Central Bank Research Hub - Series: European Central Bank Working papers 2016

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Trade in value added: do we need new measures of competitiveness?

Paper: 1936, 13.07.2016

JEL: F14, J30

Assessing the costs and benefits of capital-based macroprudential policy

Paper: 1935, 12.07.2016

JEL: G01, G21, G28

The BEAR toolbox

Paper: 1934, 12.07.2016

JEL: C11, C30, C87, E00, F00

News and noise in the housing market

Paper: 1933, 11.07.2016

JEL: E30, E40, E50

Credit market competition and liquidity crises

Paper: 1932, 07.07.2016

JEL: G01, G20, G21

Networks of value added trade

Paper: 1931, 06.07.2016

JEL: C67, F12, F14

Credit spreads, economic activity and fragmentation

Paper: 1930, 05.07.2016

JEL: C32, F36, G12, G15

A portfolio demand approach for broad money in the euro area

Paper: 1929, 05.07.2016

JEL: C22, C52, E41

The limits of model-based regulation

Paper: 1928, 04.07.2016

JEL: G01, G21, G28

Violating the law of one price: the role of non-conventional monetary policy

Paper: 1927, 01.07.2016

JEL: G01, G12

Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?

Paper: 1926, 01.07.2016

JEL: C34, D78, E52, E58

Stressed interbank markets: evidence from the European financial and sovereign debt crisis

Paper: 1925, 29.06.2016

JEL: E58, F36, G01, G21

Pricing sovereign credit risk of an emerging market

Paper: 1924, 27.06.2016

JEL: C11, C32, G01, G12, G15

EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area

Paper: 1923, 17.06.2016

JEL: E32, E44, E51, F45, F47

Global credit risk: world country and industry factors

Paper: 1922, 10.06.2016

JEL: C33, G21

The real exchange rate and economic growth: revisiting the case using external instruments

Paper: 1921, 10.06.2016

JEL: F31, F43

Making sense of the EU wide stress test: a comparison with the SRISK approach

Paper: 1920, 09.06.2016

JEL: C21, G01, G21

Liquidity, innovation, and endogenous growth

Paper: 1919, 09.06.2016

JEL: D21, G31, G32, G35, L11

Collateral damage? On collateral, corporate financing and performance

Paper: 1918, 08.06.2016

JEL: D22, G21, G32

Search-based endogenous asset liquidity and the macroeconomy

Paper: 1917, 08.06.2016

JEL: E22, E44, G11

Bank capital structure and the credit channel of central bank asset purchases

Paper: 1916, 07.06.2016

JEL: C61, E52, G11

Business, housing and credit cycles

Paper: 1915, 07.06.2016

JEL: C32, E32, E44

The effect of bank shocks on firm-level and aggregate investment

Paper: 1914, 06.06.2016

JEL: E22, E44, G21, G32

The risky steady state and the interest rate lower bound

Paper: 1913, 06.06.2016

JEL: E32, E52

Determinants of euro-denominated corporate bond spreads

Paper: 1912, 03.06.2016

JEL: C21, C22, E44, G12

Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area

Paper: 1911, 03.06.2016

JEL: C21, C22, E37, E44, G12

Waking up from the American dream: on the experience of young Americans during the housing boom of the 2000s

Paper: 1910, 25.05.2016

JEL: E32, G21, J10, R21

On domestic demand and export performance in the euro area countries: does export concentration matter?

Paper: 1909, 25.05.2016

JEL: C22, E03, F10

Unemployment risk and over-indebtedness

Paper: 1908, 24.05.2016

JEL: D14, D91, J12

Estimating the top tail of the wealth distribution

Paper: 1907, 24.05.2016

JEL: E22, E44, G01

The collateral channel of open market operations

Paper: 1906, 17.05.2016

JEL: E52, E58, F36, G01

Exchange rate forecasting with DSGE models

Paper: 1905, 13.05.2016

JEL: C32, F31, F37

The housing market, household portfolios and the German consumer

Paper: 1904, 13.05.2016

JEL: E21, E27, E44, E51, E58

Bank leverage and monetary policy's risk-taking channel: evidence from the United States

Paper: 1903, 10.05.2016

JEL: E43, E52, G21

Export characteristics and output volatility: comparative firm-level evidence for CEE countries

Paper: 1902, 03.05.2016

JEL: F14, F43, O57

Price drift before U.S. macroeconomic news: private information about public announcements?

Paper: 1901, 02.05.2016

JEL: E44, G14, G15

Toward robust early-warning models: a horse race, ensembles and model uncertainty

Paper: 1900, 02.05.2016

JEL: C43, E44, F30, G01, G15

Monetary policy according to HANK

Paper: 1899, 27.04.2016

JEL: D14, D31, E21, E52

Credit risk spillover between financials and sovereigns in the euro area during 2007-2015

Paper: 1898, 27.04.2016

JEL: C45, E44, E65, G01, G13, G28, H81

Restoring rational choice: The challenge of consumer financial regulation

Paper: 1897, 26.04.2016

JEL: D12, D18, G28

Dynamic balance sheet model with liquidity risk

Paper: 1896, 26.04.2016

JEL: C61, G11, G21

Credit, asset prices and business cycles at the global level

Paper: 1895, 25.04.2016

JEL: E32, E37, E44, E51, F47

Sovereign risk and bank risk-taking

Paper: 1894, 25.04.2016

JEL: E44, E58, F34, G21, H63

The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis

Paper: 1839, 22.02.2016

JEL: F34, F36, G15

Modeling financial sector joint tail risk in the euro area

Paper: 1837, 22.02.2016

JEL: C32, G21

Assessing the financial and financing conditions of firms in Europe: the financial module in CompNet

Paper: 1836, 22.02.2016

JEL: D22, D24, D92, G32

Between capture and discretion - The determinants of distressed bank treatment and expected government support

Paper: 1835, 22.02.2016

JEL: D72, G21, G28

Drivers of banks' cost of debt and long-term benefits of regulation - an empirical analysis based on EU banks

Paper: 1849, 22.02.2016

JEL: G01, G21

Systemic risk rankings and network centrality in the European banking sector

Paper: 1848, 22.02.2016

JEL: C52, C58, G15, G21

Private wealth across European countries: the role of income, inheritance and the welfare state

Paper: 1847, 22.02.2016

JEL: D30, D31

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003