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European Central Bank Research Paper Series
239,613 Total downloads
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Forecasting Fiscal Time Series Using Mixed Frequency Data
ECB Working Paper No. 1550
Stylianos Asimakopoulos
,
Joan Paredes
and
Thomas Warmedinger
University of Glasgow - Department of Economics
,
European Central Bank - Fiscal Policies Division
and
European Central Bank (ECB)
Date Posted: June 19, 2013
Working Paper Series
2 downloads
Optimal CSD Reshaping towards T2S
ECB Working Paper No. 1549
Fabien Mercier
and
Stephan Sauer
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: June 19, 2013
Working Paper Series
1 downloads
Large Global Volatility Shocks, Equity Markets and Globalisation: 1885-2011
ECB Working Paper No. 1548
Arnaud Mehl
European Central Bank (ECB)
Date Posted: June 19, 2013
Working Paper Series
1 downloads
Current Account Reversals in Industrial Countries: Does the Exchange Rate Regime Matter?
ECB Working Paper No. 1547
Cosimo Pancaro
European Central Bank (ECB)
Date Posted: June 19, 2013
Working Paper Series
2 downloads
How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment
ECB Working Paper No. 1546
Julien Idier
,
Gildas Lame
and
Jean-Stéphane Mésonnier
Banque de France - Centre de Recherche
,
INSEE-CREST
and
Banque de France -DGEI-DEMFI-RECFIN
Date Posted: June 19, 2013
Working Paper Series
1 downloads
Catching Falling Knives: Speculating on Market Overreaction
ECB Working Paper No. 1545
Jean-Edouard Colliard
European Central Bank (ECB) - Directorate General Research
Date Posted: June 19, 2013
Working Paper Series
1 downloads
House Prices, Home Equity and Entrepreneurships
ECB Working Paper No. 1544
Stefano Corradin
and
Alexander A. Popov
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: June 19, 2013
Working Paper Series
1 downloads
Financial Imbalances and Household Welfare: Empirical Evidence from the EU
ECB Working Paper No. 1543
Livio Stracca
European Central Bank (ECB)
Date Posted: June 19, 2013
Working Paper Series
1 downloads
Central Bank Liquidity Provision, Risk-Taking and Economic Efficiency
ECB Working Paper No. 1542
Ulrich Bindseil
and
Juliusz Jablecki
European Central Bank (ECB)
and
University of Warsaw - Faculty of Economic Sciences
Date Posted: June 19, 2013
Working Paper Series
1 downloads
Building a Financial Conditions Index for the Euro Area and Selected Euro Area Countries: What Does It Tell Us about the Crisis?
ECB Working Paper No. 1541
Eleni Angelopoulou
,
Hiona Balfoussia
and
Heather D. Gibson
Bank of Greece
,
Bank of Greece
and
Bank of Greece
Date Posted: June 19, 2013
Working Paper Series
1 downloads
Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro Area SPF
ECB Working Paper No. 1540
Geoff Kenny
,
Thomas Kostka
and
Federico Masera
European Central Bank (ECB)
,
European Central Bank (ECB)
and
Universidad Carlos III de Madrid
Date Posted: May 11, 2013
Working Paper Series
9 downloads
Competition in Bank-Provided Payment Services
ECB Working Paper No. 1539
Wilko Bolt
and
David B. Humphrey
De Nederlandsche Bank (Dutch Central Bank)
and
Florida State University - Department of Finance
Date Posted: May 11, 2013
Working Paper Series
5 downloads
Retained Interest in Securitisations and Implications for Bank Solvency
ECB Working Paper No. 1538
Anna Sarkisyan and
Barbara Casu
University of Essex - Essex Business School
and
City University London - Sir John Cass Business School
Date Posted: May 11, 2013
Working Paper Series
4 downloads
Prediction Using Several Macroeconomic Models
ECB Working Paper No. 1537
Gianni Amisano
and
John Geweke
European Central Bank (ECB)
and
University of Technology Sydney - Economics Discipline Group
Date Posted: May 11, 2013
Working Paper Series
14 downloads
Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models
ECB Working Paper No. 1536
Anders Warne
,
Günter Coenen
and
Kai Philipp Christoffel
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 11, 2013
Working Paper Series
4 downloads
The ECB’s Non-Standard Monetary Policy Measures: The Role of Institutional Factors and Financial Structure
ECB Working Paper No. 1528
Philippine Cour-Thimann
and
Bernhard Winkler
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 09, 2013
Working Paper Series
34 downloads
Trade Adjustment in the European Union - A Structural Estimation Approach
ECB Working Paper No. 1535
Vesna Corbo and
Chiara Osbat
Uppsala University
and
European Central Bank (ECB)
Date Posted: May 08, 2013
Working Paper Series
3 downloads
Spatial Considerations on the PPP Debate
ECB Working Paper No. 1534
Michele Ca'Zorzi
and
Alexander Chudik
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 08, 2013
Working Paper Series
6 downloads
Optimal Asset Structure of a Bank - Bank Reactions to Stressful Market Conditions
ECB Working Paper No. 1533
Grzegorz Halaj
National Bank of Poland
Date Posted: May 08, 2013
Working Paper Series
16 downloads
The Euro Exchange Rate During the European Sovereign Debt Crisis - Dancing to Its Own Tune?
