EU - Central Bank Research Hub

Title Author(s)

The systemic implications of bail-in: a multi-layered network approach

European Central Bank Working papers [View] (Paper: 2010, 02.02.2017)

JEL: C63, G01, G18, G21

Securitization and credit quality

European Central Bank Working papers [View] (Paper: 2009, 01.02.2017)

JEL: G21, G28

Banks credit and productivity growth

European Central Bank Working papers [View] (Paper: 2008, 01.02.2017)

JEL: D92, G10, G21, G31, O16

Euro area fiscal stance

European Central Bank Occasional papers [View] (Paper: 182, 31.01.2017)

JEL: E61

The rational inattention filter

European Central Bank Working papers [View] (Paper: 2007, 31.01.2017)

JEL: D83, E32

Demographics and inflation

European Central Bank Working papers [View] (Paper: 2006, 25.01.2017)

JEL: C22, E31, J11

Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area

European Central Bank Working papers [View] (Paper: 2004, 25.01.2017)

JEL: E31, E42, E52, E58

Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity

European Central Bank Working papers [View] (Paper: 1994, 25.01.2017)

JEL: D83, E31, E37, E58

Changing prices... changing times: evidence for Italy

European Central Bank Working papers [View] (Paper: 2002, 25.01.2017)

JEL: D21, D40, E31, L11

Missing disinflation and missing inflation: the puzzles that aren't

European Central Bank Working papers [View] (Paper: 2000, 25.01.2017)

JEL: E21, E32, F44

Inflation anchoring in the euro area

European Central Bank Working papers [View] (Paper: 1998, 25.01.2017)

JEL: E31, E44, G12, G14

A new indicator of inflation expectations anchoring

European Central Bank Working papers [View] (Paper: 1996, 25.01.2017)

JEL: C14, C58, E31, E44, G13

Low inflation and monetary policy in the euro area

European Central Bank Working papers [View] (Paper: 2005, 25.01.2017)

JEL: C32, E31, E32, E52

Exchange rate pass-through in the euro area

European Central Bank Working papers [View] (Paper: 2003, 25.01.2017)

JEL: E31, F3, F41

Will US inflation awake from the dead? The role of slack and non-linearities in the Phillips curve

European Central Bank Working papers [View] (Paper: 2001, 25.01.2017)

JEL: E31, E37, R58

The long-term distribution of expected inflation in the euro area: what has changed since the great recession?

European Central Bank Working papers [View] (Paper: 1999, 25.01.2017)

JEL: E31, E58

Tail co-movement in inflation expectations as an indicator of anchoring

European Central Bank Working papers [View] (Paper: 1997, 25.01.2017)

JEL: C14, C58, E31, E44, G13

Unconventional monetary policy and the anchoring of inflation expectations

European Central Bank Working papers [View] (Paper: 1995, 25.01.2017)

JEL: C52, C55, E43, E44

Low inflation in the euro area: Causes and consequences

European Central Bank Occasional papers [View] (Paper: 181, 25.01.2017)

JEL: E31, E52, E58

Trade, finance or policies: what drives the cross-border spill-over of business cycles?

European Central Bank Working papers [View] (Paper: 1993, 24.01.2017)

JEL: F1, F3, F41, F44

Pricing of bonds and equity when the zero lower bound is relevant

European Central Bank Working papers [View] (Paper: 1992, 24.01.2017)

JEL: C14, E43, G12

Below the zero lower bound: a shadow-rate term structure model for the euro area

European Central Bank Working papers [View] (Paper: 1991, 23.01.2017)

JEL: C32, E43, E52

Financial inclusion: whats it worth?

European Central Bank Working papers [View] (Paper: 1990, 20.01.2017)

JEL: D14, G21, G28

Revenue elasticities in euro area countries

European Central Bank Working papers [View] (Paper: 1989, 20.01.2017)

JEL: E62, H68

How does risk flow in the credit default swap market?

