Central Bank Research Hub - Series: Netherlands Bank DNB Working Papers 2017

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

Title Author(s)

How expensive should CO2 be? Fuel for the debate on optimal climate policy

Paper: 579, 11.12.2017

JEL: H20, O44, Q38, Q54

The power of percentage: Quantitative framing of pension income

Paper: 578, 11.12.2017

JEL: C5, C9, D12, G11

Bank-based versus market-based financing: implications for systemic risk

Paper: 577, 11.12.2017

JEL: E44, G10, G21, O16

Entropy-based implied moments

Paper: 581, 01.12.2017

JEL: C14, G13, G17

Mortgage arrears, regulation and institutions: Cross-country evidence

Paper: 580, 01.12.2017

JEL: C25, D14, E32, G15

Collective bargaining through the magnifying glass: A comparison between the Netherlands and Portugal

Paper: 576, 22.11.2017

JEL: J5, P52

Assessing the effective stance of monetary policy: A factor-based approach

Paper: 575, 09.11.2017

JEL: E43, E52

Evaluating the environmental impact of debit card payments

Paper: 574, 20.10.2017

JEL: E42, Q50

Modeling the business and financial cycle in a multivariate structural time series model

Paper: 573, 01.10.2017

JEL: C32, E32, G01

Contingent convertibles: Can the market handle them?

Paper: 572, 01.09.2017

JEL: G01, G21, G32

Using debit card payments data for nowcasting Dutch household consumption

Paper: 571, 01.09.2017

JEL: C53, E27

US monetary regimes and optimal monetary policy in the Euro Area

Paper: 570, 01.09.2017

JEL: C3, E52, F3, F41, F42

Herding behaviour of Dutch pension funds in sovereign bond investments

Paper: 569, 01.09.2017

JEL: G11, G15, G18, G23

Applying complexity theory to interest rates: Evidence of critical transitions in the euro area

Paper: 567, 01.09.2017

JEL: E43, E52, E58

Contingent convertibles: Can the market handle them?

Paper: 572, 01.09.2017

JEL: G01, G21, G32

Central bank swap lines and CIP deviations

Paper: 566, 01.08.2017

JEL: E52, E58, F31

The effects of fiscal policy at the effective lower bound

Paper: 565, 01.07.2017

JEL: E6, E62, E65

Payments data: do consumers want to keep them in a safe or turn them into gold?

Paper: 563, 01.07.2017

JEL: D12, D14

Is fiscal policy in the euro area Ricardian?

Paper: 562, 01.07.2017

JEL: E63, H62, H63

Does it pay to pay performance fees? Empirical evidence from Dutch pension funds

Paper: 561, 01.07.2017

JEL: G11, G12, G23

Bank profitability and risk-taking under low interest rates

Paper: 560, 01.07.2017

JEL: G21

The shift in bank credit allocation: new data and new findings

Paper: 559, 01.06.2017

JEL: E44, E51, G21

Cyclical patterns in risk indicators based on financial market infrastructure transaction data

Paper: 558, 01.06.2017

JEL: E42, E50, E58, E59

Risk indicators for financial market infrastructure: from high frequency transaction data to a traffic light signal

Paper: 557, 01.06.2017

JEL: E42, E50, E58, E59

Home biased expectations and macroeconomic imbalances in a monetary union

Paper: 556, 01.05.2017

JEL: E03, F44, F45

Pension fund's illiquid assets allocation under liquidity and capital constraints

Paper: 555, 01.04.2017

JEL: G11, G23

Pension funds carbon footprint and investment trade-offs

Paper: 554, 01.04.2017

JEL: G11, G23, H55, Q54, Q56

SenSR: A sentiment-based systemic risk indicator

Paper: 553, 01.04.2017

JEL: C58, G01, G17, G18

To stay or go? Consumer bank switching behaviour after government interventions

Paper: 550, 16.03.2017

JEL: D14, G21, G28

X-efficiency and economies of scale in pension fund administration and investment

Paper: 547, 16.03.2017

JEL: G23, L1

News consumption, political preferences, and accurate views on inflation

Paper: 549, 15.03.2017

JEL: D12, D83, D84, E31, E58

Quantitative easing and exuberance in government bond markets: Evidence from the ECB's expanded asset purchase program

Paper: 548, 15.03.2017

JEL: E52, G12, G15

Bank switching and deposit rates: Evidence for crisis and non-crisis years

Paper: 552, 01.03.2017

JEL: G21

Asymmetric consumption effects of transitory income shocks

Paper: 551, 01.03.2017

JEL: D12, D14, E21

Follow the money: Does the financial sector intermediate natural resource windfalls?

Paper: 545, 27.02.2017

Survey shortcuts? Evidence from a payment diary survey

Paper: 546, 23.02.2017

Fundamental uncertainty and unconventional monetary policy: an info-gap approach

Paper: 544, 23.02.2017

Contingent convertible bonds: Who invests in European CoCos?

Paper: 543, 01.02.2017

JEL: G11, G21, G23

Public capital in the 21st century: As productive as ever?

Paper: 542, 19.01.2017

JEL: E22, E62, H54

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