The impact of high and growing government debt on economic growth: an empirical investigation for the euro area, (JEL E43, E62, H63, O40) | by Cristina Checherita, Philipp Rother | 1237 (23 Aug 2010) | Full text |
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Is the new keynesian IS curve structural?, (JEL E21, E44, E52) | by Livio Stracca | 1236 (23 Aug 2010) | Full text |
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A note on identification patterns in DSGE models, | by Michal Andrle | 1235 (23 Aug 2010) | Full text |
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Imposing parsimony in cross-country growth regressions, (JEL C20, C52, O40, O47) | by Marek Jarocinski | 1234 (23 Aug 2010) | Full text |
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Bank heterogeneity and monetary policy transmission, (JEL C14, E44, E52, G21) | by Sophocles N. Brissimis, Manthos D. Delis | 1233 (16 Aug 2010) | Full text |
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The impact of monetary policy shocks on commodity prices, (JEL C32, E31, E40) | by Alessio Anzuini, Marco J. Lombardi, Patrizio Pagano | 1232 (05 Aug 2010) | Full text |
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Real convergence and its illusions, (JEL D58, E32, F41) | by Marcin Kolasa | 1231 (02 Aug 2010) | Full text |
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Time variation in U.S. wage dynamics, (JEL C32, E24, E31, E42, E52) | by Boris Hofmann, Gert Peersman, Roland Straub | 1230 (22 Jul 2010) | Full text |
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Inflation and inflation uncertainty in the euro area, (JEL C22, E31, E52) | by Guglielmo Maria Caporale, Paolo Paesani, Luca Onorante | 1229 (22 Jul 2010) | Full text |
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Trusting the bankers: a new look at the credit channel of monetary policy, (JEL E32, E44, E5, G01, G21) | by Matteo Ciccarelli, Angela Maddaloni, José-Luis Peydró | 1228 (22 Jul 2010) | Full text |
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Exports and sectoral financial dependence: evidence on French firms during the great global crisis, (JEL F02, F10, G01) | by Jean-Charles Bricongne, Lionel Fontagné, Guillaume Gaulier, Daria Taglioni, Vincent Vicard | 1227 (21 Jul 2010) | Full text |
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Chronicle of currency collapses: re-examining the effects on output, (JEL E32, F31, F41, F43) | by Matthieu Bussière, Sweta C. Saxena, Camilo E. Tovar | 1226 (16 Jul 2010) | Full text |
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Price and wage formation in Portugal, | by Carlos Robalo Marques, Fernando Martins, Pedro Portugal | 1225 (16 Jul 2010) | Full text |
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Wages, labor or prices: how do firms react to shocks?, | by Emmanuel Dhyne, Martine Druant | 1224 (16 Jul 2010) | Full text |
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The dark side of bank wholesale funding, (JEL G21, G28, G33) | by Rocco Huang, Lev Ratnovski | 1223 (16 Jul 2010) | Full text |
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Monetary policy and capital regulation in the US and Europe, (JEL E52, E58, G18, G28) | by Ethan Cohen-Cole, Jonathan Morse | 1222 (16 Jul 2010) | Full text |
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Financial regulation, financial globalization and the synchronization of economic activity, (JEL E32, F15, F36, G21, G28, O16) | by Sebnem Kalemli-Ozcan, Elias Papaioannou, José-Luis Peydró | 1221 (16 Jul 2010) | Full text |
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The gains from early intervention in Europe: Fiscal surveillance and fiscal planning using cash data, (JEL E62, H50, H68) | by Andrew Hughes Hallett, Moritz Kuhn, Thomas Warmedinger | 1220 (16 Jul 2010) | Full text |
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Transmission of government spending shocks in the euro area: Time variation and driving forces, (JEL C32, E62, H30, H50) | by Markus Kirchner, Jacopo Cimadomo, Sebastian Hauptmeier | 1219 (16 Jul 2010) | Full text |
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Sectoral money demand and the great disinflation in the US, (JEL E31, E41) | by Alessandro Calza, Andrea Zaghini | 1218 (25 Jun 2010) | Full text |
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Fiscal policy and growth: do financial crises make a difference?, (JEL C23, E44, E62, F43, H50) | by Christina Kolerus, Hans Peter Grüner, António Afonso | 1217 (25 Jun 2010) | Full text |
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What lies beneath the euo's effect on financial integration? Currency risk, legal harmonization, or trade?, (JEL F1, F3, G2, K0) | by Sebnem Kalemli-Ozcan, Elias Papaioannou, José-Luis Peydró | 1216 (25 Jun 2010) | Full text |
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Formal education, mismatch and wages after transition: Assessing the impact of unobserved heterogeneity using matching estimators, (JEL J0) | by Ana Lamo, Julián Messina | 1215 (25 Jun 2010) | Full text |
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Detecting and interpreting financial stress in the euro area, (JEL E44, E50, G10) | by Marianna Blix Grimaldi | 1214 (25 Jun 2010) | Full text |
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The incidence of nominal and real wage rigidity: an individual-based sectoral approach, (JEL J31) | by Julián Messina, Mario Izquierdo, Philip Du Caju, Cláudia Filipa Duarte, Niels Lynggård Hansen | 1213 (25 Jun 2010) | Full text |
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Multimarket trading and the cost of debt: evidence from global bonds, (JEL F36, G12, G15, G32) | by Lubomir Petrasek | 1212 (10 Jun 2010) | Full text |
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Efficiency and risk in european banking, (JEL C23, D24, E44, G21) | by Franco Fiordelisi, David Marqués-Ibáñez, Phil Molyneux | 1211 (10 Jun 2010) | Full text |
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Towards a robust monetary policy rule for the euro area, (JEL C50, E52, E58) | by Tobias Blattner, Emil Margaritov | 1210 (10 Jun 2010) | Full text |
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Epstein-Zin preferences and their use in macro-finance models: implications for optimal monetary policy, (JEL E44, E52, E61, G12) | by Matthieu Darracq Pariès, Alexis Loublier | 1209 (10 Jun 2010) | Full text |
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Reverse causality in global current accounts, (JEL F31, F32) | by Gunther Schnabl, Stephan Freitag | 1208 (10 Jun 2010) | Full text |
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Money growth and inflation: a regime switching approach, (JEL C11, C53, E31) | by Gianni Amisano, Gabriel Fagan | 1207 (10 Jun 2010) | Full text |
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Relative house price dynamics across euro area and US cities: convergence or divergence?, (JEL E31, R21, R31) | by Paul Hiebert, Moreno Roma | 1206 (08 Jun 2010) | Full text |
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Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?, (JEL C14, C15, G12) | by Ken Nyholm, Rositsa Vidova-Koleva | 1205 (08 Jun 2010) | Full text |
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Banking sector output measurement in the euro area - a modified approach, (JEL E01, E44, O47) | by Antonio Colangelo, Robert Inklaar | 1204 (04 Jun 2010) | Full text |
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Cross-border banking and the international transmission of financial distress during the crisis of 2007-2008, (JEL E44, E51, F34, G21) | by Alexander Popov, Gregory F. Udell | 1203 (04 Jun 2010) | Full text |
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Involuntary unemployment and the business cycle, (JEL E2, E3, E5, J2, J6) | by Lawrence Christiano, Mathias Trabandt, Karl Walentin | 1202 (04 Jun 2010) | Full text |
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Growth strategies and value creation: what works best for stock exchanges?, (JEL D23, G32, L22) | by Iftekhar Hasan, Heiko Schmiedel, Liang Song | 1201 (04 Jun 2010) | Full text |
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Testing the asset pricing model of exchange rates with survey data, (JEL F31, F36, G13) | by Anna Naszodi | 1200 (20 May 2010) | Full text |
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Changes in the wage structure in EU countries, (JEL J31) | by Rebekka Christopoulou, Juan F. Jimeno, Ana Lamo | 1199 (20 May 2010) | Full text |
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Wage and price setting behaviour of Lithuanian firms, (JEL D40, J30) | by Ernestas Virbickas | 1198 (20 May 2010) | Full text |
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Investors with too many options?, (JEL D83, G11, G13) | by Daniel Dorn | 1197 (20 May 2010) | Full text |
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Reputational contagion and optimal regulatory forbearance, (JEL G21, G28) | by Alan D. Morrison, Lucy White | 1196 (20 May 2010) | Full text |
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The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area, (JEL C53, E32, E52, F47) | by Sandra Gomes, Pascal Jacquinot, Massimiliano Pisani | 1195 (20 May 2010) | Full text |
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Econometric analysis of high dimensional VARs featuring a dominant unit, (JEL C10, C33, C51) | by Hashem Pesaran, Alexander Chudik | 1194 (20 May 2010) | Full text |
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Should larger reserve holdings be more diversified?, (JEL E42, F31, F33, G11) | by Roland Beck, Sebastian Weber | 1193 (20 May 2010) | Full text |
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Financial factors in economic fluctuations, (JEL C11, E22, E3, E44, E51, E52, E58, G1, G21, G3) | by Lawrence Christiano, Roberto Motto, Massimo Rostagno | 1192 (20 May 2010) | Full text |
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Money in monetary policy design: Monetary cross-checking in the New-Keynesian model, (JEL E32, E41, E43, E52, E58) | by Volker Wieland, Günter W. Beck | 1191 (20 May 2010) | Full text |
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Booms and busts in China's stock market: Estimates based on fundamentals, (JEL G12, G18) | by Gabe de Bondt, Tuomas A. Peltonen, Daniel Santabárbara | 1190 (20 May 2010) | Full text |
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Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data, (JEL C53, E37) | by Marta Banbura, Michele Modugno | 1189 (20 May 2010) | Full text |
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Are policy counterfactuals based on structural VAR's reliable?, | by Luca Benati, | 1188 (05 May 2010) | Full text |
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Substitution between domestic and foreign currency loans in Central Europe. Do central banks matter?, | by Michał Brzoza-Brzezina, Tomasz Chmielewski, Joanna Niedźwiedzińska, | 1187 (05 May 2010) | Full text |
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Modelling anti-inflationary monetary targeting: with an application to Romania, | by Marcelo Sánchez, | 1186 (05 May 2010) | Full text |
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Forecasting with DSGE models, | by Kai Christoffel, Anders Warne, Günter Coenen, | 1185 (05 May 2010) | Full text |
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Costs, demand, and producer price changes, | by Claire Loupias, Patrick Sevestre, | 1184 (21 Apr 2010) | Full text |
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Labor market institutions and the business cycle Unemployment rigidities vs. real wage rigidities, (JEL E24, E32, E52) | by Mirko Abbritti, Sebastian Weber, | 1183 (21 Apr 2010) | Full text |
