Central Bank Research Hub - Series: European Central Bank Working papers 2006

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Title Author(s)

What drives investors¿ behaviour in different FX market segments? A VAR-based return decomposition analysis (forthcoming)

Paper: 0706, 23.12.2006

What does a technology shock do? A VAR analysis with model-based sign restrictions (forthcoming)

Paper: 0705, 23.12.2006

Are money and consumption additively separable in the euro area? A non-parametric approach

Paper: 0704, 23.12.2006

JEL: C14, C63, E41

Comovements in volatility in the euro money market (forthcoming)

Paper: 0703, 23.12.2006

Comparing financial systems: a structural analysis

Paper: 0702, 21.12.2006

JEL: C13, E20, E44

Is there a single frontier in a single European banking market?

Paper: 0701, 21.12.2006

JEL: G21, L11, L22, L23

Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?

Paper: 0700, 21.12.2006

JEL: C11, C13, C33, C53

The behaviour of producer prices: some evidence from the French PPI micro data

Paper: 0699, 21.12.2006

JEL: D43, E31, L11, L16

Optimal monetary policy rules with labor market frictions

Paper: 0698, 23.11.2006

JEL: E24, E52

How wages change: micro evidence from the International Wage Flexibility Project

Paper: 0697, 18.11.2006

JEL: E3, J3, J5

What is global excess liquidity, and does it matter?

Paper: 0696, 18.11.2006

JEL: E52, F42

Geography or skills: What explains Fed watchers¿ forecast accuracy of US monetary policy?

Paper: 0695, 18.11.2006

JEL: E52, E58, G14

Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar

Paper: 0694, 18.11.2006

JEL: F02, F30, G11, G15

Evaluating China¿s integration in world trade with a gravity model based benchmark

Paper: 0693, 18.11.2006

JEL: C23, F14, F15

Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3

Paper: 0692, 18.11.2006

JEL: C11, C15, C32, E41

The yield curve as a predictor and emerging economies

Paper: 0691, 18.11.2006

JEL: C5, E44, F3

Optimal simple monetary policy rules and non-atomistic wage setters in a New-Keynesian framework

Paper: 0690, 31.10.2006

JEL: E24, E52

The effect of financial development on the investment cash flow relationship: cross-country evidence from Europe

Paper: 0689, 31.10.2006

JEL: E22, E44, G31, L10

Determinants of workers¿ remittances: evidence from the European Neighbouring Region

Paper: 0688, 31.10.2006

JEL: D13, D64, F22, F24, O15

Credit growth in Central and Eastern Europe: new (over)shooting stars?

Paper: 0687, 31.10.2006

JEL: C31, C33, E44, G21

Stale information, shocks and volatility

Paper: 0686, 31.10.2006

JEL: G14, G21

Home bias in global bond and equity markets: the role of real exchange rate volatility

Paper: 0685, 28.10.2006

JEL: F30, F31, G11, G15

Inflation dynamics and regime shifts (forthcoming)

Paper: 0684, 28.10.2006

Financial integration of new EU Member States

Paper: 0683, 28.10.2006

JEL: C32, F30, G12

Is reversion to PPP in euro exchange rates non-linear?

Paper: 0682, 13.10.2006

JEL: F31

Regional inflation dynamics within and across euro area countries and a comparison with the US

Paper: 0681, 13.10.2006

Comparing alternative predictors based on large-panel factor models

Paper: 0680, 13.10.2006

JEL: C31, C52, C53

Monetary policy in the media

Paper: 0679, 02.10.2006

JEL: E52, E58

The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks

Paper: 0678, 02.10.2006

JEL: C13, C21, F37, G11

What drives EU banks¿ stock returns? Bank-level evidence using the dynamic dividend-discount model

Paper: 0677, 02.10.2006

JEL: C33, G12, G21

The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models

Paper: 0676, 02.10.2006

JEL: E50

Expansionary fiscal consolidations in Europe: new evidence

Paper: 0675, 11.09.2006

JEL: C23, E21, E62

A quasi maximum likelihood approach for large approximate dynamic factor models

Paper: 0674, 11.09.2006

JEL: C32, C33, C51

Optimal monetary policy in the generalized Taylor economy

Paper: 0673, 05.09.2006

JEL: E32, E52, E58

Understanding inflation persistence: a comparison of different models

Paper: 0672, 05.09.2006

JEL: E17, E3

Business cycle synchronisation in East Asia

Paper: 0671, 29.08.2006

JEL: E30, F00

The importance of being mature: the effect of demographic maturation on global per-capita GDP

Paper: 0670, 25.08.2006

JEL: J13, J22, J24, O11, O40

Regular adjustment: theory and practice

Paper: 0669, 18.08.2006

JEL: D01, E31, E52, L11

Declining valuations and equilibrium bidding in central bank refinancing operations

Paper: 0668, 18.08.2006

JEL: D44, E52

The behaviour of the real exchange rate: evidence from regression quantiles

Paper: 0667, 18.08.2006

JEL: F31

Quantifying the impact of structural reforms

Paper: 0666, 18.08.2006

JEL: C61, E32

The euro as invoicing currency in international trade

Paper: 0665, 18.08.2006

JEL: F41, F42, L11

Fiscal convergence before entering the EMU

Paper: 0664, 27.07.2006

JEL: E61, E62, H30

Monetary conservatism and fiscal policy

Paper: 0663, 27.07.2006

JEL: E52, E62, E63

Cross-border bank contagion in Europe

Paper: 0662, 27.07.2006

JEL: F36, G15, G21

Fiscal policy in a monetary economy with capital and finite lifetime

Paper: 0661, 24.07.2006

JEL: E52, E58, E63

The Italian block of the ESCB multi-country model

Paper: 0660, 21.07.2006

JEL: C3, C5, E1, E2

Monetary policy rules in the pre-EMU era: Is there a common rule?

Paper: 0659, 21.07.2006

JEL: E58, F41

The response of firms¿ investment and financing to adverse cash flow shocks: the role of bank relationships

Paper: 0658, 21.07.2006

JEL: D92

The impact of ECB monetary policy decisions and communication on the yield curve

Paper: 0657, 21.07.2006

JEL: E43, E58

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