EU - Central Bank Research Hub

Title Author(s)

On secular stagnation and low interest rates: demography matters

European Central Bank Working papers [View] (Paper: 2088, 26.07.2017)

JEL: C32, E52, J11

Assessing the cyclical implications of IFRS 9 a recursive model

European Systemic Risk Board Occasional papers [View] (Paper: OP12, 17.07.2017)

Asset Encumbrance, Bank Funding and Fragility

European Systemic Risk Board Working papers [View] (Paper: WP52, 14.07.2017)

JEL: G01, G21, G28

The missing links: A global study on uncovering financial network structures from partial data

European Systemic Risk Board Working papers [View] (Paper: WP51, 14.07.2017)

JEL: C63, D85, G20, L14

Credit market competition and the gender gap: evidence from local labor markets

European Central Bank Working papers [View] (Paper: 2086, 12.07.2017)

JEL: G28, J16, J22

Housing and the tax system: how large are the distortions in the euro area?

European Central Bank Working papers [View] (Paper: 2087, 12.07.2017)

JEL: D14, H24, H31

Between hawks and doves: measuring central bank communication

European Central Bank Working papers [View] (Paper: 2085, 04.07.2017)

JEL: C02, C63, E52, E58

Dark pools in European equity markets: emergence, competition and implications

European Central Bank Occasional papers [View] (Paper: 193, 01.07.2017)

JEL: G10, G14, G18

Wholesale funding dry-ups

European Systemic Risk Board Working papers [View] (Paper: WP49, 30.06.2017)

JEL: G21

Equity versus bail-in debt in banking: an agency perspective

European Systemic Risk Board Working papers [View] (Paper: WP50, 30.06.2017)

JEL: G21, G28, G32

Bank business models at zero interest rates

European Central Bank Working papers [View] (Paper: 2084, 29.06.2017)

JEL: C33, G21

Active labour market policies and short-time work arrangements: evidence from a survey of Luxembourg firms

European Central Bank Working papers [View] (Paper: 2083, 29.06.2017)

JEL: C25, J63, J68

Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks

European Central Bank Working papers [View] (Paper: 2082, 23.06.2017)

JEL: C50, E52, F42

Communication of monetary policy in unconventional times

European Central Bank Working papers [View] (Paper: 2080, 21.06.2017)

JEL: E43, E52, E58

Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR

European Central Bank Working papers [View] (Paper: 2081, 21.06.2017)

JEL: C13, C6, E2, E6

When do countries implement structural reforms?

European Central Bank Working papers [View] (Paper: 2078, 20.06.2017)

JEL: C23, D70, D72, P11, P16

The leverage ratio, risk-taking and bank stability

European Central Bank Working papers [View] (Paper: 2079, 20.06.2017)

JEL: G01, G21, G28

Structural asymmetries and financial imbalances in the eurozone

European Central Bank Working papers [View] (Paper: 2076, 19.06.2017)

JEL: F20, F32, G17

Estimating the impact of shocks to bank capital in the euro area

European Central Bank Working papers [View] (Paper: 2077, 19.06.2017)

JEL: C11, C32, G21

The real effects of bank capital requirements

European Systemic Risk Board Working papers [View] (Paper: WP47, 15.06.2017)

JEL: E51, G21, G28

Banking integration and house price comovement

European Systemic Risk Board Working papers [View] (Paper: WP48, 15.06.2017)

JEL: F65, G21, R30

The macroeconomic impact of the ECB's expanded asset purchase programme (APP)

European Central Bank Working papers [View] (Paper: 2075, 15.06.2017)

JEL: C32, E44, E52, E58

Reducing large net foreign liabilities

European Central Bank Working papers [View] (Paper: 2074, 12.06.2017)

JEL: F21, F32, F34

House prices and monetary policy in the euro area: evidence from structural VARs

European Central Bank Working papers [View] (Paper: 2073, 12.06.2017)

JEL: C22, E21, E31, E44, E52

Use of unit root methods in early warning of financial crises

European Systemic Risk Board Working papers [View] (Paper: WP45, 09.06.2017)

JEL: G01, G14, G21

Simulating fire-sales in a banking and shadow banking system

European Systemic Risk Board Working papers [View] (Paper: WP46, 09.06.2017)

