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)

Long-lasting consequences of the European crisis

Paper: 1832, 15.07.2015

JEL: E20, E43, E52, E66

The great collapse in value added trade

Paper: 1833, 15.07.2015

JEL: C67, F1, F2, R15

Credit ratings and cross-border bond market spillovers.

Paper: 1831, 14.07.2015

JEL: F36, G15

Optimal capital requirements over the business and financial cycles

Paper: 1830, 14.07.2015

JEL: E44, G01, G21, G28

Creditor protection, judicial enforcement and credit access

Paper: 1829, 13.07.2015

JEL: G21, G28, K41

Network linkages to predict bank distress

Paper: 1828, 13.07.2015

JEL: D85, G21, G33

Virtual proximity and audiovisual services trade.

Paper: 1826, 09.07.2015

JEL: F12, F15, Z10

Uncertainty shocks, banking frictions and economic activity

Paper: 1825, 08.07.2015

JEL: E32, E52

Shoe-leather costs in the euro area and the foreign demand for euro banknotes

Paper: 1824, 08.07.2015

JEL: C22, E41

Financial constraints and productivity: evidence from euro area companies

Paper: 1823, 07.07.2015

JEL: D24, G32, O16

Gender bias and credit access

Paper: 1822, 07.07.2015

JEL: G21, J16, N32, Z13

Financing constraints, employment, and labor compensation: evidence from the subprime mortgage crisis

Paper: 1821, 28.06.2015

JEL: D92, G01, G21, J23, J31

Wealth effects on consumption across the wealth distribution: empirical evidence

Paper: 1817, 28.06.2015

JEL: C21, D12, E21

An alternative view of exchange market pressure episodes in emerging Europe: an analysis using Extreme Value Theory (EVT)

Paper: 1818, 28.06.2015

JEL: C10, E44, F32, F37, G01

Euro area business cycles in turbulent times: convergence or decoupling?

Paper: 1819, 28.06.2015

JEL: C51, E32, O52

Sovereign stress, unconventional monetary policy, and SME access to finance

Paper: 1820, 28.06.2015

JEL: D22, E58, G21, H63

Spillovers and euroscepticism

Paper: 1815, 19.06.2015

JEL: D72, E02, F15, H63, J64

A new identification of fiscal shocks based on the information flow

Paper: 1813, 18.06.2015

JEL: C32, E32, E62

VAR for VaR: measuring tail dependence using multivariate regression quantiles

Paper: 1814, 18.06.2015

JEL: C13, C14, C32

The relationship between structural and cyclical features of the EU financial sector

Paper: 1812, 17.06.2015

JEL: E44, E61, G18, G21, G28

Capturing the financial cycle in Europe

Paper: 1811, 17.06.2015

JEL: E30, E44, E61

Banking and currency crises: differential diagnostics for developed countries

Paper: 1810, 16.06.2015

JEL: C14, E44, F37, F47, G01

Do banks' overnight borrowing rates lead their CDS Price? evidence from the Eurosystem

Paper: 1809, 16.06.2015

JEL: G01, G14, G21

Has the publication of minutes helped markets to predict the monetary policy decisions of the Bank of England's MPC?

Paper: 1808, 15.06.2015

JEL: C34, D78, E52, E58

Does Uncertainty Affect Participation in the European Central Bank's Survey of Professional Forecasters?

Paper: 1807, 15.06.2015

JEL: D81, D84, E66

Will the True Labor Share Stand Up?

Paper: 1806, 12.06.2015

JEL: C82, E25, E32

Credit market disequilibrium in Greece (2003-2011) - A Bayesian Approach

Paper: 1805, 12.06.2015

JEL: C32, D50, E42, E44, G21, G28, P00

Bank bailouts and competition - Did TARP distort competition among sound banks?

Paper: 1804, 11.06.2015

JEL: C30, C78, G21, G28, L51

The information content of money and credit for US activity

Paper: 1803, 11.06.2015

JEL: E41, E52, E58

What has driven inflation dynamics in the Euro area, the United Kingdom and the United States

Paper: 1802, 10.06.2015

JEL: C22, C32, E31, E52

The exchange rate, asymmetric shocks and asymmetric distributions

Paper: 1801, 09.06.2015

JEL: F14, F31, F41

Unraveling the skill premium

Paper: 1800, 09.06.2015

JEL: J01, J31, O4

Financial exposure to the euro area before and after the crisis: Home bias and institutions at home

Paper: 1799, 08.06.2015

JEL: E2, F3, G11, G15

Capital inflows and euro area long-term interest rates

Paper: 1798, 08.06.2015

JEL: E43, E44, F21, F41, G15

Bank bias in Europe: effects on systemic risk and growth

Paper: 1797, 28.05.2015

JEL: G01, G02

Real estate markets and macroprudential policy in Europe

Paper: 1796, 28.05.2015

JEL: E5, G01, G17, G28, R39

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

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