ECB Working Paper No. 1532
Michael Ehrmann ,
Chiara Osbat ,
Jan Strasky
and
Lenno Uusküla
European Central Bank (ECB)
,
European Central Bank (ECB)
,
European Central Bank (ECB)
and
Bank of Estonia
Date Posted: May 08, 2013
Working Paper Series
25 downloads
Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy: The Case of Ireland
ECB Working Paper No. 1531
Robert J. Kelly
,
Kieran McQuinn and
Rebecca Stuart
Central Bank of Ireland
,
Central Bank and Financial Services Authority of Ireland
and
Central Bank of Ireland
Date Posted: May 08, 2013
Working Paper Series
13 downloads
Fiscal Regimes in the EU
ECB Working Paper No. 1529
António Afonso
and
Priscilla Toffano
European Central Bank (ECB)
and
KU Leuven
Date Posted: May 08, 2013
Working Paper Series
23 downloads
Innocent Bystanders: How Foreign Uncertainty Shocks Harm Exporters
ECB Working Paper No. 1530
Daria Taglioni
and
Veronika Zavacka
European Central Bank (ECB) - Directorate General Economics
and
Independent
Date Posted: May 08, 2013
Working Paper Series
5 downloads
Heterogeneous Transmission Mechanism: Monetary Policy and Financial Fragility in the Euro Area
ECB Working Paper No. 1527
Matteo Ciccarelli ,
Angela Maddaloni and
Jose-Luis Peydro
European Central Bank (ECB)
,
European Central Bank (ECB)
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: April 10, 2013
Working Paper Series
20 downloads
A Dynamic Limit Order Market with Fast and Slow Traders
ECB Working Paper No. 1526
Peter Hoffmann
European Central Bank (ECB) - Directorate General Research
Date Posted: April 10, 2013
Working Paper Series
20 downloads
Liquidity Constraints, Risk Premia, and the Macroeconomic Effects of Liquidity Shocks
ECB Working Paper No. 1525
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Date Posted: April 10, 2013
Working Paper Series
21 downloads
Bank Leverage Cycles
ECB Working Paper No. 1524
Galo Nuno
and
Carlos Thomas
Bank of Spain - Department of International Economics & International Relations
and
Banco de España
Date Posted: April 09, 2013
Working Paper Series
22 downloads
The Mutating Euro Area Crisis: Is the Balance between 'Sceptics' and 'Advocates' Shifting?
ECB Occasional Paper No. 144
Francesco P. Mongelli
European Central Bank (ECB)
Date Posted: March 12, 2013
Working Paper Series
27 downloads
Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities
ECB Occasional Paper No. 143
Kirstin Hubrich ,
Antonello D'Agostino
,
Marianna Cervena
,
Matteo Ciccarelli ,
Paolo Guarda ,
Markus Haavio
,
Philippe Jeanfils
,
Caterina Mendicino
,
Eva Ortega ,
Maria Teresa Valderrama
and
Marianna Valentinyine Endresz
European Central Bank - Research Department
,
Central Bank and Financial Services Authority of Ireland
,
National Bank of Slovakia
,
European Central Bank (ECB)
,
Banque Centrale du Luxembourg
,
Bank of Finland - Research
,
National Bank of Belgium
,
Bank of Portugal
,
Bank of Spain, Research Department
,
Österreichische Nationalbank - Department of Economics
and
National Bank of Hungary
Date Posted: March 12, 2013
Working Paper Series
30 downloads
Fiscal Composition and Long-Term Growth
ECB Occasional Paper No. 1518
António Afonso
and
João Tovar Jalles
European Central Bank (ECB)
and
University of Aberdeen - Business School
Date Posted: March 08, 2013
Working Paper Series
34 downloads
Adverse Selection, Market Access and Inter-Market Competition
ECB Working Paper No. 1519
Peter Hoffmann
European Central Bank (ECB) - Directorate General Research
Date Posted: March 08, 2013
Working Paper Series
17 downloads
The Pricing of G7 Sovereign Bond Spreads: The Times, They are A-Changin
ECB Working Paper No. 1520
Antonello D'Agostino
and
Michael Ehrmann
Central Bank and Financial Services Authority of Ireland
and
European Central Bank (ECB)
Date Posted: March 08, 2013
Working Paper Series
26 downloads
Estimating GVAR Weight Matrices
