EU - Central Bank Research Hub

Title Author(s)

Interdependence between the euro area and the US: what role for EMU?

European Central Bank Working papers [View] (Paper: 0200, 02.04.2003)

JEL: E43, E52, F42, M3

Modeling model uncertainty

European Central Bank Working papers [View] (Paper: 0169, 02.04.2003)

JEL: C32, D81, E52

The information content of real-time output gap estimates

European Central Bank Working papers [View] (Paper: 0182, 02.04.2003)

Short-term monitoring of fiscal policy discipline

European Central Bank Working papers [View] (Paper: 0152, 02.04.2003)

Monetary policy

European Central Bank Working papers [View] (Paper: 0124, 02.04.2003)

Identifying the effects of monetary policy shocks on exchange rates using high frequency data

European Central Bank Working papers [View] (Paper: 0167, 02.04.2003)

JEL: C32, E52, F30

Equilibrium bidding in the Eurosystem's open market operations

European Central Bank Working papers [View] (Paper: 0137, 02.04.2003)

JEL: D84, E43, E52

Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices

European Central Bank Working papers [View] (Paper: 0198, 02.04.2003)

Regional inflation in a currency union: fiscal policy vs. fundamentals

European Central Bank Working papers [View] (Paper: 0180, 02.04.2003)

New technologies and productivity growth in the euro area

European Central Bank Working papers [View] (Paper: 0122, 02.04.2003)

JEL: E22, L63, L86, O3, O47

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

European Central Bank Working papers [View] (Paper: 0196, 02.04.2003)

The industry effects of monetary policy in the euro area

European Central Bank Working papers [View] (Paper: 0165, 02.04.2003)

JEL: E4, E5

The optimal mix of taxes on money

European Central Bank Working papers [View] (Paper: 0135, 02.04.2003)

Inflation persistence and optimal monetary policy in the euro area

European Central Bank Working papers [View] (Paper: 0178, 02.04.2003)

JEL: E52, E58

Equity and bond market signals as leading indicators of bank fragility

European Central Bank Working papers [View] (Paper: 0150, 02.04.2003)

JEL: G12, G21

Learning stability in economics with heterogenous agents

European Central Bank Working papers [View] (Paper: 0120, 02.04.2003)

Sensitivity analysis of volatility: a new tool for risk management

European Central Bank Working papers [View] (Paper: 0194, 02.04.2003)

JEL: C32, C53, G15

The rationality of consumers' inflation expectations: survey-based evidence for the euro area

European Central Bank Working papers [View] (Paper: 0163, 02.04.2003)

JEL: D12, D84, E31

Can confidence indicators be useful to predict short term real GDP growth?

European Central Bank Working papers [View] (Paper: 0133, 02.04.2003)

The functional form of yield curves

European Central Bank Working papers [View] (Paper: 0148, 02.04.2003)

JEL: G10, G12, G13

Durable goods

European Central Bank Working papers [View] (Paper: 0118, 02.04.2003)

JEL: C43, C51, D91

The fiscal costs of financial instability revisited

European Central Bank Working papers [View] (Paper: 0191, 02.04.2003)

JEL: E6, H3, H6

The optimal allocation of risks under prospect theory

European Central Bank Working papers [View] (Paper: 0161, 02.04.2003)

Measurement bias in the HICP: what do we know

European Central Bank Working papers [View] (Paper: 0131, 02.04.2003)

Rent indices for housing in West Germany 1985 to 1998

European Central Bank Working papers [View] (Paper: 0116, 02.04.2003)

Macroeconomics of international price discrimination

European Central Bank Working papers [View] (Paper: 0176, 02.04.2003)

Competition and stability: what's special about banking?

European Central Bank Working papers [View] (Paper: 0146, 02.04.2003)

JEL: G21, G28, G34, K21, L4

Non-standard central bank loss functions

European Central Bank Working papers [View] (Paper: 0129, 02.04.2003)

Debt reduction and automatic stabilisation

European Central Bank Working papers [View] (Paper: 0189, 02.04.2003)

JEL: E63, H31, H63

Optimal public money

European Central Bank Working papers [View] (Paper: 0159, 02.04.2003)

Financial frictions and the monetary transmission mechanism: theory

European Central Bank Working papers [View] (Paper: 0113, 02.04.2003)

International monetary policy coordination and financial market integration

European Central Bank Working papers [View] (Paper: 0174, 02.04.2003)

JEL: E52, E58, F42

A failure in the measurement of inflation: results from a hedonic and matched experiment using scanner data

European Central Bank Working papers [View] (Paper: 0144, 02.04.2003)

JEL: C43, E43, O47

Performance of monetary policy with internal central bank forecasting

European Central Bank Working papers [View] (Paper: 0127, 02.04.2003)

A fiscal theory of sovereign risk

European Central Bank Working papers [View] (Paper: 0187, 02.04.2003)

JEL: E6, F4

Bidding and performance in repo auctions: evidence from ECB open market operations

European Central Bank Working papers [View] (Paper: 0157, 02.04.2003)

Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank

European Central Bank Working papers [View] (Paper: 0142, 02.04.2003)

JEL: C22, C51, C53, C59

Constructing quality-adjusted price indices: a comparison of hedonic and discrete choice models

European Central Bank Working papers [View] (Paper: 0172, 02.04.2003)

JEL: C25, C43, D11, D21

Youth unemployment in the OECD: demographic shifts

European Central Bank Working papers [View] (Paper: 0155, 02.04.2003)

Duration

European Central Bank Working papers [View] (Paper: 0125, 02.04.2003)

JEL: C32, G14

European integration: what lessons for other regions? The case of Latin America

European Central Bank Working papers [View] (Paper: 0185, 02.04.2003)

JEL: E42, F15, F33, F41

Price setting and the steady-state effects of inflation

European Central Bank Working papers [View] (Paper: 0140, 02.04.2003)

JEL: E13, E31, E50

Euro area inflation persistence

European Central Bank Working papers [View] (Paper: 0201, 02.04.2003)

JEL: E4, E5

What measure of inflation should a central bank target?

European Central Bank Working papers [View] (Paper: 0170, 02.04.2003)

JEL: E42, E52, E58

Euro area production function and potential output: a supply side system approach

European Central Bank Working papers [View] (Paper: 0153, 02.04.2003)

JEL: E23, E25

Monetary policy in a world with different financial systems

European Central Bank Working papers [View] (Paper: 0183, 02.04.2003)

JEL: E3, E42, E44, E52

Estimating the effects of fiscal policy in OECD countries

European Central Bank Working papers [View] (Paper: 0168, 02.04.2003)

JEL: E62, H30

"New" views on the optimum currency area theory: what is EMU telling us?

European Central Bank Working papers [View] (Paper: 0138, 02.04.2003)

JEL: E42, F15, F33, F41

Time variation in the tail behaviour of bunds futures returns

European Central Bank Working papers [View] (Paper: 0199, 02.04.2003)

JEL: C14, G13

Inflation dynamics and international linkages: a model of the United States

European Central Bank Working papers [View] (Paper: 0181, 02.04.2003)

JEL: E31, E52, E58, E61