Central Bank Research Hub - Series: European Central Bank Working papers 2015

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Dating systemic financial stress episodes in the EU countries

Paper: 1873, 15.12.2015

JEL: C54, G01, G15

Fiscal rules, fiscal space and procyclical fiscal policy

Paper: 1872, 15.12.2015

JEL: E61, E62, H60

How do speed and security influence consumers' payment behavior?

Paper: 1871, 14.12.2015

JEL: D12, D14, E58

Regional dynamics of economic performance in the EU: To what extent spatial spillovers matter?

Paper: 1870, 14.12.2015

JEL: O17, O18, O31, R12

Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis

Paper: 1869, 25.11.2015

JEL: C32, E52, E58

To bi, or not to bi? Differences in spillover estimates from bilateral and multilateral multi-country models

Paper: 1868, 24.11.2015

JEL: C33, F44

A note on implementing the Durbin and Koopman simulation smoother

Paper: 1867, 16.11.2015

JEL: C15, C3

Interconnectedness of the banking sector as a vulnerability to crises

Paper: 1866, 16.11.2015

JEL: F36, G20

Inflation forecasts: Are market-based and survey-based measures informative?

Paper: 1865, 06.11.2015

JEL: E31, E37, G13

Asset purchase programmes and financial markets: lessons from the euro area

Paper: 1864, 05.11.2015

JEL: E43, E44, E52, E58, E65, G14

Fiscal multipliers during consolidation: evidence from the European Union

Paper: 1863, 28.10.2015

JEL: C33, E62

Worker flows in the European Union during the Great Recession

Paper: 1862, 27.10.2015

JEL: C25, E24, J6

Loan supply, credit markets and the euro area financial crisis

Paper: 1861, 27.10.2015

JEL: C32, E44, E51

What drives forbearance - evidence from the ECB Comprehensive Assessment

Paper: 1860, 21.10.2015

JEL: G21, G28

Corporate investment and bank-dependent borrowers during the recent financial crisis

Paper: 1859, 21.10.2015

JEL: E22, E44, G01

Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds

Paper: 1858, 09.10.2015

JEL: C22, H20, H60, H63

International spillovers in inflation expectations

Paper: 1857, 08.10.2015

JEL: C11, C52, E31

Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy

Paper: 1856, 08.10.2015

JEL: C32, E62, H30, H50

Quantitative effects of the shale oil revolution

Paper: 1855, 25.09.2015

JEL: E17, Q41, Q47

Determinants of global spillovers from US monetary policy

Paper: 1854, 25.09.2015

JEL: C3, E5, F4

Price level changes and the redistribution of nominal wealth across the euro area

Paper: 1853, 24.09.2015

JEL: D14, D31, E31

Financial literacy and savings account returns

Paper: 1852, 24.09.2015

JEL: D12, E21, G11, G21

A rotated Dynamic Nelson-Siegel model with macro-financial applications

Paper: 1851, 23.09.2015

JEL: C5, E4, G1

Jagged cliffs and stumbling blocks: interest rate pass-through fragmentation during the Euro area crisis

Paper: 1850, 18.09.2015

JEL: E43, E52, E58, G01, G20

Domestic and multilateral effects of capital controls in emerging markets

Paper: 1844, 25.08.2015

JEL: F32, F41, F42

Debt overhang and deleveraging in the US household sector: gauging the impact on consumption

Paper: 1843, 24.08.2015

JEL: C13, C23, C52, D12, H31

The real effects of credit constraints: evidence from discouraged borrowers in the euro area

Paper: 1842, 24.08.2015

JEL: G01, G10, G30, G32

Inattention to rare events

Paper: 1841, 21.08.2015

JEL: D83, E58, E60

The great collapse in value added trade

Paper: 1833, 15.07.2015

JEL: C67, F1, F2, R15

Long-lasting consequences of the European crisis

Paper: 1832, 15.07.2015

JEL: E20, E43, E52, E66

Credit ratings and cross-border bond market spillovers.

Paper: 1831, 14.07.2015

JEL: F36, G15

Optimal capital requirements over the business and financial cycles

Paper: 1830, 14.07.2015

JEL: E44, G01, G21, G28

Creditor protection, judicial enforcement and credit access

Paper: 1829, 13.07.2015

JEL: G21, G28, K41

Network linkages to predict bank distress

Paper: 1828, 13.07.2015

JEL: D85, G21, G33

Virtual proximity and audiovisual services trade.

Paper: 1826, 09.07.2015

JEL: F12, F15, Z10

Uncertainty shocks, banking frictions and economic activity

Paper: 1825, 08.07.2015

JEL: E32, E52

Shoe-leather costs in the euro area and the foreign demand for euro banknotes

Paper: 1824, 08.07.2015

JEL: C22, E41

Financial constraints and productivity: evidence from euro area companies

Paper: 1823, 07.07.2015

JEL: D24, G32, O16

Gender bias and credit access

Paper: 1822, 07.07.2015

JEL: G21, J16, N32, Z13

Financing constraints, employment, and labor compensation: evidence from the subprime mortgage crisis

Paper: 1821, 28.06.2015

JEL: D92, G01, G21, J23, J31

Sovereign stress, unconventional monetary policy, and SME access to finance

Paper: 1820, 28.06.2015

JEL: D22, E58, G21, H63

Euro area business cycles in turbulent times: convergence or decoupling?

Paper: 1819, 28.06.2015

JEL: C51, E32, O52

An alternative view of exchange market pressure episodes in emerging Europe: an analysis using Extreme Value Theory (EVT)

Paper: 1818, 28.06.2015

JEL: C10, E44, F32, F37, G01

Wealth effects on consumption across the wealth distribution: empirical evidence

Paper: 1817, 28.06.2015

JEL: C21, D12, E21

Spillovers and euroscepticism

Paper: 1815, 19.06.2015

JEL: D72, E02, F15, H63, J64

VAR for VaR: measuring tail dependence using multivariate regression quantiles

Paper: 1814, 18.06.2015

JEL: C13, C14, C32

A new identification of fiscal shocks based on the information flow

Paper: 1813, 18.06.2015

JEL: C32, E32, E62

The relationship between structural and cyclical features of the EU financial sector

Paper: 1812, 17.06.2015

JEL: E44, E61, G18, G21, G28

Capturing the financial cycle in Europe

Paper: 1811, 17.06.2015

JEL: E30, E44, E61

Banking and currency crises: differential diagnostics for developed countries

Paper: 1810, 16.06.2015

JEL: C14, E44, F37, F47, G01

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