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)
Full text	Monetary and macroprudential policies Paper: 1449, 11.07.2012 JEL: E44, E58, E61	Stefano Neri Paolo Angelini Fabio Panetta
Full text	Sometimes it helps: the evolving predictive power of spreads on GDP dynamics Paper: 1447, 11.07.2012 JEL: C52, E37	Raffaele Passaro Giulio Nicoletti
Full text	Anticipation of future consumption: a monetary perspective Paper: 1448, 11.07.2012 JEL: D91, E41, O42	Peter McAdam Joao Ricardo Faria
Full text	Debt and growth: new evidence for the Euro area Paper: 1450, 11.07.2012 JEL: C20, E62, H63, O40	Cristina Checherita-Westphal Philipp Rother Anja Baum
Full text	How informative are the subjective density forecasts of macroeconimists? Paper: 1446, 11.07.2012 JEL: C22, C53	Federico Masera Thomas Kostka Geoff Kenny
Full text	Large shocks in menu cost models Paper: 1453, 11.07.2012 JEL: E31, E52	Adam Reiff Peter Karadi
Full text	Financial markets and international risk sharing in emerging market economics Paper: 1451, 11.07.2012 JEL: F21, F30, G15	Martin Schmitz
Full text	Credit risk in general equilibrium Paper: 1445, 19.06.2012 JEL: D52, G01, G32, G33	Jürgen Eichberger Klaus Rheinberger Martin Summer
Full text	The perils of aggregating foreign variables in panel data models Paper: 1444, 14.06.2012 JEL: C12, C31, C33, F41	Alexander Chudik Michele Ca' Zorzi Alistair Dieppe
Full text	The structural determinants of the US competitiveness in the last decades: a "trade-revealing" analysis Paper: 1443, 01.06.2012 JEL: F12, F17, F19	Massimo Del Gatto Joseph Gruber Filippo di Mauro Benjamin Mandel
Full text	Global exchange rate configurations: Do oil shocks matter? Paper: 1442, 01.06.2012 JEL: F31, Q43	Livio Stracca Maurizio Michael Habib Sascha Buetzer
Full text	Thousands of models, one story: current account imbalances in the global economy Paper: 1441, 01.06.2012 JEL: C11, C33, F32, F34, F41, O52	Alexander Chudik Michele Ca' Zorzi Alistair Dieppe
Full text	Liquidity and credit risk premia in government bond yields Paper: 1440, 01.06.2012 JEL: E44, G01, G12	Oliver Grothe Jacob Ejsing Magdalena Grothe
Full text	Loan prospecting Paper: 1439, 30.05.2012 JEL: D82, G21, L13	Florian Heider Roman Inderst
Full text	Asset market participation, monetary policy rules and the great inflation Paper: 1438, 25.05.2012 JEL: E31, E32, E44, E52	Roland Straub Florin O. Bilbiie
Full text	Internationally correlated jumps Paper: 1436, 25.05.2012 JEL: G11, G15	Kuntara Pukthuanthong Richard Roll
Full text	Euro money market spreads during the 2007-? financial crisis Paper: 1437, 25.05.2012 JEL: C32, E43, E58, G15	Nuno Cassola Claudio Morana
Full text	Monetary policy deliberations: committee size and voting rules Paper: 1434, 14.05.2012 JEL: D71, D78, D81, E58	Vincent Maurin Jean-Pierre Vidal
Full text	Quantity theory is alive: the role of international portfolio shifts Paper: 1435, 14.05.2012 JEL: E31, E41, E51, E52, F40	Roberto A. De Santis
Full text	When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets Paper: 1433, 07.05.2012 JEL: F30, N20	Arnaud Mehl Barry Eichengreen Livia Chitu
Full text	Macroeconomic shocks in an oil market VAR Paper: 1432, 04.05.2012 JEL: C01, C32, E32	Marko Melolinna
Full text	Productivity in the Euro area: any evidence of convergence? Paper: 1431, 27.04.2012 JEL: C33, J24, L60, L80, O47	David Sondermann
Full text	The export-magnification effect of offshoring Paper: 1430, 27.04.2012 JEL: F12, F15, F23	Nico Zorell Joern Kleinert
Full text	Fiscal policy and the great recession in the Euro area, Paper: 1429, 27.03.2012 JEL: C11, E32, E62	Günter Coenen Roland Straub Mathias Trabandt
