Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market (JEL G21, G32) | by Miguel A. Ferreira, Pedro Matos | 1066 (03 Jul 2009) | Full text |
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Monetary Policy and Inflationary Shocks Under Imperfect Credibility (JEL E4, E5, F4) | by Matthieu Darracq Paričs, Stéphane Moyen | 1065 (29 Jun 2009) | Full text |
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Does it pay to have the euro? Italy's politics and financial markets under the lira and the euro (JEL F31, F33, G14) | by Marcel Fratzscher, Livio Stracca,, International Finance (forthcoming) | 1064 (17 Jun 2009) | Full text |
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Does Private Equity Investment Spur Innovation? Evidence from Europe (JEL C23, G15, O16) | by Alexander Popov, Peter Roosenboom | 1063 (17 Jun 2009) | Full text |
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External shocks and international inflation linkages: a Global VAR analysis (JEL C32, E31) | by Alessandro Galesi, Marco J. Lombardi | 1062 (17 Jun 2009) | Full text |
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The distribution of households consumption-expenditure budget shares (JEL C12, D12, D3) | by Matteo Barigozzi, Lucia Alessi, Marco Capasso | 1061 (16 Jun 2009) | Full text |
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Forecasting the world economy in the short-term (JEL C32, C53, E37, F17) | by Audrone Jakaitiene, Stéphane Dées | 1059 (16 Jun 2009) | Full text |
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What explains global exchange rate movements during the financial crisis? (JEL F31, F4, G1) | by Marcel Fratzscher | 1060 (08 Jun 2009) | Full text |
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National prices and wage setting in a currency union (JEL E50, E58, J50, J51) | by Marcelo Sánchez | 1058 (29 May 2009) | Full text |
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The impact of extreme weather events on budget balances and implications for fiscal policy (JEL F59, H87, Q54, Q58) | by Eliza M. Lis, Christiane Nickel | 1055 (29 May 2009) | Full text |
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Euro area private consumption: Is there a role for housing wealth effects | by Frauke Skudelny | 1057 (26 May 2009) | Full text |
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The pricing of subprime mortgage risk in good times and bad: Evidence from the ABX.HE indices | by Ingo Fender, Martin Scheicher | 1056 (26 May 2009) | Full text |
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Inflation dynamics with labour market matching: assessing alternative specifications (JEL E24, E31, E32, J64) | by Kai Christoffel, James Costain, Gregory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard, Olivier Pierrard | 1053 (15 May 2009) | Full text |
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Fiscal behaviour in the European Union: rules, fiscal decentralization and government indebtedness (JEL C23, E62, H62) | by António Afonso, Sebastian Hauptmeier | 1054 (13 May 2009) | Full text |
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Bidding behaviour in the ECB's main refinancing operations during the financial crisis (JEL C33, C34, D44, E52) | by Jens Eisenschmidt, Astrid Hirsch, Tobias Linzert | 1052 (13 May 2009) | Full text |
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Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (JEL C10, C15, C53) | by Giovanni Caggiano, George Kapetanios, Vincent Labhard | 1051 (13 May 2009) | Full text |
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Wealth effects on consumption: evidence from the euro area (JEL D12, E21, E44) | by Ricardo M. Sousa | 1050 (12 May 2009) | Full text |
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Labour force participation in the euro area: a cohort based analysis (JEL J11, J21) | by Almut Balleer, Ramón Gómez-Salvador, Jarkko Turunen | 1049 (11 May 2009) | Full text |
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An economic capital model integrating credit and interest rate risk in the banking book (JEL C13, E47, G21) | by Piergiorgio Alessandri, Mathias Drehmann | 1041 (30 Apr 2009) | Full text |
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Downward wage rigidity and optimal steady-state inflation (JEL E31, E52, J4) | by Gabriel Fagan, Julián Messina | 1048 (28 Apr 2009) | Full text |
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The forecasting power of internal yield curve linkages (JEL F31) | by Michele Modugno, Kleopatra Nikolaou | 1044 (28 Apr 2009) | Full text |
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The determinants of public deficit volatility (JEL E31, E63) | by Luca Agnello, Ricardo M. Sousa | 1042 (28 Apr 2009) | Full text |
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The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics | by Wolfgang Lemke, Thomas Werner | 1045 (24 Apr 2009) | Full text |
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The impact of reference norms on inflation persistance when wages are staggered | by Markus Knell, Alfred Stiglbauer | 1047 (24 Apr 2009) | Full text |
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Productivity shocks and real exchange rate: a reappraisal | by Tuomas A. Peltonen, Michael Sager | 1046 (24 Apr 2009) | Full text |
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Optimal monetary policy in a model of the credit channel | by Fiorella De Fiore, Oreste Tristani | 1043 (24 Apr 2009) | Full text |
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'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity | by Lucia Alessi, Carsten Detken | 1039 (31 Mar 2009) | Full text |
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What do asset prices have to say about risk appetite and uncertainty? (JEL E44, G12) | by Geert Bekaert, Marie Hoerova, Martin Scheicher | 1037 (31 Mar 2009) | Full text |
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The external and domestic side of macroeconomic adjustment in China (JEL E32, E62) | by Roland Straub, Christian Thimann | 1040 (31 Mar 2009) | Full text |
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Are 'intrinsic inflation persistence' models structural in the sense of Lucas (1976)? (JEL E30, E32) | by Luca Benati | 1038 (31 Mar 2009) | Full text |
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Search in the product market and the real business cycle (JEL E10, E31, E32) | by Thomas Y. Mathä, Olivier Pierrard | 1036 (24 Mar 2009) | Full text |
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The role of labor markets for euro area monetary policy (JEL C11, E32, E52, J64) | by Kai Christoffel, Keith Kuester, Tobias Linzert | 1035 (24 Mar 2009) | Full text |
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The role of the United States in the global economy and its evolution over time (JEL E32, E37, F41) | by Stéphane Dées, Arthur Saint-Guilhem | 1034 (23 Mar 2009) | Full text |
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Fiscal competition over taxes and public inputs - theory and evidence (JEL C72, H72, H77) | by Sebastian Hauptmeier, Ferdinand Mittermaier, Johannes Rincke | 1033 (19 Mar 2009) | Full text |
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Assessing long-term fiscal developments - a new approach (JEL E62, H50) | by António Afonso, Luca Agnello, Davide Furceri, Ricardo Sousa | 1032 (19 Mar 2009) | Full text |
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Global roles of currencies (JEL E58, F31, F33, F37, G15) | by Christian Thimann | 1031 (19 Mar 2009) | Full text |
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Forecast evaluation of small nested model sets (JEL C32, C53, E37) | by Kirstin Hubrich, Kenneth D. West | 1030 (19 Mar 2009) | Full text |
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The role of fiscal transfers for regional economic convergence in Europe (JEL E62, R11, R23) | by Cristina Checherita, Christiane Nickel, Philipp Rother | 1029 (13 Mar 2009) | Full text |
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Large debt financing: syndicated loans versus corporate bonds (JEL D40, F30, G21) | by Yener Altunbas, Alper Kara, David Marqués-Ibáńez | 1028 (10 Mar 2009) | Full text |
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Long run evidence on money growth and inflation (JEL E30, E32) | by Luca Benati | 1027 (06 Mar 2009) | Full text |
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Do house price developments spill over across euro area countries? Evidence from a Global VAR (JEL C32, R21, R31) | by Paul Hiebert, Isabel Vansteenkiste | 1026 (06 Mar 2009) | Full text |
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Liquidity risk premia in unsecured interbank money markets (JEL G01, G10, G21) | by Jens Eisenschmidt, Jens Tapking | 1025 (06 Mar 2009) | Full text |
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Funding liquidity risk: definition and measurement (JEL E58, G21) | by Mathias Drehmann, Kleopatra Nikolaou | 1024 (06 Mar 2009) | Full text |
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Bank loan announcements and borrower stock returns: does bank origin matter? (JEL D80, G21, G32, H11) | by Steven Ongena, Viorel Roscovan | 1023 (04 Mar 2009) | Full text |
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Understanding inter-industry wage structures in the euro area | by Véronique Genre, Karsten Kohn, Daphne Momferatou | 1022 (04 Mar 2009) | Full text |
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Rigid labour compensation and flexible employment? Firm-level evidence with regard to productivity for Belgium (JEL J30, J60) | by Catherine Fuss, Ladislav Wintr | 1021 (04 Mar 2009) | Full text |
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Opting out of the Great Inflation: German monetary policy after the break down of Bretton Woods (JEL E31, E32, E41, E52, E58) | by Andreas Beyer, Vítor Gaspar, Christina Gerberding, Otmar Issing | 1020 (03 Mar 2009) | Full text |
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What drives returns to euro area housing? Evidence from a dynamic dividend-discount model (JEL C33, G12, R21) | by Paul Hiebert, Matthias Sydow | 1019 (03 Mar 2009) | Full text |
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Cross-Border Mergers and acquisitions: Financial and institutional forces (JEL F30, F36, F41, G11) | by Nicolas Coeurdacier, Roberto A. De Santis, Antonin Aviat | 1018 (03 Mar 2009) | Full text |
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Optimal Prediction Pools (JEL C11, C53) | by John Geweke, Gianni Amisano | 1017 (03 Mar 2009) | Full text |
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When does lumpy factor adjustment matter for aggregate dynamics? (JEL E22, E24, E32) | by Stephan Fahr, Fang Yao | 1016 (03 Mar 2009) | Full text |
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Inflation forecasting in the new EU Member States (JEL C53, E31, E37, E51, E52, E62, P24) | by Olga Arratibel, Christophe Kamps, Nadine Leiner-Killinger | 1015 (25 Feb 2009) | Full text |
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Asset prices and current account fluctuations in G7 economies (JEL E2, F32, F40, G1) | by Marcel Fratzscher, Roland Straub | 1014 (25 Feb 2009) | Full text |
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Structural breaks, cointegration and the Fisher effect (JEL C32, E43) | by Andreas Beyer, Alfred A. Haug, William G. Dewald | 1013 (25 Feb 2009) | Full text |
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Petrodollars and imports of oil exporting countries (JEL F01, F14, Q43) | by Roland Beck, Annette Kamps | 1012 (25 Feb 2009) | Full text |
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The global dimension of inflation - evidence from factor-augmented Phillips curves (JEL C33, C50, E31, F41) | by Sandra Eickmeier, Katharina Moll | 1011 (25 Feb 2009) | Full text |
