Central Bank Research Hub - Series: European Central Bank Working papers 2004

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Title Author(s)

An empirical study of liquidity and information effects of order flow on exchange rates

Paper: 0424, 23.12.2004

JEL: D82, G14, G15

Price setting in France: new evidence from survey data

Paper: 0423, 23.12.2004

JEL: D40, E31, L11

What determines fiscal balances? An empirical investigation in determinants of changes in OECD budget balances

Paper: 0422, 20.12.2004

JEL: E61, E62, H61, H62

EU fiscal rules: issues and lessons from political economy

Paper: 0421, 20.12.2004

JEL: D7, H3, H6

On prosperity and posterity: the need for fiscal discipline in a monetary union

Paper: 0420, 17.12.2004

JEL: D62, E61, E63

The design of fiscal rules and forms of governance in European Union countries

Paper: 0419, 01.12.2004

JEL: H11, H61, H62

Identifying the influences of nominal and real rigidities in aggregate price-setting behavior

Paper: 0418, 01.12.2004

JEL: E31, E52

An empirical analysis of price setting behaviour in the Netherlands in the period 1998-2003 using micro data

Paper: 0413, 01.12.2004

JEL: C41, D49, E31

Fiscal discipline and the cost of public dept service: some estiames for OECD countries

Paper: 0411, 01.12.2004

JEL: E44, E62, H62

The great inflation, limited asset markets participation and aggregate demand: FED policy was better than you think

Paper: 0408, 01.12.2004

JEL: E31, E32, E44, E58, E65

Staggered price contracts and inflation persistence: some general results

Paper: 0417, 25.11.2004

JEL: E31

Price setting behaviour in Spain: stylised facts using consumer price micro data

Paper: 0416, 25.11.2004

JEL: C25, D40, E31

How persistent is disaggregate inflation? An analysis across EU 15 countries and HICP sub-indices

Paper: 0415, 25.11.2004

JEL: C14, C21, C22, E31

Inflation persistence in the European Union, the euro area, and the United States

Paper: 0414, 25.11.2004

JEL: C12, C22, E31, E52

Banking consolidation and small business lending

Paper: 0407, 25.11.2004

JEL: G21, G34, J30

The real effects of money growth in dynamic general equilibrium

Paper: 0412, 20.11.2004

JEL: E20, E40, E50

Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?

Paper: 0410, 20.11.2004

JEL: E58, F31, F33

Currency mismatch, uncertainty and debt maturity structure

Paper: 0409, 20.11.2004

JEL: F34, F36

Labour market reform and the sustainability of exchange rate pegs

Paper: 0406, 07.11.2004

JEL: D84, E42, F33

A joint econometric model of macroeconomic and term structure dynamics

Paper: 0405, 07.11.2004

JEL: E43, E44, E47

An analysis of systemic risk in alternative securities settlement architectures

Paper: 0404, 07.11.2004

JEL: C6, D4, G20, O33

Financial market integration and loan competition: when is entry deregulation socially beneficial?

Paper: 0403, 07.11.2004

JEL: D43, D82, G21

Forecasting euro area inflation using dynamic factor measures of underlying inflation

Paper: 0402, 07.11.2004

JEL: C13, C32, E31

Foreign direct investment and international business cycle comovement

Paper: 0401, 02.11.2004

JEL: E32, F21, J23, J31

Cross-country differences in monetary policy transmission

Paper: 0400, 02.11.2004

JEL: C53, E37, E52

Sporadic manipulation in money markets with central bank standing facilities

Paper: 0399, 02.11.2004

JEL: D84, E52

Mergers and acquisitions and bank performance in Europe: the role of strategic similarities

Paper: 0398, 02.11.2004

JEL: G21, G34

Determinants of euro term structure of credit spreads

Paper: 0397, 02.11.2004

JEL: C22, G15

The short-term impact of government budgets on prices: evidence from macroeconomic models

Paper: 0396, 26.10.2004

JEL: E17, E31, E62

Fiscal sustainability and public debt in an endogenous growth model

Paper: 0395, 25.10.2004

JEL: E17, E62, H55, H63, O41

Liquidity, money creation and destruction, and the returns to banking

Paper: 0394, 30.09.2004

JEL: E4, E5

The determinants of the overnight interest rate in the euro area

Paper: 0393, 30.09.2004

JEL: E43, E52, E58

The role of central bank capital revisited

Paper: 0392, 29.09.2004

JEL: E42, E58

Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach

Paper: 0391, 29.09.2004

JEL: E1, E3

Financial markets' behavior around episodes of large changes in the fiscal stance

Paper: 0390, 29.09.2004

JEL: E44, E62, H62

Forecasting with a Bayesian DSGE model: an application to the euro area

Paper: 0389, 14.09.2004

JEL: E4, E5

Euro area inflation differentials

Paper: 0388, 08.09.2004

JEL: E31, E32, E52, F42

Horizontal and vertical integration and securities trading and settlement

Paper: 0387, 27.08.2004

JEL: G15, G21, L13

Intergenerational altruism and neoclassical growth models

Paper: 0386, 27.08.2004

Euro area sovereign yield dynamics: the role of order imbalance

Paper: 0385, 27.08.2004

JEL: G10, G15, G18

Price rigidity. Evidence from the French CPI micro-data

Paper: 0384, 27.08.2004

JEL: D43, E31, L11

Explicit inflation objectives and macroeconomic outcomes

Paper: 0383, 17.08.2004

JEL: E31, E52, E58

Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001

Paper: 0382, 09.08.2004


Fiscal rules and sustainability of public finances in an endogenous growth model

Paper: 0381, 09.08.2004

JEL: H62, H63

Optimal monetary policy under discretion with a zero bound on nominal interest rates

Paper: 0380, 07.08.2004

JEL: C63, E31, E52

Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?

Paper: 0379, 28.07.2004

JEL: F31, F32, G15

Liquidity, information, and the overnight rate

Paper: 0378, 28.07.2004

JEL: E52, G14, G21

Optimal monetary policy under commitment with a zero bound on nominal interest rates

Paper: 0377, 28.07.2004

JEL: C63, E31, E52

Raising rival's costs in the securities settlement industry

Paper: 0376, 23.07.2004

JEL: G10, G20, L14

Guess what: it's the settlements!

Paper: 0375, 23.07.2004

JEL: C73, G20, G34, L22

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