Central Bank Research Hub - Series: European Central Bank Working papers 2005

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Title	Author(s)
Towards European monetary integration: the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions Paper: 0569, 23.12.2005 JEL: F02, F31, F33, F36, G15, G18	Fernando González Simo Launonen
Exploring the international linkages of the euro area: a global VAR analysis Paper: 0568, 22.12.2005 JEL: C32, E17, F47	Filippo di Mauro Stéphane Dées
Is time ripe for a currency union in emerging East Asia? The role of monetary stabilisation (forthcoming) Paper: 0567, 22.12.2005	Marcelo Sánchez
Real versus financial frictions to capital investment Paper: 0566, 22.12.2005 JEL: E22	Nihal Bayraktar
The timing of central bank communication Paper: 0565, 22.12.2005 JEL: E43, E52, E58, G12	Marcel Fratzscher Michael Ehrmann
Forecasting the central bank’s inflation objective is a good rule of thumb Paper: 0564, 21.12.2005 JEL: E5	Marie Diron Benoît Mojon
Sticky prices in the euro area: a summary of new micro evidence Paper: 0563, 14.12.2005 JEL: C25, D40, E31	Harald Stahl Marco M. Hoeberichts Fernando Martins Hervé Le Bihan Patrick Lünnemann Luis J. Álvarez Roberto Sabbatini Emmanuel Dhyne Claudia Kwapil
The price setting behaviour of Portuguese firms: evidence from survey data Paper: 0562, 14.12.2005 JEL: D40, E31, L11	Fernando Martins
Price setting in German manufacturing: new evidence from new survey data Paper: 0561, 14.12.2005 JEL: D40, E30	Harald Stahl
The determinants of ‘domestic’ original sin in emerging market economies Paper: 0560, 14.12.2005 JEL: F34, F41, G15	Julien Reynaud Arnaud Mehl
When did unsystematic monetary policy have an effect on inflation? Paper: 0559, 14.12.2005 JEL: E52	Benoît Mojon
Equilibrium and inefficiency in fixed rate tenders Paper: 0554, 30.11.2005 JEL: D44, E52	Christian Ewerhart
Ricardian fiscal regimes in the European Union Paper: 0558, 29.11.2005 JEL: C23, E62, H62	António Afonso
How should central banks communicate? Paper: 0557, 29.11.2005 JEL: E43, E52, E58, G12	Marcel Fratzscher Michael Ehrmann
The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics Paper: 0556, 29.11.2005 JEL: E31, E32, E52, J64	Tobias Linzert Kai Christoffel
Near-rational exuberance Paper: 0555, 29.11.2005 JEL: E52, E61	James B. Bullard
Global bond portfolios and EMU Paper: 0553, 11.11.2005 JEL: E4, F2, F3, F4	Philip R. Lane
European Union enlargement and equity markets in accession countries Paper: 0552, 11.11.2005 JEL: F36, G12, G15	Tomas Dvorak Richard Podpiera
Technological diversification (forthcoming) Paper: 0551, 11.11.2005	Silvana Tenreyro Miklós Koren
Underwriter competition and gross spreads in the eurobond market Paper: 0550, 11.11.2005	Michael G. Kollo
Eigenvalue filtering in VAR models with application to the Czech business cycle Paper: 0549, 11.11.2005 JEL: C32, E32	Jaromír Beneš David Vávra
The link between interest rates and exchange rates: do contradictionary depreciations make a difference? Paper: 0548, 11.11.2005 JEL: E52, E58, F31, F41	Marcelo Sánchez
Bank finance versus bond finance: what explains the differences between US and Europe? Paper: 0547, 11.11.2005 JEL: C68, E20, E44	Fiorella De Fiore Harald Uhlig
The natural real interest rate and the output gap in the euro area: a joint estimation Paper: 0546, 11.11.2005 JEL: C32, E43, E52, O40	Bjørn-Roger Wilhelmsen Julien Garnier
Trade integration of Central and Eastern European countries: lessons from a gravity model (forthcoming) Paper: 0545, 11.11.2005	Matthieu Bussière
