Central Bank Research Hub - Series: European Central Bank Working papers 2005

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Title Author(s)

Towards European monetary integration: the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions

Paper: 0569, 23.12.2005

JEL: F02, F31, F33, F36, G15, G18

Exploring the international linkages of the euro area: a global VAR analysis

Paper: 0568, 22.12.2005

JEL: C32, E17, F47

Is time ripe for a currency union in emerging East Asia? The role of monetary stabilisation (forthcoming)

Paper: 0567, 22.12.2005

Real versus financial frictions to capital investment

Paper: 0566, 22.12.2005

JEL: E22

The timing of central bank communication

Paper: 0565, 22.12.2005

JEL: E43, E52, E58, G12

Forecasting the central bank¿s inflation objective is a good rule of thumb

Paper: 0564, 21.12.2005


Sticky prices in the euro area: a summary of new micro evidence

Paper: 0563, 14.12.2005

JEL: C25, D40, E31

The price setting behaviour of Portuguese firms: evidence from survey data

Paper: 0562, 14.12.2005

JEL: D40, E31, L11

Price setting in German manufacturing: new evidence from new survey data

Paper: 0561, 14.12.2005

JEL: D40, E30

The determinants of ¿domestic¿ original sin in emerging market economies

Paper: 0560, 14.12.2005

JEL: F34, F41, G15

When did unsystematic monetary policy have an effect on inflation?

Paper: 0559, 14.12.2005

JEL: E52

Equilibrium and inefficiency in fixed rate tenders

Paper: 0554, 30.11.2005

JEL: D44, E52

Ricardian fiscal regimes in the European Union

Paper: 0558, 29.11.2005

JEL: C23, E62, H62

How should central banks communicate?

Paper: 0557, 29.11.2005

JEL: E43, E52, E58, G12

The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics

Paper: 0556, 29.11.2005

JEL: E31, E32, E52, J64

Near-rational exuberance

Paper: 0555, 29.11.2005

JEL: E52, E61

Global bond portfolios and EMU

Paper: 0553, 11.11.2005

JEL: E4, F2, F3, F4

European Union enlargement and equity markets in accession countries

Paper: 0552, 11.11.2005

JEL: F36, G12, G15

Technological diversification (forthcoming)

Paper: 0551, 11.11.2005

Underwriter competition and gross spreads in the eurobond market

Paper: 0550, 11.11.2005

Eigenvalue filtering in VAR models with application to the Czech business cycle

Paper: 0549, 11.11.2005

JEL: C32, E32

The link between interest rates and exchange rates: do contradictionary depreciations make a difference?

Paper: 0548, 11.11.2005

JEL: E52, E58, F31, F41

Bank finance versus bond finance: what explains the differences between US and Europe?

Paper: 0547, 11.11.2005

JEL: C68, E20, E44

The natural real interest rate and the output gap in the euro area: a joint estimation

Paper: 0546, 11.11.2005

JEL: C32, E43, E52, O40

Trade integration of Central and Eastern European countries: lessons from a gravity model (forthcoming)

Paper: 0545, 11.11.2005

Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (forthcoming)

Paper: 0544, 11.11.2005

Lending booms in the new EU Member States: will euro adoption matter? (forthcoming)

Paper: 0543, 11.11.2005

Liquidity and real equilibrium interest rates: a framework of analysis

Paper: 0542, 11.11.2005

JEL: E40, E43

Consumer price behaviour in Luxembourg: evidence from micro CPI data (forthcoming)

Paper: 0541, 11.11.2005

Optimal discretionary policy and uncertainty about inflation persistence (forthcoming)

Paper: 0540, 11.11.2005

Inflation persistence and monetary policy design: an overview

Paper: 0539, 11.11.2005

JEL: E52, E58

The price setting behaviour of Spanish firms: evidence from survey data

Paper: 0538, 01.11.2005

JEL: D40, E31

Global inflation

Paper: 0537, 01.11.2005

JEL: E31, E37, F42

Heterogeneity in consumer price stickiness: a microeconometric investigation

Paper: 0536, 24.10.2005

JEL: C41, E31

The pricing behaviour of firms in the euro area: new survey evidence

Paper: 0535, 24.10.2005

JEL: D40, E30

Time-dependent or state-dependent price setting? Micro-evidence from German metal-working industries

Paper: 0534, 24.10.2005

JEL: D43, E31, L11

Discretionary policy, multiple equilibria, and monetary instruments

Paper: 0533, 17.10.2005

JEL: E32, E51, E52

Intra- and extra-euro area import demand for manufactures

Paper: 0532, 17.10.2005

JEL: F10, F15

Market power, innovative activity and exchange rate pass-through in the euro area

Paper: 0531, 17.10.2005

JEL: C32, F39, L13, O31

Cross-dynamics of volatility term structures implied by foreign exchange options

Paper: 0530, 29.09.2005

JEL: F31, G13, G15

Explaining exchange rate dynamics: the uncovered equity return parity condition

Paper: 0529, 29.09.2005

JEL: C22, C53, F31, G15

How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches

Paper: 0528, 29.09.2005

JEL: E58, E61, F31

Banking system stability: a cross-Atlantic perspective

Paper: 0527, 29.09.2005

JEL: C49, G12, G21, G28, G29

On some fiscal effects on mortgage debt growth in the EU

Paper: 0526, 29.09.2005

JEL: E51, E62, G21, H31, R21

Distilling co-movements from persistent macro and financial series

Paper: 0525, 29.09.2005

JEL: E37

Price setting in the euro area: some stylized facts from individual consumer price data

Paper: 0524, 15.09.2005

JEL: C25, D40, E31

How frequently do consumer prices change in Austria? Evidence from micro CPI data

Paper: 0523, 15.09.2005

JEL: C41, D21, E31, L11

Price setting behaviour in Spain: evidence from micro PPI data

Paper: 0522, 15.09.2005

JEL: D40, E31

Inflation persistence in structural macroeconomic models (RG10)

Paper: 0521, 15.09.2005

JEL: C53, E31, E52

Delegated portfolio management: a survey of the theoretical literature

Paper: 0520, 13.09.2005

JEL: D82, G11

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