Central Bank Research Hub - Series: European Central Bank Working papers 2010

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Title	Author(s)
The minimum liquidity deficit and the maturity structure of central banks' open market operations: lessons from the financial crisis, Paper: 1282, 23.12.2010	Jens Eisenschmidt Cornelia Holthausen
How large are housing and financial wealth effects? A new approach, Paper: 1283, 23.12.2010	Jirí Slacálek Christopher D. Carroll Misuzu Otsuka
Can we prevent boom-bust cycles during euro area accession? Paper: 1280, 20.12.2010	Marcin Kolasa Michal Brzoza-Brzezina Pascal Jacquinot
Openness and optimal monetary policy Paper: 1279, 14.12.2010	Federico Ravenna Giovanni Lombardo
Shocking stuff: technology, hours, and factor substitution Paper: 1278, 14.12.2010	Cristiano Cantore Alpo Willman Peter McAdam Miguel A. León-Ledesma
Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?, Paper: 1277, 08.12.2010	Geoff Kenny Allan Timmermann Aidan Meyler Véronique Genre
Nowcasting Paper: 1275, 08.12.2010	Domenico Giannone Marta Banbura Lucrezia Reichlin
Level, slope, curvature of the sovereign yield curve, and fiscal behaviour, Paper: 1276, 08.12.2010	Manuel M.F. Martins António Afonso
Firms' reactions to the crisis and their consequences for the labour market. Results of a company survey conducted in Austria, Paper: 1274, 03.12.2010	Claudia Kwapil
The impact of public guarantees on bank risk taking: evidence from a natural experiment, Paper: 1272, 02.12.2010	Andre Guettler Reint Gropp Christian Gruendl
Interest rate effects of demographic changes in a New-Keynesian life-cycle framework, Paper: 1273, 02.12.2010	Engin Kara Leopold von Thadden
Downward wage rigidity and automatic wage indexation: evidence from monthly micro wage data, Paper: 1269, 01.12.2010	Ladislav Wintr Patrick Lünnemann
Inflation risk premia in the US and the euro area, Paper: 1270, 01.12.2010	Oreste Tristani Peter Hördahl
An analysis of euro area sovereign CDS and their relation with government bonds, Paper: 1271, 01.12.2010	Alessandro Fontana Martin Scheicher
Changes in the Austrian structure of wages, 1996-2002: evidence from linked employer-employee data, Paper: 1268, 16.11.2010	Alfred Stiglbauer Wolfgang Pointner
Keynesian government spending multipliers and spillovers in the euro area, Paper: 1267, 16.11.2010	Volker Wieland Tobias Cwik
Towards expenditure rules and fiscal sanity in the euro area, Paper: 1266, 16.11.2010	Sebastian Hauptmeier Ludger Schuknecht Jesus Sanchez Fuentes
How much does the public know about the ECB's monetary policy? Evidence from a survey of Dutch households, Paper: 1265, 03.11.2010	Jakob de Haan Carin van der Cruijsen David-Jan Jansen
Autoregressions in small samples, priors about observables and initial conditions, Paper: 1263, 03.11.2010	Albert Marcet Marek Jarocinski
On approximating DSGE models by series expansions, Paper: 1264, 03.11.2010	Giovanni Lombardo
The impact of supply constraints on bank lending in the euro area - crisis induced crunching?, Paper: 1262, 02.11.2010	Hannah Sabine Hempell Christoffer Kok Sørensen
The interaction between researchers and policy-makers in central banks, Paper: 1260, 02.11.2010	Livio Stracca Matthieu Bussière
Surprising comparative properties of monetary models: Results from a new model database, Paper: 1261, 02.11.2010	Volker Wieland John B. Taylor
Finance and diversification, Paper: 1259, 21.10.2010	Alexander Popov Simone Manganelli
Credit risk transfers and the macroeconomy, Paper: 1256, 21.10.2010	Ester Faia
Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound, Paper: 1258, 20.10.2010	Christiane Baumeister Luca Benati
