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

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

Title Author(s)

Macroeconomic effects of secondary market trading

Paper: 2039, 17.03.2017

JEL: E32, E44, G01

Stagnation traps

Paper: 2038, 15.03.2017

JEL: E32, E43, E52, O42

The time dimension of the links between loss given default and the macroeconomy

Paper: 2037, 15.03.2017

JEL: C02, G13, G33

Fiscal reaction function and fiscal fatigue: evidence for the euro area

Paper: 2036, 14.03.2017

JEL: C33, E62, F41, H60

Safe assets: a review

Paper: 2035, 14.03.2017

JEL: E41, E42, E44, G21

The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps

Paper: 2034, 13.03.2017

JEL: C32, E32, F32

The inflation risk premium in the post-Lehman period

Paper: 2033, 13.03.2017

JEL: E44, G17

Government guarantees and financial stability

Paper: 2032, 28.02.2017

JEL: G21, G28

How robust is the result that the cost of "leaning against the wind" exceeds the benefit?

Paper: 2031, 28.02.2017

JEL: E52, E58, G01

Financial transaction taxes, market composition, and liquidity

Paper: 2030, 28.02.2017

Macro stress testing euro area banks' fees and commissions

Paper: 2029, 27.02.2017

JEL: G01, G17, G21

A stochastic forward-looking model to assess the profitability and solvency of European insurers

Paper: 2028, 27.02.2017

JEL: G20, G22, G23

Economic crises and the eligiblity for the lender of last resort: evidence from 19th century France

Paper: 2027, 24.02.2017

JEL: E44, E51, E58, G28, N14, N54

A panel VAR analysis of macro-financial imbalances in the EU

Paper: 2026, 24.02.2017

JEL: C33, F31, F32

Optimizing policymakers' loss functions in crisis prediction: before, within or after?

Paper: 2025, 23.02.2017

JEL: C35, C53, G01

Global inflation: the role of food, housing and energy prices

Paper: 2024, 23.02.2017

JEL: E31, E52, F42

Starting from a blank page? Semantic similarity in central bank communication and market volatility

Paper: 2023, 22.02.2017

JEL: E43, E52, E58

The role of counterparty risk and asymmetric information in the interbank market

Paper: 2022, 22.02.2017

JEL: C23, C24, G21, G28

The effect of public investment in Europe: a model-based assessment

Paper: 2021, 21.02.2017

JEL: C30, E32, E62

High frequency trading and fragility

Paper: 2020, 10.02.2017

JEL: G10, G12, G14

The impact of constrained monetary policy on fiscal multipliers on output and inflation

Paper: 2019, 10.02.2017

JEL: E31, E43, E52, E62, E63

Exchange rate prediction redux: new models, new data, new currencies

Paper: 2018, 10.02.2017

JEL: F31, F47

Inside asset purchase programs: the effects of unconventional policy on banking competition

Paper: 2017, 10.02.2017

JEL: C30, C78, G21, G28, L51

Interactions between fiscal multipliers and sovereign risk premium during fiscal consolidation: model based assessment for the euro area

Paper: 2016, 07.02.2017

JEL: E32, E42, F42, F45

Forecasting euro area inflation using targeted predictors: is money coming back?

Paper: 2015, 06.02.2017

JEL: C53, E37, E41, E51, E58

The drivers of revenue productivity: a new decomposition analysis with firm-level data

Paper: 2014, 06.02.2017

JEL: D24, E32, O47

Regular versus lump-sum payments in union contracts and household consumption

Paper: 2013, 03.02.2017

JEL: D12, E21, J51

Modeling euro area bond yields using a time-varying factor model

Paper: 2012, 03.02.2017

JEL: C11, E58, G01

Understanding sovereign rating movements in euro area countries

Paper: 2011, 02.02.2017

JEL: C25, G24, H63, H68

The systemic implications of bail-in: a multi-layered network approach

Paper: 2010, 02.02.2017

JEL: C63, G01, G18, G21

Securitization and credit quality

Paper: 2009, 01.02.2017

JEL: G21, G28

Banks credit and productivity growth

Paper: 2008, 01.02.2017

JEL: D92, G10, G21, G31, O16

The rational inattention filter

Paper: 2007, 31.01.2017

JEL: D83, E32

Demographics and inflation

Paper: 2006, 25.01.2017

JEL: C22, E31, J11

Low inflation and monetary policy in the euro area

Paper: 2005, 25.01.2017

JEL: C32, E31, E32, E52

Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area

Paper: 2004, 25.01.2017

JEL: E31, E42, E52, E58

Exchange rate pass-through in the euro area

Paper: 2003, 25.01.2017

JEL: E31, F3, F41

Changing prices... changing times: evidence for Italy

Paper: 2002, 25.01.2017

JEL: D21, D40, E31, L11

Will US inflation awake from the dead? The role of slack and non-linearities in the Phillips curve

Paper: 2001, 25.01.2017

JEL: E31, E37, R58

Missing disinflation and missing inflation: the puzzles that aren't

Paper: 2000, 25.01.2017

JEL: E21, E32, F44

The long-term distribution of expected inflation in the euro area: what has changed since the great recession?

Paper: 1999, 25.01.2017

JEL: E31, E58

Inflation anchoring in the euro area

Paper: 1998, 25.01.2017

JEL: E31, E44, G12, G14

Tail co-movement in inflation expectations as an indicator of anchoring

Paper: 1997, 25.01.2017

JEL: C14, C58, E31, E44, G13

A new indicator of inflation expectations anchoring

Paper: 1996, 25.01.2017

JEL: C14, C58, E31, E44, G13

Unconventional monetary policy and the anchoring of inflation expectations

Paper: 1995, 25.01.2017

JEL: C52, C55, E43, E44

Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity

Paper: 1994, 25.01.2017

JEL: D83, E31, E37, E58

Trade, finance or policies: what drives the cross-border spill-over of business cycles?

Paper: 1993, 24.01.2017

JEL: F1, F3, F41, F44

Pricing of bonds and equity when the zero lower bound is relevant

Paper: 1992, 24.01.2017

JEL: C14, E43, G12

Below the zero lower bound: a shadow-rate term structure model for the euro area

Paper: 1991, 23.01.2017

JEL: C32, E43, E52

Financial inclusion: whats it worth?

Paper: 1990, 20.01.2017

JEL: D14, G21, G28

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