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Optimal sticky prices under rational inattention (JEL D8, E3, E5) | by Bartosz Mackowiak, Mirko Wiederholt | 1009 (19 Feb 2009) | Full text |
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Business cycles in the euro area (JEL C5, E32, E33, F2, F43) | by Domenico Giannone, Michele Lenza, Lucrezia Reichlin | 1010 (19 Feb 2009) | Full text |
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Liquidity (risk) concepts: definitions and interactions (JEL G10, G20) | by Kleopatra Nikolaou | 1008 (19 Feb 2009) | Full text |
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Real wages over the business cycle: OECD evidence from the time and frequency domains (JEL C10, E32, J30) | by Julián Messina, Chiara Strozzi, Jarkko Turunen,, Journal of Economic Dynamics and Control (forthcoming) | 1003 (19 Feb 2009) | Full text |
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Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation (JEL E31, E32, E52, J64) | by Gregory de Walque, Olivier Pierrard, Henri Sneessens, Rafael Wouters | 1007 (12 Feb 2009) | Full text |
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Understanding sectoral differences in downward real wage rigidity: workforce composition, institutions, technology and competition (JEL J31) | by Philip Du Caju, Catherine Fuss, Ladislav Wintr | 1006 (12 Feb 2009) | Full text |
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Labor market institutions and macroeconomic volatility in a panel of OECD countries (JEL E31, E32) | by Fabio Rumler, Johann Scharler | 1005 (12 Feb 2009) | Full text |
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Characterising the inflation targeting regime in South Korea (JEL E52, E58, E61) | by Marcelo Sánchez | 1004 (12 Feb 2009) | Full text |
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Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks (JEL C02, C19, C52, C61, E32) | by Olli Castrén, Trevor Fitzpatrick, Matthias Sydow | 1002 (11 Feb 2009) | Full text |
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Identifying the elasticity of substitution with biased technical change (JEL C22, E23, O30) | by Miguel A. León-Ledesma, Peter McAdam, Alpo Willman | 1001 (28 Jan 2009) | Full text |
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Wealth effects in emerging market economies (JEL D12, E21, E44) | by Tuomas A. Peltonen, Ricardo M. Sousa, Isabel Vansteenkiste | 1000 (28 Jan 2009) | Full text |
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Risk-adjusted forecasts of oil prices (JEL E37, E44, G13, Q4) | by Patrizio Pagano and Massimiliano Pisani | 0999 (Jan 2009) | Full text |
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Infinite-dimensional VARs and factor models (JEL C10, C33, C51) | by Alexander Chudik and Hashem Pesaran | 0998 (Jan 2009) | Full text |
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Financing obstacles and growth: an analysis for euro area non-financial corporations (JEL C23, E22, G32, L11, L25) | by Chiara Coluzzi | 0997 (Jan 2009) | Full text |
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What drives euro area break-even inflation rates? (JEL C11, C52, E31) | by Matteo Ciccarelli and Juan Angel García | 0996 (Jan 2009) | Full text |
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Current account benchmarks for central and eastern Europe: a desperate search? (JEL C11, C33, F15, F32, F34, F41, O52) | by Michele Ca’ Zorzi | 0995 (Jan 2009) | Full text |
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Fiscal sustainability and policy implications for the euro area (JEL H55, H60) | by Fabrizio Balassone, Jorge Cunha, Geert Langenus, Bernhard Manzke, Jeanne Pavot | 0994 (Jan 2009) | Full text |
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Has emerging Asia decoupled? An analysis of production and trade linkages using the Asian international input-output table (JEL C67, E23, F14) | by Gabor Pula and Tuomas A. Peltonen | 0993 (Jan 2009) | Full text |
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FDI and productivity convergence in central and eastern Europe: an industry-level investigation (JEL C23, F21, O33) | by Martin Bijsterbosch and Marcin Kolasa | 0992 (Jan 2009) | Full text |
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The macroeconomic effects of fiscal policy (JEL C11, C32, E62, H62) | by António Afonso and Ricardo M. Sousa | 0991 (Jan 2009) | Full text |
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Fiscal policy, housing and stock prices (JEL C32, E62, G10, H62) | by António Afonso and Ricardo M. Sousa | 0990 (Jan 2009) | Full text |
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Modelling loans to non-financial corporations in the euro area (JEL C32, C51) | by Christoffer Kok Sřrensen | 0989 (Jan 2009) | Full text |
|
2008 |
Portuguese banks in the euro area market for daily funds (JEL E52, E58) | by Luísa Farinha, Vítor Gaspar | 0985 (30 Dec 2008) | Full text |
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The topology of the federal funds market (JEL E4, E58, E59, G1) | by Morten L. Bech, Enghin Atalay | 0986 (30 Dec 2008) | Full text |
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The interday and intraday patterns of the overnight market: evidence from an electronic platform (JEL C22, C32, E43, E58) | by Renaud Beaupain and Alain Durré | 0988 (Dec 2008) | Full text |
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What explains the spread between the euro overnight rate and the ECB's policy rate? (JEL C22, E43, E52) | by Tobias Linzert and Sandra Schmidt | 0983 (Dec 2008) | Full text |
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Probability of informed trading on the euro overnight market rate: an update (JEL E52, G14) | by Julien Idier and Stefano Nardelli | 0987 (Dec 2008) | Full text |
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The daily and policy-relevant liquidity effects (JEL E40, E52) | by Daniel L. Thornton | 0984 (Dec 2008) | Full text |
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Modelling short-term interest rate spreads in the euro money market (JEL C32, E43, E50, E58, G15) | by Nuno Cassola and Claudio Morana | 0982 (Dec 2008) | Full text |
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Why the effective price for money exceeds the policy rate in the ECB tenders? (JEL D44, E58) | by Tuomas Välimäki | 0981 (Dec 2008) | Full text |
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Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan (JEL E43, E52, G12) | by Teppei Nagano and Naohiko Baba | 0980 (Dec 2008) | Full text |
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Futures contract rates as monetary policy forecasts (JEL E43, E44, E52) | by Giuseppe Ferrero and Andrea Nobili | 0979 (Dec 2008) | Full text |
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Measuring monetary policy expectations from financial market instruments (JEL E43, E44, E52) | by Michael Joyce | 0978 (Dec 2008) | Full text |
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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates (JEL E40, E52) | by Massimo Guidolin and Daniel L. Thornton | 0977 (Dec 2008) | Full text |
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The term structure of interest rates across frequencies (JEL C22, E43) | by Katrin Assenmacher-Wesche and Stefan Gerlach | 0976 (Dec 2008) | Full text |
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Early estimates of euro area real GDP growth: a bottom up approach from the production side | by Elke Hahn and Frauke Skudelny | 0975 (Dec 2008) | Full text |
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Do China and oil exporters influence major currency configurations? (JEL E58, F30, F31, F36, G15) | by Marcel Fratzscher and Arnaud Mehl | 0973 (Dec 2008) | Full text |
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Institutional features of wage bargaining in 23 European countries, the US and Japan (JEL J31, J38, J51, J58) | by Philip Du Caju, Erwan Gautier | 0974 (Dec 2008) | Full text |
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Responses to monetary policy shocks in the east and the west of Europe: a comparison (JEL C11, C32, C33, E40, E52) | by Marek Jarocinski | 0970 (Nov 2008) | Full text |
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Monetary policy and housing prices in an estimated DSGE for the US and the euro area (JEL E4, E5, F4) | by Matthieu Darracq Paričs and Alessandro Notarpietro | 0972 (Nov 2008) | Full text |
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Interactions between private and public sector wages (JEL E24, E62, H50) | by António Afonso and Pedro Gomes | 0971 (Nov 2008) | Full text |
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Comparing and evaluating Bayesian predictive distributions of assets returns (JEL C11, C53) | by John Geweke and Gianni Amisano | 0969 (Nov 2008) | Full text |
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What drives U.S. current account fluctuations? (JEL E0, F32, F4) | by Alina Barnett and Roland Straub | 0959 (Nov 2008) | Full text |
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A value at risk analysis of cedit default swaps (JEL E43, G12, G13) | by Burkhard Raunig and Martin Scheicher | 0968 (Nov 2008) | Full text |
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Central Bank misperceptions and the role of money in interest rate rules. (JEL E32, E41, E43, E52, E58) | by Guenter W. Beck and Volker Wieland | 0967 (Nov 2008) | Full text |
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Large Bayesian VARs (JEL C11, C13, C33, C53) | by Marta Banbura | 0966 (Nov 2008) | Full text |
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IMF lending and geopolitics (JEL F33, H77, O19) | by Julien Reynaud and Julien Vauday | 0965 (Nov 2008) | Full text |
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Do firms provide wage insurance against shocks? Evidence from Hungary (JEL C33, D21, J33, J41) | by Gábor Kátay | 0964 (Nov 2008) | Full text |
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Public and private sector wages: co-movement and causality (JEL C32, E62, E63, H50, J30, J51, J52) | by Ana Lamo | 0963 (Nov 2008) | Full text |
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Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations (JEL E4, E5, F4) | by Stéphane Adjemian and Matthieu Darracq Paričs | 0962 (Nov 2008) | Full text |
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Budgetary and external imbalances relationship: a panel data diagnostic (JEL C23, E62, F32, H62) | by António Afonso and Christophe Rault | 0961 (Nov 2008) | Full text |
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On implications of micro price data for macro models (JEL E3, E5) | by Bartosz Mackowiak and Frank Smets | 0960 (Nov 2008) | Full text |
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Oil exporters: in search of an external anchor (JEL C30, C51, C61, F31, O24) | by Maurizio Michael Habib and Jan Stráský | 0958 (Nov 2008) | Full text |
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Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR (JEL C13, C32) | by Halbert White | 0957 (Nov 2008) | Full text |
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The political economy under monetary union: has the euro made a difference? (JEL F31, F33, G14) | by Marcel Fratzscher and Livio Stracca | 0956 (Nov 2008) | Full text |
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Monetary policy and stock market boom-bust cycles | by Lawrence Christiano, Cosmin Ilut | 0955 (Oct 2008) | Full text |
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Fiscal policy responsiveness, persistence and discretion (JEL E62, H50) | by António Afonso | 0954 (Oct 2008) | Full text |