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Inter-industry wage differentials in EU countries What do cross-country time varying data add to the picture?, (JEL J31, J41, J51) | by Philip Du Caju, Gábor Kátay, Ana Lamo, Daphne Nicolitsas, Steven Poelhekke, | 1182 (21 Apr 2010) | Full text |
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Wage setting and wage flexibility in Ireland - Results from a firm-level survey, (JEL E24, J3, J4) | by Mary Keeney, Martina Lawless, | 1181 (21 Apr 2010) | Full text |
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Nominal and real wage rigidities. In theory and in Europe, (JEL E24, E31, E32, J51) | by Markus Knell, | 1180 (21 Apr 2010) | Full text |
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Credit supply - Identifying balance-sheet channels with loan applications and granted loans, (JEL E32, E44, E5, G21, G28) | by Gabriel Jiménez, Steven Ongena, José-Luis Peydró, Jesús Saurina, | 1179 (21 Apr 2010) | Full text |
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Monetary policy, housing booms and financial (im)balances, (JEL C3, E3, E43, E44, E52) | by Sandra Eickmeier, Boris Hofmann, | 1178 (21 Apr 2010) | Full text |
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Price and trading response to public information, (JEL E44, G14) | by Magdalena Malinowska, | 1177 (21 Apr 2010) | Full text |
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Evolving Phillips trade-off, | by Luca Benati, | 1176 (21 Apr 2010) | Full text |
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In dubio pro CES - Supply estimation with mis-specified technical change, (JEL C15, C32, E23, O33, O51) | by Miguel A. León-Ledesma, Peter McAdam, Alpo Willman, | 1175 (21 Apr 2010) | Full text |
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How far are we from the slippery slope? The Laffer curve revisited, (JEL E0, E60, H0) | by Mathias Trabandt, Harald Uhlig, | 1174 (21 Apr 2010) | Full text |
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Market power and fiscal policy in OECD countries, (JEL D4, E0, E3, H6) | by António Afonso, Luís F. Costa, | 1173 (21 Apr 2010) | Full text |
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Size, openness, and macroeconomic interdependence, | by Alexander Chudik, Roland Straub, | 1172 (01 Apr 2010) | Full text |
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The impact of numerical expenditure rules on budgetary discipline over the cycle, (JEL C23, E62, H50) | by Fédéric Holm-Hadulla, Sebastian Hauptmeier, Philipp Rother, | 1169 (01 Apr 2010) | Full text |
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The term structure of risk premia: new evidence from the financial crisis, (JEL G12, G13) | by Tobias Berg, | 1165 (31 Mar 2010) | Full text |
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Does monetary policy affect bank risk-taking?, | by Yener Altunbas, Leonardo Gambacorta, David Marqués-Ibáñez, | 1166 (31 Mar 2010) | Full text |
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Price, wage and employment response to shocks: evidence from the WDN survey, | by Giuseppe Bertola, Aurelijus Dabusinskas, Marco M. Hoeberichts, Mario Izquierdo, Claudia Kwapil, Jérémi Montornès, Daniel Radowski, | 1164 (31 Mar 2010) | Full text |
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The external finance premium in the euro area A useful indicator for monetary policy?, (JEL E37, E4, E5) | by Paolo Gelain, | 1171 (30 Mar 2010) | Full text |
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Asset pricing, habit memory, and the labor market, | by Ivan Jaccard, | 1163 (30 Mar 2010) | Full text |
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Inflation risks and inflation risk premia, | by Juan Angel García, Thomas Werner, | 1162 (30 Mar 2010) | Full text |
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Global commodity cycles and linkages a FAVAR approach, (JEL E3, F3) | by Marco Lombardi, Chiara Osbat, Bernd Schnatz, | 1170 (26 Mar 2010) | Full text |
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Food price pass-through in the euro area The role of asymmetries and non-linearities, (JEL C32, C53, E3, Q17) | by Gianluigi Ferrucci, Rebeca Jiménez-Rodríguez, Luca Onorante, | 1168 (25 Mar 2010) | Full text |
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Macroeconomic forecasting and structural change, (JEL C32, E37, E47) | by Antonello D’Agostino, Luca Gambetti, Domenico Giannone, | 1167 (17 Mar 2010) | Full text |
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Wages and the risk of displacement, | by Anabela Carneiro, Pedro Portugal, | 1159 (26 Feb 2010) | Full text |
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Housing, consumption and monetary policy: how different are the US and the euro area?, | by Alberto Musso, Stefano Neri, Livio Stracca, | 1161 (26 Feb 2010) | Full text |
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The euro area Bank Lending Survey matters: empirical evidence for credit and output growth, | by Gabe de Bondt, Angela Maddaloni, José-Luis Peydró, Silvia Scopel, | 1160 (26 Feb 2010) | Full text |
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Excess returns on net foreign assets: the exorbitant privilege from a global perspective, | by Maurizio Michael Habib, | 1158 (26 Feb 2010) | Full text |
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Real time estimates of the euro area output gap: reliability and forecasting performance, | by Massimiliano Marcellino, Alberto Musso, | 1157 (25 Feb 2010) | Full text |
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Mortgage indebtedness and household financial distress, | by Dimitris Georgarakos, Adriana Lojschová, Melanie Ward-Warmedinger, | 1156 (25 Feb 2010) | Full text |
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Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate, | by David F. Hendry, Kirstin Hubrich, | 1155 (25 Feb 2010) | Full text |
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Public and private inputs in aggregate production and growth: a cross-country efficiency approach, | by António Afonso, Miguel St. Aubyn, | 1154 (23 Feb 2010) | Full text |
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The determination of wages of newly hired employees: survey evidence on internal versus external factors, | by Kamil Galušcák, Mary Keeney, Daphne Nicolitsas, Frank Smets, Pawel Strzelecki, Matija Vodopivec, | 1153 (23 Feb 2010) | Full text |
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Government bond risk premiums in the EU revisited: the impact of the financial crisis, | by Ludger Schuknecht, Jürgen von Hagen, Guido Wolswijk, | 1152 (23 Feb 2010) | Full text |
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Methodological advances in the assessment of equilibrium exchange rates, | by Matthieu Bussière, Michele Ca' Zorzi, Alexander Chudik, Alistair Dieppe, | 1151 (29 Jan 2010) | Full text |
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Do bank loans and credit standards have an effect on output? A panel approach for the euro area, | by Lorenzo Cappiello, Arjan Kadareja, Christoffer Kok Sørensen, Marco Protopapa, | 1150 (29 Jan 2010) | Full text |
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Does it matter how to measure aggregates? The case of monetary transmission mechanisms in the euro area, | by Andreas Beyer, Katarina Juselius, | 1149 (29 Jan 2010) | Full text |
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Is there a signalling role for public wages? Evidence for the euro area based on macro data, | by Javier J. Pérez, Jesús Sánchez, | 1148 (21 Jan 2010) | Full text |
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Interbank contagion at work: evidence from a natural experiment, | by Rajkamal Iyer, José-Luis Peydró, | 1147 (21 Jan 2010) | Full text |
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The role of central bank transparency for guiding private sector forecasts, | by Michael Ehrmann, Sylvester Eijffinger, Marcel Fratzscher, | 1146 (21 Jan 2010) | Full text |
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An area-wide real-time database for the euro area, | by Domenico Giannone, Jerome Henry, Magdalena Lalik, Michele Modugno, | 1145 (19 Jan 2010) | Full text |
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2009 |
Choosing and using payment instruments: evidence from German microdata, | by Ulf Von Kalckreuth, Tobias Schmidt, Helmut Stix, | 1144 (30 Dec 2009) | Full text |
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What drives the network's growth? An agent-based study of the payment card market, | by Biliana Alexandrova-Kabadjova, José Luis Negrín, | 1143 (30 Dec 2009) | Full text |
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Credit card use after the final mortgage payment: does the magnitude of income shocks matter?, | by Barry Scholnick, | 1142 (30 Dec 2009) | Full text |
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How effective are rewards programs in promoting payment card usage? Empirical evidence, | by Santiago Carbó-Valverde, José M. Liñares-Zegarra, | 1141 (30 Dec 2009) | Full text |
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SEPA, efficiency, and payment card competition, | by Wilko Bolt, Heiko Schmiedel, | 1140 (30 Dec 2009) | Full text |
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Pricing payment cards, | by Özlem Bedre-Defolie, Emilio Calvano, | 1139 (30 Dec 2009) | Full text |
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Credit card interchange fees, | by Jean-Charles Rochet, Julian Wright, | 1138 (30 Dec 2009) | Full text |
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Regulating two-sided markets: an empirical investigation, | by Santiago Carbó-Valverde, Sujit Chakravorti, Francisco Rodríguez Fernández, | 1137 (30 Dec 2009) | Full text |
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Payment scale economies, competition, and pricing, | by David B. Humphrey, | 1136 (30 Dec 2009) | Full text |
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Return to retail banking and payments, | by Iftekhar Hasan, Heiko Schmiedel, Liang Song, | 1135 (30 Dec 2009) | Full text |
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Determinants of inflation and price level differentials across the euro area countries, | by Malin Andersson, Klaus Masuch, Marc Schiffbauer, | 1129 (30 Dec 2009) | Full text |
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What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?, | by Maria-Grazia Attinasi, Cristina Checherita, Christiane Nickel, | 1131 (17 Dec 2009) | Full text |
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Monetary policy and potential output uncertainty: a quantitative assessment, | by Simona Delle Chiaie, | 1130 (17 Dec 2009) | Full text |
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EMU and the adjustment to asymmetric shocks: the case of Italy, | by Gianni Amisano, Nicola Giammarioli, Livio Stracca, | 1128 (17 Dec 2009) | Full text |
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Would the Bundesbank Have Prevented the Great Inflation in the United States?, (JEL E32, E47, E52, E58) | by Luca Benati, | 1134 (11 Dec 2009) | Full text |
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A quarterly fiscal database for the euro area based on intra-annual fiscal information, (JEL C53, E6, H6) | by Joan Paredes, Diego J. Pedregal, Javier J. Pérez, | 1132 (11 Dec 2009) | Full text |
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Fiscal policy shocks in the euro area and the US: an empirical assessment, (JEL E62, H30) | by Pablo Burriel, Francisco de Castro Fernández, Daniel Garrote, Esther Gordo, Joan Paredes, Javier J. Pérez, | 1133 (11 Dec 2009) | Full text |
