| |
| Background paper | Page |
Investigating the relationship between the
financial and real economy (PDF: 4 pages, 33 kb)
Konstantinos Tsatsaronis | 1 |
| Papers presented | |
Disinflation and the dynamics of mortgage debt (PDF: 16 pages, 328 kb)
Luci Ellis | 5 |
Financial behaviour of Dutch households:
analysis of the DNB Household Survey (PDF: 19 pages, 274 kb)
P J A van Els, W A van den End and M C J van Rooij | 21 |
The impact of financial variables on firms'
real decisions: evidence from Spanish firm-level data (PDF: 24 pages,
188 kb)
Ignacio Hernando and Carmen Martínez-Carrascal | 40 |
Financial constraints and real activity: a
non-structural approach using UK survey data (PDF: 18 pages, 147 kb)
Ulf von Kalckreuth | 64 |
A note on the recent behaviour of Japanese
banks (PDF: 24 pages, 291 kb)
Nobuo Inaba and Takashi Kozu | 82 |
Non-performing loans and the real economy:
Japan's experience (PDF: 22 pages, 200 kb)
Nobuo Inaba, Takashi Kozu, Toshitaka Sekine and Takashi Nagahata | 106 |
The bank lending channel in Chile (PDF:
18 pages, 188 kb)
Rodrigo Alfaro, Carlos García, Alejandro Jara and Helmut Franken | 128 |
Welfare analysis of non-fundamental asset price
and investment shocks: implications for monetary policy (PDF: 20 pages,
135 kb)
Frank Smets and Raf Wouters | 146 |
Productivity, monetary policy and financial
indicators (PDF: 11 pages, 116 kb)
Arturo Estrella | 166 |
The term structure as a predictor of real
activity and inflation in the euro area: a reassessment (PDF: 16 pages,
171 kb)
Jesús Crespo Cuaresma, Ernest Gnan and Doris Ritzberger-Grünwald | 177 |
Extracting growth and inflation expectations
from financial market data (PDF: 13 pages, 308 kb)
Lauri Kajanoja | 193 |
Forecasting aggregate investment in the euro
area: do indicators of financial conditions help? (PDF: 22 pages, 144
kb)
Marie Diron, Maria Cruz Manzano and Thomas Westermann | 206 |
Assessing the predictive power of measures of
financial conditions for macroeconomic variables (PDF: 25 pages, 136
kb)
William English, Kostas Tsatsaronis and Edda Zoli | 228 |
Linking real activity and financial markets:
the first steps towards a small estimated model for Canada (PDF: 20
pages, 174 kb)
Céline Gauthier and Fuchun Li | 253 |
Interactions between business cycles, financial
cycles and monetary policy: stylised facts (PDF: 26 pages, 508 kb)
Sanvi Avouyi-Dovi and Julien Matheron | 273 |
Business cycle, credit risk and economic
capital determination by commercial banks (PDF: 29 pages, 344 kb)
Alexis Derviz and Narcisa Kadlèáková | 299 |
A simplified credit risk model for supervisory
purposes in emerging markets (PDF: 33 pages, 1,286 kb)
Javier Márquez Diez-Canedo | 328 |
Lending decisions, procyclicality and the New
Basel Capital Accord (PDF: 31 pages, 356 kb)
Fabrizio Fabi, Sebastiano Laviola and Paolo Marullo Reedtz | 361 |
Macro stress tests of UK banks (PDF: 17
pages, 110 kb)
Glenn Hoggarth, Andrew Logan and Lea Zicchino | 392 |
Monetary and financial stability in Norway:
what can we learn from macroeconomic stress tests? (PDF: 22 pages, 120
kb)
Snorre Evjen, Arild J Lund, Kjersti Haare Morka, Kjell B Nordal and Ingvild
Svendsen | 409 |
Measuring and forecasting stress in the banking
sector: evidence from Switzerland (PDF: 19 pages, 136 kb)
Elke Hanschel and Pierre Monnin | 431 |
Sectoral fragility: factors and dynamics (PDF: 31 pages, 296 kb)
Ivan Alves | 450 |
Macroeconomic conditions and banking
performance in Hong Kong SAR: a panel data study (PDF: 17 pages, 112
kb)
Stefan Gerlach, Wensheng Peng and Chang Shu | 481 |