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Estimating and forecasting the euro area monthly national accounts from a dynamic factor model (JEL C53, E37) | by Elena Angelini | 0953 (Oct 2008) | Full text |
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Is forecasting with large models informative? Assessing the role of judgement in macro-economic forecasts (JEL C52, E30, E32, E37) | by Ricardo Mestre and Peter McAdam | 0950 (Oct 2008) | Full text |
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Short-term forecasts of euro area GDP growth (JEL C33, C53, E52) | by Elena Angelini, Gonzalo Camba-Méndez, Domenico Giannone | 0949 (Oct 2008) | Full text |
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How successful is the G7 in managing exchange rates? (JEL F31, F33, F50, G7) | by Marcel Fratzscher | 0952 (Oct 2008) | Full text |
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Exchange rate pass-through in the global economy: the role of emerging market economies (JEL F10, F30, F41) | by Matthieu Bussičre and Tuomas A. Peltonen | 0951 (Oct 2008) | Full text |
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Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm (JEL C19, C49, G19) | by Josep Maria Puigvert Gutiérrez and Josep Fortiana Gregori | 0948 (Oct 2008) | Full text |
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Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity (JEL F31, F36, G14, G15, G32) | by Maurizio Michael Habib and Mark Joy | 0947 (Oct 2008) | Full text |
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Macroeconomic adjustment to monetary union (JEL E21, F32, F36) | by Gabriel Fagan and Vítor Gaspar | 0946 (Oct 2008) | Full text |
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Wage and price dynamics in Portugal (JEL C32, C51, E31, J30) | by Carlos Robalo Marques | 0945 (Oct 2008) | Full text |
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The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis (JEL C11, C32, E32, E37) | by Kai Christoffel | 0944 (Oct 2008) | Full text |
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How does competition affect efficiency and soundness in banking? New empirical evidence (JEL G21, G28, L11) | by Klaus Schaeck and Martin Cihák | 0932 (Oct 2008) | Full text |
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Channels of international risk-sharing: capital gains versus income flows (JEL F21, F30, F36) | by Thierry Bracke and Martin Schmitz | 0938 (Sep 2008) | Full text |
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Sparse and stable Markowitz portfolios (JEL C00, G11) | by Joshua Brodie, Ingrid Daubechies, Christine De Mol | 0936 (Sep 2008) | Full text |
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International stock return comovements | by Geert Bekaert | 0931 (Sep 2008) | Full text |
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Sticky information Phillips curves: European evidence (JEL D84, E31) | by Jörg Döpke, Jonas Dovern | 0930 (Sep 2008) | Full text |
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The impact of financial position on investment: an anlysis for non-financial corporations in the euro area. (JEL C33, E22, G32, J23) | by Carmen Martinez-Carrascal and Annalisa Ferrando | 0943 (Sep 2008) | Full text |
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An application of index numbers theory to interest rates (JEL C43, E43) | by Javier Huerga and Lucia Steklacova | 0939 (Sep 2008) | Full text |
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Towards a monetary policy evaluation framework (JEL E4, E5, F4) | by Stéphane Adjemian | 0942 (Sep 2008) | Full text |
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Euro's influence upon trade: Rose effect versus border effect (JEL F10, F14, F15) | by Gianluca Cafiso | 0941 (Sep 2008) | Full text |
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The effect of durable goods and ICT on euro area productivity growth? (JEL E01, E21, E22, J24, O11) | by Jukka Jalava and Ilja Kristian Kavonius | 0940 (Sep 2008) | Full text |
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Fiscal policies, the current account and Ricardian equivalence (JEL E62, F32, F41) | by Christiane Nickel and Isabel Vansteenkiste | 0935 (Sep 2008) | Full text |
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Bank mergers and lending relationships (JEL G21, G34) | by Judit Montoriol-Garriga | 0934 (Sep 2008) | Full text |
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Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through (JEL E31, F3, F41) | by Stéphane Dées | 0933 (Sep 2008) | Full text |
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Real convergence in Central and Eastern European EU Member States: which role for exchange rate volatility? (JEL F3, F4, F5) | by Olga Arratibel | 0929 (Sep 2008) | Full text |
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Should quarterly government finance statistics be used for fiscal surveillane in Europe? (JEL C53, E6, H6) | by Diego J. Pedregal and Javier J. Pérez | 0937 (Sep 2008) | Full text |
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Modelling and Forecasting the Yield Curve under Model uncertainty (JEL C5, E4, G1) | by Paola Donati and Francesco Donati | 0917 (Aug 2008) | Full text |
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Resuscitating the wage channel in models with unemployment fluctuations (JEL E24, E31, E32, J64) | by Kai Christoffel and Keith Kuester | 0923 (Aug 2008) | Full text |
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Corporate tax competition and the decline of public investment | by Pedro Gomes and Francois Pouget | 0928 (Aug 2008) | Full text |
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Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability | by Roberto A. De Santis | 0926 (Aug 2008) | Full text |
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Monetary stabilisation in a currency union of small open economies | by Marcelo Sánchez | 0927 (Aug 2008) | Full text |
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Flow on conjunctural information and forecast of euro area economic activity (JEL C22, C53, E17) | by Katja Drechsel and Laurent Maurin | 0925 (Aug 2008) | Full text |
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Government spending volatility and the size of nations (JEL E62, H10) | by Davide Furceri and Marcos Poplawski Ribeiro | 0924 (Aug 2008) | Full text |
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An investigation on the effect of real exchange rate movements on OECD bilateral exports (JEL D73, F10, F32) | by Antoine Berthou | 0920 (Jul 2008) | Full text |
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A review of nonfundamentalness and identification in structural VAR models (JEL C32, C51, C52) | by Lucia Alessi | 0922 (Jul 2008) | Full text |
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Foreign direct investment and environmental taxes (JEL F12, F18, F23) | by Roberto A. De Santis and Frank Stähler | 0921 (Jul 2008) | Full text |
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Fiscal policy in real time (JEL C23, E30, E62, H30, H60) | by Jacopo Cimadomo | 0919 (Jul 2008) | Full text |
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Imports and profitability in the euro area manufacturing sector: the role of emerging market economies (JEL C23, F12, L11, L13) | by Tuomas A. Peltonen, Martin Skala | 0918 (Jul 2008) | Full text |
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Optimal reserve composition in the presence of sudden stops: the euro and the dollar as safe haven currencies (JEL F31, F32, F33, G11) | by Roland Beck and Ebrahim Rahbari | 0916 (Jul 2008) | Full text |
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Globalisation and the euro area: simulation based analysis using the New Area Wide Model. (JEL E32, E62) | by Roland Straub and Pascal Jacquinot | 0907 (Jun 2008) | Full text |
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How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches (JEL E43, G12, G13) | by Martin Scheicher | 0910 (Jun 2008) | Full text |
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Medium run redux: technical change, factor shares and frictions in the euro area | by Peter McAdam and Alpo Willman | 0915 (Jun 2008) | Full text |
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Evolution and sources of manufacturing productivity growth: evidence from a panel of European countries | by Silvia Giannangeli and Ramón Gómez-Salvador | 0914 (Jun 2008) | Full text |
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Country and industry equity risk premia in the euro area: an intertemporal approach | by Lorenzo Cappiello | 0913 (Jun 2008) | Full text |
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Labour cost and employment across euro area countries and sectors | by Beatrice Pierluigi and Moreno Roma | 0912 (Jun 2008) | Full text |
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Global liquidity glut or global savings glut? A structural VAR approach | by Thierry Bracke and Michael Fidora | 0911 (Jun 2008) | Full text |
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Repo markets, counterparty risk and the 2007/2008 liquidity crisis | by Christian Ewerhart and Jens Tapking | 0909 (Jun 2008) | Full text |
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3-step analysis of public finances sustainability: the case of the European Union | by António Afonso and Christophe Rault | 0908 (Jun 2008) | Full text |
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The impact of the euro on equity markets: a country and sector decomposition | by Lorenzo Cappiello | 0906 (Jun 2008) | Full text |
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A persistence-weighted measure of core inflation in the euro area | by Laurent Bilke and Livio Stracca | 0905 (Jun 2008) | Full text |
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Does money matter in the IS curve? The case of the UK | by Barry E. Jones and Livio Stracca | 0904 (Jun 2008) | Full text |
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Forecasting inflation and tracking monetary policy in the euro area: does national information help? (JEL C25, E37, E52) | by Fabrizio Venditti | 0900 (Jun 2008) | Full text |
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A robust criterion for determining the number of static factors in approximate factor models. (JEL C52) | by Lucia Alessi | 0903 (May 2008) | Full text |
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On the empirical evidence of the intertemporal current account model for the euro area countries (JEL D91, F36, F41) | by Michele Ca' Zorzi and Michal Rubaszek | 0895 (May 2008) | Full text |
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The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models (JEL C3, C53, E37) | by Matthieu Darracq Paričs and Laurent Maurin | 0894 (May 2008) | Full text |
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Sticky wages: evidence from quarterly microeconomic data | by Thomas Heckel | 0893 (May 2008) | Full text |
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Fiscal consolidation in the euro area: long-run benefits and short-run costs. (JEL E32, E62) | by Günter Coenen | 0902 (May 2008) | Full text |
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The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area (JEL C53, E6, H6) | by Luca Onorante, Diego J. Pedregal | 0901 (May 2008) | Full text |
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Robust monetary rules under unstructured and structured model uncertainty (JEL E37, E52, E58) | by Paul Levine | 0899 (May 2008) | Full text |
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Central Bank communication and monetary policy: a survey of theory and evidence (JEL E52, E58) | by Alan S. Blinder, Michael Ehrmann, Jakob de Haan | 0898 (May 2008) | Full text |
