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| Background paper
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Page
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Investigating the relationship between the
financial and real economy (PDF: 4 pages, 33 kb)
Konstantinos Tsatsaronis
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1
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| Papers presented
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Disinflation and the dynamics of mortgage debt
(PDF: 16 pages, 328 kb)
Luci Ellis
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5
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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
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21
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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
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40
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Financial constraints and real activity: a
non-structural approach using UK survey data (PDF: 18 pages, 147 kb)
Ulf von Kalckreuth
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64
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A note on the recent behaviour of Japanese
banks (PDF: 24 pages, 291 kb)
Nobuo Inaba and Takashi Kozu
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82
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Non-performing loans and the real economy:
Japan's experience (PDF: 22 pages, 200 kb)
Nobuo Inaba, Takashi Kozu, Toshitaka Sekine and Takashi Nagahata
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106
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The bank lending channel in Chile (PDF:
18 pages, 188 kb)
Rodrigo Alfaro, Carlos García, Alejandro Jara and Helmut Franken
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128
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Welfare analysis of non-fundamental asset price
and investment shocks: implications for monetary policy (PDF: 20 pages,
135 kb)
Frank Smets and Raf Wouters
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146
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Productivity, monetary policy and financial
indicators (PDF: 11 pages, 116 kb)
Arturo Estrella
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166
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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
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177
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Extracting growth and inflation expectations
from financial market data (PDF: 13 pages, 308 kb)
Lauri Kajanoja
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193
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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
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206
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Assessing the predictive power of measures of
financial conditions for macroeconomic variables (PDF: 25 pages, 136
kb)
William English, Kostas Tsatsaronis and Edda Zoli
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228
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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
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253
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Interactions between business cycles, financial
cycles and monetary policy: stylised facts (PDF: 26 pages, 508 kb)
Sanvi Avouyi-Dovi and Julien Matheron
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273
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Business cycle, credit risk and economic
capital determination by commercial banks (PDF: 29 pages, 344 kb)
Alexis Derviz and Narcisa Kadlèáková
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299
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A simplified credit risk model for supervisory
purposes in emerging markets (PDF: 33 pages, 1,286 kb)
Javier Márquez Diez-Canedo
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328
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Lending decisions, procyclicality and the New
Basel Capital Accord (PDF: 31 pages, 356 kb)
Fabrizio Fabi, Sebastiano Laviola and Paolo Marullo Reedtz
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361
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Macro stress tests of UK banks (PDF: 17
pages, 110 kb)
Glenn Hoggarth, Andrew Logan and Lea Zicchino
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392
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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
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409
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Measuring and forecasting stress in the banking
sector: evidence from Switzerland (PDF: 19 pages, 136 kb)
Elke Hanschel and Pierre Monnin
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431
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Sectoral fragility: factors and dynamics
(PDF: 31 pages, 296 kb)
Ivan Alves
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450
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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
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481
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