Central Bank Research Hub - Series: European Central Bank Working papers 2013

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

Title Author(s)

Observation driven mixed-measurement dynamic factor models with an application to credit risk

Paper: 1626, 19.12.2013

The pricing of sovereign risk and contagion during the European sovereign debt crisis

Paper: 1625, 19.12.2013

Trade, productivity improvements and welfare: an endogenous market structure framework

Paper: 1624, 18.12.2013

Market pricing of credit rating signals

Paper: 1623, 16.12.2013

Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy

Paper: 1622, 16.12.2013

Conditional and joint credit risk

Paper: 1621, 11.12.2013

The rise of China and India: blessing or curse for the advanced countries?

Paper: 1620, 04.12.2013

Micro and macro analysis on household income, wealth and saving in the euro area

Paper: 1619, 27.11.2013

Growth, real exchange rates and trade protectionism since the financial crisis

Paper: 1618, 27.11.2013

Crowding-out or co-existence? the competitive position of EU members and China in global merchandise trade

Paper: 1617, 22.11.2013

Firms' export dynamics: experience vs. size

Paper: 1616, 22.11.2013

Fragmentation, incomes and jobs: an analysis of European competitiveness

Paper: 1615, 20.11.2013

On the measurement of foreign direct investment and its relationship to activities of multinational corporations

Paper: 1614, 20.11.2013

House price cycles in Europe

Paper: 1613, 19.11.2013

Non-price competitiveness of exports from emerging countries

Paper: 1612, 19.11.2013

Bank reactions after capital shortfalls

Paper: 1611, 15.11.2013

Central bank collateral, asset fire sales, regulation and liquidity

Paper: 1610, 11.11.2013

Foreign investors and risk shocks: seeking a safe haven or running for the exit?

Paper: 1609, 08.11.2013

Optimal control with heterogeneous agents in continuous time

Paper: 1608, 07.11.2013

Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system

Paper: 1607, 07.11.2013

Credit constraints and investment in human capital: training evidence from transition economies

Paper: 1606, 06.11.2013

Is quantity theory still alive?

Paper: 1605, 06.11.2013

Setting countercyclical capital buffers based on early warning models: would it work?

Paper: 1604, 06.11.2013

Competition in the Portuguese economy: insights from a profit elasticity approach

Paper: 1603, 06.11.2013

High frequency trading and price discovery

Paper: 1602, 04.11.2013

How do firms in Argentina get financing to export?

Paper: 1601, 04.11.2013

Granger-causal-priority and choice of variables in vector autoregressions

Paper: 1600, 16.10.2013

Disentangling the bond-CDS nexus: a stress test model of the CDS market

Paper: 1599, 16.10.2013

The performance impact of firm ownership transformation in China

Paper: 1598, 15.10.2013

Predicting distress in European banks

Paper: 1597, 15.10.2013

Managers mobility, trade performance, and wages

Paper: 1596, 15.10.2013

Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis

Paper: 1595, 27.09.2013

JEL: G12, G18

Is there a role for domestic demand pressure on export performance?

Paper: 1594, 27.09.2013

JEL: C22, C50, F10

Monetary policy, bank capital and credit supply: a role for discouraged and informally rejected firms

Paper: 1593, 24.09.2013

JEL: E31, E51, E52, F34, G21

Bridging the banking sector with the real economy: a financial stability perspective

Paper: 1592, 24.09.2013

JEL: E17, G21, G32

Sudden stop of capital flows and the consequences for the banking sector and the real economy

Paper: 1591, 24.09.2013

JEL: F32, G21

Interest rate swaps and corporate default

Paper: 1590, 18.09.2013

Macroprudential policy instruments and economic imbalances in the euro area

Paper: 1589, 18.09.2013

The design of national fiscal frameworks and their budgetary impact

Paper: 1588, 11.09.2013

Assessing asset purchases within the ECBs securities markets programme

Paper: 1587, 10.09.2013

Whats going on behind the euro area Beveridge curve(s)?

Paper: 1586, 04.09.2013

On the fortunes of stock exchanges and their reversals: evidence from foreign listings

Paper: 1585, 04.09.2013

Macroeconomic imbalances: a question of trust?

Paper: 1584, 29.08.2013

The network structure of the CDS market and its determinants

Paper: 1583, 29.08.2013

Risks to price stability, the zero lower bound and forward guidance: a real-time assessment

Paper: 1582, 27.08.2013

Tobin LIVES: Integrating evolving credit market architecture into flow of funds based macro-models

Paper: 1581, 27.08.2013

A predictability test for a small number of nested models

Paper: 1580, 27.08.2013

Does the Greenspan era provide evidence on leadership in the FOMC?

Paper: 1579, 27.08.2013

Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets

Paper: 1578, 15.08.2013

Firms financing constraints: do perceptions match the actual situation?

Paper: 1577, 15.08.2013

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