Central Bank Research Hub - Series: European Central Bank Working papers 2008

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Title Author(s)

The interday and intraday patterns of the overnight market: evidence from an electronic platform

Paper: 0988, 23.12.2008

JEL: C22, C32, E43, E58

What explains the spread between the euro overnight rate and the ECB's policy rate?

Paper: 0983, 23.12.2008

JEL: C22, E43, E52

Probability of informed trading on the euro overnight market rate: an update

Paper: 0987, 23.12.2008

JEL: E52, G14

The daily and policy-relevant liquidity effects

Paper: 0984, 23.12.2008

JEL: E40, E52

Modelling short-term interest rate spreads in the euro money market

Paper: 0982, 23.12.2008

JEL: C32, E43, E50, E58, G15

Why the effective price for money exceeds the policy rate in the ECB tenders?

Paper: 0981, 23.12.2008

JEL: D44, E58

Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan

Paper: 0980, 23.12.2008

JEL: E43, E52, G12

Futures contract rates as monetary policy forecasts

Paper: 0979, 23.12.2008

JEL: E43, E44, E52

Measuring monetary policy expectations from financial market instruments

Paper: 0978, 23.12.2008

JEL: E43, E44, E52

Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

Paper: 0977, 23.12.2008

JEL: E40, E52

The term structure of interest rates across frequencies

Paper: 0976, 23.12.2008

JEL: C22, E43

Early estimates of euro area real GDP growth: a bottom up approach from the production side

Paper: 0975, 10.12.2008

Do China and oil exporters influence major currency configurations?

Paper: 0973, 04.12.2008

JEL: E58, F30, F31, F36, G15

Responses to monetary policy shocks in the east and the west of Europe: a comparison

Paper: 0970, 04.12.2008

JEL: C11, C32, C33, E40, E52

Institutional features of wage bargaining in 23 European countries, the US and Japan

Paper: 0974, 02.12.2008

JEL: J31, J38, J51, J58

Monetary policy and housing prices in an estimated DSGE for the US and the euro area

Paper: 0972, 27.11.2008

JEL: E4, E5, F4

Interactions between private and public sector wages

Paper: 0971, 27.11.2008

JEL: E24, E62, H50

Comparing and evaluating Bayesian predictive distributions of assets returns

Paper: 0969, 27.11.2008

JEL: C11, C53

What drives U.S. current account fluctuations?

Paper: 0959, 27.11.2008

JEL: E0, F32, F4

A value at risk analysis of cedit default swaps

Paper: 0968, 17.11.2008

JEL: E43, G12, G13

Central Bank misperceptions and the role of money in interest rate rules.

Paper: 0967, 17.11.2008

JEL: E32, E41, E43, E52, E58

Large Bayesian VARs

Paper: 0966, 15.11.2008

JEL: C11, C13, C33, C53

IMF lending and geopolitics

Paper: 0965, 15.11.2008

JEL: F33, H77, O19

Do firms provide wage insurance against shocks? Evidence from Hungary

Paper: 0964, 14.11.2008

JEL: C33, D21, J33, J41

Public and private sector wages: co-movement and causality

Paper: 0963, 14.11.2008

JEL: C32, E62, E63, H50, J30, J51, J52

Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations

Paper: 0962, 14.11.2008

JEL: E4, E5, F4

Budgetary and external imbalances relationship: a panel data diagnostic

Paper: 0961, 14.11.2008

JEL: C23, E62, F32, H62

On implications of micro price data for macro models

Paper: 0960, 14.11.2008

JEL: E3, E5

Oil exporters: in search of an external anchor

Paper: 0958, 14.11.2008

JEL: C30, C51, C61, F31, O24

Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR

Paper: 0957, 14.11.2008

JEL: C13, C32

The political economy under monetary union: has the euro made a difference?

Paper: 0956, 07.11.2008

JEL: F31, F33, G14

Monetary policy and stock market boom-bust cycles

Paper: 0955, 31.10.2008

Fiscal policy responsiveness, persistence and discretion

Paper: 0954, 29.10.2008

JEL: E62, H50

Estimating and forecasting the euro area monthly national accounts from a dynamic factor model

Paper: 0953, 29.10.2008

JEL: C53, E37

Is forecasting with large models informative? Assessing the role of judgement in macro-economic forecasts

Paper: 0950, 29.10.2008

JEL: C52, E30, E32, E37

Short-term forecasts of euro area GDP growth

Paper: 0949, 29.10.2008

JEL: C33, C53, E52

How successful is the G7 in managing exchange rates?

Paper: 0952, 16.10.2008

JEL: F31, F33, F50

Exchange rate pass-through in the global economy: the role of emerging market economies

Paper: 0951, 16.10.2008

JEL: F10, F30, F41

Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm

Paper: 0948, 15.10.2008

JEL: C19, C49, G19

Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity

Paper: 0947, 15.10.2008

JEL: F31, F36, G14, G15, G32

Macroeconomic adjustment to monetary union

Paper: 0946, 13.10.2008

JEL: E21, F32, F36

Wage and price dynamics in Portugal

Paper: 0945, 13.10.2008

JEL: C32, C51, E31, J30

The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis

Paper: 0944, 13.10.2008

JEL: C11, C32, E32, E37

Channels of international risk-sharing: capital gains versus income flows

Paper: 0938, 13.10.2008

JEL: F21, F30, F36

Sparse and stable Markowitz portfolios

Paper: 0936, 13.10.2008

JEL: C00, G11

How does competition affect efficiency and soundness in banking? New empirical evidence

Paper: 0932, 10.10.2008

JEL: G21, G28, L11

International stock return comovements

Paper: 0931, 02.10.2008

Sticky information Phillips curves: European evidence

Paper: 0930, 24.09.2008

JEL: D84, E31

The impact of financial position on investment: an anlysis for non-financial corporations in the euro area.

Paper: 0943, 22.09.2008

JEL: C33, E22, G32, J23

An application of index numbers theory to interest rates

Paper: 0939, 22.09.2008

JEL: C43, E43

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