EU - Central Bank Research Hub

Title Author(s)

Necessity as the mother of invention: monetary policy after the crisis

European Central Bank Working papers [View] (Paper: 2047, 19.04.2017)

JEL: E52, E58

EU consumers quantitative inflation perceptions and expectations: an evaluation

European Central Bank Occasional papers [View] (Paper: 186, 19.04.2017)

JEL: D12, D8, E31

ECB-Global: introducing ECB's global macroeconomic model for spillover analysis

European Central Bank Working papers [View] (Paper: 2045, 18.04.2017)

JEL: C51, E30, E50

Home sweet home: the home bias in trade in the European Union

European Central Bank Working papers [View] (Paper: 2046, 18.04.2017)

JEL: F02, F14, F15

Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies

European Central Bank Working papers [View] (Paper: 2044, 12.04.2017)

JEL: F16, F3, F4, G1

Debt sustainability analysis for euro area sovereigns: a methodological framework

European Central Bank Occasional papers [View] (Paper: 185, 10.04.2017)

JEL: E62, H62, H63, H68

Financial frictions and the real economy

European Systemic Risk Board Working papers [View] (Paper: WP41, 03.04.2017)

JEL: C15, E32, E44, G01

A dynamic theory of mutual fund runs and liquidity management

European Systemic Risk Board Working papers [View] (Paper: WP42, 03.04.2017)

JEL: D92, G01, G21, G23, G32, G33

Threshold effects of financial stress on monetary policy rules: a panel data analysis

European Central Bank Working papers [View] (Paper: 2042, 03.04.2017)

JEL: C23, C24, E31, E44, E52, E58

Did the crisis permanently scar the Portuguese labour market? Evidence from a Markov-switching Beveridge curve analysis

European Central Bank Working papers [View] (Paper: 2043, 03.04.2017)

JEL: C23, C24, J63, J64, J65

Fiscal spillovers in the euro area a model-based analysis

European Central Bank Working papers [View] (Paper: 2040, 29.03.2017)

JEL: E32, E42, F42, F45

How does risk flow in the credit default swap market?

European Central Bank Working papers [View] (Paper: 2041, 29.03.2017)

JEL: G10, G15

Macroeconomic effects of secondary market trading

European Central Bank Working papers [View] (Paper: 2039, 17.03.2017)

JEL: E32, E44, G01

Benchmarking institutional and structural indicators in EU candidate and potential candidate countries

European Central Bank Occasional papers [View] (Paper: 184, 17.03.2017)

JEL: F13, F15, G21, O11, O43

Mapping the interconnectedness between EU banks and shadow banking entities

European Systemic Risk Board Working papers [View] (Paper: WP40, 15.03.2017)

JEL: F65, G21, G23

Stagnation traps

European Central Bank Working papers [View] (Paper: 2038, 15.03.2017)

JEL: E32, E43, E52, O42

The time dimension of the links between loss given default and the macroeconomy

European Central Bank Working papers [View] (Paper: 2037, 15.03.2017)

JEL: C02, G13, G33

Decomposing financial (in)stability in emerging economies

European Systemic Risk Board Working papers [View] (Paper: WP39, 14.03.2017)

JEL: E44, F65, G01, G15, G21, G23

Fiscal reaction function and fiscal fatigue: evidence for the euro area

European Central Bank Working papers [View] (Paper: 2036, 14.03.2017)

JEL: C33, E62, F41, H60

Safe assets: a review

European Central Bank Working papers [View] (Paper: 2035, 14.03.2017)

JEL: E41, E42, E44, G21

The inflation risk premium in the post-Lehman period

European Central Bank Working papers [View] (Paper: 2033, 13.03.2017)

JEL: E44, G17

The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps

European Central Bank Working papers [View] (Paper: 2034, 13.03.2017)

JEL: C32, E32, F32

SRISK: a conditional capital shortfall measure of systemic risk

European Systemic Risk Board Working papers [View] (Paper: WP37, 10.03.2017)

JEL: C22, C23, C53, G01, G20

Flight to liquidity and systemic bank runs

European Systemic Risk Board Working papers [View] (Paper: WP38, 10.03.2017)

JEL: E44, E51, G20

Government guarantees and financial stability

European Central Bank Working papers [View] (Paper: 2032, 28.02.2017)

JEL: G21, G28

Financial transaction taxes, market composition, and liquidity

European Central Bank Working papers [View] (Paper: 2030, 28.02.2017)

How robust is the result that the cost of "leaning against the wind" exceeds the benefit?