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DSGE-Modelling: when agents are imperfectly informed (JEL E10, E32) | by Paul De Grauwe | 0897 (May 2008) | Full text |
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The Maastricht Convergence Criteria and Optimal Monetary Policy for the EMU Accession Countries. | by Anna Lipinska | 0896 (May 2008) | Full text |
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Credit and the natural rate of interest. | by Fiorella De Fiore and Oreste Tristani | 0889 (Apr 2008) | Full text |
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House Prices and the stance of Monetary Policy. (JEL E3, E4) | by Marek Jarocinski and Frank Smets | 0891 (Apr 2008) | Full text |
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House Prices, Money, Credit and the Macroeconomy. (JEL E21, E22, E31, E32, E44, E47, E50, R21, R31) | by Charles Goodhart and Boris Hofmann | 0888 (Apr 2008) | Full text |
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Identification of new Keynesian Phillips Curves from a global perspective. (JEL C32, E17, F37, F42) | by Stéphane Dées, Hashem Pesaran | 0892 (Apr 2008) | Full text |
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Globalisation, domestic inflation and global output gaps: Evidence from the euro area (JEL E3, F4) | by Alessandro Calza | 0890 (Apr 2008) | Full text |
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Labor supply after transition: evidence from the Czech Republic (JEL J22, J31, P30) | by Alena Bicáková | 0887 (Mar 2008) | Full text |
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Nominal and real interest rates during an optimal disinflation in New Keynesian models. (JEL E41, E43, E51, E52) | by Marcus Hagedorn | 0878 (Mar 2008) | Full text |
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Impact of bank competition on the interest rate pass-through in the euro area (JEL D4, E50, G21, L10) | by Michiel van Leuvensteijn, Christoffer Kok Sřrensen | 0885 (Mar 2008) | Full text |
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A quantitative perspective on optimal monetary policy cooperation between the US and the euro area (JEL E4, E5, F4) | by Stéphane Adjemian | 0884 (Mar 2008) | Full text |
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Assessing the benefits of international portfolio diversification in bonds and stocks. | by Roberto A. De Santis and Lucio Sarno | 0883 (Mar 2008) | Full text |
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Forecasting world trade: direct versus "bottom-up" approaches (JEL C32, C53, E37, F17) | by Matthias Burgert and Stephane Dees | 0882 (Mar 2008) | Full text |
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On policy interactions among nations: when do cooperation and commitment matter? (JEL E52, E63) | by Hubert Kempf and Leopold von Thadden | 0880 (Mar 2008) | Full text |
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Government risk premiums in the bond market: EMU and Canada (JEL E43, E62, H63, H74) | by Ludger Schuknecht | 0879 (Mar 2008) | Full text |
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What are the effects of fiscal policy shocks? A VAR-based comparative analysis (JEL C32, E60, E62, H20, H50) | by Dario Caldara and Christophe Kamps | 0877 (Mar 2008) | Full text |
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Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. (JEL C11, C13, G12, G13) | by Gianni Amisano and Roberto Savona | 0881 (Mar 2008) | Full text |
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International evidence on sticky consumption growth. (JEL E21, F41) | by Christopher D. Carroll | 0886 (Mar 2008) | Full text |
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Risk Management in Action. Robust monetary policy rules under structured uncertainty. (JEL E37, E52, E58) | by Paul Levine, Peter McAdam | 0870 (Feb 2008) | Full text |
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Why do Europeans work part-time? A cross-country panel analysis. (JEL J21, J22, J28, J68) | by Hielke Buddelmeyer | 0872 (Feb 2008) | Full text |
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Globel Macro-financial shocks and expected default frequencies in the Euro Area (JEL C33, F47, G32, G33) | by Olli Castrén | 0875 (Feb 2008) | Full text |
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How Arbitrage-free is the Nelson-Siegel Model? (JEL C14, C15, G12) | by Laura Coroneo | 0874 (Feb 2008) | Full text |
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Are sectoral stock prices useful for predicting euro area GDP? (JEL C52, C53) | by Magnus Andersson and Antonello D’Agostino | 0876 (Feb 2008) | Full text |
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The Feldstein-Horioka fact (JEL C23, F32, F41) | by Domenico Giannone and Michele Lenza | 0873 (Feb 2008) | Full text |
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The impact of capital flows on domestic investment in transition economies (JEL F21, F30, P33) | by Elitza Mileva | 0871 (Feb 2008) | Full text |
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The reserve fulfilment path of euro area commercial banks: empirical testing using panel data (JEL C23, E4, E5, G2) | by Nuno Cassola | 0869 (Feb 2008) | Full text |
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Purdah: on the rationale for central bank silence around policy meetings (JEL E43, E52, E58) | by Michael Ehrmann and Marcel Fratzscher | 0868 (Feb 2008) | Full text |
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Do monetary indicators lead euro area inflation? (JEL C32, E31, E40) | by Boris Hofmann | 0867 (Feb 2008) | Full text |
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VAR analysis and the Great Moderation (JEL E38, E52) | by Luca Benati and Paolo Surico | 0866 (Feb 2008) | Full text |
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Explaining the Great Moderation: it is not the shocks (JEL C32, C53, E32, E37) | by Domenico Giannone | 0865 (Feb 2008) | Full text |
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Macroeconomic rates of return of public and private investment: crowding-in and crowding-out effects (JEL C32, E22, E62) | by António Afonso and Miguel St. Aubyn | 0864 (Feb 2008) | Full text |
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Population ageing and public pension reforms in a small open economy (JEL E6, H3, H55, J1) | by Christiane Nickel | 0863 (Feb 2008) | Full text |
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Stock market volatility and learning (JEL D84, G12) | by Klaus Adam | 0862 (Feb 2008) | Full text |
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Housing and equity wealth effects of Italian households (JEL D12, E21) | by Charles Grant and Tuomas A. Peltonen | 0857 (Jan 2008) | Full text |
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Income distribution determinants and public spending efficiency (JEL C14, H40, H50) | by António Afonso | 0861 (Jan 2008) | Full text |
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Oil shocks and endogenous markups: results from an estimated euro area DSGE model (JEL C15, E31, E32, E37) | by Marcelo Sánchez | 0860 (Jan 2008) | Full text |
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Assessing the compensation for volatility risk implicit in interest rate derivatives (JEL G12, G13, G14) | by Fabio Fornari | 0859 (Jan 2008) | Full text |
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International transmission and monetary policy cooperation (JEL E32, F41, F42) | by Günter Coenen, Giovanni Lombardo | 0858 (Jan 2008) | Full text |
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Markups in the euro area and the US over the period 1981-2004: a comparison of 50 sectors (JEL D43, L11) | by Rebekka Christopoulou and Philip Vermeulen | 0856 (Jan 2008) | Full text |
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Assessing the factors behind oil price changes (JEL C53, Q41) | by Stéphane Dées, Audrey Gasteuil | 0855 (Jan 2008) | Full text |
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How do firms adjust their wage bill in Belgium? A decomposition along the intensive and extensive margins (JEL J30, J60) | by Catherine Fuss | 0854 (Jan 2008) | Full text |
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The cyclical behavior of equilibrium unemployment and vacancies revisited (JEL E24, E32, J41, J63, J64) | by Marcus Hagedorn and Iourii Manovskii | 0853 (Jan 2008) | Full text |
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Determinants of economic growth: will data tell? (JEL E01, O47) | by Antonio Ciccone and Marek Jarocinski | 0852 (Jan 2008) | Full text |
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Investigating inflation persistence across monetary regimes (JEL E31, E42, E47, E52, E58) | by Luca Benati | 0851 (Jan 2008) | Full text |
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling (JEL C12, C15, C32) | by Gonzalo Camba-Méndez and George Kapetanios | 0850 (Jan 2008) | Full text |
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Government size, composition, volatility and economic growth (JEL E62, H50, O40) | by António Afonso and Davide Furceri | 0849 (Jan 2008) | Full text |
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Economic growth and budgetary components: a panel assessment for the EU (JEL C23, E62, H50, O40) | by António Afonso and Juan González Alegre | 0848 (Jan 2008) | Full text |
|
2007 |
Deeper, wider and more competitive? Monetary integration, Eastern enlargement and competitiveness in the European Union (JEL F12, R13) | by Gianmarco Ottaviano | 0847 (Dec 2007) | Full text |
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Fiscal forecasting: lessons from the literature and challenges (JEL C53, E62, H6) | by Teresa Leal, Javier J. Pérez | 0843 (Dec 2007) | Full text |
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Information combination and forecast (st)ability vidence from vintages of time-series data (JEL C32, C33, C53) | by Carlo Altavilla and Matteo Ciccarelli | 0846 (Dec 2007) | Full text |
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Run-prone banking and asset markets | by Marie Hoerova | 0845 (Dec 2007) | Full text |
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Business cycle synchronization and insurance mechanisms in the EU (JEL E32, E42, F41, F42) | by António Afonso and Davide Furceri | 0844 (Dec 2007) | Full text |
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Saving behaviour and global imbalances: the role of emerging market economies | by Gianluigi Ferrucci and Cesar Miralles | 0842 (Dec 2007) | Full text |
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Should we take inside money seriously? (JEL E43) | by Livio Stracca | 0841 (Dec 2007) | Full text |
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Downward wage rigidity for different workers and firms: an evaluation for Belgium using the IWFP procedure (JEL J31) | by Philip Du Caju | 0840 (Dec 2007) | Full text |
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Are there oil currencies? The real exchange rate of oil exporting countries (JEL C22, F31) | by Maurizio Michael Habib and Margarita Manolova Kalamova | 0839 (Dec 2007) | Full text |
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Securitisation and the bank lending channel (JEL E44, E55) | by Yener Altunbas | 0838 (Dec 2007) | Full text |
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Monetary policy and core inflation (JEL E43, E52, E58) | by Michele Lenza | 0837 (Dec 2007) | Full text |
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Reporting biases and survey results: evidence from European professional forecasters (JEL C42, E31, E47) | by Juan Angel García and Andrés Manzanares | 0836 (Dec 2007) | Full text |
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US shocks and global exchange rate configurations | by Marcel Fratzscher | 0835 (Nov 2007) | Full text |