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The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09, (JEL G15, G21) | by Jacob W. Ejsing, Wolfgang Lemke, | 1127 (11 Dec 2009) | Full text |
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Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk, (JEL D82, G01, G21) | by Florian Heider, Marie Hoerova, Cornelia Holthausen, | 1126 (11 Dec 2009) | Full text |
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Leading indicators in a globalised world, (JEL C53, E32, E37, F47) | by Ferdinand Fichtner, Rasmus Rüffer, Bernd Schnatz, | 1125 (09 Dec 2009) | Full text |
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Monetary Policy Shocks and Portfolio Choice, (JEL E52, F32, F4, G1) | by Marcel Fratzscher, Christian Saborowski, Roland Straub, | 1122 (09 Dec 2009) | Full text |
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Exchange Rate Pass-through in Central and Eastern European Member States, (JEL E31, F31) | by John Beirne, Martin Bijsterbosch, | 1120 (08 Dec 2009) | Full text |
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Monetary Policy and the Financing of Firms, (JEL E20, E44, E52) | by Fiorella De Fiore, Pedro Teles, Oreste Tristani, | 1123 (08 Dec 2009) | Full text |
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Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area, | by Olli Castrén, Ilja Kristian Kavonius, | 1124 (07 Dec 2009) | Full text |
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Does Finance Bolster Superstar Companies? Banks, Venture Capital, and Firm Size in Local U.S. Markets, (JEL G24, J24, L11) | by Alexander Popov, | 1121 (03 Dec 2009) | Full text |
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Nonparametric Hybrid Phillips Curves Based on Subjective Expectations: Estimates for the Euro Area, | by Marco Buchmann, | 1119 (02 Dec 2009) | Full text |
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Explaining government revenue windfalls and shortfalls: an analysis for selected EU countries, | by Richard Morris, Francisco de Castro Fernández, Steven Jonk, Jana Kremer, Suzanne Linehan, Maria Rosaria Marino, Christophe Schalck, Olegs Tkacevs, | 1114 (30 Nov 2009) | Full text |
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Discretionary Fiscal Policies over the Cycle: New Evidence based on the ESCB Disaggregated Approach | by Luca Agnello, Jacopo Cimadomo | 1118 (25 Nov 2009) | Full text |
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Putting the New Keynesian DSGE model to the real-time forecasting test | by Marcin Kolasa, Michal Rubaszek, Pawel Skrzypczynski | 1110 (25 Nov 2009) | Full text |
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The role of financial variables in predicting economic activity | by Raphael Espinoza, Fabio Fornari, Marco J. Lombardi | 1108 (24 Nov 2009) | Full text |
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What Drives Personal Consumption? The Role of Housing and Financial Wealth | by Jiri Slacalek | 1117 (17 Nov 2009) | Full text |
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Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors | by Lucia Alessi, Matteo Barigozzi, Marco Capasso | 1115 (16 Nov 2009) | Full text |
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Risk spillover among hedge funds: The role of redemptions and fund failures | by Benjamin Klaus, Bronka Rzepkowski | 1112 (16 Nov 2009) | Full text |
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Volatility spillovers and contagion from mature to emerging stock markets | by John Beirne, Guglielmo Maria Caporale, Marianne Schulze-Ghattas, Nicola Spagnolo | 1113 (13 Nov 2009) | Full text |
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A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth | by Andreas Beyer | 1111 (12 Nov 2009) | Full text |
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The Margins of Labour Cost Adjustment: Survey Evidence from European Firms | by Jan Babecký, Philip Du Caju, Theodora Theodora, Martina Lawless, Julián Messina, Tairi Rõõm | 1106 (12 Nov 2009) | Full text |
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Downward Nominal and Real Wage Rigidity: Survey Evidence from European Firms | by Jan Babecký, Philip Du Caju, Theodora Kosma, Martina Lawless, Julián Messina, Tairi Rõõm | 1105 (12 Nov 2009) | Full text |
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Sectorial Border Effects in the European Single Market: an Explanation through Industrial Concentration | by Gianluca Cafiso | 1116 (11 Nov 2009) | Full text |
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What Triggers Prolonged Inflation Regimes? A Historical Analysis | by Isabel Vansteenkiste | 1109 (11 Nov 2009) | Full text |
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Interbank lending, credit risk premia and collateral | by Florian Heider, Marie Hoerova | 1107 (11 Nov 2009) | Full text |
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Pass-through of external shocks along the pricing chain: A panel estimation approach for the euro area | by Bettina Landau, Frauke Skudelny | 1104 (11 Nov 2009) | Full text |
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Wage-setting behavior in France: additional evidence from an ad-hoc survey (JEL D4, E3, L11) | by Jérémi Montornès, Jacques-Bernard Sauner-Leroy | 1102 (29 Oct 2009) | Full text |
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Fiscal variables and bond spreads: evidence from Eastern European countries and Turkey (JEL C33, E43, E62, H62) | by Christiane Nickel, Philipp Rother, Jan C. Rülke | 1101 (28 Oct 2009) | Full text |
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Inter-industry Wage Differentials: How Much Does Rent Sharing Matter? | by Philip Du Caju, François Rycx, Ilan Tojerow | 1103 (21 Oct 2009) | Full text |
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Gauging the effectiveness of quantitative forward guidance: evidence from three inflation targeters (JEL E40, E43, E52) | by Magnus Andersson, Boris Hofmann | 1098 (19 Oct 2009) | Full text |
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Weak and strong cross section dependence and estimation of large panels (JEL C10, C31, C33) | by Alexander Chudik, Hashem Pesaran, Elisa Tosetti | 1100 (16 Oct 2009) | Full text |
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Monetary and fiscal policy aspects of indirect tax changes in a monetary union (JEL E61, E63, F42) | by Anna Lipinska, Leopold von Thadden | 1097 (14 Oct 2009) | Full text |
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Public and private sector wages interactions in a general equilibrium model (JEL C32, E62, E63, H50, J30, J51, J52) | by Gonzalo Fernàndez-de-Córdoba, Javier J. Pérez, José L. Torres | 1099 (14 Oct 2009) | Full text |
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The determinants of bank capital structure (JEL G21, G32) | by Reint Gropp, Florian Heider | 1096 (30 Sep 2009) | Full text |
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Money talks (JEL D80, E40, E52) | by Marie Hoerova, Cyril Monnet, Ted Temzelides | 1091 (30 Sep 2009) | Full text |
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The effects of monetary policy on unemployment dynamics under model uncertainty: evidence from the US and the euro area (JEL C11, E24, E52, E58) | by Carlo Altavilla, Matteo Ciccarelli, Journal of Money, Credit and Banking, Vol. 41, No. 7 (October 2009) | 1089 (30 Sep 2009) | Full text |
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Determinants of government bond spreads in new EU countries (JEL E62, G12, H60) | by Ioana Alexopoulou, Irina Bunda, Annalisa Ferrando | 1093 (23 Sep 2009) | Full text |
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Memories of high inflation (JEL D10, E31, E52) | by Michael Ehrmann, Panagiota Tzamourani | 1095 (23 Sep 2009) | Full text |
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Signals from housing and lending booms (JEL E32, F31, F37) | by Irina Bunda, Michele Ca' Zorzi | 1094 (23 Sep 2009) | Full text |
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Inflation and output volatility under asymmetric incomplete information (JEL E32, E37, E52) | by Giacomo Carboni, Martin Ellison | 1092 (17 Sep 2009) | Full text |
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New Keynesian versus old Keynesian government spending multipliers (JEL C52, E62) | by John F. Cogan, Tobias Cwik, John B. Taylor, Volker Wieland | 1090 (17 Sep 2009) | Full text |
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Inflation perceptions and expectations in the euro area: the role of news (JEL D12, D84, E31) | by Cristian Badarinza, Marco Buchmann | 1088 (09 Sep 2009) | Full text |
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Modelling global trade flows: results from a GVAR model (JEL C33, F10, F17, F32) | by Matthieu Bussière, Alexander Chudik, Giulia Sestieri | 1087 (09 Sep 2009) | Full text |
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Euro area money demand: empirical evidence on the role of equity and labour markets (JEL C32, E41, G11) | by Gabe de Bondt | 1086 (03 Sep 2009) | Full text |
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An empirical study on the decoupling movements between corporate bond and CDS spreads (JEL G12, G14, G15) | by Ioana Alexopoulou, Magnus Andersson, Oana Maria Georgescu | 1085 (27 Aug 2009) | Full text |
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EMU and European government bond market integration (JEL E44, F36, G15) | by Pilar Abad, Helena Chuliá, Marta Gómez-Puig | 1079 (26 Aug 2009) | Full text |
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Disagreement among forecasters in G7 countries (JEL C53, E31, E32, E37, E52) | by Jonas Dovern, Ulrich Fritsche, Jiri Slacalek | 1082 (24 Aug 2009) | Full text |
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How are firms' wages and prices linked: survey evidence in Europe (JEL D21, E30, J31) | by Martine Druant, Silvia Fabiani, Gabor Kezdi, Ana Lamo, Fernando Martins, Roberto Sabbatini | 1084 (24 Aug 2009) | Full text |
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Evaluating microfoundations for aggregate price regidities: evidence from matched firm-level data on product prices and unit labor cost (JEL D8, E3, L16) | by Mikael Carlsson, Oskar Nordström Skans | 1083 (24 Aug 2009) | Full text |
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Liquidity premia in German government bonds (JEL E43, G12, H63) | by Jacob Ejsing, Jukka Sihvonen | 1081 (24 Aug 2009) | Full text |
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Productivity and job flows: heterogeneity of new hires and continuing jobs in the business cycle (JEL E24, E32, J64) | by Juha Kilponen, Juuso Vanhala | 1080 (24 Aug 2009) | Full text |
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The reception of public signals in financial markets - what if central bank communication becomes stale? (JEL E43, E58, G12, G14) | by Michael Ehrmann, David Sondermann | 1077 (18 Aug 2009) | Full text |
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On the Real Effects of Private Equity Investment: Evidence from New Business Creation (JEL G24, L26, M13) | by Alexander Popov, Peter Roosenboom | 1078 (06 Aug 2009) | Full text |
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Bank risk and monetary policy (JEL E44, E55) | by , Journal of Financial Stability (forthcoming) | 1075 (31 Jul 2009) | Full text |
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Booms and busts in housing markets: determinants and implications (JEL E32, R21, R31) | by Luca Agnello, Ludger Schuknecht | 1071 (21 Jul 2009) | Full text |
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Optimal monetary policy in a new Keynesian model with habits in consumption (JEL E30, E57, E61) | by Campbell Leith, Ioana Moldovan, Raffaele Rossi | 1076 (20 Jul 2009) | Full text |
