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

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

Title Author(s)

Lack of confidence, the zero lower bound, and the virtue of fiscal rules

Paper: 1795, 27.05.2015

JEL: E52, E62

Granger causality and regime inference in Bayesian Markov-Switching VARs

Paper: 1794, 22.05.2015

JEL: C11, C12, C32, C53, E32

Collateral damage? Micro-simulation of transaction cost shocks on the value of central bank collateral

Paper: 1793, 22.05.2015

JEL: C15, E59, G12

The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed

Paper: 1792, 20.05.2015

JEL: C24, C51, E52

Interest rates, money, and banks in an estimated euro area model

Paper: 1791, 19.05.2015

JEL: E32, E52

Household saving behaviour and credit constraints in the euro area

Paper: 1790, 19.05.2015

JEL: C8, D12, D14, D91

Exploring price and non-price determinants of trade flows in the largest euro-area countries

Paper: 1789, 04.05.2015

JEL: F14, F62

Assessing European firms' exports and productivity distributions: the CompNet trade module

Paper: 1788, 04.05.2015

JEL: F10, F14

"Made in China" - How does it affect our understanding of global market shares?

Paper: 1787, 29.04.2015

JEL: C43, F12, F15, L15, O47

Optimal supervisory architecture and financial integration in a banking union

Paper: 1786, 29.04.2015

JEL: D53, G21, G28, G33, G38, L51

A measure of redenomination risk

Paper: 1785, 27.04.2015

JEL: C32, F36, G12, G15

Policy mandates for macro-prudential and monetary policies in a new Keynesian framework

Paper: 1784, 27.04.2015

JEL: E30, E50, G28

The impact of fiscal policy announcements by the Italian government on the sovereign spread:a comparative analysis

Paper: 1782, 22.04.2015

JEL: E43, E62, G01, G12

The determinants of sovereign bond yield spreads in the EMU

Paper: 1781, 22.04.2015

JEL: C23, E62, H50

Commercial bank failures during the Great Recession: the real (estate) story

Paper: 1779, 08.04.2015

JEL: G21, G28

Do financial reforms help stabilize inequality?

Paper: 1780, 08.04.2015

JEL: C01, C12, D63, G15

European firm adjustment during times of economic crisis

Paper: 1778, 07.04.2015

JEL: J30, J32, J33, J51

Exports and domestic demand pressure: a dynamic panel data model for the euro area countries

Paper: 1777, 07.04.2015

JEL: C22, C50, F10

Expectation-driven cycles: time-varying effects

Paper: 1776, 02.04.2015

JEL: C32, E24, E32

Does fiscal austerity affect public opinion?

Paper: 1774, 01.04.2015

JEL: H2, H3, H5, H6

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

Paper: 1773, 01.04.2015

JEL: C11, C32, C52

Governments' payment discipline: the macroeconomic impact of public payment delays and arrears

Paper: 1771, 26.03.2015

JEL: E6, H6, H8

Fragility in money marketfunds: sponsor support and regulation

Paper: 1772, 26.03.2015

JEL: G01, G21, G28

The confidence effects of fiscal consolidations

Paper: 1770, 24.03.2015

JEL: H60, H61, H62

Labour market adjustments in Europe and the US: How different?

Paper: 1767, 23.03.2015

JEL: F2, J6, R23, R30

Macroprudential oversight, risk communication and visualization

Paper: 1768, 23.03.2015

JEL: F37, F47, G01, G15

Shifting horizons: assessing macro trends before, during, and following systemic banking crises

Paper: 1766, 17.03.2015

JEL: C23, C51, E43, E51, G01

Endogenous labor share cycles: theory and evidence

Paper: 1765, 16.03.2015

JEL: E25, E32, O33, O41

Assessing European competitiveness: the new CompNet microbased database

Paper: 1764, 16.03.2015

JEL: D24, L11, L25, O4, O57

Wealth shocks, unemployment shocks and consumption in the wake of the Great Recession, Journal of Monetary Economics

Paper: 1762, 10.03.2015

JEL: D91, E21

Do professional forecasters behave as if they believed in the new Keynesian Phillips Curve for the euro area?

Paper: 1763, 10.03.2015

JEL: E31, J30

Global value chains: a view from the euro area

Paper: 1761, 09.03.2015

JEL: F1, F14, F15

Comparing fiscal multipliers across models and countries in Europe

Paper: 1760, 09.03.2015

JEL: E12, E13, E17, E62, E63

Corporate Debt Structure and the Financial Crisis

Paper: 1759, 12.02.2015

JEL: C68, E32, E44, G23

Efficiency, Inefficiency and the MENA Frontier

Paper: 1757, 10.02.2015

JEL: C33, C38, C55, D24, E23, O11

The coevolution of money markets and monetary policy, 1815-2008

Paper: 1756, 19.12.2014

JEL: E52, G15, N20

Fragmentation in the euro overnight unsecured money market

Paper: 1755, 19.12.2014

JEL: E5, G1

MRO bidding in the presence of LTROs: an empirical analysis of the pre-crisis period

Paper: 1753, 18.12.2014

JEL: D44, D53, D84, E43, E50, G10, G21

New evidence on elementary index bias

Paper: 1754, 18.12.2014

JEL: C43, E31

How do exporters react to changes in cost competitiveness?

Paper: 1752, 17.12.2014

JEL: F1, F16, F4

Linking distress of financial institutions to macrofinancial shocks

Paper: 1749, 16.12.2014

JEL: C33, G33

How do financial institutions forecast sovereign spreads?

Paper: 1750, 16.12.2014

JEL: E62, G10, H30

Disaggregating Okun's law: decomposing the impact of the expenditure components of GDP on euro area unemployment

Paper: 1747, 15.12.2014

JEL: C23, E2, E24

Enterprise productivity: a three-speed Europe

Paper: 1748, 15.12.2014

JEL: D22, H11, O47, O52

Financial indicators signalling correlation changes in sovereign bond markets

Paper: 1746, 04.12.2014

JEL: F36, G12, G15

Model of the United States economy with learing MUSEL

Paper: 1745, 02.12.2014

JEL: C51, C6, E5

Retail market structure and consumer prices in the euro area

Paper: 1744, 02.12.2014

JEL: E31, L1, L4, L8

Measuring financial conditions in major non-euro area economies

Paper: 1743, 28.11.2014

JEL: C43, E37, E44, G1

Within- and cross-country price dispersion in the euro area

Paper: 1742, 28.11.2014

JEL: E31, F41

Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach

Paper: 1741, 11.11.2014

JEL: G01, G15, G21

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