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International frictions and optimal monetary policy cooperation: analytical solutions (JEL E5, F4) | by Matthieu Darracq Paričs | 0834 (Nov 2007) | Full text |
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Explaining and forecasting euro area exports: which competitiveness indicator performs best? (JEL F17, F31, F41) | by Michele Ca' Zorzi and Bernd Schnatz | 0833 (Nov 2007) | Full text |
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The yield curve and macroeconomic dynamics | by Peter Hördahl | 0832 (Nov 2007) | Full text |
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Hierarchical Markov normal mixture models with applications to financial asset returns (JEL C11, C14, C53, G12) | by John Geweke and Gianni Amisano | 0831 (Nov 2007) | Full text |
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The term structure of euro area break-even inflation rates: the impact of seasonality (JEL E31, E43, G12) | by Jacob Ejsing | 0830 (Nov 2007) | Full text |
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Modelling inflation in China - a regional perspective (JEL C22, E31) | by Aaron Mehrotra | 0829 (Nov 2007) | Full text |
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Potential output growth in several industrialised countries: a comparison (JEL C51, E32, O11, O47) | by Christophe Cahn and Arthur Saint-Guilhem | 0828 (Nov 2007) | Full text |
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How is real convergence driving nominal convergence in the new EU Member States? (JEL E31, O52) | by Sarah M. Lein-Rupprecht | 0827 (Nov 2007) | Full text |
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Risk sharing, finance and institutions in international portfolios | by Marcel Fratzscher and Jean Imbs | 0826 (Oct 2007) | Full text |
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What can probability forecasts tell us about inflation risks? | by Juan Angel García and Andrés Manzanares | 0825 (Oct 2007) | Full text |
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Evolving U.S. monetary policy and the decline of inflation predictability (JEL E37, E52, E58) | by Luca Benati and Paolo Surico | 0824 (Oct 2007) | Full text |
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Modelling Ireland's exchange rates: from EMS to EMU | by Derek Bond | 0823 (Oct 2007) | Full text |
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Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries (JEL C22, C51, F14, F31) | by Matthieu Bussičre | 0822 (Oct 2007) | Full text |
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Social value of public information: testing the limits to transparency (JEL D82, E52, E58) | by Michael Ehrmann and Marcel Fratzscher | 0821 (Oct 2007) | Full text |
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What do we really know about fiscal sustainability in the EU? A panel data diagnostic (JEL C23, E62, H62, H63) | by António Afonso and Christophe Rault | 0820 (Oct 2007) | Full text |
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Proximity and linkages among coalition participants: a new voting power measure applied to the International Monetary Fund (JEL C71, F33) | by Julien Reynaud | 0819 (Oct 2007) | Full text |
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Is time ripe for price level path stability? (JEL D83, E52) | by Vítor Gaspar | 0818 (Oct 2007) | Full text |
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Convergence and anchoring of yield curves in the euro area (JEL E52, E58) | by Michael Ehrmann, Marcel Fratzscher | 0817 (Oct 2007) | Full text |
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Choice of currency in bond issuance and the international role of currencies (JEL C25, E44, F23, G32) | by Nikolaus Siegfried | 0814 (Sep 2007) | Full text |
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Inflation persistence: euro area and new EU Member States | by Michal Franta | 0810 (Sep 2007) | Full text |
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The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US (JEL C11, C32, E32, E44) | by Sylvia Kaufmann and Maria Teresa Valderrama | 0816 (Sep 2007) | Full text |
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Do international portfolio investors follow firms' foreign investment decisions? (JEL F21, F23, G11, G15) | by Roberto A. De Santis and Paul Ehling | 0815 (Sep 2007) | Full text |
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The role of the exchange rate for adjustment in Boom and Bust episodes. (JEL E32, E63, E65) | by Reiner Martin | 0813 (Sep 2007) | Full text |
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The uncovered return parity condition. (JEL C32, F30, F31, G12) | by Lorenzo Cappiello and Roberto A. De Santis | 0812 (Sep 2007) | Full text |
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Instability and nonlinearity in the Euro area Phillips curve (JEL E52, E58) | by Alberto Musso | 0811 (Sep 2007) | Full text |
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Is the new Keynesian Phillips Curve flat? (JEL C22, E31, E32) | by Keith Kuester | 0809 (Sep 2007) | Full text |
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Model misspecification, the equilibrium natural interest rate and the equity premium | by Oreste Tristani | 0808 (Sep 2007) | Full text |
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Cross-border lending contagion in multinational banks (JEL F37, G21, G28, G31) | by Alexis Derviz and Jiri Podpiera | 0807 (Sep 2007) | Full text |
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Growth accounting for the euro area: a structural approach (JEL C32, C51, E32, O47) | by Tommaso Proietti and Alberto Musso | 0804 (Aug 2007) | Full text |
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Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities (JEL E43, F31, F41) | by Arnaud Mehl and Lorenzo Cappiello | 0801 (Aug 2007) | Full text |
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The transmission of US cyclical developments to the rest of the world (JEL E32, E37, F41) | by Stéphane Dées and Isabel Vansteenkiste | 0798 (Aug 2007) | Full text |
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The pricing of risk in European credit and corporate bond markets | by Antje Berndt and Iulian Obreja | 0805 (Aug 2007) | Full text |
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State-dependency and firm-level optimization: a contribution to Calvo price staggering | by Peter McAdam and Alpo Willman | 0806 (Aug 2007) | Full text |
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Optimal monetary policy in an estimated DSGE for the euro area | by Stéphane Adjemian | 0803 (Aug 2007) | Full text |
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Investigating time-variation in the marginal predictive power of the yield spread | by Luca Benati and Charles Goodhart | 0802 (Aug 2007) | Full text |
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Joint estimation of the natural rate of interest, the natural rate of unemployment, expected inflation, and potential output | by Luca Benati and Giovanni Vitale | 0797 (Aug 2007) | Full text |
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The impact of exchange rate shocks on sectoral activity and prices in the euro area | by Elke Hahn | 0796 (Aug 2007) | Full text |
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Assessing the impact of a change in the composition of public spending: a DSGE approach | by Roland Straub and Ivan Tchakarov | 0795 (Aug 2007) | Full text |
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Is the corporate bond market forward looking? (JEL G12, G13) | by Jens Hilscher | 0800 (Aug 2007) | Full text |
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Monetary policy shocks in a two-sector open economy: an empirical study (JEL C32, E52, F31, F42) | by Ricardo Llaudes | 0799 (Aug 2007) | Full text |
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(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate (JEL C11, C15, E43) | by Marco J. Lombardi and Silvia Sgherri | 0794 (Aug 2007) | Full text |
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Structural econometric approach to bidding in the main refinancing operations of the Eurosystem | by Nuno Cassola | 0793 (Aug 2007) | Full text |
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Euro area market reactions to the monetary developments press release | by Jerome Coffinet and Sylvain Gouteron | 0792 (Aug 2007) | Full text |
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Inquiries on dynamics of transition economy convergence in a two-country model | by Jan Bruha and Jirí Podpiera | 0791 (Aug 2007) | Full text |
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Asset prices, exchange rates and the current account | by Marcel Fratzscher | 0790 (Aug 2007) | Full text |
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Downward nominal wage rigidity in the OECD | by Steinar Holden and Fredrik Wulfsberg | 0777 (Jul 2007) | Full text |
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Aggregating Phillips curves (JEL C10, C22, E31, E52) | by Jean Imbs | 0785 (Jul 2007) | Full text |
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Panel data estimates of the production function and product and labor market imperfections (JEL C23, D21, J51, L13) | by Sabien Dobbelaere and Jacques Mairesse | 0782 (Jul 2007) | Full text |
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Modeling the impact of external factors on the euro area's HICP and real economy: a focus on pass-through and the trade balance (JEL C32, E52) | by Luigi Landolfo | 0789 (Jul 2007) | Full text |
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Evaluating the real effect of bank branching deregulation: comparing contiguous counties across U.S. state borders (JEL G21, G28, O43) | by Rocco R. Huang | 0788 (Jul 2007) | Full text |
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Finance and growth: a macroeconomic assessment of the evidence from a European angle (JEL G00, O00) | by Elias Papaioannou | 0787 (Jul 2007) | Full text |
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The economic impact of merger control: what is special about banking? (JEL D4, G21, G28) | by Elena Carletti | 0786 (Jul 2007) | Full text |
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Understanding the dynamics of labor shares and inflation (JEL E31) | by Martina Lawless and Karl Whelan | 0784 (Jul 2007) | Full text |
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The cyclicality of effective wages within employer-employee matches: evidence from German panel data (JEL E32, J31) | by Silke Anger | 0783 (Jul 2007) | Full text |
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Dynamics and monetary policy in a fair wage model of the business cycle (JEL E4, E5) | by David de la Croix | 0780 (Jul 2007) | Full text |
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On-the-job search and the cyclical dynamics of the labor market (JEL E24, E32, J64) | by Michael U. Krause and Thomas A. Lubik | 0779 (Jul 2007) | Full text |
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Wage inequality in Spain: recent developments (JEL J00, J30) | by Mario Izquierdo and Aitor Lacuesta | 0781 (Jul 2007) | Full text |
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Employment protection legislation and wages (JEL E24, J63, J65) | by Marco Leonardi and Giovanni Pica | 0778 (Jul 2007) | Full text |
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Insights gained from conversations with labor market decision makers (JEL E24, J31, J41) | by Truman F. Bewley | 0776 (Jul 2007) | Full text |
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The dynamic behaviour of budget components and output (JEL E62, E65, E66, H61, H62) | by António Afonso and Peter Claeys | 0775 (Jul 2007) | Full text |
