Central Bank Research Hub - Series: Netherlands Bank DNB Working Papers

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

	Title	Author(s)
Full text	Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium Paper: 225, 01.12.2009 JEL: D40, L11	Sherrill Shaffer Laura Spierdijk Jacob A. Bikker
Full text	Being a Foreigner among Domestic Banks: Asset or Liability? Paper: 224, 01.12.2009 JEL: F21, F23, G21	Stijn Claessens Neeltje van Horen
Full text	Pension funds’ asset allocation and participant age: a test of the life-cycle model Paper: 223, 01.11.2009 JEL: D91, G11, G23, H55, J14	Dirk W.G.A. Broeders Eduard H.M. Ponds David A. Hollanders Jacob A. Bikker
Full text	Did the crisis affect inflation expectations? Paper: 222, 01.10.2009 JEL: E31, E44, E52, E58	Steven Poelhekke Gabriele Galati Chen Zhou
Full text	Credit and economic recovery Paper: 218, 01.08.2009	Thomas Meyer Michael Biggs Andreas Pick
Full text	Measuring Stock Market Contagion with an Application to the Sub-prime Crisis Paper: 217, 01.08.2009 JEL: C14, F36, G15	Mark Mink Jochen Mierau
Full text	Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice Paper: 216, 01.08.2009	Arie Kapteyn Federica Teppa
Full text	Regulatory Competition and Bank Risk Taking Paper: 213, 01.08.2009 JEL: G21, G28	Itai Agur
Full text	An extended gravity model with substitution applied to international trade Paper: 215, 01.08.2009 JEL: F1, R12	Jacob A. Bikker
Full text	Fiscal policy in Central and Eastern Europe with real time data: Cyclicality, inertia and the role of EU accession Paper: 214, 01.08.2009 JEL: E61, E62, H6	John Lewis
Full text	Dependence structure of risk factors and diversification effects Paper: 219, 01.08.2009 JEL: C14, G11	Chen Zhou
Full text	The communication policy of the European Central Bank: An overview of the first decade Paper: 212, 01.07.2009 JEL: E44, E52, E58	Jakob de Haan David-Jan Jansen
Full text	Pension fund sophistication and investment policy Paper: 211, 01.07.2009 JEL: G11, G23	Jan de Dreu Jacob A. Bikker
Full text	Credit Frictions and the Comovement between Durable and Non-durable Consumption Paper: 210, 01.07.2009 JEL: E44, E52	Vincent Sterk
Full text	Human Capital and Employment Growth in German Metropolitan Areas: New Evidence Paper: 209, 01.05.2009 JEL: C22, J2, O47, R0, R1	Steven Poelhekke
Full text	Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions Paper: 208, 01.05.2009 JEL: C32, E50	Zsolt Darvas
Full text	Forecasting Random Walks under Drift Instability Paper: 207, 01.04.2009 JEL: C22, C53	M. Hashem Pesaran Andreas Pick
Full text	The Volatility Curse: Revisiting the Paradox of Plenty Paper: 206, 01.04.2009 JEL: C12, C21, C23, F43, G20, O11, O41, Q32	Frederick van der Ploeg Steven Poelhekke
Full text	Can Open Capital Markets Help Avoid Currency Crises? Paper: 205, 01.03.2009 JEL: C10, E44, F15, F36, F37	Gus Garita Chen Zhou
Full text	What Institutional Structure for the Lender of Last Resort? Paper: 200, 01.03.2009 JEL: D82, G21, G28	Itai Agur
Full text	An Empirical assessment of reinsurance risk Paper: 201, 01.03.2009 JEL: G20, G22	Manuel Kampman Iman van Lelyveld Franka Liedorp
Full text	Forecasting the fragility of the banking and insurance sector Paper: 202, 01.03.2009 JEL: C53, G21, G22	Kerstin Bernoth Andreas Pick
Full text	The comovement between household loans and real activity Paper: 204, 01.03.2009	Vincent Sterk Wouter den Haan
Full text	The 'Wisdom of the Crowds' and Public Policy Paper: 203, 01.03.2009 JEL: D82, E52, E58	Maria Demertzis
Full text	Unification of the Fréchet and Weibull Distribution Paper: 198, 01.02.2009 JEL: C13	Peter ter Berg
