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)

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

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

Paper: 1520, 07.03.2013

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

Paper: 1525, 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

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

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

Paper: 1515, 16.02.2013

JEL: F34, G21, G28, G32

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

Panel vector autoregressive models: a survey,

Paper: 1507, 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

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

Paper: 1508, 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

Prior selection for vector autoregressions,

Paper: 1494, 17.11.2012

Trade openness reduces growth volatility when countries are well diversified,

Paper: 1491, 13.11.2012

When the cat's away the mice will play: does regulation at home affect bank risk taking abroad?,

Paper: 1488, 05.11.2012

A model of borrower reputation as intangible collateral,

Paper: 1490, 05.11.2012

The business cycle implications of banks' maturity transformation,

Paper: 1489, 05.11.2012

Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics,

Paper: 1487, 30.10.2012

Leading indicators of crisis incidence: evidence from developed countries,

Paper: 1486, 22.10.2012

Banking, debt and currency crisis: early warning indicators for developed countries,

Paper: 1485, 19.10.2012

Bank ratings - what determines their quality?,

Paper: 1484, 19.10.2012

Macroeconomic uncertainty and the impact of oil shocks,

Paper: 1479, 08.10.2012

Dual liquidity crises under alternative monetary frameworks: a financial accounts perspective,

Paper: 1478, 08.10.2012

Interdependence and contagion in global asset markets,

Paper: 1480, 08.10.2012

Clearing, counterparty risk and aggregate risk,

Paper: 1481, 08.10.2012

Gauging the effects of fiscal stimulus packages in the Euro area,

Paper: 1483, 08.10.2012

Optimism bias? The elasticity puzzle in international economics revisited,

Paper: 1482, 08.10.2012

Central bank communication on fiscal policy,

Paper: 1477, 24.09.2012

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