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Can non-linear real shocks explain the persistence of PPP exchange rate disequilibria? (JEL C23, F31, L6, L9) | by Tuomas A. Peltonen, Adina Popescu, Michael Sager | 1073 (20 Jul 2009) | Full text |
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Wages are flexible aren't they? Evidence from monthly micro wage data (JEL J31) | by Patrick Lünnemann, Ladislav Wintr | 1074 (16 Jul 2009) | Full text |
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How important are common factors in driving non-fuel commodity prices? A dynamic factor analysis (JEL E30, F00) | by Isabel Vansteenkiste | 1072 (16 Jul 2009) | Full text |
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Monetary Policy Committees: meetings and outcomes (JEL D71, D78, E58) | by Jan Marc Berk, Beata K. Bierut | 1070 (16 Jul 2009) | Full text |
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Housing finance and monetary policy (JEL E21, E44, E52) | by Alessandro Calza, Livio Stracca, Tommaso Monacelli | 1069 (16 Jul 2009) | Full text |
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Asset price misalignments and the role of money and credit (JEL E37, E44, E51) | by Dieter Gerdesmeier, Barbara Roffia, Hans-Eggert Reimers | 1068 (08 Jul 2009) | Full text |
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The dynamic effects of shocks to wages and prices in the United States and the Euro Area (JEL C32, C51, E31, J30) | by Rita Duarte, Carlos Robalo Marques | 1067 (03 Jul 2009) | Full text |
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Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market (JEL G21, G32) | by Miguel A. Ferreira, Pedro Matos | 1066 (03 Jul 2009) | Full text |
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Monetary Policy and Inflationary Shocks Under Imperfect Credibility (JEL E4, E5, F4) | by Matthieu Darracq Pariès, Stéphane Moyen | 1065 (29 Jun 2009) | Full text |
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Does it pay to have the euro? Italy's politics and financial markets under the lira and the euro (JEL F31, F33, G14) | by Marcel Fratzscher, Livio Stracca,, International Finance (forthcoming) | 1064 (17 Jun 2009) | Full text |
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Does Private Equity Investment Spur Innovation? Evidence from Europe (JEL C23, G15, O16) | by Alexander Popov, Peter Roosenboom | 1063 (17 Jun 2009) | Full text |
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External shocks and international inflation linkages: a Global VAR analysis (JEL C32, E31) | by Alessandro Galesi, Marco J. Lombardi | 1062 (17 Jun 2009) | Full text |
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The distribution of households consumption-expenditure budget shares (JEL C12, D12, D3) | by Matteo Barigozzi, Lucia Alessi, Marco Capasso | 1061 (16 Jun 2009) | Full text |
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Forecasting the world economy in the short-term (JEL C32, C53, E37, F17) | by Audrone Jakaitiene, Stéphane Dées | 1059 (16 Jun 2009) | Full text |
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What explains global exchange rate movements during the financial crisis? (JEL F31, F4, G1) | by Marcel Fratzscher | 1060 (08 Jun 2009) | Full text |
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National prices and wage setting in a currency union (JEL E50, E58, J50, J51) | by Marcelo Sánchez | 1058 (29 May 2009) | Full text |
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The impact of extreme weather events on budget balances and implications for fiscal policy (JEL F59, H87, Q54, Q58) | by Eliza M. Lis, Christiane Nickel | 1055 (29 May 2009) | Full text |
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Euro area private consumption: Is there a role for housing wealth effects | by Frauke Skudelny | 1057 (26 May 2009) | Full text |
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The pricing of subprime mortgage risk in good times and bad: Evidence from the ABX.HE indices | by Ingo Fender, Martin Scheicher | 1056 (26 May 2009) | Full text |
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Inflation dynamics with labour market matching: assessing alternative specifications (JEL E24, E31, E32, J64) | by Kai Christoffel, James Costain, Gregory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard, Olivier Pierrard | 1053 (15 May 2009) | Full text |
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Fiscal behaviour in the European Union: rules, fiscal decentralization and government indebtedness (JEL C23, E62, H62) | by António Afonso, Sebastian Hauptmeier | 1054 (13 May 2009) | Full text |
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Bidding behaviour in the ECB's main refinancing operations during the financial crisis (JEL C33, C34, D44, E52) | by Jens Eisenschmidt, Astrid Hirsch, Tobias Linzert | 1052 (13 May 2009) | Full text |
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Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (JEL C10, C15, C53) | by Giovanni Caggiano, George Kapetanios, Vincent Labhard | 1051 (13 May 2009) | Full text |
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Wealth effects on consumption: evidence from the euro area (JEL D12, E21, E44) | by Ricardo M. Sousa | 1050 (12 May 2009) | Full text |
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Labour force participation in the euro area: a cohort based analysis (JEL J11, J21) | by Almut Balleer, Ramón Gómez-Salvador, Jarkko Turunen | 1049 (11 May 2009) | Full text |
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An economic capital model integrating credit and interest rate risk in the banking book (JEL C13, E47, G21) | by Piergiorgio Alessandri, Mathias Drehmann | 1041 (30 Apr 2009) | Full text |
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Downward wage rigidity and optimal steady-state inflation (JEL E31, E52, J4) | by Gabriel Fagan, Julián Messina | 1048 (28 Apr 2009) | Full text |
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The forecasting power of internal yield curve linkages (JEL F31) | by Michele Modugno, Kleopatra Nikolaou | 1044 (28 Apr 2009) | Full text |
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The determinants of public deficit volatility (JEL E31, E63) | by Luca Agnello, Ricardo M. Sousa | 1042 (28 Apr 2009) | Full text |
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The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics | by Wolfgang Lemke, Thomas Werner | 1045 (24 Apr 2009) | Full text |
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The impact of reference norms on inflation persistance when wages are staggered | by Markus Knell, Alfred Stiglbauer | 1047 (24 Apr 2009) | Full text |
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Productivity shocks and real exchange rate: a reappraisal | by Tuomas A. Peltonen, Michael Sager | 1046 (24 Apr 2009) | Full text |
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Optimal monetary policy in a model of the credit channel | by Fiorella De Fiore, Oreste Tristani | 1043 (24 Apr 2009) | Full text |
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'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity | by Lucia Alessi, Carsten Detken | 1039 (31 Mar 2009) | Full text |
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What do asset prices have to say about risk appetite and uncertainty? (JEL E44, G12) | by Geert Bekaert, Marie Hoerova, Martin Scheicher | 1037 (31 Mar 2009) | Full text |
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The external and domestic side of macroeconomic adjustment in China (JEL E32, E62) | by Roland Straub, Christian Thimann | 1040 (31 Mar 2009) | Full text |
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Are 'intrinsic inflation persistence' models structural in the sense of Lucas (1976)? (JEL E30, E32) | by Luca Benati | 1038 (31 Mar 2009) | Full text |
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Search in the product market and the real business cycle (JEL E10, E31, E32) | by Thomas Y. Mathä, Olivier Pierrard | 1036 (24 Mar 2009) | Full text |
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The role of labor markets for euro area monetary policy (JEL C11, E32, E52, J64) | by Kai Christoffel, Keith Kuester, Tobias Linzert | 1035 (24 Mar 2009) | Full text |
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The role of the United States in the global economy and its evolution over time (JEL E32, E37, F41) | by Stéphane Dées, Arthur Saint-Guilhem | 1034 (23 Mar 2009) | Full text |
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Fiscal competition over taxes and public inputs - theory and evidence (JEL C72, H72, H77) | by Sebastian Hauptmeier, Ferdinand Mittermaier, Johannes Rincke | 1033 (19 Mar 2009) | Full text |
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Assessing long-term fiscal developments - a new approach (JEL E62, H50) | by António Afonso, Luca Agnello, Davide Furceri, Ricardo Sousa | 1032 (19 Mar 2009) | Full text |
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Global roles of currencies (JEL E58, F31, F33, F37, G15) | by Christian Thimann | 1031 (19 Mar 2009) | Full text |
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Forecast evaluation of small nested model sets (JEL C32, C53, E37) | by Kirstin Hubrich, Kenneth D. West | 1030 (19 Mar 2009) | Full text |
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The role of fiscal transfers for regional economic convergence in Europe (JEL E62, R11, R23) | by Cristina Checherita, Christiane Nickel, Philipp Rother | 1029 (13 Mar 2009) | Full text |
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Large debt financing: syndicated loans versus corporate bonds (JEL D40, F30, G21) | by Yener Altunbas, Alper Kara, David Marqués-Ibáñez | 1028 (10 Mar 2009) | Full text |
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Long run evidence on money growth and inflation (JEL E30, E32) | by Luca Benati | 1027 (06 Mar 2009) | Full text |
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Do house price developments spill over across euro area countries? Evidence from a Global VAR (JEL C32, R21, R31) | by Paul Hiebert, Isabel Vansteenkiste | 1026 (06 Mar 2009) | Full text |
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Liquidity risk premia in unsecured interbank money markets (JEL G01, G10, G21) | by Jens Eisenschmidt, Jens Tapking | 1025 (06 Mar 2009) | Full text |
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Funding liquidity risk: definition and measurement (JEL E58, G21) | by Mathias Drehmann, Kleopatra Nikolaou | 1024 (06 Mar 2009) | Full text |
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Bank loan announcements and borrower stock returns: does bank origin matter? (JEL D80, G21, G32, H11) | by Steven Ongena, Viorel Roscovan | 1023 (04 Mar 2009) | Full text |
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Understanding inter-industry wage structures in the euro area | by Véronique Genre, Karsten Kohn, Daphne Momferatou | 1022 (04 Mar 2009) | Full text |
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Rigid labour compensation and flexible employment? Firm-level evidence with regard to productivity for Belgium (JEL J30, J60) | by Catherine Fuss, Ladislav Wintr | 1021 (04 Mar 2009) | Full text |
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Opting out of the Great Inflation: German monetary policy after the break down of Bretton Woods (JEL E31, E32, E41, E52, E58) | by Andreas Beyer, Vítor Gaspar, Christina Gerberding, Otmar Issing | 1020 (03 Mar 2009) | Full text |
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What drives returns to euro area housing? Evidence from a dynamic dividend-discount model (JEL C33, G12, R21) | by Paul Hiebert, Matthias Sydow | 1019 (03 Mar 2009) | Full text |
