Central Bank Research Hub - Series: National Bank of Denmark (Danmarks Nationalbank) Working papers

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

Title Author(s)

Det danske finansielle system - en sammenligning med eurolandene

Paper: WP23/2005, 02.04.2009

E-Payment products and value-added services - moving towards an innovative European internal market

Paper: WP61/2009, 26.03.2009

Consumer Prices in Denmark 1502-2007

Paper: WP60/2009, 27.02.2009

JEL: C43, E31, N13, N14

The Topology of Danish Interbank Money Flows December 2008

Paper: WP59/2008, 16.12.2008

Reale effektive ligevægtsvalutakurser for Danmark

Paper: WP58/2008, 19.09.2008

Konjunkturcykler i Danmark og Europa

Paper: WP56/2008, 09.09.2008

Fiscal shocks and real rigidities

Paper: WP55/2008, 29.06.2008

An empirical analysis of factors driving the swap spread

Paper: WP54/2008, 29.06.2008

Labour market asymmetries in a monetary union

Paper: WP53/2008, 26.05.2008

JEL: E30, E52, F41

En forbrugsrelation for husholdningerne

Paper: WP51/2008, 08.04.2008

Are Labour Market Structures Endogenously Dependent on the Monetary Regime? - Empirical Evidence from Denmark 1875-2007

Paper: WP52/2008, 08.04.2008

JEL: E42, J50, N13, N14, N33, N34

Analysis of the pros and cons of introducing a central counterparty in the Danish securities market

Paper: WP49/2007, 20.12.2007

Rule-of-thumb consumers, productivity and hours

Paper: WP48/2007, 13.11.2007

JEL: E32

Financial Liberalisation and Credit Dynamics in Denmark in the Post-World War II Period.

Paper: WP47/2007, 08.10.2007

JEL: C82, E51, G21, N24

Real-Time Effects of Central Bank Interventions in the Euro Market

Paper: WP46/2007, 04.04.2007

JEL: D53, E58, F31, G15

Short-Term Exchange-Rate Effects of Capital Flows in a Small Open Economy With Pure Exhange-Rate Targeting

Paper: WP45/2007, 21.03.2007

JEL: E52, F31, F32

Seasonal adjustment of Danish financial time series using the X-12-ARIMA procedure

Paper: WP44/2006, 21.03.2007

Monetary Trends and Business Cycles in Denmark Since 1875

Paper: WP43/2006, 27.11.2006

JEL: C82, E3, G00, N23, N24

What drives financial markets? Real-time macroeconomic indicators

Paper: WP42/2006, 24.10.2006

Brug af kontanter i Danmark

Paper: WP41/2006, 11.10.2006

Risk and return in the bond markets - past developments and future prospects

Paper: WP40/2006, 23.06.2006

Price Setting Behaviour in Denmark. A Study of CPI Micro Data 1997-2005 June 2006

Paper: WP39/2006, 23.06.2006

Identifying monetary policy in a small open economy under fixed exchange rates

Paper: WP38/2006, 12.06.2006

JEL: C32, E52, F31

En opgørelse af boligformuen

Paper: WP37/2006, 10.05.2006

A risk index for euro-denominated assets

Paper: WP36/2006, 08.05.2006

Danmarks Nationalbank's operating costs and number of employees in an international comparison

Paper: WP35/2006, 06.04.2006

JEL: E58

An Input-Output Based Measure of Underlying Domestic Inflation in Denmark 1903-2002

Paper: WP34/2006, 14.03.2006

JEL: C67, C82, E31, E52, N13, N14

An alternative measure of core inflation

Paper: WP33/2005, 12.01.2006

JEL: C43, E31

Perspectives on bond lending and specialness

Paper: WP32/2005, 25.11.2005

The monetary-policy regime and the development in central macroeconomic variables in the OECD countries 1970-2003

Paper: WP31/2005, 04.11.2005

Estimates of the government budget balance since 1875

Paper: WP30/2005, 15.10.2005

JEL: E32, E62, N23, N24

Contagion Risk in the Danish Interbank Market

Paper: WP29/2005, 31.08.2005

Assessing the consequences of Basel II: Are there incentives for cherry-picking when banks pool data across countries?

Paper: WP27/2005, 21.06.2005

Testing the Assumptions of Credit-scoring Models

Paper: WP28/2005, 21.06.2005

A Comparative Analysis of the Determinants of Financial Distress in French, Italian and Spanish firms

Paper: WP26/2005, 18.05.2005

Samvariation i danske konjunkturcykler

Paper: WP25/2005, 10.05.2005

A historical perspective on interest rates in Denmark 1875-2003

Paper: WP24/2005, 14.02.2005

Offshore Outsourcing: Consequences and Challenges for America

Paper: WP22/2005, 10.01.2005

Chain indexing in a macro model - Aggregation and irreversibility

Paper: WP21/2004, 20.12.2004

Money Demand in Denmark 1980-2002

Paper: WP18/2004, 12.07.2004

Firms in Financial Distress: An Exploratory Analysis

Paper: WP17/2004, 12.07.2004

International transmission of transitory and persistent monetary shocks under imperfect information

Paper: WP15/2004, 17.05.2004

A Failure-Rate Model for the Danish Corporate Sector

Paper: WP16/2004, 05.05.2004

A chronology of Denmark's exchange-rate policy 1875-2003

Paper: WP12/2004, 03.05.2004

Nominal and real effective krone rate indices for Denmark 1875-2002

Paper: WP13/2004, 03.05.2004

JEL: F31, N23, N24

An empirical examination of the purchasing-power-parity hypothesis for Denmark 1875-2002

Paper: WP14/2004, 03.05.2004

Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002

Paper: WP11/2003, 13.04.2004

Does duration extension enhance excess returns?

Paper: WP10/2003, 08.04.2004

Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices.

Paper: WP09/2002, 08.04.2004

Systemic Risk in the Danish Interbank Netting System

Paper: WP08/2002, 08.04.2004

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