Central Bank Research Hub - Series: European Central Bank Working papers 2015

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Do banks' overnight borrowing rates lead their CDS Price? evidence from the Eurosystem

Paper: 1809, 16.06.2015

JEL: G01, G14, G21

Has the publication of minutes helped markets to predict the monetary policy decisions of the Bank of England's MPC?

Paper: 1808, 15.06.2015

JEL: C34, D78, E52, E58

Does Uncertainty Affect Participation in the European Central Bank's Survey of Professional Forecasters?

Paper: 1807, 15.06.2015

JEL: D81, D84, E66

Will the True Labor Share Stand Up?

Paper: 1806, 12.06.2015

JEL: C82, E25, E32

Credit market disequilibrium in Greece (2003-2011) - A Bayesian Approach

Paper: 1805, 12.06.2015

JEL: C32, D50, E42, E44, G21, G28, P00

Bank bailouts and competition - Did TARP distort competition among sound banks?

Paper: 1804, 11.06.2015

JEL: C30, C78, G21, G28, L51

The information content of money and credit for US activity

Paper: 1803, 11.06.2015

JEL: E41, E52, E58

What has driven inflation dynamics in the Euro area, the United Kingdom and the United States

Paper: 1802, 10.06.2015

JEL: C22, C32, E31, E52

The exchange rate, asymmetric shocks and asymmetric distributions

Paper: 1801, 09.06.2015

JEL: F14, F31, F41

Unraveling the skill premium

Paper: 1800, 09.06.2015

JEL: J01, J31, O4

Financial exposure to the euro area before and after the crisis: Home bias and institutions at home

Paper: 1799, 08.06.2015

JEL: E2, F3, G11, G15

Capital inflows and euro area long-term interest rates

Paper: 1798, 08.06.2015

JEL: E43, E44, F21, F41, G15

Bank bias in Europe: effects on systemic risk and growth

Paper: 1797, 28.05.2015

JEL: G01, G02

Real estate markets and macroprudential policy in Europe

Paper: 1796, 28.05.2015

JEL: E5, G01, G17, G28, R39

Lack of confidence, the zero lower bound, and the virtue of fiscal rules

Paper: 1795, 27.05.2015

JEL: E52, E62

Granger causality and regime inference in Bayesian Markov-Switching VARs

Paper: 1794, 22.05.2015

JEL: C11, C12, C32, C53, E32

Collateral damage? Micro-simulation of transaction cost shocks on the value of central bank collateral

Paper: 1793, 22.05.2015

JEL: C15, E59, G12

The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed

Paper: 1792, 20.05.2015

JEL: C24, C51, E52

Interest rates, money, and banks in an estimated euro area model

Paper: 1791, 19.05.2015

JEL: E32, E52

Household saving behaviour and credit constraints in the euro area

Paper: 1790, 19.05.2015

JEL: C8, D12, D14, D91

Exploring price and non-price determinants of trade flows in the largest euro-area countries

Paper: 1789, 04.05.2015

JEL: F14, F62

Assessing European firms' exports and productivity distributions: the CompNet trade module

Paper: 1788, 04.05.2015

JEL: F10, F14

"Made in China" - How does it affect our understanding of global market shares?

Paper: 1787, 29.04.2015

JEL: C43, F12, F15, L15, O47

Optimal supervisory architecture and financial integration in a banking union

Paper: 1786, 29.04.2015

JEL: D53, G21, G28, G33, G38, L51

A measure of redenomination risk

Paper: 1785, 27.04.2015

JEL: C32, F36, G12, G15

Policy mandates for macro-prudential and monetary policies in a new Keynesian framework

Paper: 1784, 27.04.2015

JEL: E30, E50, G28

The impact of fiscal policy announcements by the Italian government on the sovereign spread:a comparative analysis

Paper: 1782, 22.04.2015

JEL: E43, E62, G01, G12

The determinants of sovereign bond yield spreads in the EMU

Paper: 1781, 22.04.2015

JEL: C23, E62, H50

Do financial reforms help stabilize inequality?

Paper: 1780, 08.04.2015

JEL: C01, C12, D63, G15

Commercial bank failures during the Great Recession: the real (estate) story

Paper: 1779, 08.04.2015

JEL: G21, G28

European firm adjustment during times of economic crisis

Paper: 1778, 07.04.2015

JEL: J30, J32, J33, J51

Exports and domestic demand pressure: a dynamic panel data model for the euro area countries

Paper: 1777, 07.04.2015

JEL: C22, C50, F10

Expectation-driven cycles: time-varying effects

Paper: 1776, 02.04.2015

JEL: C32, E24, E32

Does fiscal austerity affect public opinion?

Paper: 1774, 01.04.2015

JEL: H2, H3, H5, H6

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

Paper: 1773, 01.04.2015

JEL: C11, C32, C52

Fragility in money marketfunds: sponsor support and regulation

Paper: 1772, 26.03.2015

JEL: G01, G21, G28

Governments' payment discipline: the macroeconomic impact of public payment delays and arrears

Paper: 1771, 26.03.2015

JEL: E6, H6, H8

The confidence effects of fiscal consolidations

Paper: 1770, 24.03.2015

JEL: H60, H61, H62

Macroprudential oversight, risk communication and visualization

Paper: 1768, 23.03.2015

JEL: F37, F47, G01, G15

Labour market adjustments in Europe and the US: How different?

Paper: 1767, 23.03.2015

JEL: F2, J6, R23, R30

Shifting horizons: assessing macro trends before, during, and following systemic banking crises

Paper: 1766, 17.03.2015

JEL: C23, C51, E43, E51, G01

Endogenous labor share cycles: theory and evidence

Paper: 1765, 16.03.2015

JEL: E25, E32, O33, O41

Assessing European competitiveness: the new CompNet microbased database

Paper: 1764, 16.03.2015

JEL: D24, L11, L25, O4, O57

Do professional forecasters behave as if they believed in the new Keynesian Phillips Curve for the euro area?

Paper: 1763, 10.03.2015

JEL: E31, J30

Wealth shocks, unemployment shocks and consumption in the wake of the Great Recession, Journal of Monetary Economics

Paper: 1762, 10.03.2015

JEL: D91, E21

Global value chains: a view from the euro area

Paper: 1761, 09.03.2015

JEL: F1, F14, F15

Comparing fiscal multipliers across models and countries in Europe

Paper: 1760, 09.03.2015

JEL: E12, E13, E17, E62, E63

Corporate Debt Structure and the Financial Crisis

Paper: 1759, 12.02.2015

JEL: C68, E32, E44, G23

Efficiency, Inefficiency and the MENA Frontier

Paper: 1757, 10.02.2015

JEL: C33, C38, C55, D24, E23, O11

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003