Central Bank Research Hub - Series: European Central Bank Working papers 2006

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Title	Author(s)
What drives investors’ behaviour in different FX market segments? A VAR-based return decomposition analysis (forthcoming) Paper: 0706, 23.12.2006	Olli Castrén
Comovements in volatility in the euro money market (forthcoming) Paper: 0703, 23.12.2006	Nuno Cassola Claudio Morana
Are money and consumption additively separable in the euro area? A non-parametric approach Paper: 0704, 23.12.2006 JEL: C14, C63, E41	Livio Stracca Barry E. Jones
What does a technology shock do? A VAR analysis with model-based sign restrictions (forthcoming) Paper: 0705, 23.12.2006	Luca Dedola Stefano Neri
Comparing financial systems: a structural analysis Paper: 0702, 21.12.2006 JEL: C13, E20, E44	Sylvain Champonnois
The behaviour of producer prices: some evidence from the French PPI micro data Paper: 0699, 21.12.2006 JEL: D43, E31, L11, L16	Erwan Gautier
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? Paper: 0700, 21.12.2006 JEL: C11, C13, C33, C53	Christine De Mol
Is there a single frontier in a single European banking market? Paper: 0701, 21.12.2006 JEL: G21, L11, L22, L23	Jaap W. B. Bos Heiko Schmiedel
Optimal monetary policy rules with labor market frictions Paper: 0698, 23.11.2006 JEL: E24, E52	Ester Faia
How wages change: micro evidence from the International Wage Flexibility Project Paper: 0697, 18.11.2006 JEL: E3, J3, J5	Steinar Holden Mark E. Schweitzer Julián Messina Erica L. Groshen William T. Dickens Lorenz Götte
The yield curve as a predictor and emerging economies Paper: 0691, 18.11.2006 JEL: C5, E44, F3	Arnaud Mehl
Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3 Paper: 0692, 18.11.2006 JEL: C11, C15, C32, E41	Anders Warne
Evaluating China’s integration in world trade with a gravity model based benchmark Paper: 0693, 18.11.2006 JEL: C23, F14, F15	Matthieu Bussière Bernd Schnatz
Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar Paper: 0694, 18.11.2006 JEL: F02, F30, G11, G15	Elias Papaioannou
Geography or skills: What explains Fed watchers’ forecast accuracy of US monetary policy? Paper: 0695, 18.11.2006 JEL: E52, E58, G14	Helge Berger
What is global excess liquidity, and does it matter? Paper: 0696, 18.11.2006 JEL: E52, F42	Livio Stracca Rasmus Rüffer
Optimal simple monetary policy rules and non-atomistic wage setters in a New-Keynesian framework Paper: 0690, 31.10.2006 JEL: E24, E52	Stefano Gnocchi
Stale information, shocks and volatility Paper: 0686, 31.10.2006 JEL: G14, G21	Arjan Kadareja Reint Gropp
Credit growth in Central and Eastern Europe: new (over)shooting stars? Paper: 0687, 31.10.2006 JEL: C31, C33, E44, G21	Balázs Égert
Determinants of workers’ remittances: evidence from the European Neighbouring Region Paper: 0688, 31.10.2006 JEL: D13, D64, F22, F24, O15	Ioana Schiopu Nikolaus Siegfried
The effect of financial development on the investment cash flow relationship: cross-country evidence from Europe Paper: 0689, 31.10.2006 JEL: E22, E44, G31, L10	Bo Becker Jagadeesh Sivadasan
Home bias in global bond and equity markets: the role of real exchange rate volatility Paper: 0685, 28.10.2006 JEL: F30, F31, G11, G15	Michael Fidora
Financial integration of new EU Member States Paper: 0683, 28.10.2006 JEL: C32, F30, G12	Lorenzo Cappiello Bruno Gérard