European Central Bank Working papers [View] (Paper: 2031, 28.02.2017)

JEL: E52, E58, G01

Macro stress testing euro area banks' fees and commissions

European Central Bank Working papers [View] (Paper: 2029, 27.02.2017)

JEL: G01, G17, G21

A stochastic forward-looking model to assess the profitability and solvency of European insurers

European Central Bank Working papers [View] (Paper: 2028, 27.02.2017)

JEL: G20, G22, G23

Economic crises and the eligiblity for the lender of last resort: evidence from 19th century France

European Central Bank Working papers [View] (Paper: 2027, 24.02.2017)

JEL: E44, E51, E58, G28, N14, N54

A panel VAR analysis of macro-financial imbalances in the EU

European Central Bank Working papers [View] (Paper: 2026, 24.02.2017)

JEL: C33, F31, F32

Optimizing policymakers' loss functions in crisis prediction: before, within or after?

European Central Bank Working papers [View] (Paper: 2025, 23.02.2017)

JEL: C35, C53, G01

Global inflation: the role of food, housing and energy prices

European Central Bank Working papers [View] (Paper: 2024, 23.02.2017)

JEL: E31, E52, F42

Starting from a blank page? Semantic similarity in central bank communication and market volatility

European Central Bank Working papers [View] (Paper: 2023, 22.02.2017)

JEL: E43, E52, E58

The role of counterparty risk and asymmetric information in the interbank market

European Central Bank Working papers [View] (Paper: 2022, 22.02.2017)

JEL: C23, C24, G21, G28

The effect of public investment in Europe: a model-based assessment

European Central Bank Working papers [View] (Paper: 2021, 21.02.2017)

JEL: C30, E32, E62

Stress-Testing of liquidity risk in TARGET2

European Central Bank Occasional papers [View] (Paper: 183, 21.02.2017)

JEL: C63, E42, E58, G01

Credit conditions, macroprudential policy and house prices

European Systemic Risk Board Working papers [View] (Paper: WP36, 13.02.2017)

JEL: E58, G21, G28, R31

Resolution of international banks: can smaller countries cope?

European Systemic Risk Board Working papers [View] (Paper: WP34, 13.02.2017)

JEL: F30, G21, G28

Addressing the safety trilemma: a safe sovereign asset for the eurozone

European Systemic Risk Board Working papers [View] (Paper: WP35, 13.02.2017)

JEL: F33, F34, G15, H63, H7

The impact of constrained monetary policy on fiscal multipliers on output and inflation

European Central Bank Working papers [View] (Paper: 2019, 10.02.2017)

JEL: E31, E43, E52, E62, E63

Inside asset purchase programs: the effects of unconventional policy on banking competition

European Central Bank Working papers [View] (Paper: 2017, 10.02.2017)

JEL: C30, C78, G21, G28, L51

High frequency trading and fragility

European Central Bank Working papers [View] (Paper: 2020, 10.02.2017)

JEL: G10, G12, G14

Exchange rate prediction redux: new models, new data, new currencies

European Central Bank Working papers [View] (Paper: 2018, 10.02.2017)

JEL: F31, F47

Interactions between fiscal multipliers and sovereign risk premium during fiscal consolidation: model based assessment for the euro area

European Central Bank Working papers [View] (Paper: 2016, 07.02.2017)

JEL: E32, E42, F42, F45

The drivers of revenue productivity: a new decomposition analysis with firm-level data

European Central Bank Working papers [View] (Paper: 2014, 06.02.2017)

JEL: D24, E32, O47

Forecasting euro area inflation using targeted predictors: is money coming back?

European Central Bank Working papers [View] (Paper: 2015, 06.02.2017)

JEL: C53, E37, E41, E51, E58

Regular versus lump-sum payments in union contracts and household consumption

European Central Bank Working papers [View] (Paper: 2013, 03.02.2017)

JEL: D12, E21, J51

Modeling euro area bond yields using a time-varying factor model

European Central Bank Working papers [View] (Paper: 2012, 03.02.2017)

JEL: C11, E58, G01

Understanding sovereign rating movements in euro area countries

European Central Bank Working papers [View] (Paper: 2011, 02.02.2017)

JEL: C25, G24, H63, H68