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Cross-Border Mergers and acquisitions: Financial and institutional forces (JEL F30, F36, F41, G11) | by Nicolas Coeurdacier, Roberto A. De Santis, Antonin Aviat | 1018 (03 Mar 2009) | Full text |
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Optimal Prediction Pools (JEL C11, C53) | by John Geweke, Gianni Amisano | 1017 (03 Mar 2009) | Full text |
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When does lumpy factor adjustment matter for aggregate dynamics? (JEL E22, E24, E32) | by Stephan Fahr, Fang Yao | 1016 (03 Mar 2009) | Full text |
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Inflation forecasting in the new EU Member States (JEL C53, E31, E37, E51, E52, E62, P24) | by Olga Arratibel, Christophe Kamps, Nadine Leiner-Killinger | 1015 (25 Feb 2009) | Full text |
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Asset prices and current account fluctuations in G7 economies (JEL E2, F32, F40, G1) | by Marcel Fratzscher, Roland Straub | 1014 (25 Feb 2009) | Full text |
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Structural breaks, cointegration and the Fisher effect (JEL C32, E43) | by Andreas Beyer, Alfred A. Haug, William G. Dewald | 1013 (25 Feb 2009) | Full text |
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Petrodollars and imports of oil exporting countries (JEL F01, F14, Q43) | by Roland Beck, Annette Kamps | 1012 (25 Feb 2009) | Full text |
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The global dimension of inflation - evidence from factor-augmented Phillips curves (JEL C33, C50, E31, F41) | by Sandra Eickmeier, Katharina Moll | 1011 (25 Feb 2009) | Full text |
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Optimal sticky prices under rational inattention (JEL D8, E3, E5) | by Bartosz Mackowiak, Mirko Wiederholt | 1009 (19 Feb 2009) | Full text |
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Business cycles in the euro area (JEL C5, E32, E33, F2, F43) | by Domenico Giannone, Michele Lenza, Lucrezia Reichlin | 1010 (19 Feb 2009) | Full text |
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Liquidity (risk) concepts: definitions and interactions (JEL G10, G20) | by Kleopatra Nikolaou | 1008 (19 Feb 2009) | Full text |
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Real wages over the business cycle: OECD evidence from the time and frequency domains (JEL C10, E32, J30) | by Julián Messina, Chiara Strozzi, Jarkko Turunen,, Journal of Economic Dynamics and Control (forthcoming) | 1003 (19 Feb 2009) | Full text |
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Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation (JEL E31, E32, E52, J64) | by Gregory de Walque, Olivier Pierrard, Henri Sneessens, Rafael Wouters | 1007 (12 Feb 2009) | Full text |
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Understanding sectoral differences in downward real wage rigidity: workforce composition, institutions, technology and competition (JEL J31) | by Philip Du Caju, Catherine Fuss, Ladislav Wintr | 1006 (12 Feb 2009) | Full text |
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Labor market institutions and macroeconomic volatility in a panel of OECD countries (JEL E31, E32) | by Fabio Rumler, Johann Scharler | 1005 (12 Feb 2009) | Full text |
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Characterising the inflation targeting regime in South Korea (JEL E52, E58, E61) | by Marcelo Sánchez | 1004 (12 Feb 2009) | Full text |
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Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks (JEL C02, C19, C52, C61, E32) | by Olli Castrén, Trevor Fitzpatrick, Matthias Sydow | 1002 (11 Feb 2009) | Full text |
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Identifying the elasticity of substitution with biased technical change (JEL C22, E23, O30) | by Miguel A. León-Ledesma, Peter McAdam, Alpo Willman | 1001 (28 Jan 2009) | Full text |
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Wealth effects in emerging market economies (JEL D12, E21, E44) | by Tuomas A. Peltonen, Ricardo M. Sousa, Isabel Vansteenkiste | 1000 (28 Jan 2009) | Full text |
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Risk-adjusted forecasts of oil prices (JEL E37, E44, G13, Q4) | by Patrizio Pagano and Massimiliano Pisani | 0999 (Jan 2009) | Full text |
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Infinite-dimensional VARs and factor models (JEL C10, C33, C51) | by Alexander Chudik and Hashem Pesaran | 0998 (Jan 2009) | Full text |
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Financing obstacles and growth: an analysis for euro area non-financial corporations (JEL C23, E22, G32, L11, L25) | by Chiara Coluzzi | 0997 (Jan 2009) | Full text |
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What drives euro area break-even inflation rates? (JEL C11, C52, E31) | by Matteo Ciccarelli and Juan Angel García | 0996 (Jan 2009) | Full text |
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Current account benchmarks for central and eastern Europe: a desperate search? (JEL C11, C33, F15, F32, F34, F41, O52) | by Michele Ca’ Zorzi | 0995 (Jan 2009) | Full text |
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Fiscal sustainability and policy implications for the euro area (JEL H55, H60) | by Fabrizio Balassone, Jorge Cunha, Geert Langenus, Bernhard Manzke, Jeanne Pavot | 0994 (Jan 2009) | Full text |
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Has emerging Asia decoupled? An analysis of production and trade linkages using the Asian international input-output table (JEL C67, E23, F14) | by Gabor Pula and Tuomas A. Peltonen | 0993 (Jan 2009) | Full text |
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FDI and productivity convergence in central and eastern Europe: an industry-level investigation (JEL C23, F21, O33) | by Martin Bijsterbosch and Marcin Kolasa | 0992 (Jan 2009) | Full text |
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The macroeconomic effects of fiscal policy (JEL C11, C32, E62, H62) | by António Afonso and Ricardo M. Sousa | 0991 (Jan 2009) | Full text |
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Fiscal policy, housing and stock prices (JEL C32, E62, G10, H62) | by António Afonso and Ricardo M. Sousa | 0990 (Jan 2009) | Full text |
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Modelling loans to non-financial corporations in the euro area (JEL C32, C51) | by Christoffer Kok Sørensen | 0989 (Jan 2009) | Full text |
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2008 |
Portuguese banks in the euro area market for daily funds (JEL E52, E58) | by Luísa Farinha, Vítor Gaspar | 0985 (30 Dec 2008) | Full text |
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The topology of the federal funds market (JEL E4, E58, E59, G1) | by Morten L. Bech, Enghin Atalay | 0986 (30 Dec 2008) | Full text |
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The interday and intraday patterns of the overnight market: evidence from an electronic platform (JEL C22, C32, E43, E58) | by Renaud Beaupain and Alain Durré | 0988 (Dec 2008) | Full text |
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What explains the spread between the euro overnight rate and the ECB's policy rate? (JEL C22, E43, E52) | by Tobias Linzert and Sandra Schmidt | 0983 (Dec 2008) | Full text |
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Probability of informed trading on the euro overnight market rate: an update (JEL E52, G14) | by Julien Idier and Stefano Nardelli | 0987 (Dec 2008) | Full text |
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The daily and policy-relevant liquidity effects (JEL E40, E52) | by Daniel L. Thornton | 0984 (Dec 2008) | Full text |
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Modelling short-term interest rate spreads in the euro money market (JEL C32, E43, E50, E58, G15) | by Nuno Cassola and Claudio Morana | 0982 (Dec 2008) | Full text |
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Why the effective price for money exceeds the policy rate in the ECB tenders? (JEL D44, E58) | by Tuomas Välimäki | 0981 (Dec 2008) | Full text |
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Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan (JEL E43, E52, G12) | by Teppei Nagano and Naohiko Baba | 0980 (Dec 2008) | Full text |
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Futures contract rates as monetary policy forecasts (JEL E43, E44, E52) | by Giuseppe Ferrero and Andrea Nobili | 0979 (Dec 2008) | Full text |
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Measuring monetary policy expectations from financial market instruments (JEL E43, E44, E52) | by Michael Joyce | 0978 (Dec 2008) | Full text |
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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates (JEL E40, E52) | by Massimo Guidolin and Daniel L. Thornton | 0977 (Dec 2008) | Full text |
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The term structure of interest rates across frequencies (JEL C22, E43) | by Katrin Assenmacher-Wesche and Stefan Gerlach | 0976 (Dec 2008) | Full text |
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Early estimates of euro area real GDP growth: a bottom up approach from the production side | by Elke Hahn and Frauke Skudelny | 0975 (Dec 2008) | Full text |
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Do China and oil exporters influence major currency configurations? (JEL E58, F30, F31, F36, G15) | by Marcel Fratzscher and Arnaud Mehl | 0973 (Dec 2008) | Full text |
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Institutional features of wage bargaining in 23 European countries, the US and Japan (JEL J31, J38, J51, J58) | by Philip Du Caju, Erwan Gautier | 0974 (Dec 2008) | Full text |
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Responses to monetary policy shocks in the east and the west of Europe: a comparison (JEL C11, C32, C33, E40, E52) | by Marek Jarocinski | 0970 (Nov 2008) | Full text |
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Monetary policy and housing prices in an estimated DSGE for the US and the euro area (JEL E4, E5, F4) | by Matthieu Darracq Pariès and Alessandro Notarpietro | 0972 (Nov 2008) | Full text |
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Interactions between private and public sector wages (JEL E24, E62, H50) | by António Afonso and Pedro Gomes | 0971 (Nov 2008) | Full text |
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Comparing and evaluating Bayesian predictive distributions of assets returns (JEL C11, C53) | by John Geweke and Gianni Amisano | 0969 (Nov 2008) | Full text |
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What drives U.S. current account fluctuations? (JEL E0, F32, F4) | by Alina Barnett and Roland Straub | 0959 (Nov 2008) | Full text |
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A value at risk analysis of cedit default swaps (JEL E43, G12, G13) | by Burkhard Raunig and Martin Scheicher | 0968 (Nov 2008) | Full text |
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Central Bank misperceptions and the role of money in interest rate rules. (JEL E32, E41, E43, E52, E58) | by Guenter W. Beck and Volker Wieland | 0967 (Nov 2008) | Full text |
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Large Bayesian VARs (JEL C11, C13, C33, C53) | by Marta Banbura | 0966 (Nov 2008) | Full text |
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IMF lending and geopolitics (JEL F33, H77, O19) | by Julien Reynaud and Julien Vauday | 0965 (Nov 2008) | Full text |
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Do firms provide wage insurance against shocks? Evidence from Hungary (JEL C33, D21, J33, J41) | by Gábor Kátay | 0964 (Nov 2008) | Full text |
