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

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

Title Author(s)

Central bank liquidity provision, risk-taking and economic efficiency,

Paper: 1542, 03.05.2013

Financial imbalances and household welfare: empirical evidence from the EU,

Paper: 1543, 03.05.2013

Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?,

Paper: 1541, 02.05.2013

Can macroeconomists forecast risk? Event-based evidence from the euro area SPF

Paper: 1540, 26.04.2013

JEL: C22, C53

Retained interest in securitisations and implications for bank solvency,

Paper: 1538, 24.04.2013

Competition in bank-provided payment services

Paper: 1539, 24.04.2013

JEL: G21, L00, L80

Prediction using several macroeconomic models

Paper: 1537, 23.04.2013

JEL: C11, C51, C53

Predictive likelihood comparisons with DSGE and DSGE-VAR models

Paper: 1536, 23.04.2013

JEL: C11, C32, C52, C53, E37

Spatial considerations on the PPP debate

Paper: 1534, 16.04.2013

JEL: C23, F41

Trade adjustment in the European Union - a structural estimation approach

Paper: 1535, 16.04.2013

JEL: C23, F14, F47

The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?

Paper: 1532, 15.04.2013

JEL: E52, E62, F31, F42, G14

Optimal asset structure of a bank - bank reactions to stressful market conditions

Paper: 1533, 15.04.2013

Innocent bystanders: how foreign uncertainty shocks harm exporters,

Paper: 1530, 10.04.2013

Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland,

Paper: 1531, 10.04.2013

The ECB's non-standard monetary policy measures: the role of institutional factors and financial structure,

Paper: 1528, 08.04.2013

Fiscal regimes in the EU

Paper: 1529, 08.04.2013

Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area,

Paper: 1527, 26.03.2013

A dynamic limit order market with fast and slow traders,

Paper: 1526, 13.03.2013

Financial frictions in the euro area: a Bayesian assessment,

Paper: 1521, 07.03.2013

What does a financial shock do? First international evidence,

Paper: 1522, 07.03.2013

Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks,

Paper: 1525, 07.03.2013

The pricing of G7 sovereign bond spreads: the times, they are a-changin,

Paper: 1520, 07.03.2013

Estimating GVAR weight matrices,

Paper: 1523, 07.03.2013

Bank leverage cycles,

Paper: 1524, 07.03.2013

Adverse selection, market access and inter-market competition,

Paper: 1519, 04.03.2013

Fiscal composition and long-term growth,

Paper: 1518, 04.03.2013

Employment duration and shifts into retirement in the EU

Paper: 1517, 26.02.2013

JEL: C41, J14, J26

Bank-firm relationships and the survival of non-financial firms during the financial crisis 2008-2009

Paper: 1516, 16.02.2013

JEL: E44, G21, G33

Non-performing loans: what matters in addition to the economic cycle?

Paper: 1515, 16.02.2013

JEL: F34, G21, G28, G32

Booms and systemic banking crises

Paper: 1514, 16.02.2013

JEL: E32, E44, G01, G21

Fiscal stimulus in times of high debt: reconsidering multipliers and twin deficits

Paper: 1513, 16.02.2013

JEL: C11, C32, E62, F32, F41

Learning about wage and price mark-ups in euro area countries,

Paper: 1512, 13.02.2013

Fiscal consolidations and bank balance sheets,

Paper: 1511, 11.02.2013

Interest rate volatility: a consol rate-based measure,

Paper: 1505, 06.02.2013

A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply,

Paper: 1508, 06.02.2013

On policymakers' loss function and the evaluation of early warning systems, Economics Letters, Vol 119 (1): pp 1-7.,

Paper: 1509, 06.02.2013

Panel vector autoregressive models: a survey,

Paper: 1507, 06.02.2013

Assessing interbank contagion using simulated networks,

Paper: 1506, 06.02.2013

International R&D Spillovers: Technology Transfer vs. R&D Synergies,

Paper: 1504, 08.01.2013

Cost of borrowing shocks and fiscal adjustment,

Paper: 1503, 28.12.2012

Do firms use the trade credit channel to manage growth?

Paper: 1502, 14.12.2012

JEL: C23, E44, G32, L25

Explaining EU citizens' trust in the ECB in normal and crisis times,

Paper: 1501, 14.12.2012

JEL: E58, G21, Z13

Nonlinear liquidity adjustments in the euro area overnight money market,

Paper: 1500, 03.12.2012

Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks,

Paper: 1499, 29.11.2012

Heterogeneity and cross-country spillovers in macroeconomic-financial linkages,

Paper: 1498, 29.11.2012

Bank capital and liquidity creation: Granger-causality evidence,

Paper: 1497, 22.11.2012

The ECB and the interbank market, The Economic Journal, Vol 122, 2012: F467-F486.,

Paper: 1496, 22.11.2012

An alternative method for identifying booms and busts in the euro area housing market,

Paper: 1493, 17.11.2012

Bayesian analysis of recursive SVAR models with overidentifying restrictions,

Paper: 1492, 17.11.2012

Bubbles, banks and financial stability,

Paper: 1495, 17.11.2012

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