Central Bank Research Hub - Series: European Central Bank Working papers 2009

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Title Author(s)

What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?,

Paper: 1131, 18.12.2009

Monetary policy and potential output uncertainty: a quantitative assessment,

Paper: 1130, 18.12.2009

EMU and the adjustment to asymmetric shocks: the case of Italy,

Paper: 1128, 18.12.2009

Would the Bundesbank Have Prevented the Great Inflation in the United States?,

Paper: 1134, 11.12.2009

JEL: E32, E47, E52, E58

A quarterly fiscal database for the euro area based on intra-annual fiscal information,

Paper: 1132, 11.12.2009

JEL: C53, E6, H6

Fiscal policy shocks in the euro area and the US: an empirical assessment,

Paper: 1133, 11.12.2009

JEL: E62, H30

The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09,

Paper: 1127, 11.12.2009

JEL: G15, G21

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk,

Paper: 1126, 11.12.2009

JEL: D82, G01, G21

Leading indicators in a globalised world,

Paper: 1125, 09.12.2009

JEL: C53, E32, E37, F47

Monetary Policy Shocks and Portfolio Choice,

Paper: 1122, 09.12.2009

JEL: E52, F32, F4, G1

Exchange Rate Pass-through in Central and Eastern European Member States,

Paper: 1120, 08.12.2009

JEL: E31, F31

Monetary Policy and the Financing of Firms,

Paper: 1123, 08.12.2009

JEL: E20, E44, E52

Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area,

Paper: 1124, 07.12.2009

Does Finance Bolster Superstar Companies? Banks, Venture Capital, and Firm Size in Local U.S. Markets,

Paper: 1121, 04.12.2009

JEL: G24, J24, L11

Nonparametric Hybrid Phillips Curves Based on Subjective Expectations: Estimates for the Euro Area,

Paper: 1119, 02.12.2009

Explaining government revenue windfalls and shortfalls: an analysis for selected EU countries,

Paper: 1114, 02.12.2009

Discretionary Fiscal Policies over the Cycle: New Evidence based on the ESCB Disaggregated Approach

Paper: 1118, 25.11.2009

Putting the New Keynesian DSGE model to the real-time forecasting test

Paper: 1110, 25.11.2009

The role of financial variables in predicting economic activity

Paper: 1108, 24.11.2009

What Drives Personal Consumption? The Role of Housing and Financial Wealth

Paper: 1117, 17.11.2009

Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors

Paper: 1115, 17.11.2009

Risk spillover among hedge funds: The role of redemptions and fund failures

Paper: 1112, 17.11.2009

Volatility spillovers and contagion from mature to emerging stock markets

Paper: 1113, 13.11.2009

A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth

Paper: 1111, 12.11.2009

The Margins of Labour Cost Adjustment: Survey Evidence from European Firms

Paper: 1106, 12.11.2009

Downward Nominal and Real Wage Rigidity: Survey Evidence from European Firms

Paper: 1105, 12.11.2009

Sectorial Border Effects in the European Single Market: an Explanation through Industrial Concentration

Paper: 1116, 11.11.2009

What Triggers Prolonged Inflation Regimes? A Historical Analysis

Paper: 1109, 11.11.2009

Interbank lending, credit risk premia and collateral

Paper: 1107, 11.11.2009

Pass-through of external shocks along the pricing chain: A panel estimation approach for the euro area

Paper: 1104, 11.11.2009

Wage-setting behavior in France: additional evidence from an ad-hoc survey

Paper: 1102, 30.10.2009

JEL: D4, E3, L11

Fiscal variables and bond spreads: evidence from Eastern European countries and Turkey

Paper: 1101, 28.10.2009

JEL: C33, E43, E62, H62

Inter-industry Wage Differentials: How Much Does Rent Sharing Matter?

Paper: 1103, 21.10.2009

Gauging the effectiveness of quantitative forward guidance: evidence from three inflation targeters

Paper: 1098, 19.10.2009

JEL: E40, E43, E52

The determinants of bank capital structure

Paper: 1096, 19.10.2009

JEL: G21, G32

Weak and strong cross section dependence and estimation of large panels

Paper: 1100, 16.10.2009

JEL: C10, C31, C33

Monetary and fiscal policy aspects of indirect tax changes in a monetary union

Paper: 1097, 14.10.2009

JEL: E61, E63, F42

Public and private sector wages interactions in a general equilibrium model

Paper: 1099, 14.10.2009

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

Money talks

Paper: 1091, 13.10.2009

JEL: D80, E40, E52

The effects of monetary policy on unemployment dynamics under model uncertainty: evidence from the US and the euro area

Paper: 1089, 05.10.2009

JEL: C11, E24, E52, E58

Determinants of government bond spreads in new EU countries

Paper: 1093, 05.10.2009

JEL: E62, G12, H60

Memories of high inflation

Paper: 1095, 05.10.2009

JEL: D10, E31, E52

Signals from housing and lending booms

Paper: 1094, 05.10.2009

JEL: E32, F31, F37

Inflation and output volatility under asymmetric incomplete information

Paper: 1092, 05.10.2009

JEL: E32, E37, E52

New Keynesian versus old Keynesian government spending multipliers

Paper: 1090, 05.10.2009

JEL: C52, E62

Inflation perceptions and expectations in the euro area: the role of news

Paper: 1088, 05.10.2009

JEL: D12, D84, E31

Modelling global trade flows: results from a GVAR model

Paper: 1087, 05.10.2009

JEL: C33, F10, F17, F32

Euro area money demand: empirical evidence on the role of equity and labour markets

Paper: 1086, 05.10.2009

JEL: C32, E41, G11

An empirical study on the decoupling movements between corporate bond and CDS spreads

Paper: 1085, 05.10.2009

JEL: G12, G14, G15

EMU and European government bond market integration

Paper: 1079, 05.10.2009

JEL: E44, F36, G15

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