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

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

Title Author(s)

Determinants of FDI inflows in advanced economies: Does the quality of economic structures matter?

Paper: 2066, 19.05.2017

JEL: F21, F23, L51, O43

The importance of being special: repo markets during the crisis

Paper: 2065, 19.05.2017

JEL: E43, E51, G01, G12, G23

Sectoral interlinkages in global value chains: spillovers and network effects

Paper: 2064, 17.05.2017

JEL: E30, E32, F44, F62

Does employment protection legislation affect credit access? Evidence from Europe

Paper: 2063, 17.05.2017

JEL: D22, G21, G32, J41

The great Irish (de)leveraging 2005-14

Paper: 2062, 16.05.2017

JEL: D21, D31, E21

Capital requirements, risk shifting and the mortgage market

Paper: 2061, 15.05.2017

JEL: G21, G28

Reading the Footprints: how foreign investors shape countries' participation in global value chains

Paper: 2060, 12.05.2017

JEL: F14, F15, F21, L22

Does marketing widen borders? Cross-country price dispersion in the European car market

Paper: 2059, 12.05.2017

JEL: D22, F15, F31, L11, L62

On the sources of business cycles: implications for DSGE models

Paper: 2058, 10.05.2017

JEL: A10, E32, E50

How to predict financial stress? An assessment of Markov switching models

Paper: 2057, 08.05.2017

JEL: C54, G01, G15

Bid-to-cover and yield changes around public debt auctions in the euro area

Paper: 2056, 08.05.2017

JEL: G11, G12, G14, G18

Spillovers among sovereign debt markets: identification by absolute magnitude restrictions

Paper: 2055, 05.05.2017

JEL: C3, G2

Do stress tests matter? Evidence from the 2014 and 2016 stress tests

Paper: 2054, 05.05.2017

JEL: G14, G18, G21

Learning from prices: amplification and business fluctuations

Paper: 2053, 04.05.2017

JEL: D82, D83, E3

Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment

Paper: 2052, 04.05.2017

JEL: E52, E58

Wage bargaining regimes and firms' adjustments to the Great Recession

Paper: 2051, 03.05.2017

JEL: D22, D61, J30, J50

If the Fed sneezes, who catches a cold?

Paper: 2050, 02.05.2017

JEL: F32, F40

Internal devaluation in currency unions: the role of trade costs and taxes

Paper: 2049, 28.04.2017

JEL: F32, F33, F41, F45

Firm growth in Europe: an overview based on the CompNet labour module

Paper: 2048, 21.04.2017

JEL: J23, L11, L25

Necessity as the mother of invention: monetary policy after the crisis

Paper: 2047, 19.04.2017

JEL: E52, E58

Home sweet home: the home bias in trade in the European Union

Paper: 2046, 18.04.2017

JEL: F02, F14, F15

ECB-Global: introducing ECB's global macroeconomic model for spillover analysis

Paper: 2045, 18.04.2017

JEL: C51, E30, E50

Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies

Paper: 2044, 12.04.2017

JEL: F16, F3, F4, G1

Did the crisis permanently scar the Portuguese labour market? Evidence from a Markov-switching Beveridge curve analysis

Paper: 2043, 03.04.2017

JEL: C23, C24, J63, J64, J65

Threshold effects of financial stress on monetary policy rules: a panel data analysis

Paper: 2042, 03.04.2017

JEL: C23, C24, E31, E44, E52, E58

How does risk flow in the credit default swap market?

Paper: 2041, 29.03.2017

JEL: G10, G15

Fiscal spillovers in the euro area a model-based analysis

Paper: 2040, 29.03.2017

JEL: E32, E42, F42, F45

Macroeconomic effects of secondary market trading

Paper: 2039, 17.03.2017

JEL: E32, E44, G01

Stagnation traps

Paper: 2038, 15.03.2017

JEL: E32, E43, E52, O42

The time dimension of the links between loss given default and the macroeconomy

Paper: 2037, 15.03.2017

JEL: C02, G13, G33

Fiscal reaction function and fiscal fatigue: evidence for the euro area

Paper: 2036, 14.03.2017

JEL: C33, E62, F41, H60

Safe assets: a review

Paper: 2035, 14.03.2017

JEL: E41, E42, E44, G21

The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps

Paper: 2034, 13.03.2017

JEL: C32, E32, F32

The inflation risk premium in the post-Lehman period

Paper: 2033, 13.03.2017

JEL: E44, G17

Government guarantees and financial stability

Paper: 2032, 28.02.2017

JEL: G21, G28

How robust is the result that the cost of "leaning against the wind" exceeds the benefit?

Paper: 2031, 28.02.2017

JEL: E52, E58, G01

Financial transaction taxes, market composition, and liquidity

Paper: 2030, 28.02.2017

Macro stress testing euro area banks' fees and commissions

Paper: 2029, 27.02.2017

JEL: G01, G17, G21

A stochastic forward-looking model to assess the profitability and solvency of European insurers

Paper: 2028, 27.02.2017

JEL: G20, G22, G23

Economic crises and the eligiblity for the lender of last resort: evidence from 19th century France

Paper: 2027, 24.02.2017

JEL: E44, E51, E58, G28, N14, N54

A panel VAR analysis of macro-financial imbalances in the EU

Paper: 2026, 24.02.2017

JEL: C33, F31, F32

Optimizing policymakers' loss functions in crisis prediction: before, within or after?

Paper: 2025, 23.02.2017

JEL: C35, C53, G01

Global inflation: the role of food, housing and energy prices

Paper: 2024, 23.02.2017

JEL: E31, E52, F42

Starting from a blank page? Semantic similarity in central bank communication and market volatility

Paper: 2023, 22.02.2017

JEL: E43, E52, E58

The role of counterparty risk and asymmetric information in the interbank market

Paper: 2022, 22.02.2017

JEL: C23, C24, G21, G28

The effect of public investment in Europe: a model-based assessment

Paper: 2021, 21.02.2017

JEL: C30, E32, E62

High frequency trading and fragility

Paper: 2020, 10.02.2017

JEL: G10, G12, G14

The impact of constrained monetary policy on fiscal multipliers on output and inflation

Paper: 2019, 10.02.2017

JEL: E31, E43, E52, E62, E63

Exchange rate prediction redux: new models, new data, new currencies

Paper: 2018, 10.02.2017

JEL: F31, F47

Inside asset purchase programs: the effects of unconventional policy on banking competition

Paper: 2017, 10.02.2017

JEL: C30, C78, G21, G28, L51

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