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Shocks, structures or monetary policies? The euro area and US after 2001 (JEL C51, E52, E58) | by Lawrence Christiano | 0774 (Jul 2007) | Full text |
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Exchange rate volatility and growth in small open economies at the EMU periphery (JEL E42, F31, F43) | by Gunther Schnabl | 0773 (Jul 2007) | Full text |
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Can adjustment costs explain the variability and counter-cyclicality of the labour share at the firm and aggregate level? (JEL D21, E25) | by Philip Vermeulen | 0772 (Jun 2007) | Full text |
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Policy rate decisions and unbiased parameter estimation in typical monetary policy rules | by Jiri Podpiera | 0771 (Jun 2007) | Full text |
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Welfare implications of Calvo vs. Rotemberg pricing assumptions (JEL E3, E5) | by Giovanni Lombardo and David Vestin | 0770 (Jun 2007) | Full text |
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The ‘Great Moderation' in the United Kingdom (JEL E32, E47, E52, E58) | by Luca Benati | 0769 (Jun 2007) | Full text |
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A new approach to measuring competition in the loan markets of the euro area (JEL D4, G21, L1) | by Michiel van Leuvensteijn, Jacob A. Bikker | 0768 (Jun 2007) | Full text |
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Linear-quadratic approximation, external habit and targeting rules (JEL E37, E52, E58) | by Paul Levine | 0759 (Jun 2007) | Full text |
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Explaining monetary policy in press conferences (JEL E52, E58, G14) | by Michael Ehrmann and Marcel Fratzscher | 0767 (Jun 2007) | Full text |
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How and when do markets tip? Lessons from the Battle of the Bund (JEL G21, G28, L13, L43) | by Estelle Cantillon and Pai-Ling Yin | 0766 (Jun 2007) | Full text |
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Sequential optimization, front-loaded information, and U.S. consumption (JEL D11, D12, D82, E21) | by Alpo Willman | 0765 (Jun 2007) | Full text |
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Robust monetary policy with imperfect knowledge (JEL E52) | by Athanasios Orphanides and John C. Williams | 0764 (Jun 2007) | Full text |
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Short- and long-run tax elasticities: the case of the Netherlands (JEL H2, H62, H68) | by Guido Wolswijk | 0763 (Jun 2007) | Full text |
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Patterns of current account adjustment: insights from past experience (JEL C14, C25, F32) | by Bernardina Algieri and Thierry Bracke | 0762 (Jun 2007) | Full text |
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External imbalances and the US current account: how supply-side changes affect an exchange rate adjustment (JEL E2, F32, F41) | by Philipp Engler | 0761 (Jun 2007) | Full text |
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Modelling intra- and extra-area trade substitution and exchange rate pass-through in the euro area (JEL C5, E31, F17) | by Alistair Dieppe and Thomas Warmedinger | 0760 (Jun 2007) | Full text |
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Red tape and delayed entry (JEL E6, F43, L16) | by Antonio Ciccone and Elias Papaioannou | 0758 (Jun 2007) | Full text |
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The cyclicality of consumption, wages and employment of the public sector in the euro area (JEL E62, E63, H50) | by Ana Lamo | 0757 (May 2007) | Full text |
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Maintaining low inflation: money, interest rates, and policy stance (JEL E3, E41, E52, E58) | by Samuel Reynard | 0756 (May 2007) | Full text |
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Durable goods and their effect on household saving ratios in the euro area (JEL E21, E22) | by Jukka Jalava and Ilja Kristian Kavonius | 0755 (May 2007) | Full text |
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Euro area inflation persistence in an estimated nonlinear DSGE model (JEL C11, C15, E31, E32, E52) | by Gianni Amisano and Oreste Tristani | 0754 (May 2007) | Full text |
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Trade credit defaults and liquidity provision by firms (JEL D92, G20, G30) | by Frederic Boissay and Reint Gropp | 0753 (May 2007) | Full text |
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Econometric analyses with backdated data: unified Germany and the euro area (JEL C32, C43, C82) | by Elena Angelini and Massimiliano Marcellino | 0752 (May 2007) | Full text |
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A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP (JEL C53, E37) | by Marta Banbura and Gerhard Rünstler | 0751 (May 2007) | Full text |
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Long run macroeconomic relations in the global economy (JEL C32, E17, F47, R11) | by Stephane Dees, Sean Holly | 0750 (May 2007) | Full text |
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Excess money growth and inflation dynamics (JEL E31, E40) | by Barbara Roffia and Andrea Zaghini | 0749 (May 2007) | Full text |
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Financial dollarization: the role of banks and interest rates (JEL E44, G21) | by Henrique S. Basso | 0748 (May 2007) | Full text |
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Tax reform and labour-market performance in the euro area: a simulation-based analysis using the New Area-Wide Model (JEL E32, E62) | by Günter Coenen | 0747 (Apr 2007) | Full text |
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U.S. evolving macroeconomic dynamics: a structural investigation (JEL E32, E47, E52, E58) | by Luca Benati and Haroon Mumtaz | 0746 (Apr 2007) | Full text |
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Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? (JEL C23, G12, G18) | by Simone Manganelli and Guido Wolswijk | 0745 (Apr 2007) | Full text |
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International financial linkages of Latin American banks: the effects of political risk and deposit dollarisation (JEL E42, F36, G21) | by Francisco Ramon-Ballester and Torsten Wezel | 0744 (Mar 2007) | Full text |
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Credit market and macroeconomic volatility (JEL E21, E22, E44, G20) | by Caterina Mendicino | 0743 (Mar 2007) | Full text |
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Sectoral money demand models for the euro area based on a common set of determinants (JEL C32, E41, E59) | by Julian von Landesberger | 0741 (Mar 2007) | Full text |
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The Eurosystem, the US Federal Reserve and the Bank of Japan: similarities and differences (JEL E40, E52, E58) | by Dieter Gerdesmeier | 0742 (Mar 2007) | Full text |
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Transition economy convergence in a two-country model: implications for monetary integration | by Jan Bruha and Jirí Podpiera | 0740 (Mar 2007) | Full text |
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Exchange rate pass-through in emerging markets (JEL C32, E31) | by Michele Ca'Zorzi | 0739 (Mar 2007) | Full text |
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Transaction costs and informational cascades in financial markets; Theory and experimental evidence. (JEL C92, D8, G14) | by Marco Cipriani and Antonio Guarino | 0736 (Mar 2007) | Full text |
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Market based compensation, price informativeness and short-term trading (JEL D82, D86, G39) | by Riccardo Calcagno and Florian Heider | 0735 (Mar 2007) | Full text |
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Structural balances and revenue windfalls: the role of asset prices revisited | by Richard Morris and Ludger Schuknecht | 0737 (Mar 2007) | Full text |
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Commodity prices, money and inflation | by Frank Browne and David Cronin | 0738 (Mar 2007) | Full text |
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Mortgage interest rate dispersion in the euro area (JEL C23, E4, F36, G21, N24) | by Christoffer Kok Sřrensen and Jung-Duk Lichtenberger | 0733 (Mar 2007) | Full text |
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Inflation risk premia in the term structure of interest rates | by Peter Hördahl and Oreste Tristani | 0734 (Feb 2007) | Full text |
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Liquidity shocks and asset price boom/bust cycles | by Ramón Adalid and Carsten Detken | 0732 (Feb 2007) | Full text |
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International trade, technological shocks and spillovers in the labour market; A GVAR analysis of the US manufacturing sector | by Paul Hiebert and Isabel Vansteenkiste | 0731 (Feb 2007) | Full text |
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What drives business cycles and international trade in emerging market economies? (JEL C32, E32, F41) | by Marcelo Sánchez | 0730 (Feb 2007) | Full text |
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Fast micro and slow macro: can aggregation explain the persistence of inflation? (JEL E31, E32) | by Benoît Mojon | 0729 (Feb 2007) | Full text |
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Price changes in Finland: some evidence from micro CPI data (JEL D40, E31, L11) | by Samu Kurri | 0728 (Feb 2007) | Full text |
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Are survey-based inflation expections in the euro area informative? (JEL C40, C42, C50, C53, E37) | by Ricardo Mestre | 0721 (Feb 2007) | Full text |
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Price setting in the euro area: some stylised facts from individual producer price data (JEL C25, D40, E31) | by Philip Vermeulen, Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando | 0727 (Feb 2007) | Full text |
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Using intraday data to gauge financial market responses to Fed and ECB monetary policy decisions (JEL E52, E58, G14) | by Magnus Andersson | 0726 (Feb 2007) | Full text |
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Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area (JEL C53, E24, E37) | by Carlo Altavilla and Matteo Ciccarelli | 0725 (Feb 2007) | Full text |
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Shocks and frictions in US business cycles: a Bayesian DSGE approach (JEL E4, E5) | by Frank Smets and Raf Wouters | 0722 (Feb 2007) | Full text |
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The transmission of emerging market shocks to global equity markets (JEL F30, F36, G15) | by Marcel Fratzscher | 0724 (Feb 2007) | Full text |
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Asset allocation by penalized least squares (JEL C14, C22, G11) | by Simone Manganelli | 0723 (Feb 2007) | Full text |
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Real price and wage rigidities in a model with matching frictions (JEL E24, E31, E32, J63, J64) | by Keith Kuester | 0720 (Feb 2007) | Full text |
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US imbalances: the role of technology and policy (JEL F3, F4) | by Rudolfs Bems | 0719 (Jan 2007) | Full text |
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Drift and breaks in labor productivity (JEL E30, E32) | by Luca Benati | 0718 (Jan 2007) | Full text |
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Discretion rather than rules? When is discretionary policy-making better than the timeless perspective? (JEL E5) | by Stephan Sauer | 0717 (Jan 2007) | Full text |
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Adjusting to the euro (JEL E21, F32, F36) | by Gabriel Fagan and Vítor Gaspar | 0716 (Jan 2007) | Full text |