Full text	Short-term forecasting of the Japanese economy using factor models, Paper: 1428, 20.03.2012 JEL: C50, C53, E37, E47	Claudia Godbout Marco J. Lombardi
Full text	Do bank characteristics influence the effect of monetary policy on bank risk?, Paper: 1427, 16.03.2012 JEL: E44, E52, G21	Yener Altunbas Leonardo Gambacorta David Marqués-Ibáñez
Full text	CISS - a composite indicator of systemic stress in the financial system, Paper: 1426, 12.03.2012 JEL: E44, G01, G10, G20	Dániel Holló Manfred Kremer Marco Lo Duca
Full text	Financial integration, specialization and systemic risk, Journal of International Economics (forthcoming), Paper: 1425, 15.02.2012	Hans Peter Grüner Falko Fecht Philipp Hartmann
Full text	The pitch rather than the pit: investor inattention during FIFA world cup matches, Paper: 1424, 13.02.2012	Michael Ehrmann David-Jan Jansen
Full text	Financial market frictions in a model of the euro area, Paper: 1423, 10.02.2012	Peter McAdam Giovanni Lombardo
Full text	Determinants of credit to households in a life-cycle model, Paper: 1420, 03.02.2012	Michal Rubaszek Dobromil Serwa
Full text	Who needs credit and who gets credit in Eastern Europe?, Paper: 1421, 03.02.2012	Steven Ongena Pinar Yesin Martin Brown Alexander Popov
Full text	Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters, Paper: 1422, 03.02.2012	Luca Onorante Gary Koop
Full text	Capital controls and foreign exchange policy, Paper: 1415, 01.02.2012	Marcel Fratzscher
Full text	Quantifying the qualitative responses of the output purchasing managers index in the US and the Euro area, Paper: 1417, 01.02.2012	Philip Vermeulen
Full text	The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal, Paper: 1419, 01.02.2012	Roberto A. De Santis
Full text	The scapegoat theory of exchange rates: the first tests, Paper: 1418, 01.02.2012	Marcel Fratzscher Gabriele Zinna Lucio Sarno
Full text	Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis, Paper: 1416, 01.02.2012	Alexander Chudik Marcel Fratzscher
Full text	Has the Euro affected the choice of invoicing currency?, Paper: 1414, 18.01.2012	Jenny E. Ligthart Sebastian E. V. Werner
Full text	Risk-sharing or risk-taking? Counterparty risk, incentives and margins, Paper: 1413, 10.01.2012	Marie Hoerova Florian Heider Bruno Biais
Full text	Global value chains during the great trade collapse: a bullwhip effect? Paper: 1412, 05.01.2012	Carlo Altomonte Vincent Vicard Gianmarco Ottaviano Armando Rungi Filippo di Mauro
Full text	Analysis of variance for bayesian inference, Paper: 1409, 21.12.2011	John Geweke Gianni Amisano
Full text	Profit dynamics across the largest euro area countries and sectors, Paper: 1410, 21.12.2011	Laurent Maurin Moreno Roma Igor Vetlov
Full text	Government bond risk premia and the cyclicality of fiscal policy, Paper: 1411, 21.12.2011	Kai Christoffel Juha Kilponen Ivan Jaccard
Full text	The public sector pay gap in a selection of Euro area countries, Paper: 1406, 13.12.2011	Lukas Reiss Mojca Roter Manuel Coutinho Pereira Domenico Depalo Javier J. Perez Bruno Eugène Evangelia Papapetrou Raffaela Giordano
Full text	A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of marcoeconomic and financial information, Paper: 1404, 13.12.2011	Corrado Macchiarelli
Full text	Do EU structural funds promote regional employment? Evidence from dynamic panel data, Paper: 1403, 13.12.2011	Philipp Mohl Tobias Hagen
Full text	Monetary policy and the flow of funds in the Euro Area, Paper: 1402, 13.12.2011	Riccardo Bonci
Full text	Macroeconomics vulnerability and disagreement in expectations, Paper: 1407, 13.12.2011	Marco Buchmann Cristian Badarinza
Full text	Real-time data and fiscal analysis: a survey of the literature, Paper: 1408, 13.12.2011	Jacopo Cimadomo

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