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

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

Title	Author(s)
Fiscal activism and the zero nominal interest rate bound Paper: 1653, 13.03.2014	Sebastian Schmidt
Sovereign credit ratings, market volatility, and financial gains Paper: 1654, 13.03.2014	Pedro Gomes Abderrahim Taamouti Ant Afonso
Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era Paper: 1651, 12.03.2014	Arnaud Mehl Barry Eichengreen Livia Chiţu
Macroeconomic experiences and risk taking of euro area households Paper: 1652, 12.03.2014	Miguel Ampudia Michael Ehrmann
Global corporate bond issuance: what role for US quantitative easing? Paper: 1649, 11.03.2014	Ariadna Vidal Martinez Giulio Nicoletti Marco Lo Duca
The euro plus pact: cost competitiveness and external capital flows in the EU countries Paper: 1650, 11.03.2014	Hubert Gabrisch Karsten Staehr
External and macroeconomic adjustment in the larger euro area countries Paper: 1647, 10.03.2014	Katrin Forster Elena Angelini Michele Ca' Zorzi
The Distribution of wealth and the MPC: implications of new European data Paper: 1648, 10.03.2014	Kiichi Tokuoka Jirí Slacálek Christopher D. Carroll
Modeling emergence of the interbank networks Paper: 1646, 07.03.2014	Christoffer Kok Grzegorz Hałaj
Forward-looking reaction to bank regulation Paper: 1645, 07.03.2014	Risto Herrala
Has US household deleveraging ended? a model-based estimate of equilibrium debt Paper: 1643, 06.03.2014	Bruno Albuquerque Georgi Krustev Ursel Baumann
Financial conditions index and credit supply shocks for the euro area Paper: 1644, 06.03.2014	Laurent Maurin Diego Moccero Matthieu Darracq Pariès
A high frequency assessment of the ECB securities markets programme Paper: 1642, 28.02.2014	Simone Manganelli Eric Ghysels Julien Idier Olivier Vergote
Rational blinders: strategic selection of risk models and bank capital regulation Paper: 1641, 21.02.2014	Jean-Edouard Colliard
What drives the market share changes? price versus non-price factors Paper: 1640, 21.02.2014	Konstantins Benkovskis Julia Wörz
The distribution of debt across euro area countries: the role of individual characteristics, institutions and credit conditions Paper: 1639, 20.02.2014	Jose Maria Casado Sonia Costa Yvonne McCarthy Tibor Zavadil Philip Du Caju Panagiota Tzamourani Ernesto Villanueva Eva Sierminska Olympia Bover
Central clearing and collateral demand Paper: 1638, 20.02.2014	Martin Scheicher Darrell Duffie Guillaume Vuillemey
Characterizing very high uncertainty episodes Paper: 1637, 19.02.2014	Martin Bijsterbosch Pierre Guérin
The impact of monetary policy and exchange rate shocks in Poland: evidence from a time-varying VAR Paper: 1636, 19.02.2014	Olga Arratibel Henrike Michaelis
Micro-based evidence of EU competitiveness: the CompNet database Paper: 1634, 18.02.2014	Carlo Altomonte Kamil Galuščák Antonio Rodríguez-Caloca Matteo Bugamelli Urška Čede Péter Harasztosi Jaanika Merikyll Filippo di Mauro João Amador Jan Hagemejer Giorgio Barba Navaretti Bogdan Chiriacescu Antoine Berthou Ana-Maria Cazacu Sven Blank Davide Zurlo Charlotte Sandoz-Dit-Bragard Luca David Opromolla Philipp Meinen Patry Tello Tibor Lalinsky Elena Biewen Paloma Lopez-Garcia Leandro D'Aurizio Emmanuel Dhyne Emanuele Forlani Stefania Rossetti Ana Cristina Soares Nicola Benatti Chiara Angeloni
Does the federal reserve staff still beat private forecasters? Paper: 1635, 18.02.2014	Sebastian Giesen Makram El-Shagi Alexander Jung
Buffer-stock saving in a Krusell-Smith world Paper: 1633, 05.02.2014	Kiichi Tokuoka Jirí Slacálek Christopher D. Carroll