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Emerging Asia's growth and integration: how autonomous are business cycles? (JEL F02, F15, F41) | by Rasmus Rüffer | 0715 (Jan 2007) | Full text |
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The dynamics of bank spreads and financial structure (JEL E43, G21) | by Reint Gropp | 0714 (Jan 2007) | Full text |
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Balance of payment crises in emerging markets: how early were the "early" warning signals? (JEL C23, F14, F15) | by Matthieu Bussičre | 0713 (Jan 2007) | Full text |
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Opening the black box: structural factor models with large gross-sections (JEL C1, E0) | by Mario Forni, Domenico Giannone | 0712 (Jan 2007) | Full text |
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What "hides" behind sovereign debt ratings? (JEL C23, C25, E44, F30, F34, G15, H63) | by António Afonso | 0711 (Jan 2007) | Full text |
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Pricing of settlement link services and mergers of central securities depositories (JEL G15, G21, L13) | by Jens Tapking | 0710 (Jan 2007) | Full text |
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Quantifying and sustaining welfare gains from monetary commitment (JEL E37, E52, E58) | by Paul Levine | 0709 (Jan 2007) | Full text |
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Regional housing market spillovers in the US: lessons from regional divergences in a common monetary policy setting | by Isabel Vansteenkiste | 0708 (Jan 2007) | Full text |
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Ramsey monetary policy with labour market frictions (JEL E24, E52) | by Ester Faia | 0707 (Jan 2007) | Full text |
|
2006 |
What drives investors' behaviour in different FX market segments? A VAR-based return decomposition analysis (forthcoming) | by Olli Castrén | 0706 (Dec 2006) | Full text |
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What does a technology shock do? A VAR analysis with model-based sign restrictions (forthcoming) | by Luca Dedola and Stefano Neri | 0705 (Dec 2006) | Full text |
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Are money and consumption additively separable in the euro area? A non-parametric approach (JEL C14, C63, E41) | by Barry E. Jones and Livio Stracca | 0704 (Dec 2006) | Full text |
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Comovements in volatility in the euro money market (forthcoming) | by Nuno Cassola and Claudio Morana | 0703 (Dec 2006) | Full text |
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Comparing financial systems: a structural analysis (JEL C13, E20, E44) | by Sylvain Champonnois | 0702 (Dec 2006) | Full text |
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Is there a single frontier in a single European banking market? (JEL G21, L11, L22, L23) | by Jaap W. B. Bos and Heiko Schmiedel | 0701 (Dec 2006) | Full text |
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Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? (JEL C11, C13, C33, C53) | by Christine De Mol | 0700 (Dec 2006) | Full text |
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The behaviour of producer prices: some evidence from the French PPI micro data (JEL D43, E31, L11, L16) | by Erwan Gautier | 0699 (Dec 2006) | Full text |
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Optimal monetary policy rules with labor market frictions (JEL E24, E52) | by Ester Faia | 0698 (Nov 2006) | Full text |
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How wages change: micro evidence from the International Wage Flexibility Project (JEL E3, J3, J5) | by William T. Dickens, Lorenz Götte, Erica L. Groshen, Steinar Holden, Julián Messina, Mark E. Schweitzer | 0697 (Nov 2006) | Full text |
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What is global excess liquidity, and does it matter? (JEL E52, F42) | by Rasmus Rüffer and Livio Stracca | 0696 (Nov 2006) | Full text |
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Geography or skills: What explains Fed watchers' forecast accuracy of US monetary policy? (JEL E52, E58, G14) | by Helge Berger | 0695 (Nov 2006) | Full text |
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Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar (JEL F02, F30, G11, G15) | by Elias Papaioannou | 0694 (Nov 2006) | Full text |
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Evaluating China's integration in world trade with a gravity model based benchmark (JEL C23, F14, F15) | by Matthieu Bussičre and Bernd Schnatz | 0693 (Nov 2006) | Full text |
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Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3 (JEL C11, C15, C32, E41) | by Anders Warne | 0692 (Nov 2006) | Full text |
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The yield curve as a predictor and emerging economies (JEL C5, E44, F3) | by Arnaud Mehl | 0691 (Nov 2006) | Full text |
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Optimal simple monetary policy rules and non-atomistic wage setters in a New-Keynesian framework (JEL E24, E52) | by Stefano Gnocchi | 0690 (Oct 2006) | Full text |
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The effect of financial development on the investment cash flow relationship: cross-country evidence from Europe (JEL E22, E44, G31, L10) | by Bo Becker and Jagadeesh Sivadasan | 0689 (Oct 2006) | Full text |
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Determinants of workers' remittances: evidence from the European Neighbouring Region (JEL D13, D64, F22, F24, O15) | by Ioana Schiopu and Nikolaus Siegfried | 0688 (Oct 2006) | Full text |
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Credit growth in Central and Eastern Europe: new (over)shooting stars? (JEL C31, C33, E44, G21) | by Balázs Égert | 0687 (Oct 2006) | Full text |
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Stale information, shocks and volatility (JEL G14, G21) | by Reint Gropp and Arjan Kadareja | 0686 (Oct 2006) | Full text |
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Home bias in global bond and equity markets: the role of real exchange rate volatility (JEL F30, F31, G11, G15) | by Michael Fidora | 0685 (Oct 2006) | Full text |
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Inflation dynamics and regime shifts (forthcoming) | by Julia Lendvai | 0684 (Oct 2006) | Full text |
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Financial integration of new EU Member States (JEL C32, F30, G12) | by Lorenzo Cappiello, Bruno Gérard | 0683 (Oct 2006) | Full text |
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Is reversion to PPP in euro exchange rates non-linear? (JEL F31) | by Bernd Schnatz | 0682 (Oct 2006) | Full text |
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Regional inflation dynamics within and across euro area countries and a comparison with the US | by Günter W. Beck | 0681 (Oct 2006) | Full text |
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Comparing alternative predictors based on large-panel factor models (JEL C31, C52, C53) | by Antonello D'Agostino and Domenico Giannone | 0680 (Oct 2006) | Full text |
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Monetary policy in the media (JEL E52, E58) | by Helge Berger | 0679 (Sep 2006) | Full text |
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The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks (JEL C13, C21, F37, G11) | by Roberto A. De Santis | 0678 (Sep 2006) | Full text |
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What drives EU banks' stock returns? Bank-level evidence using the dynamic dividend-discount model (JEL C33, G12, G21) | by Olli Castren | 0677 (Sep 2006) | Full text |
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The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models (JEL E50) | by Huw Dixon | 0676 (Sep 2006) | Full text |
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Expansionary fiscal consolidations in Europe: new evidence (JEL C23, E21, E62) | by António Afonso | 0675 (Sep 2006) | Full text |
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A quasi maximum likelihood approach for large approximate dynamic factor models (JEL C32, C33, C51) | by Catherine Doz | 0674 (Sep 2006) | Full text |
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Optimal monetary policy in the generalized Taylor economy (JEL E32, E52, E58) | by Engin Kara | 0673 (Sep 2006) | Full text |
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Understanding inflation persistence: a comparison of different models (JEL E17, E3) | by Huw Dixon and Engin Kara | 0672 (Sep 2006) | Full text |
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Business cycle synchronisation in East Asia (JEL E30, F00) | by Fabio Moneta and Rasmus Rüffer | 0671 (Aug 2006) | Full text |
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The importance of being mature: the effect of demographic maturation on global per-capita GDP (JEL J13, J22, J24, O11, O40) | by Rafael Gómez and Pablo Hernández de Cos | 0670 (Aug 2006) | Full text |
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Regular adjustment: theory and practice (JEL D01, E31, E52, L11) | by Jerzy (Jurek) D. Konieczny and Fabio Rumler | 0669 (Aug 2006) | Full text |
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Declining valuations and equilibrium bidding in central bank refinancing operations (JEL D44, E52) | by Christian Ewerhart | 0668 (Aug 2006) | Full text |
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The behaviour of the real exchange rate: evidence from regression quantiles (JEL F31) | by Kleopatra Nikolaou | 0667 (Aug 2006) | Full text |
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Quantifying the impact of structural reforms (JEL C61, E32) | by Ekkehard Ernst, Gang Gong | 0666 (Aug 2006) | Full text |
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The euro as invoicing currency in international trade (JEL F41, F42, L11) | by Annette Kamps | 0665 (Aug 2006) | Full text |
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Fiscal convergence before entering the EMU (JEL E61, E62, H30) | by Luca Onorante | 0664 (Jul 2006) | Full text |
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Monetary conservatism and fiscal policy (JEL E52, E62, E63) | by Klaus Adam and Roberto M. Billi | 0663 (Jul 2006) | Full text |
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Cross-border bank contagion in Europe (JEL F36, G15, G21) | by Reint Gropp | 0662 (Jul 2006) | Full text |
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Fiscal policy in a monetary economy with capital and finite lifetime (JEL E52, E58, E63) | by Barbara Annicchiarico | 0661 (Jul 2006) | Full text |
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The Italian block of the ESCB multi-country model (JEL C3, C5, E1, E2) | by Elena Angelini | 0660 (Jul 2006) | Full text |
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Monetary policy rules in the pre-EMU era: Is there a common rule? (JEL E58, F41) | by Maria Eleftheriou | 0659 (Jul 2006) | Full text |
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The response of firms‘ investment and financing to adverse cash flow shocks: the role of bank relationships (JEL D92) | by Catherine Fuss and Philip Vermeulen | 0658 (Jul 2006) | Full text |
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The impact of ECB monetary policy decisions and communication on the yield curve (JEL E43, E58) | by Claus Brand | 0657 (Jul 2006) | Full text |
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Public debt and long-term interest rates: the case of Germany, Italy and the USA (JEL E6, H63) | by Paolo Paesani | 0656 (Jul 2006) | Full text |
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Fiscal and monetary policy in the enlarged European Union (forthcoming) | by Sabina Pogorelec | 0655 (Jul 2006) | Full text |