European Systemic Risk Board Working papers [View] (Paper: WP33, 22.12.2016)

JEL: G10, G15

The (unintended?) consequences of the largest liquidity injection ever

European Systemic Risk Board Working papers [View] (Paper: WP31, 21.12.2016)

JEL: E58, G21, G28, H63

Financial contagion with spillover effects: a multiplex network approach

European Systemic Risk Board Working papers [View] (Paper: WP32, 21.12.2016)

JEL: C63, D85, G01, G18

Macroeconomic stabilization, monetary-fiscal interactions, and Europes monetary union

European Central Bank Working papers [View] (Paper: 1988, 15.12.2016)

JEL: E31, E62, E63

A global trade model for the euro area

European Central Bank Working papers [View] (Paper: 1986, 09.12.2016)

JEL: C38, F17, F47

Determinants of sub-sovereign bond yield spreads: the role of fiscal fundamentals and federal bailout expectations

European Central Bank Working papers [View] (Paper: 1987, 09.12.2016)

JEL: E62, G12, H7

Towards more resilient economies: the role of well-functioning economic structures

European Central Bank Working papers [View] (Paper: 1984, 22.11.2016)

JEL: E32, J21, L50

The risk-adjusted monetary policy rule

European Central Bank Working papers [View] (Paper: 1985, 22.11.2016)

JEL: E32, E52

The impact of disasters on inflation

European Central Bank Working papers [View] (Paper: 1982, 21.11.2016)

JEL: E31, Q54

Bank efficiency and regional growth in Europe: new evidence from micro-data

European Central Bank Working papers [View] (Paper: 1983, 21.11.2016)

JEL: G21, O16, O47, O52

Capital and labour (mis)allocation in the euro area: some stylized facts and determinants

European Central Bank Working papers [View] (Paper: 1981, 18.11.2016)

JEL: D24, D61, O47

Exposure to international crises: trade vs. financial contagion

European Systemic Risk Board Working papers [View] (Paper: WP30, 17.11.2016)

JEL: E32, F40, F41, F44, H63

US-euro area term structure spillovers, implications for central banks

European Central Bank Working papers [View] (Paper: 1980, 17.11.2016)

JEL: C32, E43, E58

Correlation changes between the risk-free rate and sovereign yields of euro area countries

European Central Bank Working papers [View] (Paper: 1979, 17.11.2016)

JEL: G12, G15

Mending the broken link: heterogeneous bank lending and monetary policy pass-through

European Central Bank Working papers [View] (Paper: 1978, 16.11.2016)

JEL: C3, E4, E5, G2

Home bias in bank sovereign bond purchases and the bank-sovereign nexus

European Central Bank Working papers [View] (Paper: 1977, 16.11.2016)

JEL: G01, G11, G21, H6

Contagion, spillover and interdependence

European Central Bank Working papers [View] (Paper: 1975, 15.11.2016)

JEL: C10, C30, F32

Gradualism and liquidity traps

European Central Bank Working papers [View] (Paper: 1976, 15.11.2016)

JEL: L16, L25, L72, O12, O13, O30

Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors

European Systemic Risk Board Working papers [View] (Paper: WP29, 14.11.2016)

JEL: G01, G21, G28

The optimal conduct of central bank asset purchases

European Central Bank Working papers [View] (Paper: 1973, 11.11.2016)

JEL: C61, E52, G11

How exporters set prices: evidence from a large behavioural survey

European Central Bank Working papers [View] (Paper: 1974, 11.11.2016)

JEL: E30, F31, F41

Forecast combination for euro area inflation: a cure in times of crisis?

European Central Bank Working papers [View] (Paper: 1972, 30.10.2016)

JEL: C32, C52, C53, E31, E37

Crisis severity and the international trade network

European Central Bank Working papers [View] (Paper: 1971, 30.10.2016)

JEL: C45, C52, C67, F14

(Pro?)-cyclicality of collateral haircuts and systemic illiquidity

European Systemic Risk Board Working papers [View] (Paper: WP27, 20.10.2016)

JEL: E44, G01, G18

Financial intermediation, resource allocation, and macroeconomic interdependence

European Systemic Risk Board Working papers [View] (Paper: WP28, 20.10.2016)

JEL: E44, F32, F41, G15, G21

Using elasticities to derive optimal bankruptcy exemptions

European Systemic Risk Board Working papers [View] (Paper: WP26, 20.10.2016)

JEL: D14, D52, E21