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

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

Title Author(s)

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

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

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

Paper: 1741, 11.11.2014

JEL: G01, G15, G21

Exports and capacity constraints - a smooth transition regression model for six euro area countries

Paper: 1740, 11.11.2014

JEL: C22, C50, C51, F10, F14

Global value chains: surveying drivers and measures

Paper: 1739, 24.10.2014

JEL: F60

Financial fragility of euro area households

Paper: 1737, 22.10.2014

JEL: D10, D14, G21

Optimal monetary policy, asset purchases, and market frictions

Paper: 1738, 22.10.2014

JEL: E32, E4, E5

Measuring the effectiveness of cost and price competitiveness in external rebalancing of euro area countries: What do alternative HCIs tell us?

Paper: 1736, 29.09.2014

JEL: F14, F31, F41

Pensions and fertility: back to the roots - The introduction of Bismarck's pension scheme and the European fertility decline

Paper: 1734, 18.09.2014

JEL: C21, H31, H53, H55, J13, J18, J26, N33

Forecasting the Brent oil price: addressing time-variation in forecast performance

Paper: 1735, 18.09.2014

JEL: C43, E32, Q43

One currency, one price? Euro changeover-related inflation in Estonia

Paper: 1732, 12.09.2014

JEL: D49, E58, P46

Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

Paper: 1733, 12.09.2014

JEL: C11, C13, C33, C53

Do federal reserve bank presidents have a regional bias?

Paper: 1731, 10.09.2014

JEL: C12, C3, D72, E58

Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic

Paper: 1730, 10.09.2014

JEL: C15, C32, E51

Financial stress and economic dynamics: the transmission of crises

Paper: 1728, 01.09.2014

JEL: C11, C32, E44

Flight to liquidity and the Great Recession

Paper: 1729, 01.09.2014

JEL: E22, E32, E44

The effects of government spending in a small open economy within a monetary union

Paper: 1727, 25.08.2014

JEL: E22, E62, H54

Banks, shadow banking, and fragility

Paper: 1726, 22.08.2014

JEL: G21, G23, G28

Fiscal devaluation in the euro area: a model-based analysis

Paper: 1725, 22.08.2014

JEL: F32, F47, H20

Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach

Paper: 1724, 21.08.2014

JEL: C33, C53, E31, E37

Identifying excessive credit growth and leverage

Paper: 1723, 21.08.2014

JEL: C40, E44, E61, G01, G21

How do households allocate their assets? Stylised facts from the Eurosystem household finance and consumption survey

Paper: 1722, 20.08.2014

JEL: D1, D3

Capital flows and macroprudential policies - A multilateral assessment of effectiveness and externalities

Paper: 1721, 20.08.2014

JEL: F3, F5, G01, G11

Export dynamics and sales at home

Paper: 1720, 19.08.2014

JEL: F10, F44, L20

Intra-industry trade between CESEE countries and the EU15

Paper: 1719, 18.08.2014

JEL: F10, F14, F15

The impact of housing non-cash income on the unconditional distribution of household income in Austria

Paper: 1718, 18.08.2014

JEL: D12, D14, D31

Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps

Paper: 1717, 15.08.2014

JEL: G01, G15, G21, G24

Spatial dependence in commercial property prices: micro evidence from the Netherlands

Paper: 1627, 15.08.2014

JEL: C21, C31, R12, R30

Collateral amplification under complete markets

Paper: 1716, 15.08.2014

JEL: D52, E32

Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis

Paper: 1714, 13.08.2014

JEL: C11, C32, E32, E51

Stability or upheaval? The currency composition of international reserves in the long run

Paper: 1715, 13.08.2014

JEL: F30, N20

Employment, hours and optimal monetary policy

Paper: 1713, 12.08.2014

JEL: E30, E50, E60

Signalling fiscal stress in the euro area - a country-specific early warning system

Paper: 1712, 12.08.2014

JEL: E62, E65, E66, F34, H62, H63

Understanding bank-run contagion

Paper: 1711, 11.08.2014

JEL: D81, G21, G28

Market perception of sovereign credit risk in the euro area during the financial crisis

Paper: 1710, 11.08.2014

JEL: C11, C32, G01, G12, G15

Wealth and income in the euro area: Heterogeneity in households' behaviours?

Paper: 1709, 06.08.2014

JEL: C35, D31

Optimal mechanisms for the control of fiscal deficits

Paper: 1708, 06.08.2014

JEL: D82, H62

The financial and macroeconomic effects of OMT announcements

Paper: 1707, 05.08.2014

JEL: E47, E58

A consistent set of multilateral productivity approach-based indicators of price competitiveness

Paper: 1706, 05.08.2014

JEL: C23, F31

Are foreign-owned firms different? Comparison of employment volatility and elasticity of labour demand

Paper: 1704, 04.08.2014

JEL: F23, J23, J51

Household heterogeneity in the euro area since the onset of the great recession

Paper: 1705, 04.08.2014

JEL: D12, D31, E21

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