Full text	Consumer Choice and Merchant Acceptance of Payment Media Paper: 197, 01.02.2009 JEL: D53, G21, L11	Sujit Chakravorti Wilko Bolt
Full text	Incentives at the counter: An empirical analysis of surcharging card payment and payment behaviour in the Netherlands Paper: 196, 01.02.2009 JEL: D12, D61, G20
Full text	Simulations in the Dutch interbank payment system: A sensitivity analysis Paper: 199, 01.02.2009 JEL: C88, E58, G21	Ronald Heijmans
Full text	Growth, Foreign Direct Investment and Urban Concentration: Unbundling Spatial Lags Paper: 195, 01.02.2009 JEL: C31, F21, F23, F43, O47, R11
Full text	Bank Competition Efficiency in Europe: A Frontier Approach Paper: 194, 01.01.2009 JEL: C53, E41	David Humphrey Wilko Bolt
Full text	Modelling Industry-level Ccorporate Credit Risk for the Netherlands Paper: 190, 01.01.2009	Ruud Vermeulen
Full text	Are Asset Returns Predictable from the National Accounts? Paper: 189, 01.01.2009 JEL: E01, E21, E41	Pierre Lafourcade
Full text	Did the anchor of inflation expectations in the euro area turn adrift? Paper: 191, 01.01.2009 JEL: E44, E52, E58	Steven Poelhekke Chen Zhou Gabriele Galati
Full text	Economics of Payment Cards: A Status Report Paper: 193, 01.01.2009 JEL: D53, G21, L11	Sujit Chakravorti Wilko Bolt
Full text	Confidence in Monetary Policy Paper: 192, 01.01.2009	Maria Demertzis Yakov Ben-Haim
Full text	Can subjective survival expectations explain retirement behaviour? Paper: 188, 01.12.2008 JEL: D84, D91, H55, J26	Federica Teppa Eddy van Doorslaer Owen O'Donnell
Full text	Monetary Policy Committees: meetings and outcomes Paper: 184, 01.12.2008 JEL: D71, D78, E58
Full text	A Measure for Credibility: Tracking US Monetary Developments Paper: 187, 01.12.2008	Maria Demertzis Nicola Viegi Massimiliano Marcellino
Full text	Europeanization or Globalization? Transnational Wage Bargaining and the Distribution of Activity in European Labor Markets Paper: 186, 01.12.2008 JEL: F15, F42, J60
Full text	Has the Clarity of Humphrey-Hawkins Testimonies Affected Volatility in Financial Markets? Paper: 185, 01.12.2008 JEL: E44, E52, E58	David-Jan Jansen
Full text	Competition, bargaining power and pricing in two-sided markets Paper: 181, 01.10.2008 JEL: L10, L13	Kimmo Soramäki Wilko Bolt
Full text	Minimum Funding Ratios for Defined-Benefit Pension Funds Paper: 180, 01.10.2008	Arjen Siegmann
Full text	Preferences for redistribution in the Netherlands Paper: 179, 01.10.2008 JEL: D31, D63, H23, H55, P16	Jasper de Winter Jan Kakes
Full text	Optimal Central Bank Transparency Paper: 178, 01.08.2008 JEL: E31, E52, E58	Sylvester C.W. Eijffinger Lex H. Hoogduin Carin van der Cruijsen
Full text	Towards a Network Description of Interbank Payment Flows Paper: 177, 30.05.2008 JEL: E5, G1	Ronald Heijmans Iman van Lelyveld Marc Pröpper
Full text	Market Thinness, List Price Revisions and Time to Sell: Evidence from a large-scale housing dataset Paper: 176, 15.05.2008 JEL: C41, D12, D83, E30, R31	Maarten van Rooij Arjen Siegmann Marco Hoeberichts
Full text	Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk Paper: 175, 15.05.2008 JEL: C15, E44, G21, G32	Jan Willem van den End
Full text	Do financial conglomerates create or destroy value? Evidence for the EU Paper: 174, 06.05.2008 JEL: G2, G3, L2
Full text	Impact of bank competition on the interest rate pass-through in the euro area Paper: 171, 09.04.2008 JEL: D4, E50, G21, L10	C. Kok Sørensen A.A.R.J.M. van Rixtel M. van leuvensteijn Jacob A. Bikker
Full text	Location Decisions of Foreign Banks and Institutional Competitive Advantage Paper: 172, 09.04.2008 JEL: F21, F23, G21	Stijn Claessens Neeltje van Horen

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