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (forthcoming) Paper: 0544, 11.11.2005	Emanuel Moench
Lending booms in the new EU Member States: will euro adoption matter? (forthcoming) Paper: 0543, 11.11.2005	Michal Brzoza-Brzezina
Liquidity and real equilibrium interest rates: a framework of analysis Paper: 0542, 11.11.2005 JEL: E40, E43	Livio Stracca
Consumer price behaviour in Luxembourg: evidence from micro CPI data (forthcoming) Paper: 0541, 11.11.2005	Patrick Lünnemann Thomas Y. Mathä
Optimal discretionary policy and uncertainty about inflation persistence (forthcoming) Paper: 0540, 11.11.2005	Richhild Moessner
Inflation persistence and monetary policy design: an overview Paper: 0539, 11.11.2005 JEL: E52, E58	Andrew T. Levin Richhild Moessner
The price setting behaviour of Spanish firms: evidence from survey data Paper: 0538, 01.11.2005 JEL: D40, E31	Ignacio Hernando Luis J. Álvarez
Global inflation Paper: 0537, 01.11.2005 JEL: E31, E37, F42	Matteo Ciccarelli Benoît Mojon
Heterogeneity in consumer price stickiness: a microeconometric investigation Paper: 0536, 24.10.2005 JEL: C41, E31	Denis Fougère
The pricing behaviour of firms in the euro area: new survey evidence Paper: 0535, 24.10.2005 JEL: D40, E30	Fernando Martins Claire Loupias Bettina Landau Martine Druant Ignacio Hernando Roberto Sabbatini Thomas Y. Mathä Claudia Kwapil Silvia Fabiani
Time-dependent or state-dependent price setting? Micro-evidence from German metal-working industries Paper: 0534, 24.10.2005 JEL: D43, E31, L11	Harald Stahl
Discretionary policy, multiple equilibria, and monetary instruments Paper: 0533, 17.10.2005 JEL: E32, E51, E52	Andreas Schabert
Intra- and extra-euro area import demand for manufactures Paper: 0532, 17.10.2005 JEL: F10, F15	Badi H. Baltagi Robert Anderton
Market power, innovative activity and exchange rate pass-through in the euro area Paper: 0531, 17.10.2005 JEL: C32, F39, L13, O31	Theodora S. Kosma Sophocles N. Brissimis
Cross-dynamics of volatility term structures implied by foreign exchange options Paper: 0530, 29.09.2005 JEL: F31, G13, G15	Elizaveta Krylova
Explaining exchange rate dynamics: the uncovered equity return parity condition Paper: 0529, 29.09.2005 JEL: C22, C53, F31, G15	Lorenzo Cappiello Roberto A. De Santis
How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches Paper: 0528, 29.09.2005 JEL: E58, E61, F31	Marcel Fratzscher
Banking system stability: a cross-Atlantic perspective Paper: 0527, 29.09.2005 JEL: C49, G12, G21, G28, G29	Philipp Hartmann
On some fiscal effects on mortgage debt growth in the EU Paper: 0526, 29.09.2005 JEL: E51, E62, G21, H31, R21	Guido Wolswijk
Distilling co-movements from persistent macro and financial series Paper: 0525, 29.09.2005 JEL: E37	Gabriel Talmain Karim Abadir
Price setting in the euro area: some stylized facts from individual consumer price data Paper: 0524, 15.09.2005 JEL: C25, D40, E31	Hervé Le Bihan Johannes Hoffmann Patrick Lünnemann Luis J. Álvarez Giovanni Veronese Emmanuel Dhyne Nicole Jonker Daniel Dias
How frequently do consumer prices change in Austria? Evidence from micro CPI data Paper: 0523, 15.09.2005 JEL: C41, D21, E31, L11	Josef Baumgartner Ernst Glatzer
Price setting behaviour in Spain: evidence from micro PPI data Paper: 0522, 15.09.2005 JEL: D40, E31	Luis J. Álvarez
Inflation persistence in structural macroeconomic models (RG10) Paper: 0521, 15.09.2005 JEL: C53, E31, E52	Theodoros Mitrakos Ricardo Mestre Robert-Paul Berben
Delegated portfolio management: a survey of the theoretical literature Paper: 0520, 13.09.2005 JEL: D82, G11	Livio Stracca

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