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)

Bidding and performance in repo auctions: evidence from ECB open market operations

Paper: 0157, 02.04.2003

Quantifying embodied technological change

Paper: 0158, 02.04.2003

JEL: D24, L60, O3

Optimal public money

Paper: 0159, 02.04.2003

Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank

Paper: 0142, 02.04.2003

JEL: C22, C51, C53, C59

A nonparametric method for valuing new goods

Paper: 0143, 02.04.2003

JEL: C43, D11

A failure in the measurement of inflation: results from a hedonic and matched experiment using scanner data

Paper: 0144, 02.04.2003

JEL: C43, E43, O47

Towards a new early warning system of financial crises

Paper: 0145, 02.04.2003

JEL: F30, F31, F47

Competition and stability: what's special about banking?

Paper: 0146, 02.04.2003

JEL: G21, G28, G34, K21, L4

Time-to-build approach in a sticky price

Paper: 0147, 02.04.2003

JEL: E12, E22, E47

The functional form of yield curves

Paper: 0148, 02.04.2003

JEL: G10, G12, G13

The Spanish block of the ESCB-multi-country model

Paper: 0149, 02.04.2003

JEL: E10, E13, E17

Equity and bond market signals as leading indicators of bank fragility

Paper: 0150, 02.04.2003

JEL: G12, G21

Modeling model uncertainty

Paper: 0169, 02.04.2003

JEL: C32, D81, E52

What measure of inflation should a central bank target?

Paper: 0170, 02.04.2003

JEL: E42, E52, E58

An estimated stochastic dynamic general equilibrium model of the euro area

Paper: 0171, 02.04.2003

JEL: E4, E5

Constructing quality-adjusted price indices: a comparison of hedonic and discrete choice models

Paper: 0172, 02.04.2003

JEL: C25, C43, D11, D21

Openness and equilibrium determinacy under interest rate rules

Paper: 0173, 02.04.2003

JEL: E52, E58, F41

International monetary policy coordination and financial market integration

Paper: 0174, 02.04.2003

JEL: E52, E58, F42

Monetary policy and the financial accelerator in a monetary union

Paper: 0175, 02.04.2003

Macroeconomics of international price discrimination

Paper: 0176, 02.04.2003

Using money market rates to assess the alternatives of fixed vs. variable rate tenders: the lesson from 1989-1998 data for Germany

Paper: 0186, 02.04.2003

JEL: E4, E5, G2, N2

A fiscal theory of sovereign risk

Paper: 0187, 02.04.2003

JEL: E6, F4

Should central banks really be flexible?

Paper: 0188, 02.04.2003

JEL: E52, E58

Debt reduction and automatic stabilisation

Paper: 0189, 02.04.2003

JEL: E63, H31, H63

Monetary policy and the zero bound to interest rates: a review

Paper: 0190, 02.04.2003

JEL: E3, E52, F41

The fiscal costs of financial instability revisited

Paper: 0191, 02.04.2003

JEL: E6, H3, H6

Sustainability of public finances and automatic stabilisation under a rule of budgetary discipline

Paper: 0193, 02.04.2003

JEL: E61, H62, H63

Sensitivity analysis of volatility: a new tool for risk management

Paper: 0194, 02.04.2003

JEL: C32, C53, G15

Euro area inflation persistence

Paper: 0201, 02.04.2003

JEL: E4, E5

Interdependence between the euro area and the US: what role for EMU?

Paper: 0200, 02.04.2003

JEL: E43, E52, F42, M3

Time variation in the tail behaviour of bunds futures returns

Paper: 0199, 02.04.2003

JEL: C14, G13

Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices

Paper: 0198, 02.04.2003

A model of the Eurosystem's operational framework for monetary policy implementation

Paper: 0197, 02.04.2003

JEL: E51, G28

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

Paper: 0196, 02.04.2003

In-sample or out-of-sample tests of predictability: which one should we use?

Paper: 0195, 02.04.2003

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