Inflation dynamics and regime shifts (forthcoming) Paper: 0684, 28.10.2006	Julia Lendvai
Is reversion to PPP in euro exchange rates non-linear? Paper: 0682, 13.10.2006 JEL: F31	Bernd Schnatz
Comparing alternative predictors based on large-panel factor models Paper: 0680, 13.10.2006 JEL: C31, C52, C53	Domenico Giannone Antonello D'Agostino
Regional inflation dynamics within and across euro area countries and a comparison with the US Paper: 0681, 13.10.2006	Günter W. Beck
Monetary policy in the media Paper: 0679, 02.10.2006 JEL: E52, E58	Helge Berger
The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models Paper: 0676, 02.10.2006 JEL: E50	Huw D. Dixon
What drives EU banks’ stock returns? Bank-level evidence using the dynamic dividend-discount model Paper: 0677, 02.10.2006 JEL: C33, G12, G21	Olli Castrén
The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks Paper: 0678, 02.10.2006 JEL: C13, C21, F37, G11	Roberto A. De Santis
Expansionary fiscal consolidations in Europe: new evidence Paper: 0675, 11.09.2006 JEL: C23, E21, E62	António Afonso
A quasi maximum likelihood approach for large approximate dynamic factor models Paper: 0674, 11.09.2006 JEL: C32, C33, C51	Catherine Doz
Optimal monetary policy in the generalized Taylor economy Paper: 0673, 05.09.2006 JEL: E32, E52, E58	Engin Kara
Understanding inflation persistence: a comparison of different models Paper: 0672, 05.09.2006 JEL: E17, E3	Engin Kara Huw D. Dixon
Business cycle synchronisation in East Asia Paper: 0671, 29.08.2006 JEL: E30, F00	Rasmus Rüffer Fabio Moneta
The importance of being mature: the effect of demographic maturation on global per-capita GDP Paper: 0670, 25.08.2006 JEL: J13, J22, J24, O11, O40	Pablo Hernández de Cos Rafael Gómez
Regular adjustment: theory and practice Paper: 0669, 18.08.2006 JEL: D01, E31, E52, L11	Jerzy D. Konieczny Fabio Rumler
The euro as invoicing currency in international trade Paper: 0665, 18.08.2006 JEL: F41, F42, L11	Annette Kamps
Quantifying the impact of structural reforms Paper: 0666, 18.08.2006 JEL: C61, E32	Ekkehard Ernst Gang Gong
The behaviour of the real exchange rate: evidence from regression quantiles Paper: 0667, 18.08.2006 JEL: F31	Kleopatra Nikolaou
Declining valuations and equilibrium bidding in central bank refinancing operations Paper: 0668, 18.08.2006 JEL: D44, E52	Christian Ewerhart
Fiscal convergence before entering the EMU Paper: 0664, 27.07.2006 JEL: E61, E62, H30	Luca Onorante
Cross-border bank contagion in Europe Paper: 0662, 27.07.2006 JEL: F36, G15, G21	Reint Gropp
Monetary conservatism and fiscal policy Paper: 0663, 27.07.2006 JEL: E52, E62, E63	Roberto M. Billi Klaus Adam
Fiscal policy in a monetary economy with capital and finite lifetime Paper: 0661, 24.07.2006 JEL: E52, E58, E63	Barbara Annicchiarico
The Italian block of the ESCB multi-country model Paper: 0660, 21.07.2006 JEL: C3, C5, E1, E2	Elena Angelini
The impact of ECB monetary policy decisions and communication on the yield curve Paper: 0657, 21.07.2006 JEL: E43, E58	Claus Brand
The response of firms‘ investment and financing to adverse cash flow shocks: the role of bank relationships Paper: 0658, 21.07.2006 JEL: D92	Philip Vermeulen Catherine Fuss
Monetary policy rules in the pre-EMU era: Is there a common rule? Paper: 0659, 21.07.2006 JEL: E58, F41	Maria Eleftheriou

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