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Public and private sector wages: co-movement and causality (JEL C32, E62, E63, H50, J30, J51, J52) | by Ana Lamo | 0963 (Nov 2008) | Full text |
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Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations (JEL E4, E5, F4) | by Stéphane Adjemian and Matthieu Darracq Pariès | 0962 (Nov 2008) | Full text |
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Budgetary and external imbalances relationship: a panel data diagnostic (JEL C23, E62, F32, H62) | by António Afonso and Christophe Rault | 0961 (Nov 2008) | Full text |
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On implications of micro price data for macro models (JEL E3, E5) | by Bartosz Mackowiak and Frank Smets | 0960 (Nov 2008) | Full text |
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Oil exporters: in search of an external anchor (JEL C30, C51, C61, F31, O24) | by Maurizio Michael Habib and Jan Stráský | 0958 (Nov 2008) | Full text |
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Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR (JEL C13, C32) | by Halbert White | 0957 (Nov 2008) | Full text |
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The political economy under monetary union: has the euro made a difference? (JEL F31, F33, G14) | by Marcel Fratzscher and Livio Stracca | 0956 (Nov 2008) | Full text |
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Monetary policy and stock market boom-bust cycles | by Lawrence Christiano, Cosmin Ilut | 0955 (Oct 2008) | Full text |
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Fiscal policy responsiveness, persistence and discretion (JEL E62, H50) | by António Afonso | 0954 (Oct 2008) | Full text |
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Estimating and forecasting the euro area monthly national accounts from a dynamic factor model (JEL C53, E37) | by Elena Angelini | 0953 (Oct 2008) | Full text |
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Is forecasting with large models informative? Assessing the role of judgement in macro-economic forecasts (JEL C52, E30, E32, E37) | by Ricardo Mestre and Peter McAdam | 0950 (Oct 2008) | Full text |
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Short-term forecasts of euro area GDP growth (JEL C33, C53, E52) | by Elena Angelini, Gonzalo Camba-Méndez, Domenico Giannone | 0949 (Oct 2008) | Full text |
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How successful is the G7 in managing exchange rates? (JEL F31, F33, F50, G7) | by Marcel Fratzscher | 0952 (Oct 2008) | Full text |
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Exchange rate pass-through in the global economy: the role of emerging market economies (JEL F10, F30, F41) | by Matthieu Bussière and Tuomas A. Peltonen | 0951 (Oct 2008) | Full text |
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Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm (JEL C19, C49, G19) | by Josep Maria Puigvert Gutiérrez and Josep Fortiana Gregori | 0948 (Oct 2008) | Full text |
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Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity (JEL F31, F36, G14, G15, G32) | by Maurizio Michael Habib and Mark Joy | 0947 (Oct 2008) | Full text |
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Macroeconomic adjustment to monetary union (JEL E21, F32, F36) | by Gabriel Fagan and Vítor Gaspar | 0946 (Oct 2008) | Full text |
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Wage and price dynamics in Portugal (JEL C32, C51, E31, J30) | by Carlos Robalo Marques | 0945 (Oct 2008) | Full text |
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The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis (JEL C11, C32, E32, E37) | by Kai Christoffel | 0944 (Oct 2008) | Full text |
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How does competition affect efficiency and soundness in banking? New empirical evidence (JEL G21, G28, L11) | by Klaus Schaeck and Martin Cihák | 0932 (Oct 2008) | Full text |
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Channels of international risk-sharing: capital gains versus income flows (JEL F21, F30, F36) | by Thierry Bracke and Martin Schmitz | 0938 (Sep 2008) | Full text |
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Sparse and stable Markowitz portfolios (JEL C00, G11) | by Joshua Brodie, Ingrid Daubechies, Christine De Mol | 0936 (Sep 2008) | Full text |
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International stock return comovements | by Geert Bekaert | 0931 (Sep 2008) | Full text |
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Sticky information Phillips curves: European evidence (JEL D84, E31) | by Jörg Döpke, Jonas Dovern | 0930 (Sep 2008) | Full text |
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The impact of financial position on investment: an anlysis for non-financial corporations in the euro area. (JEL C33, E22, G32, J23) | by Carmen Martinez-Carrascal and Annalisa Ferrando | 0943 (Sep 2008) | Full text |
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An application of index numbers theory to interest rates (JEL C43, E43) | by Javier Huerga and Lucia Steklacova | 0939 (Sep 2008) | Full text |
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Towards a monetary policy evaluation framework (JEL E4, E5, F4) | by Stéphane Adjemian | 0942 (Sep 2008) | Full text |
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Euro's influence upon trade: Rose effect versus border effect (JEL F10, F14, F15) | by Gianluca Cafiso | 0941 (Sep 2008) | Full text |
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The effect of durable goods and ICT on euro area productivity growth? (JEL E01, E21, E22, J24, O11) | by Jukka Jalava and Ilja Kristian Kavonius | 0940 (Sep 2008) | Full text |
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Fiscal policies, the current account and Ricardian equivalence (JEL E62, F32, F41) | by Christiane Nickel and Isabel Vansteenkiste | 0935 (Sep 2008) | Full text |
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Bank mergers and lending relationships (JEL G21, G34) | by Judit Montoriol-Garriga | 0934 (Sep 2008) | Full text |
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Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through (JEL E31, F3, F41) | by Stéphane Dées | 0933 (Sep 2008) | Full text |
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Real convergence in Central and Eastern European EU Member States: which role for exchange rate volatility? (JEL F3, F4, F5) | by Olga Arratibel | 0929 (Sep 2008) | Full text |
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Should quarterly government finance statistics be used for fiscal surveillane in Europe? (JEL C53, E6, H6) | by Diego J. Pedregal and Javier J. Pérez | 0937 (Sep 2008) | Full text |
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Modelling and Forecasting the Yield Curve under Model uncertainty (JEL C5, E4, G1) | by Paola Donati and Francesco Donati | 0917 (Aug 2008) | Full text |
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Resuscitating the wage channel in models with unemployment fluctuations (JEL E24, E31, E32, J64) | by Kai Christoffel and Keith Kuester | 0923 (Aug 2008) | Full text |
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Corporate tax competition and the decline of public investment | by Pedro Gomes and Francois Pouget | 0928 (Aug 2008) | Full text |
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Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability | by Roberto A. De Santis | 0926 (Aug 2008) | Full text |
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Monetary stabilisation in a currency union of small open economies | by Marcelo Sánchez | 0927 (Aug 2008) | Full text |
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Flow on conjunctural information and forecast of euro area economic activity (JEL C22, C53, E17) | by Katja Drechsel and Laurent Maurin | 0925 (Aug 2008) | Full text |
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Government spending volatility and the size of nations (JEL E62, H10) | by Davide Furceri and Marcos Poplawski Ribeiro | 0924 (Aug 2008) | Full text |
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An investigation on the effect of real exchange rate movements on OECD bilateral exports (JEL D73, F10, F32) | by Antoine Berthou | 0920 (Jul 2008) | Full text |
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A review of nonfundamentalness and identification in structural VAR models (JEL C32, C51, C52) | by Lucia Alessi | 0922 (Jul 2008) | Full text |
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Foreign direct investment and environmental taxes (JEL F12, F18, F23) | by Roberto A. De Santis and Frank Stähler | 0921 (Jul 2008) | Full text |
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Fiscal policy in real time (JEL C23, E30, E62, H30, H60) | by Jacopo Cimadomo | 0919 (Jul 2008) | Full text |
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Imports and profitability in the euro area manufacturing sector: the role of emerging market economies (JEL C23, F12, L11, L13) | by Tuomas A. Peltonen, Martin Skala | 0918 (Jul 2008) | Full text |
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Optimal reserve composition in the presence of sudden stops: the euro and the dollar as safe haven currencies (JEL F31, F32, F33, G11) | by Roland Beck and Ebrahim Rahbari | 0916 (Jul 2008) | Full text |
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Globalisation and the euro area: simulation based analysis using the New Area Wide Model. (JEL E32, E62) | by Roland Straub and Pascal Jacquinot | 0907 (Jun 2008) | Full text |
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How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches (JEL E43, G12, G13) | by Martin Scheicher | 0910 (Jun 2008) | Full text |
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Medium run redux: technical change, factor shares and frictions in the euro area | by Peter McAdam and Alpo Willman | 0915 (Jun 2008) | Full text |
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Evolution and sources of manufacturing productivity growth: evidence from a panel of European countries | by Silvia Giannangeli and Ramón Gómez-Salvador | 0914 (Jun 2008) | Full text |
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Country and industry equity risk premia in the euro area: an intertemporal approach | by Lorenzo Cappiello | 0913 (Jun 2008) | Full text |
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Labour cost and employment across euro area countries and sectors | by Beatrice Pierluigi and Moreno Roma | 0912 (Jun 2008) | Full text |
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Global liquidity glut or global savings glut? A structural VAR approach | by Thierry Bracke and Michael Fidora | 0911 (Jun 2008) | Full text |
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Repo markets, counterparty risk and the 2007/2008 liquidity crisis | by Christian Ewerhart and Jens Tapking | 0909 (Jun 2008) | Full text |
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3-step analysis of public finances sustainability: the case of the European Union | by António Afonso and Christophe Rault | 0908 (Jun 2008) | Full text |
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The impact of the euro on equity markets: a country and sector decomposition | by Lorenzo Cappiello | 0906 (Jun 2008) | Full text |
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A persistence-weighted measure of core inflation in the euro area | by Laurent Bilke and Livio Stracca | 0905 (Jun 2008) | Full text |
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Does money matter in the IS curve? The case of the UK | by Barry E. Jones and Livio Stracca | 0904 (Jun 2008) | Full text |