Explaining the money demand of non-financial corporations in the Euro area: A macro and a micro view, Paper: 1257, 20.10.2010	Julian von Landesberger Carmen Martínez-Carrascal
Predicting recession probabilities with financial variables over multiple horizons, Paper: 1255, 15.10.2010	Wolfgang Lemke Fabio Fornari
Global policy at the zero lower bound in a large-scale DSGE model, Paper: 1254, 15.10.2010	Ricardo Mestre Sandra Gomes João Sousa Pascal Jacquinot
Monetary policy in exceptional times, Paper: 1253, 01.10.2010 JEL: E52, E58	Michele Lenza Huw Pill Lucrezia Reichlin
Interbank market integration, loan rates, and firm leverage, Journal of Banking & Finance (forthcoming), Paper: 1252, 01.10.2010 JEL: E51, G15, G21, G34	Steven Ongena Alexander Popov
Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area, Paper: 1251, 01.10.2010 JEL: E4, E5, F4	Diego Rodriguez-Palenzuela Matthieu Darracq Pariès Christoffer Kok Sørensen
The Euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times, Paper: 1247, 01.10.2010 JEL: E44, E52, G21	Nuno Cassola Michael Huetl
Bank risk-taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards, Paper: 1248, 01.10.2010 JEL: E44, E5, G01, G21, G28	José-Luis Peydró Angela Maddaloni
Forecasting and assessing Euro area house prices through the lens of key fundamentals, Paper: 1249, 01.10.2010 JEL: C32, R21, R31	Paul Hiebert Luca Gattini
Optimal monetary policy with state-dependent pricing, Paper: 1250, 01.10.2010 JEL: E31	Carlos Thomas Anton Nakov
Predicting recessions and recoveries in real time: The euro area-wide leading indicator (ALI), Paper: 1246, 22.09.2010 JEL: E32	Gabe de Bondt Elke Hahn
Firms and the global crisis: French exports in the turmoil, Paper: 1245, 20.09.2010 JEL: F02, F10, G01	Guillaume Gaulier Jean-Charles Bricongne Daria Taglioni Vincent Vicard Lionel Fontagné
Trade with central and eastern Europe: Is it really a threat to wages in the west?, Paper: 1244, 20.09.2010 JEL: F14, F15, F16, J31	Éva Katalin Polgár Julia Wörz
Current account determinants and external sustainability in periods of structural change, Paper: 1243, 15.09.2010 JEL: F30, F32	Sophocles N. Brissimis Christos Papazoglou Melina A. Vasardani George Hondroyiannis Nicholas T. Tsaveas
Changes in the Czech wage structure: Does immigration matter?, Paper: 1242, 15.09.2010 JEL: J21, J31	Kamil Galuščák Kamil Dybczak
Household money holdings in the euro area: An explorative investigation, Paper: 1238, 15.09.2010 JEL: C23, C32, D21, E41	Franz Seitz Julian von Landesberger
Supply, demand and monetary policy shocks in a multi-country New Keynesian Model, Paper: 1239, 15.09.2010 JEL: C32, E17, F37, F42	Ron P. Smith Stephane Dees Vanessa Smith M. Hashem Pesaran
Monetary policy, asset prices and consumption in China, Paper: 1240, 15.09.2010 JEL: E52, P24	Tuuli Koivu
Major public debt reductions: Lessons from the past, lessons for the future, Paper: 1241, 15.09.2010 JEL: C35, E62, H6	Philipp Rother Lilli Zimmermann Christiane Nickel
The impact of high and growing government debt on economic growth: an empirical investigation for the euro area, Paper: 1237, 24.08.2010 JEL: E43, E62, H63, O40	Philipp Rother Cristina Checherita
Imposing parsimony in cross-country growth regressions, Paper: 1234, 24.08.2010 JEL: C20, C52, O40, O47	Marek Jarocinski
A note on identification patterns in DSGE models, Paper: 1235, 24.08.2010	Michal Andrle
Is the new keynesian IS curve structural?, Paper: 1236, 24.08.2010 JEL: E21, E44, E52	Livio Stracca
Bank heterogeneity and monetary policy transmission, Paper: 1233, 16.08.2010 JEL: C14, E44, E52, G21	Manthos D. Delis Sophocles N. Brissimis

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