Central Bank Research Hub - Series: National Bank of Denmark (Danmarks Nationalbank) Working papers 2017

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

The ECB's unconventional monetary policy and the role of exchange rate regimes in cross-country spillovers

Paper: DNWP119, 02.10.2017

JEL: E43, E44, E52, F31, F41

A new approach to modelling banks' equity volatility: Adding time-to-maturity jumps

Paper: DNWP118, 16.08.2017

JEL: C32, G01, G12, G21, G32

Modelling Fire Sales From Regulatory Cliff Effects

Paper: DNWP117, 14.08.2017

JEL: G21, G28

Consumption and savings in a low interest-rate environment

Paper: DNWP116, 29.06.2017

JEL: D12, D14, D31, D91, E21

Financial Cycles: What are they and what do they look like in Denmark?

Paper: DNWP115, 16.06.2017

A Leading Indicator of House-Price Bubbles

Paper: DNWP114, 06.04.2017

JEL: C22, G12, R31

What are the effects of changes in taxation and new types of mortgages on the real economy? - The case of Denmark during the 00's

Paper: DNWP113, 22.03.2017

JEL: E17, E32, E62, E65, F41

Non-Parametric Estimation of Marginal Propensities to Consume: The Case of Regression Splines

Paper: DNWP112, 17.03.2017

JEL: C51, E21, E6

Revisiting potential output in Denmark

Paper: DNWP111, 27.02.2017

Incorporating Funding Costs in Top-down Stress Tests

Paper: DNWP110, 15.02.2017

JEL: G12, G21, G31, G38

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004