JEL: C63, D85, G21, G23

Lobbying in Europe: new firm-level evidence

European Central Bank Working papers [View] (Paper: 2071, 09.06.2017)

JEL: D72, D78, O38

Monetary-fiscal interactions and the euro area's malaise

European Central Bank Working papers [View] (Paper: 2072, 09.06.2017)

JEL: E31, E32, E63

Labour market adjustment in Europe during the crisis: microeconomic evidence from the Wage Dynamics Network survey

European Central Bank Occasional papers [View] (Paper: 192, 01.06.2017)

JEL: E24, J30, J52, J68

Business models of the banks in the euro area

European Central Bank Working papers [View] (Paper: 2070, 26.05.2017)

JEL: C63, G21, L21, L25

Culture and household saving

European Central Bank Working papers [View] (Paper: 2069, 24.05.2017)

JEL: D12, D91, E21, Z1

Knightian uncertainty and credit cycles

European Central Bank Working papers [View] (Paper: 2068, 24.05.2017)

JEL: E44, E58, G14, G17, G21, G32

Government guarantees and the two-way feedback between banking and sovereign debt crises

European Central Bank Working papers [View] (Paper: 2067, 22.05.2017)

JEL: G01, G18, H63

The importance of being special: repo markets during the crisis

European Central Bank Working papers [View] (Paper: 2065, 19.05.2017)

JEL: E43, E51, G01, G12, G23

Determinants of FDI inflows in advanced economies: Does the quality of economic structures matter?

European Central Bank Working papers [View] (Paper: 2066, 19.05.2017)

JEL: F21, F23, L51, O43

Sectoral interlinkages in global value chains: spillovers and network effects

European Central Bank Working papers [View] (Paper: 2064, 17.05.2017)

JEL: E30, E32, F44, F62

Does employment protection legislation affect credit access? Evidence from Europe

European Central Bank Working papers [View] (Paper: 2063, 17.05.2017)

JEL: D22, G21, G32, J41

The great Irish (de)leveraging 2005-14

European Central Bank Working papers [View] (Paper: 2062, 16.05.2017)

JEL: D21, D31, E21

The transmission channels of monetary, macro- and microprudential policies and their interrelations

European Central Bank Occasional papers [View] (Paper: 191, 16.05.2017)

JEL: E58, G28

Capital requirements, risk shifting and the mortgage market

European Central Bank Working papers [View] (Paper: 2061, 15.05.2017)

JEL: G21, G28

Financial stability assessment of EU candidate and potential candidate countries

European Central Bank Occasional papers [View] (Paper: 190, 15.05.2017)

JEL: F31, F34, F36, G15, G21, G28

Reading the Footprints: how foreign investors shape countries' participation in global value chains

European Central Bank Working papers [View] (Paper: 2060, 12.05.2017)

JEL: F14, F15, F21, L22

Does marketing widen borders? Cross-country price dispersion in the European car market

European Central Bank Working papers [View] (Paper: 2059, 12.05.2017)

JEL: D22, F15, F31, L11, L62

On the sources of business cycles: implications for DSGE models

European Central Bank Working papers [View] (Paper: 2058, 10.05.2017)

JEL: A10, E32, E50

The Eurosystem collateral framework explained

European Central Bank Occasional papers [View] (Paper: 189, 10.05.2017)

JEL: E58

Bid-to-cover and yield changes around public debt auctions in the euro area

European Central Bank Working papers [View] (Paper: 2056, 08.05.2017)

JEL: G11, G12, G14, G18

How to predict financial stress? An assessment of Markov switching models

European Central Bank Working papers [View] (Paper: 2057, 08.05.2017)

JEL: C54, G01, G15

Do stress tests matter? Evidence from the 2014 and 2016 stress tests

European Central Bank Working papers [View] (Paper: 2054, 05.05.2017)

JEL: G14, G18, G21

Spillovers among sovereign debt markets: identification by absolute magnitude restrictions

European Central Bank Working papers [View] (Paper: 2055, 05.05.2017)

JEL: C3, G2

Learning from prices: amplification and business fluctuations

European Central Bank Working papers [View] (Paper: 2053, 04.05.2017)

JEL: D82, D83, E3