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Forecasting inflation and tracking monetary policy in the euro area: does national information help? (JEL C25, E37, E52) | by Fabrizio Venditti | 0900 (Jun 2008) | Full text |
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A robust criterion for determining the number of static factors in approximate factor models. (JEL C52) | by Lucia Alessi | 0903 (May 2008) | Full text |
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On the empirical evidence of the intertemporal current account model for the euro area countries (JEL D91, F36, F41) | by Michele Ca' Zorzi and Michal Rubaszek | 0895 (May 2008) | Full text |
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The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models (JEL C3, C53, E37) | by Matthieu Darracq Pariès and Laurent Maurin | 0894 (May 2008) | Full text |
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Sticky wages: evidence from quarterly microeconomic data | by Thomas Heckel | 0893 (May 2008) | Full text |
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Fiscal consolidation in the euro area: long-run benefits and short-run costs. (JEL E32, E62) | by Günter Coenen | 0902 (May 2008) | Full text |
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The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area (JEL C53, E6, H6) | by Luca Onorante, Diego J. Pedregal | 0901 (May 2008) | Full text |
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Robust monetary rules under unstructured and structured model uncertainty (JEL E37, E52, E58) | by Paul Levine | 0899 (May 2008) | Full text |
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Central Bank communication and monetary policy: a survey of theory and evidence (JEL E52, E58) | by Alan S. Blinder, Michael Ehrmann, Jakob de Haan | 0898 (May 2008) | Full text |
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DSGE-Modelling: when agents are imperfectly informed (JEL E10, E32) | by Paul De Grauwe | 0897 (May 2008) | Full text |
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The Maastricht Convergence Criteria and Optimal Monetary Policy for the EMU Accession Countries. | by Anna Lipinska | 0896 (May 2008) | Full text |
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Credit and the natural rate of interest. | by Fiorella De Fiore and Oreste Tristani | 0889 (Apr 2008) | Full text |
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House Prices and the stance of Monetary Policy. (JEL E3, E4) | by Marek Jarocinski and Frank Smets | 0891 (Apr 2008) | Full text |
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House Prices, Money, Credit and the Macroeconomy. (JEL E21, E22, E31, E32, E44, E47, E50, R21, R31) | by Charles Goodhart and Boris Hofmann | 0888 (Apr 2008) | Full text |
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Identification of new Keynesian Phillips Curves from a global perspective. (JEL C32, E17, F37, F42) | by Stéphane Dées, Hashem Pesaran | 0892 (Apr 2008) | Full text |
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Globalisation, domestic inflation and global output gaps: Evidence from the euro area (JEL E3, F4) | by Alessandro Calza | 0890 (Apr 2008) | Full text |
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Labor supply after transition: evidence from the Czech Republic (JEL J22, J31, P30) | by Alena Bicáková | 0887 (Mar 2008) | Full text |
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Nominal and real interest rates during an optimal disinflation in New Keynesian models. (JEL E41, E43, E51, E52) | by Marcus Hagedorn | 0878 (Mar 2008) | Full text |
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Impact of bank competition on the interest rate pass-through in the euro area (JEL D4, E50, G21, L10) | by Michiel van Leuvensteijn, Christoffer Kok Sørensen | 0885 (Mar 2008) | Full text |
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A quantitative perspective on optimal monetary policy cooperation between the US and the euro area (JEL E4, E5, F4) | by Stéphane Adjemian | 0884 (Mar 2008) | Full text |
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Assessing the benefits of international portfolio diversification in bonds and stocks. | by Roberto A. De Santis and Lucio Sarno | 0883 (Mar 2008) | Full text |
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Forecasting world trade: direct versus "bottom-up" approaches (JEL C32, C53, E37, F17) | by Matthias Burgert and Stephane Dees | 0882 (Mar 2008) | Full text |
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On policy interactions among nations: when do cooperation and commitment matter? (JEL E52, E63) | by Hubert Kempf and Leopold von Thadden | 0880 (Mar 2008) | Full text |
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Government risk premiums in the bond market: EMU and Canada (JEL E43, E62, H63, H74) | by Ludger Schuknecht | 0879 (Mar 2008) | Full text |
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What are the effects of fiscal policy shocks? A VAR-based comparative analysis (JEL C32, E60, E62, H20, H50) | by Dario Caldara and Christophe Kamps | 0877 (Mar 2008) | Full text |
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Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. (JEL C11, C13, G12, G13) | by Gianni Amisano and Roberto Savona | 0881 (Mar 2008) | Full text |
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International evidence on sticky consumption growth. (JEL E21, F41) | by Christopher D. Carroll | 0886 (Mar 2008) | Full text |
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Risk Management in Action. Robust monetary policy rules under structured uncertainty. (JEL E37, E52, E58) | by Paul Levine, Peter McAdam | 0870 (Feb 2008) | Full text |
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Why do Europeans work part-time? A cross-country panel analysis. (JEL J21, J22, J28, J68) | by Hielke Buddelmeyer | 0872 (Feb 2008) | Full text |
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Globel Macro-financial shocks and expected default frequencies in the Euro Area (JEL C33, F47, G32, G33) | by Olli Castrén | 0875 (Feb 2008) | Full text |
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How Arbitrage-free is the Nelson-Siegel Model? (JEL C14, C15, G12) | by Laura Coroneo | 0874 (Feb 2008) | Full text |
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Are sectoral stock prices useful for predicting euro area GDP? (JEL C52, C53) | by Magnus Andersson and Antonello D’Agostino | 0876 (Feb 2008) | Full text |
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The Feldstein-Horioka fact (JEL C23, F32, F41) | by Domenico Giannone and Michele Lenza | 0873 (Feb 2008) | Full text |
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The impact of capital flows on domestic investment in transition economies (JEL F21, F30, P33) | by Elitza Mileva | 0871 (Feb 2008) | Full text |
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The reserve fulfilment path of euro area commercial banks: empirical testing using panel data (JEL C23, E4, E5, G2) | by Nuno Cassola | 0869 (Feb 2008) | Full text |
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Purdah: on the rationale for central bank silence around policy meetings (JEL E43, E52, E58) | by Michael Ehrmann and Marcel Fratzscher | 0868 (Feb 2008) | Full text |
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Do monetary indicators lead euro area inflation? (JEL C32, E31, E40) | by Boris Hofmann | 0867 (Feb 2008) | Full text |
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VAR analysis and the Great Moderation (JEL E38, E52) | by Luca Benati and Paolo Surico | 0866 (Feb 2008) | Full text |
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Explaining the Great Moderation: it is not the shocks (JEL C32, C53, E32, E37) | by Domenico Giannone | 0865 (Feb 2008) | Full text |
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Macroeconomic rates of return of public and private investment: crowding-in and crowding-out effects (JEL C32, E22, E62) | by António Afonso and Miguel St. Aubyn | 0864 (Feb 2008) | Full text |
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Population ageing and public pension reforms in a small open economy (JEL E6, H3, H55, J1) | by Christiane Nickel | 0863 (Feb 2008) | Full text |
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Stock market volatility and learning (JEL D84, G12) | by Klaus Adam | 0862 (Feb 2008) | Full text |
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Housing and equity wealth effects of Italian households (JEL D12, E21) | by Charles Grant and Tuomas A. Peltonen | 0857 (Jan 2008) | Full text |
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Income distribution determinants and public spending efficiency (JEL C14, H40, H50) | by António Afonso | 0861 (Jan 2008) | Full text |
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Oil shocks and endogenous markups: results from an estimated euro area DSGE model (JEL C15, E31, E32, E37) | by Marcelo Sánchez | 0860 (Jan 2008) | Full text |
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Assessing the compensation for volatility risk implicit in interest rate derivatives (JEL G12, G13, G14) | by Fabio Fornari | 0859 (Jan 2008) | Full text |
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International transmission and monetary policy cooperation (JEL E32, F41, F42) | by Günter Coenen, Giovanni Lombardo | 0858 (Jan 2008) | Full text |
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Markups in the euro area and the US over the period 1981-2004: a comparison of 50 sectors (JEL D43, L11) | by Rebekka Christopoulou and Philip Vermeulen | 0856 (Jan 2008) | Full text |
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Assessing the factors behind oil price changes (JEL C53, Q41) | by Stéphane Dées, Audrey Gasteuil | 0855 (Jan 2008) | Full text |
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How do firms adjust their wage bill in Belgium? A decomposition along the intensive and extensive margins (JEL J30, J60) | by Catherine Fuss | 0854 (Jan 2008) | Full text |
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The cyclical behavior of equilibrium unemployment and vacancies revisited (JEL E24, E32, J41, J63, J64) | by Marcus Hagedorn and Iourii Manovskii | 0853 (Jan 2008) | Full text |
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Determinants of economic growth: will data tell? (JEL E01, O47) | by Antonio Ciccone and Marek Jarocinski | 0852 (Jan 2008) | Full text |
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Investigating inflation persistence across monetary regimes (JEL E31, E42, E47, E52, E58) | by Luca Benati | 0851 (Jan 2008) | Full text |
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling (JEL C12, C15, C32) | by Gonzalo Camba-Méndez and George Kapetanios | 0850 (Jan 2008) | Full text |
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Government size, composition, volatility and economic growth (JEL E62, H50, O40) | by António Afonso and Davide Furceri | 0849 (Jan 2008) | Full text |
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Economic growth and budgetary components: a panel assessment for the EU (JEL C23, E62, H50, O40) | by António Afonso and Juan González Alegre | 0848 (Jan 2008) | Full text |
|
2007 |
Deeper, wider and more competitive? Monetary integration, Eastern enlargement and competitiveness in the European Union (JEL F12, R13) | by Gianmarco Ottaviano | 0847 (Dec 2007) | Full text |
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Fiscal forecasting: lessons from the literature and challenges (JEL C53, E62, H6) | by Teresa Leal, Javier J. Pérez | 0843 (Dec 2007) | Full text |
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Information combination and forecast (st)ability vidence from vintages of time-series data (JEL C32, C33, C53) | by Carlo Altavilla and Matteo Ciccarelli | 0846 (Dec 2007) | Full text |
