Central Bank Research Hub - Series: European Central Bank Working papers 2007

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Title Author(s)

Information combination and forecast (st)ability vidence from vintages of time-series data

Paper: 0846, 20.12.2007

JEL: C32, C33, C53

Run-prone banking and asset markets

Paper: 0845, 20.12.2007

Business cycle synchronization and insurance mechanisms in the EU

Paper: 0844, 20.12.2007

JEL: E32, E42, F41, F42

Saving behaviour and global imbalances: the role of emerging market economies

Paper: 0842, 20.12.2007

Should we take inside money seriously?

Paper: 0841, 17.12.2007

JEL: E43

Downward wage rigidity for different workers and firms: an evaluation for Belgium using the IWFP procedure

Paper: 0840, 17.12.2007

JEL: J31

Are there oil currencies? The real exchange rate of oil exporting countries

Paper: 0839, 17.12.2007

JEL: C22, F31

Securitisation and the bank lending channel

Paper: 0838, 17.12.2007

JEL: E44

Monetary policy and core inflation

Paper: 0837, 17.12.2007

JEL: E43, E52, E58

Reporting biases and survey results: evidence from European professional forecasters

Paper: 0836, 17.12.2007

JEL: E31, E47

US shocks and global exchange rate configurations

Paper: 0835, 01.12.2007

International frictions and optimal monetary policy cooperation: analytical solutions

Paper: 0834, 01.12.2007

JEL: E5, F4

Explaining and forecasting euro area exports: which competitiveness indicator performs best?

Paper: 0833, 01.12.2007

JEL: F17, F31, F41

The yield curve and macroeconomic dynamics

Paper: 0832, 01.12.2007

Hierarchical Markov normal mixture models with applications to financial asset returns

Paper: 0831, 01.12.2007

JEL: C11, C14, C53, G12

The term structure of euro area break-even inflation rates: the impact of seasonality

Paper: 0830, 01.12.2007

JEL: E31, E43, G12

Modelling inflation in China - a regional perspective

Paper: 0829, 01.12.2007

JEL: C22, E31

Potential output growth in several industrialised countries: a comparison

Paper: 0828, 01.12.2007

JEL: C51, E32, O11, O47

How is real convergence driving nominal convergence in the new EU Member States?

Paper: 0827, 01.12.2007

JEL: E31, O52

Risk sharing, finance and institutions in international portfolios

Paper: 0826, 29.10.2007

What can probability forecasts tell us about inflation risks?

Paper: 0825, 29.10.2007

Evolving U.S. monetary policy and the decline of inflation predictability

Paper: 0824, 25.10.2007

JEL: E37, E52, E58

Modelling Ireland¿s exchange rates: from EMS to EMU

Paper: 0823, 24.10.2007

Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries

Paper: 0822, 24.10.2007

JEL: C22, C51, F14, F31

Social value of public information: testing the limits to transparency

Paper: 0821, 24.10.2007

JEL: D82, E52, E58

What do we really know about fiscal sustainability in the EU? A panel data diagnostic

Paper: 0820, 24.10.2007

JEL: C23, E62, H62, H63

Proximity and linkages among coalition participants: a new voting power measure applied to the International Monetary Fund

Paper: 0819, 24.10.2007

JEL: C71, F33

Is time ripe for price level path stability?

Paper: 0818, 24.10.2007

JEL: D83, E52

Convergence and anchoring of yield curves in the euro area

Paper: 0817, 18.10.2007

JEL: E52, E58

Choice of currency in bond issuance and the international role of currencies

Paper: 0814, 02.10.2007

JEL: C25, E44, F23, G32

Inflation persistence: euro area and new EU Member States

Paper: 0810, 01.10.2007

The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US

Paper: 0816, 01.10.2007

JEL: C11, C32, E32, E44

Do international portfolio investors follow firms¿ foreign investment decisions?

Paper: 0815, 01.10.2007

JEL: F21, F23, G11, G15

The role of the exchange rate for adjustment in Boom and Bust episodes.

Paper: 0813, 27.09.2007

JEL: E32, E63, E65

The uncovered return parity condition.

Paper: 0812, 27.09.2007

JEL: C32, F30, F31, G12

Instability and nonlinearity in the Euro area Phillips curve

Paper: 0811, 26.09.2007

JEL: E52, E58

Is the new Keynesian Phillips Curve flat?

Paper: 0809, 21.09.2007

JEL: C22, E31, E32

Model misspecification, the equilibrium natural interest rate and the equity premium

Paper: 0808, 21.09.2007

Cross-border lending contagion in multinational banks

Paper: 0807, 21.09.2007

JEL: F37, G21, G28, G31

Growth accounting for the euro area: a structural approach

Paper: 0804, 06.09.2007

JEL: C32, C51, E32, O47

Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities

Paper: 0801, 01.09.2007

JEL: E43, F31, F41

The transmission of US cyclical developments to the rest of the world

Paper: 0798, 22.08.2007

JEL: E32, E37, F41

The pricing of risk in European credit and corporate bond markets

Paper: 0805, 22.08.2007

State-dependency and firm-level optimization: a contribution to Calvo price staggering

Paper: 0806, 21.08.2007

Optimal monetary policy in an estimated DSGE for the euro area

Paper: 0803, 21.08.2007

Investigating time-variation in the marginal predictive power of the yield spread

Paper: 0802, 21.08.2007

Joint estimation of the natural rate of interest, the natural rate of unemployment, expected inflation, and potential output

Paper: 0797, 21.08.2007

The impact of exchange rate shocks on sectoral activity and prices in the euro area

Paper: 0796, 21.08.2007

Assessing the impact of a change in the composition of public spending: a DSGE approach

Paper: 0795, 21.08.2007

Is the corporate bond market forward looking?

Paper: 0800, 17.08.2007

JEL: G12, G13

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