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

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

Title Author(s)

An inflation-predicting measure of the output gap in the euro area

Paper: 1966, 19.09.2016

JEL: C32, C53, E31, E32, E37

Bank interest rate setting in the euro area during the Great Recession

Paper: 1965, 16.09.2016

JEL: C32, E43, E52, E58, G01

Signals from the government: policy disagreement and the transmission of fiscal shocks

Paper: 1964, 16.09.2016

JEL: D80, E60

Institutions, public debt and growth in Europe

Paper: 1963, 14.09.2016

JEL: C23, E02, H63, O43

Multiplex interbank networks and systemic importance: an application to European data

Paper: 1962, 14.09.2016

JEL: C67, D85, G21

Have FOMC minutes helped markets to predict FED funds rate changes?

Paper: 1961, 14.09.2016

JEL: C14, E52, E58

Got rejected? Real effects of not getting a loan

Paper: 1960, 13.09.2016

JEL: G21, G32, J23

Interbank loans, collateral and modern monetary policy

Paper: 1959, 12.09.2016

JEL: C63, E17, E47, E58

How you export matters: the disassortative structure of international trade

Paper: 1958, 12.09.2016

JEL: D85, F14, F63

Net debt supply shocks in the euro area and the implications for QE

Paper: 1957, 09.09.2016

JEL: C5, E4, E5, G1

The ECB's asset purchase programme: an early assessment

Paper: 1956, 09.09.2016

JEL: E44, E52, G12

Has the exchange rate pass through recently declined in the euro area?

Paper: 1955, 09.09.2016

JEL: C32, C34, E32, F44, G01

Credit constraints and the international propagation of US financial shocks

Paper: 1954, 30.08.2016

JEL: C32, C34, E32, F44, G01

Animal spirits, fundamental factors and business cycle fluctuations

Paper: 1953, 30.08.2016

JEL: C32, E32

The great moderation in international capital flows: a global phenomenon?

Paper: 1952, 30.08.2016

JEL: F15, F21, F32

The effectiveness of non-standard monetary policy measures: evidence from survey data

Paper: 1951, 29.08.2016

JEL: E58, E65

Is corruption efficiency-enhancing? A case study of nine Central and Eastern European countries

Paper: 1950, 29.08.2016

JEL: D24, D73, O47

The stock market effects of a securities transaction tax: quasi-experimental evidence from Italy

Paper: 1949, 29.08.2016

JEL: G14, G18, H24

Advanced economy inflation: the role of global factors

Paper: 1948, 29.08.2016

JEL: E31, E32, E37

Asset allocation with judgment

Paper: 1947, 26.08.2016

JEL: C1, C11, C12, C13, D81

Real exchange rates and international co-movement: news-shocks and non-tradable goods with complete markets

Paper: 1946, 26.08.2016

JEL: F41, F44

Anchoring of inflation expectations in the euro area: recent evidence based on survey data

Paper: 1945, 26.08.2016

JEL: D84, E52, E58

Multi-layered interbank model for assessing systemic risk

Paper: 1944, 25.08.2016

JEL: C45, C63, D85, G21

When shadows grow longer: shadow banking with endogenous entry

Paper: 1943, 25.08.2016

JEL: E44, G01, G11, G21, G28

Policy spillovers and synergies in a monetary union

Paper: 1942, 25.08.2016

JEL: D42, E44, E63

The role of price and cost competitiveness for intra- and extra-euro area trade of euro area countries

Paper: 1941, 15.07.2016

JEL: F14, F15, F41

How competitiveness shocks affect macroeconomic performance across euro area countries

Paper: 1940, 15.07.2016

JEL: E32, E61, F32

Impact of the asset purchase programme on euro area government bond yields using market news

Paper: 1939, 14.07.2016

JEL: E43, E52, E58, G14

Bond risk premia, macroeconomic factors and financial crisis in the euro area

Paper: 1938, 14.07.2016

JEL: C52, C55, E43, E44, G01, G12

The invisible hand of the government: Moral suasion during the European sovereign debt crisis

Paper: 1937, 13.07.2016

JEL: F34, G21, H63

Trade in value added: do we need new measures of competitiveness?

Paper: 1936, 13.07.2016

JEL: F14, J30

Assessing the costs and benefits of capital-based macroprudential policy

Paper: 1935, 12.07.2016

JEL: G01, G21, G28

The BEAR toolbox

Paper: 1934, 12.07.2016

JEL: C11, C30, C87, E00, F00

News and noise in the housing market

Paper: 1933, 11.07.2016

JEL: E30, E40, E50

Credit market competition and liquidity crises

Paper: 1932, 07.07.2016

JEL: G01, G20, G21

Networks of value added trade

Paper: 1931, 06.07.2016

JEL: C67, F12, F14

Credit spreads, economic activity and fragmentation

Paper: 1930, 05.07.2016

JEL: C32, F36, G12, G15

A portfolio demand approach for broad money in the euro area

Paper: 1929, 05.07.2016

JEL: C22, C52, E41

The limits of model-based regulation

Paper: 1928, 04.07.2016

JEL: G01, G21, G28

Violating the law of one price: the role of non-conventional monetary policy

Paper: 1927, 01.07.2016

JEL: G01, G12

Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?

Paper: 1926, 01.07.2016

JEL: C34, D78, E52, E58

Stressed interbank markets: evidence from the European financial and sovereign debt crisis

Paper: 1925, 29.06.2016

JEL: E58, F36, G01, G21

Pricing sovereign credit risk of an emerging market

Paper: 1924, 27.06.2016

JEL: C11, C32, G01, G12, G15

EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area

Paper: 1923, 17.06.2016

JEL: E32, E44, E51, F45, F47

Global credit risk: world country and industry factors

Paper: 1922, 10.06.2016

JEL: C33, G21

The real exchange rate and economic growth: revisiting the case using external instruments

Paper: 1921, 10.06.2016

JEL: F31, F43

Making sense of the EU wide stress test: a comparison with the SRISK approach

Paper: 1920, 09.06.2016

JEL: C21, G01, G21

Liquidity, innovation, and endogenous growth

Paper: 1919, 09.06.2016

JEL: D21, G31, G32, G35, L11

Collateral damage? On collateral, corporate financing and performance

Paper: 1918, 08.06.2016

JEL: D22, G21, G32

Search-based endogenous asset liquidity and the macroeconomy

Paper: 1917, 08.06.2016

JEL: E22, E44, G11

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