Anchoring the yield curve using survey expectations Paper: 1632, 05.02.2014	Carlo Altavilla Raffaella Giacomini Giuseppe Ragusa
Household risk management and actual mortgage choice in the euro area Paper: 1631, 30.01.2014	Michael Ehrmann Michael Ziegelmeyer
Cross-border production chains and business cycle co-movement between Central and Eastern European countries and euro area member states Paper: 1628, 30.01.2014	Plamen Iossifov
The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market Paper: 1629, 30.01.2014	Roel Beetsma Daniel Widijanto Frank de Jong Massimo Giuliodori
Financial flexibility across the euro area and the UK Paper: 1630, 30.01.2014	Maria-Teresa Marchica Roberto Mura Annalisa Ferrando
Observation driven mixed-measurement dynamic factor models with an application to credit risk Paper: 1626, 19.12.2013	Drew Creal André Lucas Siem Jan Koopman Bernd Schwaab
The pricing of sovereign risk and contagion during the European sovereign debt crisis Paper: 1625, 19.12.2013	John Beirne Marcel Fratzscher
Trade, productivity improvements and welfare: an endogenous market structure framework Paper: 1624, 18.12.2013	Letizia Montinari
Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy Paper: 1622, 16.12.2013	Matthias Burgert Sebastian Schmidt
Market pricing of credit rating signals Paper: 1623, 16.12.2013	Magdalena Grothe
Conditional and joint credit risk Paper: 1621, 11.12.2013	André Lucas Xin Zhang Bernd Schwaab
The rise of China and India: blessing or curse for the advanced countries? Paper: 1620, 04.12.2013	Livio Stracca
Micro and macro analysis on household income, wealth and saving in the euro area Paper: 1619, 27.11.2013	Juha Honkkila Ilja Kristian Kavonius
Growth, real exchange rates and trade protectionism since the financial crisis Paper: 1618, 27.11.2013	Georgios Georgiadis
Firms' export dynamics: experience vs. size Paper: 1616, 22.11.2013	Vincent Vicard Antoine Berthou
Crowding-out or co-existence? the competitive position of EU members and China in global merchandise trade Paper: 1617, 22.11.2013	Katharina Steiner Konstantins Benkovskis Julia Wörz Maria Silgoner
On the measurement of foreign direct investment and its relationship to activities of multinational corporations Paper: 1614, 20.11.2013	Konstantin M. Wacker
Fragmentation, incomes and jobs: an analysis of European competitiveness Paper: 1615, 20.11.2013	Marcel P. Timmer Gaaitzen de Vries Bart Los Robert Stehrer
Non-price competitiveness of exports from emerging countries Paper: 1612, 19.11.2013	Konstantins Benkovskis Julia Wörz
House price cycles in Europe Paper: 1613, 19.11.2013	Alessandro Fontana Stefano Corradin
Bank reactions after capital shortfalls Paper: 1611, 15.11.2013	Christoffer Kok Glenn Schepens
Central bank collateral, asset fire sales, regulation and liquidity Paper: 1610, 11.11.2013	Ulrich Bindseil
Foreign investors and risk shocks: seeking a safe haven or running for the exit? Paper: 1609, 08.11.2013	Livio Stracca Maurizio Michael Habib
Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system Paper: 1607, 07.11.2013	Massimiliano Affinito
Optimal control with heterogeneous agents in continuous time Paper: 1608, 07.11.2013	Galo Nuño
Setting countercyclical capital buffers based on early warning models: would it work? Paper: 1604, 06.11.2013	Markus Behn Tuomas A. Peltonen Willem Schudel Carsten Detken
Is quantity theory still alive? Paper: 1605, 06.11.2013	Harald Uhlig Pedro Teles
Competition in the Portuguese economy: insights from a profit elasticity approach Paper: 1603, 06.11.2013	Jo Amador Ana Cristina Soares

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