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Run-prone banking and asset markets | by Marie Hoerova | 0845 (Dec 2007) | Full text |
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Business cycle synchronization and insurance mechanisms in the EU (JEL E32, E42, F41, F42) | by António Afonso and Davide Furceri | 0844 (Dec 2007) | Full text |
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Saving behaviour and global imbalances: the role of emerging market economies | by Gianluigi Ferrucci and Cesar Miralles | 0842 (Dec 2007) | Full text |
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Should we take inside money seriously? (JEL E43) | by Livio Stracca | 0841 (Dec 2007) | Full text |
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Downward wage rigidity for different workers and firms: an evaluation for Belgium using the IWFP procedure (JEL J31) | by Philip Du Caju | 0840 (Dec 2007) | Full text |
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Are there oil currencies? The real exchange rate of oil exporting countries (JEL C22, F31) | by Maurizio Michael Habib and Margarita Manolova Kalamova | 0839 (Dec 2007) | Full text |
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Securitisation and the bank lending channel (JEL E44, E55) | by Yener Altunbas | 0838 (Dec 2007) | Full text |
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Monetary policy and core inflation (JEL E43, E52, E58) | by Michele Lenza | 0837 (Dec 2007) | Full text |
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Reporting biases and survey results: evidence from European professional forecasters (JEL C42, E31, E47) | by Juan Angel García and Andrés Manzanares | 0836 (Dec 2007) | Full text |
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US shocks and global exchange rate configurations | by Marcel Fratzscher | 0835 (Nov 2007) | Full text |
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International frictions and optimal monetary policy cooperation: analytical solutions (JEL E5, F4) | by Matthieu Darracq Pariès | 0834 (Nov 2007) | Full text |
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Explaining and forecasting euro area exports: which competitiveness indicator performs best? (JEL F17, F31, F41) | by Michele Ca' Zorzi and Bernd Schnatz | 0833 (Nov 2007) | Full text |
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The yield curve and macroeconomic dynamics | by Peter Hördahl | 0832 (Nov 2007) | Full text |
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Hierarchical Markov normal mixture models with applications to financial asset returns (JEL C11, C14, C53, G12) | by John Geweke and Gianni Amisano | 0831 (Nov 2007) | Full text |
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The term structure of euro area break-even inflation rates: the impact of seasonality (JEL E31, E43, G12) | by Jacob Ejsing | 0830 (Nov 2007) | Full text |
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Modelling inflation in China - a regional perspective (JEL C22, E31) | by Aaron Mehrotra | 0829 (Nov 2007) | Full text |
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Potential output growth in several industrialised countries: a comparison (JEL C51, E32, O11, O47) | by Christophe Cahn and Arthur Saint-Guilhem | 0828 (Nov 2007) | Full text |
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How is real convergence driving nominal convergence in the new EU Member States? (JEL E31, O52) | by Sarah M. Lein-Rupprecht | 0827 (Nov 2007) | Full text |
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Risk sharing, finance and institutions in international portfolios | by Marcel Fratzscher and Jean Imbs | 0826 (Oct 2007) | Full text |
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What can probability forecasts tell us about inflation risks? | by Juan Angel García and Andrés Manzanares | 0825 (Oct 2007) | Full text |
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Evolving U.S. monetary policy and the decline of inflation predictability (JEL E37, E52, E58) | by Luca Benati and Paolo Surico | 0824 (Oct 2007) | Full text |
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Modelling Ireland's exchange rates: from EMS to EMU | by Derek Bond | 0823 (Oct 2007) | Full text |
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Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries (JEL C22, C51, F14, F31) | by Matthieu Bussière | 0822 (Oct 2007) | Full text |
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Social value of public information: testing the limits to transparency (JEL D82, E52, E58) | by Michael Ehrmann and Marcel Fratzscher | 0821 (Oct 2007) | Full text |
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What do we really know about fiscal sustainability in the EU? A panel data diagnostic (JEL C23, E62, H62, H63) | by António Afonso and Christophe Rault | 0820 (Oct 2007) | Full text |
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Proximity and linkages among coalition participants: a new voting power measure applied to the International Monetary Fund (JEL C71, F33) | by Julien Reynaud | 0819 (Oct 2007) | Full text |
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Is time ripe for price level path stability? (JEL D83, E52) | by Vítor Gaspar | 0818 (Oct 2007) | Full text |
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Convergence and anchoring of yield curves in the euro area (JEL E52, E58) | by Michael Ehrmann, Marcel Fratzscher | 0817 (Oct 2007) | Full text |
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Choice of currency in bond issuance and the international role of currencies (JEL C25, E44, F23, G32) | by Nikolaus Siegfried | 0814 (Sep 2007) | Full text |
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Inflation persistence: euro area and new EU Member States | by Michal Franta | 0810 (Sep 2007) | Full text |
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The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US (JEL C11, C32, E32, E44) | by Sylvia Kaufmann and Maria Teresa Valderrama | 0816 (Sep 2007) | Full text |
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Do international portfolio investors follow firms' foreign investment decisions? (JEL F21, F23, G11, G15) | by Roberto A. De Santis and Paul Ehling | 0815 (Sep 2007) | Full text |
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The role of the exchange rate for adjustment in Boom and Bust episodes. (JEL E32, E63, E65) | by Reiner Martin | 0813 (Sep 2007) | Full text |
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The uncovered return parity condition. (JEL C32, F30, F31, G12) | by Lorenzo Cappiello and Roberto A. De Santis | 0812 (Sep 2007) | Full text |
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Instability and nonlinearity in the Euro area Phillips curve (JEL E52, E58) | by Alberto Musso | 0811 (Sep 2007) | Full text |
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Is the new Keynesian Phillips Curve flat? (JEL C22, E31, E32) | by Keith Kuester | 0809 (Sep 2007) | Full text |
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Model misspecification, the equilibrium natural interest rate and the equity premium | by Oreste Tristani | 0808 (Sep 2007) | Full text |
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Cross-border lending contagion in multinational banks (JEL F37, G21, G28, G31) | by Alexis Derviz and Jiri Podpiera | 0807 (Sep 2007) | Full text |
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Growth accounting for the euro area: a structural approach (JEL C32, C51, E32, O47) | by Tommaso Proietti and Alberto Musso | 0804 (Aug 2007) | Full text |
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Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities (JEL E43, F31, F41) | by Arnaud Mehl and Lorenzo Cappiello | 0801 (Aug 2007) | Full text |
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The transmission of US cyclical developments to the rest of the world (JEL E32, E37, F41) | by Stéphane Dées and Isabel Vansteenkiste | 0798 (Aug 2007) | Full text |
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The pricing of risk in European credit and corporate bond markets | by Antje Berndt and Iulian Obreja | 0805 (Aug 2007) | Full text |
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State-dependency and firm-level optimization: a contribution to Calvo price staggering | by Peter McAdam and Alpo Willman | 0806 (Aug 2007) | Full text |
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Optimal monetary policy in an estimated DSGE for the euro area | by Stéphane Adjemian | 0803 (Aug 2007) | Full text |
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Investigating time-variation in the marginal predictive power of the yield spread | by Luca Benati and Charles Goodhart | 0802 (Aug 2007) | Full text |
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Joint estimation of the natural rate of interest, the natural rate of unemployment, expected inflation, and potential output | by Luca Benati and Giovanni Vitale | 0797 (Aug 2007) | Full text |
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The impact of exchange rate shocks on sectoral activity and prices in the euro area | by Elke Hahn | 0796 (Aug 2007) | Full text |
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Assessing the impact of a change in the composition of public spending: a DSGE approach | by Roland Straub and Ivan Tchakarov | 0795 (Aug 2007) | Full text |
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Is the corporate bond market forward looking? (JEL G12, G13) | by Jens Hilscher | 0800 (Aug 2007) | Full text |
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Monetary policy shocks in a two-sector open economy: an empirical study (JEL C32, E52, F31, F42) | by Ricardo Llaudes | 0799 (Aug 2007) | Full text |
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(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate (JEL C11, C15, E43) | by Marco J. Lombardi and Silvia Sgherri | 0794 (Aug 2007) | Full text |
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Structural econometric approach to bidding in the main refinancing operations of the Eurosystem | by Nuno Cassola | 0793 (Aug 2007) | Full text |
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Euro area market reactions to the monetary developments press release | by Jerome Coffinet and Sylvain Gouteron | 0792 (Aug 2007) | Full text |
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Inquiries on dynamics of transition economy convergence in a two-country model | by Jan Bruha and Jirí Podpiera | 0791 (Aug 2007) | Full text |
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Asset prices, exchange rates and the current account | by Marcel Fratzscher | 0790 (Aug 2007) | Full text |
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Downward nominal wage rigidity in the OECD | by Steinar Holden and Fredrik Wulfsberg | 0777 (Jul 2007) | Full text |
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Aggregating Phillips curves (JEL C10, C22, E31, E52) | by Jean Imbs | 0785 (Jul 2007) | Full text |
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Panel data estimates of the production function and product and labor market imperfections (JEL C23, D21, J51, L13) | by Sabien Dobbelaere and Jacques Mairesse | 0782 (Jul 2007) | Full text |
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Modeling the impact of external factors on the euro area's HICP and real economy: a focus on pass-through and the trade balance (JEL C32, E52) | by Luigi Landolfo | 0789 (Jul 2007) | Full text |
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Evaluating the real effect of bank branching deregulation: comparing contiguous counties across U.S. state |