zorzi Alistair Dieppe
Full text	The structural determinants of the US competitiveness in the last decades: a "trade-revealing" analysis Paper: 1443, 01.06.2012 JEL: F12, F17, F19	Massimo Del Gatto Joseph Gruber Filippo di Mauro Benjamin Mandel
Full text	Global exchange rate configurations: Do oil shocks matter? Paper: 1442, 01.06.2012 JEL: F31, Q43	Livio Stracca Maurizio Michael Habib Sascha Buetzer
Full text	Thousands of models, one story: current account imbalances in the global economy Paper: 1441, 01.06.2012 JEL: C11, C33, F32, F34, F41, O52	Alexander Chudik Michele Ca' Zorzi Alistair Dieppe
Full text	Liquidity and credit risk premia in government bond yields Paper: 1440, 01.06.2012 JEL: E44, G01, G12	Oliver Grothe Jacob Ejsing Magdalena Grothe
Full text	Loan prospecting Paper: 1439, 30.05.2012 JEL: D82, G21, L13	Florian Heider Roman Inderst
Full text	Asset market participation, monetary policy rules and the great inflation Paper: 1438, 25.05.2012 JEL: E31, E32, E44, E52	Roland Straub Florin O. Bilbiie
Full text	Euro money market spreads during the 2007-? financial crisis Paper: 1437, 25.05.2012 JEL: C32, E43, E58, G15	Nuno Cassola Claudio Morana
Full text	Internationally correlated jumps Paper: 1436, 25.05.2012 JEL: G11, G15	Kuntara Pukthuanthong Richard Roll
Full text	Monetary policy deliberations: committee size and voting rules Paper: 1434, 14.05.2012 JEL: D71, D78, D81, E58	Vincent Maurin Jean-Pierre Vidal
Full text	Quantity theory is alive: the role of international portfolio shifts Paper: 1435, 14.05.2012 JEL: E31, E41, E51, E52, F40	Roberto A. De Santis
Full text	When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets Paper: 1433, 07.05.2012 JEL: F30, N20	Arnaud Mehl Barry Eichengreen Livia Chitu
Full text	Macroeconomic shocks in an oil market VAR Paper: 1432, 04.05.2012 JEL: C01, C32, E32	Marko Melolinna
Full text	Productivity in the Euro area: any evidence of convergence? Paper: 1431, 27.04.2012 JEL: C33, J24, L60, L80, O47	David Sondermann
Full text	The export-magnification effect of offshoring Paper: 1430, 27.04.2012 JEL: F12, F15, F23	Nico Zorell Joern Kleinert
Full text	Fiscal policy and the great recession in the Euro area, Paper: 1429, 27.03.2012 JEL: C11, E32, E62	Günter Coenen Roland Straub Mathias Trabandt
Full text	Short-term forecasting of the Japanese economy using factor models, Paper: 1428, 20.03.2012 JEL: C50, C53, E37, E47	Claudia Godbout Marco J. Lombardi
Full text	Do bank characteristics influence the effect of monetary policy on bank risk?, Paper: 1427, 16.03.2012 JEL: E44, E52, G21	Yener Altunbas Leonardo Gambacorta David Marqués-Ibáñez
Full text	CISS - a composite indicator of systemic stress in the financial system, Paper: 1426, 12.03.2012 JEL: E44, G01, G10, G20	Dániel Holló Manfred Kremer Marco Lo Duca
Full text	Financial integration, specialization and systemic risk, Journal of International Economics (forthcoming), Paper: 1425, 15.02.2012	Hans Peter Grüner Falko Fecht Philipp Hartmann

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003