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The German block of the ESCB multi-country model (JEL C3, C5, E1, E2) | by Igor Vetlov and Thomas Warmedinger | 0654 (Jul 2006) | Full text |
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Acquisition versus greenfield: the impact of the mode of foreign bank entry on information and bank lending rates (JEL D4, G21, L31) | by Sophie Claeys and Christa Hainz | 0653 (Jul 2006) | Full text |
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Consumer price adjustment under the microscope: Germany in a period of low inflation (JEL D43, E31, L11) | by Johannes Hoffmann and Jeong-Ryeol Kurz-Kim | 0652 (Jul 2006) | Full text |
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On the determinants of external imbalances and net international portfolio flows: a global perspective (JEL F21, F32, F41, O16) | by Roberto A. De Santis and Melanie Lührmann | 0651 (Jul 2006) | Full text |
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A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility (JEL E58, F31, F33, G15) | by Eric Hillebrand and Gunther Schnabl | 0650 (Jun 2006) | Full text |
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Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and non-Ricardian consumers (JEL E52, E63) | by Campbell Leith and Leopold von Thadden | 0649 (Jun 2006) | Full text |
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Firm-specific production factors in a DSGE model with Taylor price setting (JEL E1, E3) | by Gregory de Walque | 0648 (Jun 2006) | Full text |
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The economic effects of exogenous fiscal shocks in Spain: a SVAR approach (JEL E62, H30) | by Francisco de Castro Fernández and Pablo Hernández de Cos | 0647 (Jun 2006) | Full text |
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The Dutch block of the ESCB multi-country model (JEL C3, C5, E1, E2) | by Elena Angelini | 0646 (Jun 2006) | Full text |
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Are internet prices sticky? (JEL E31, L11) | by Patrick Lünnemann and Ladislav Wintr | 0645 (Jun 2006) | Full text |
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Adaptive learning, persistence, and optimal monetary policy (JEL E52) | by Vítor Gaspar | 0644 (Jun 2006) | Full text |
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Inflation forecast-based-rules and indeterminacy: a puzzle and a resolution (JEL E37, E52, E58) | by Paul Levine | 0643 (Jun 2006) | Full text |
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Financing constraints and firms' cash policy in the euro area (JEL D92, G3, G32) | by Rozália Pál and Annalisa Ferrando | 0642 (Jun 2006) | Full text |
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A factor risk model with reference returns for the US dollar and Japanese yen bond markets (JEL C15, C32, C53, G11, G15) | by Carlos Bernadell | 0641 (Jun 2006) | Full text |
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Employment stickiness in small manufacturing firms (JEL E24) | by Philip Vermeulen | 0640 (Jun 2006) | Full text |
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Optimal monetary policy with uncertainty about financial frictions (JEL E44, E52, E58, E61) | by Richhild Moessner | 0639 (Jun 2006) | Full text |
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Detecting and predicting forecast breakdowns | by Raffaella Giacomini and Barbara Rossi | 0638 (Jun 2006) | Full text |
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Transparency, expectations, and forecasts (JEL C33, E59) | by Andrew Bauer, Robert Eisenbeis | 0637 (Jun 2006) | Full text |
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Exchange rate stabilization in developed and underdeveloped capital markets (JEL F31) | by Viera Chmelarova and Gunther Schnabl | 0636 (Jun 2006) | Full text |
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Identifying the role of labor markets for monetary policy in an estimated DSGE model (JEL C11, E32, E52, J64) | by Kai Christoffel | 0635 (Jun 2006) | Full text |
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Expenditure reform in industrialised countries: a case study approach (JEL H5, H6, O57) | by Sebastian Hauptmeier | 0634 (May 2006) | Full text |
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Nowcasting GDP and inflation: the real-time informational content of macroeconomic data (forthcoming) | by Domenico Giannone | 0633 (May 2006) | Full text |
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Does information help recovering structural shocks from past observations? (forthcoming) | by Domenico Giannone and Lucrezia Reichlin | 0632 (May 2006) | Full text |
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Which news moves the euro area bond market? (JEL E43, E44, E58) | by Magnus Andersson | 0631 (May 2006) | Full text |
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Sectoral explanations of employment in Europe: the role of services (forthcoming) | by Antonello D’Agostino | 0625 (May 2006) | Full text |
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Implications of monetary union for catching-up member states (JEL E52, E58, F33, F40) | by Marcelo Sánchez | 0630 (May 2006) | Full text |
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A market microstructure analysis of foreign exchange intervention (JEL D82, G14, G15) | by Paolo Vitale | 0629 (May 2006) | Full text |
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Long-run money demand in the new EU Member States with exchange rate effects (JEL C23, E41, E52) | by Christian Dreger | 0628 (May 2006) | Full text |
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Euro area banking sector integration: using hierarchical cluster analysis techniques (JEL C49, F36, G21) | by Christoffer Kok Sřrensen and Josep Maria Puigvert Gutiérrez | 0627 (May 2006) | Full text |
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Financial integration, international portfolio choice and the European Monetary Union (JEL C13, C21, F37, G11) | by Roberto A. De Santis and Bruno Gérard | 0626 (May 2006) | Full text |
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Foreign reserves management subject to a policy objective (JEL F31, G11) | by Joachim Coche, Matti Koivu | 0624 (May 2006) | Full text |
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Human capital, the structure of production, and growth (JEL E13, F11, O11) | by Antonio Ciccone and Elias Papaioannou | 0623 (May 2006) | Full text |
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Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data (JEL C22, C53, E17, E37, E66) | by Marie Diron | 0622 (May 2006) | Full text |
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Assessing predetermined expectations in the standard sticky-price model: a Bayesian approach (JEL C51, E43, E52) | by Peter Welz | 0621 (May 2006) | Full text |
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Does fiscal policy matter for the trade account? A panel cointegration study (JEL E62, F32, F41) | by Katja Funke and Christiane Nickel | 0620 (May 2006) | Full text |
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Cyclical inflation divergence and different labor market institutions in the EMU (JEL E24, E52) | by Alessia Campolmi and Ester Faia | 0619 (May 2006) | Full text |
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The patterns and determinants of price setting in the Belgian industry (JEL D40, E31) | by David Cornille and Maarten Dossche | 0618 (May 2006) | Full text |
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New survey evidence on the pricing behaviour of Luxembourg firms (JEL C14, C21, C22) | by Patrick Lünnemann and Thomas Y. Mathä | 0617 (May 2006) | Full text |
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Global financial transmission of monetary policy shocks | by Michael Ehrmann and Marcel Fratzscher | 0616 (Apr 2006) | Full text |
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Quantitative goals for monetary policy | by Antonio Fatás | 0615 (Apr 2006) | Full text |
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Expenditure switching vs. real exchange rate stabilization: competing objectives for exchange rate policy | by Michael B. Devereux and Charles Engel | 0614 (Apr 2006) | Full text |
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Welfare-based monetary policy rules in an estimated DSGE model of the US economy (forthcoming) | by Michel Juillard, Philippe Karam | 0613 (Apr 2006) | Full text |
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Optimal fiscal and monetary policy in a medium-scale macroeconomic model | by Stephanie Schmitt-Grohé and Martín Uribe | 0612 (Apr 2006) | Full text |
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Monetary policy, determinacy, and learnability in the open economy (forthcoming) | by James Bullard and Eric Schaling | 0611 (Apr 2006) | Full text |
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Real-time model uncertainty in the United States: the Fed from 1996-2003 | by Robert J. Tetlow and Brian Ironside | 0610 (Apr 2006) | Full text |
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The elusive welfare economics of price stability as a monetary policy objective: why New Keynesian central bankers should validate core inflation (forthcoming) | by Willem H. Buiter | 0609 (Apr 2006) | Full text |
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How does information affect the comovement between interest rates and exchange rates? | by Marcelo Sánchez | 0608 (Apr 2006) | Full text |
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Price setting behaviour in the Netherlands: results of a survey (JEL D40, E30) | by Ad C.J. Stokman and Marco M. Hoeberichts | 0607 (Apr 2006) | Full text |
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Measuring the importance of the uniform nonsynchronization hypothesis (JEL D40, E31, L11) | by Daniel Dias | 0606 (Apr 2006) | Full text |
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(Un)Predictability and macroeconomic stability (JEL C22, C53, E37, E47) | by Antonello D’Agostino | 0605 (Apr 2006) | Full text |
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A dynamic model of settlement (JEL E4, E5) | by Thorsten Volker Koeppl | 0604 (Apr 2006) | Full text |
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Estimating multi-country VAR models (JEL C3, C5, E5) | by Fabio Canova and Matteo Ciccarelli | 0603 (Apr 2006) | Full text |
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Job flow dynamics and firing restrictions: evidence from Europe (JEL J23, J63, J68) | by Julián Messina and Giovanna Vallanti | 0602 (Apr 2006) | Full text |
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Excess burden and the cost of inefficiency in public services provision (JEL D11, E62, H21, H50) | by António Afonso and Vítor Gaspar | 0601 (Apr 2006) | Full text |
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A speed limit monetary policy rule for the euro area (JEL E52, E58) | by Livio Stracca | 0600 (Apr 2006) | Full text |
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What effects is EMU having on the euro area and its member countries? An overview (JEL E42, F13, F33, F42) | by Francesco Paolo Mongelli and Juan Luis Vega | 0599 (Mar 2006) | Full text |
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The impact of the euro on financial markets (JEL C22, E43, E44, F36, G12) | by Lorenzo Cappiello, Peter Hördahl | 0598 (Mar 2006) | Full text |
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Price setting and inflation persistence: did EMU matter? (JEL E31, E42, E52) | by Ignazio Angeloni | 0597 (Mar 2006) | Full text |
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Trends and cycles in the euro area: how much heterogeneity and should we worry about it? (JEL C33, C53, E32, F2, F43) | by Domenico Giannone and Lucrezia Reichlin | 0595 (Mar 2006) | |