Central Bank Research Hub - Series: European Central Bank Working papers 2007

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Title	Author(s)
Information combination and forecast (st)ability vidence from vintages of time-series data Paper: 0846, 20.12.2007 JEL: C32, C33, C53	Matteo Ciccarelli Carlo Altavilla
Run-prone banking and asset markets Paper: 0845, 20.12.2007	Marie Hoerova
Business cycle synchronization and insurance mechanisms in the EU Paper: 0844, 20.12.2007 JEL: E32, E42, F41, F42	Davide Furceri António Afonso
Saving behaviour and global imbalances: the role of emerging market economies Paper: 0842, 20.12.2007	Cesar Miralles Gianluigi Ferrucci
Should we take inside money seriously? Paper: 0841, 17.12.2007 JEL: E43	Livio Stracca
Downward wage rigidity for different workers and firms: an evaluation for Belgium using the IWFP procedure Paper: 0840, 17.12.2007 JEL: J31	Philip Du Caju
Are there oil currencies? The real exchange rate of oil exporting countries Paper: 0839, 17.12.2007 JEL: C22, F31	Margarita Manolova Kalamova Maurizio Michael Habib
Securitisation and the bank lending channel Paper: 0838, 17.12.2007 JEL: E44	Yener Altunbas
Monetary policy and core inflation Paper: 0837, 17.12.2007 JEL: E43, E52, E58	Michele Lenza
Reporting biases and survey results: evidence from European professional forecasters Paper: 0836, 17.12.2007 JEL: C42, E31, E47	Juan Angel García Andrés Manzanares
US shocks and global exchange rate configurations Paper: 0835, 01.12.2007	Marcel Fratzscher
International frictions and optimal monetary policy cooperation: analytical solutions Paper: 0834, 01.12.2007 JEL: E5, F4	Matthieu Darracq Pariès
Explaining and forecasting euro area exports: which competitiveness indicator performs best? Paper: 0833, 01.12.2007 JEL: F17, F31, F41	Bernd Schnatz Michele Ca' Zorzi
The yield curve and macroeconomic dynamics Paper: 0832, 01.12.2007	Peter Hördahl
Hierarchical Markov normal mixture models with applications to financial asset returns Paper: 0831, 01.12.2007 JEL: C11, C14, C53, G12	John Geweke Gianni Amisano
The term structure of euro area break-even inflation rates: the impact of seasonality Paper: 0830, 01.12.2007 JEL: E31, E43, G12	Jacob Ejsing
Modelling inflation in China - a regional perspective Paper: 0829, 01.12.2007 JEL: C22, E31	Aaron N. Mehrotra
Potential output growth in several industrialised countries: a comparison Paper: 0828, 01.12.2007 JEL: C51, E32, O11, O47	Arthur Saint-Guilhem Christophe Cahn
How is real convergence driving nominal convergence in the new EU Member States? Paper: 0827, 01.12.2007 JEL: E31, O52	Sarah M. Lein-Rupprecht
Risk sharing, finance and institutions in international portfolios Paper: 0826, 29.10.2007	Jean Imbs Marcel Fratzscher
What can probability forecasts tell us about inflation risks? Paper: 0825, 29.10.2007	Juan Angel García Andrés Manzanares
Evolving U.S. monetary policy and the decline of inflation predictability Paper: 0824, 25.10.2007 JEL: E37, E52, E58	Paolo Surico Luca Benati
Modelling Ireland’s exchange rates: from EMS to EMU Paper: 0823, 24.10.2007	Derek Bond
Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries Paper: 0822, 24.10.2007 JEL: C22, C51, F14, F31	Matthieu Bussière
Social value of public information: testing the limits to transparency Paper: 0821, 24.10.2007 JEL: D82, E52, E58	Marcel Fratzscher Michael Ehrmann
What do we really know about fiscal sustainability in the EU? A panel data diagnostic Paper: 0820, 24.10.2007 JEL: C23, E62, H62, H63	Christophe Rault António Afonso
Proximity and linkages among coalition participants: a new voting power measure applied to the International Monetary Fund Paper: 0819, 24.10.2007 JEL: C71, F33	Julien Reynaud
Is time ripe for price level path stability? Paper: 0818, 24.10.2007 JEL: D83, E52	Vítor Gaspar
Convergence and anchoring of yield curves in the euro area Paper: 0817, 18.10.2007 JEL: E52, E58	Marcel Fratzscher Michael Ehrmann
Choice of currency in bond issuance and the international role of currencies Paper: 0814, 02.10.2007 JEL: C25, E44, F23, G32	Nikolaus Siegfried
Inflation persistence: euro area and new EU Member States Paper: 0810, 01.10.2007	Michal Franta
The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US Paper: 0816, 01.10.2007 JEL: C11, C32, E32, E44	Maria Teresa Valderrama Sylvia Kaufmann
Do international portfolio investors follow firms’ foreign investment decisions? Paper: 0815, 01.10.2007 JEL: F21, F23, G11, G15	Paul Ehling Roberto A. De Santis
The role of the exchange rate for adjustment in Boom and Bust episodes. Paper: 0813, 27.09.2007 JEL: E32, E63, E65	Reiner Martin
The uncovered return parity condition. Paper: 0812, 27.09.2007 JEL: C32, F30, F31, G12	Lorenzo Cappiello Roberto A. De Santis
Instability and nonlinearity in the Euro area Phillips curve Paper: 0811, 26.09.2007 JEL: E52, E58	Alberto Musso
Is the new Keynesian Phillips Curve flat? Paper: 0809, 21.09.2007 JEL: C22, E31, E32	Keith Kuester
Model misspecification, the equilibrium natural interest rate and the equity premium Paper: 0808, 21.09.2007	Oreste Tristani
Cross-border lending contagion in multinational banks Paper: 0807, 21.09.2007 JEL: F37, G21, G28, G31	Jiri Podpiera Alexis Derviz
Growth accounting for the euro area: a structural approach Paper: 0804, 06.09.2007 JEL: C32, C51, E32, O47	Alberto Musso Tommaso Proietti
Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities Paper: 0801, 01.09.2007 JEL: E43, F31, F41	Lorenzo Cappiello Arnaud Mehl
The transmission of US cyclical developments to the rest of the world Paper: 0798, 22.08.2007 JEL: E32, E37, F41	Isabel Vansteenkiste Stéphane Dées
The pricing of risk in European credit and corporate bond markets Paper: 0805, 22.08.2007	Antje Berndt Iulian Obreja
State-dependency and firm-level optimization: a contribution to Calvo price staggering Paper: 0806, 21.08.2007	Alpo Willman Peter McAdam
Optimal monetary policy in an estimated DSGE for the euro area Paper: 0803, 21.08.2007	Stéphane Adjemian
Investigating time-variation in the marginal predictive power of the yield spread Paper: 0802, 21.08.2007	Charles Goodhart Luca Benati
Joint estimation of the natural rate of interest, the natural rate of unemployment, expected inflation, and potential output Paper: 0797, 21.08.2007	Giovanni Vitale Luca Benati
The impact of exchange rate shocks on sectoral activity and prices in the euro area Paper: 0796, 21.08.2007	Elke Hahn
Assessing the impact of a change in the composition of public spending: a DSGE approach Paper: 0795, 21.08.2007	Ivan Tchakarov Roland Straub
Is the corporate bond market forward looking? Paper: 0800, 17.08.2007 JEL: G12, G13	Jens Hilscher

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