ECB Working Paper No. 1523
Marco Gross
European Central Bank (ECB)
Date Posted: March 07, 2013
Working Paper Series
29 downloads
What Does a Financial Shock Do? First International Evidence
ECB Working Paper No. 1522
Fabio Fornari and
Livio Stracca
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: March 06, 2013
Working Paper Series
25 downloads
Financial Frictions in the Euro Area: A Bayesian Assessment
ECB Working Paper No. 1521
Stefania Villa
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: March 06, 2013
Working Paper Series
8 downloads
Employment Duration and Shifts into Retirement in the EU
ECB Working Paper No. 1517
Ted Aranki
and
Corrado Macchiarelli
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: March 05, 2013
Working Paper Series
9 downloads
Bank-Firm Relationships and the Survival of Non-Financial Firms During the Financial Crisis 2008-2009
ECB Working Paper No. 1516
Kim Abildgren
,
Birgitte Buchholst
and
Jonas Staghøj
National Bank of Denmark
,
National Bank of Denmark
and
National Bank of Denmark
Date Posted: March 05, 2013
Working Paper Series
24 downloads
Non-Performing Loans: What Matters in Addition to the Economic Cycle?
ECB Working Paper No. 1515
Roland Beck
,
Petr Jakubik
and
Anamaria Piloiu
European Central Bank (ECB)
,
European Central Bank (ECB)
and
Goethe University Frankfurt
Date Posted: March 05, 2013
Working Paper Series
49 downloads
Booms and Systemic Banking Crises
ECB Working Paper No. 1514
Frédéric Boissay
,
Fabrice Collard
and
Frank Smets
European Central Bank (ECB)
,
University of Berne - Department of Economics
and
European Central Bank (ECB)
Date Posted: March 05, 2013
Working Paper Series
27 downloads
Fiscal Stimulus in Times of High Debt: Reconsidering Multipliers and Twin Deficits
ECB Working Paper No. 1513
Christiane Nickel and
Andreas Tudyka
European Central Bank (ECB)
and
WHU - Otto Beisheim School of Management
Date Posted: March 05, 2013
Working Paper Series
46 downloads
Learning about Wage and Price Mark-Ups in Euro Area Countries
ECB Working Paper No. 1512
Elena Angelini
,
Alistair Dieppe
and
Beatrice Pierluigi
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: March 05, 2013
Working Paper Series
17 downloads
China's Economic Growth and Rebalancing
ECB Occasional Paper No. 142
Ettore Dorrucci
,
Gabor Pula
and
Daniel Santabárbara
European Central Bank (ECB)
,
European Central Bank (ECB) - Directorate General International and European Relations
and
Banco de España
Date Posted: February 15, 2013
Working Paper Series
45 downloads
External Competitiveness of EU Candidate Countries
ECB Occasional Paper No. 141
Lucia Orszaghova
,
Li Savelin
and
Willem Schudel
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: February 14, 2013
Working Paper Series
18 downloads
International R&D Spillovers: Technology Transfer vs. R&D Synergies
ECB Working Paper No. 1504
Alistair Dieppe
and
Jan Mutl
European Central Bank (ECB)
and
European Business School (UK)
Date Posted: February 14, 2013
Working Paper Series
30 downloads
Cost of Borrowing Shocks and Fiscal Adjustment
ECB Working Paper No. 1503
Oliver de Groot
,
Federic Holm-Hadulla
and
Nadine Leiner-Killinger
University of Cambridge
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: February 14, 2013
Working Paper Series
11 downloads
Fiscal Consolidations and Bank Balance Sheets
ECB Working Paper No. 1511
Jacopo Cimadomo ,
Sebastian Hauptmeier
and
Tom Zimmermann
European Central Bank
,
European Central Bank (ECB) - Directorate General Economics
and
Harvard University
Date Posted: February 12, 2013
Working Paper Series
16 downloads
Macro-Networks: An Application to the Euro Area Financial Accounts
ECB Working Paper No. 1510
Olli Castren
and
Michela Rancan
European Central Bank (ECB)
and
European University Institute
Date Posted: February 12, 2013
Working Paper Series
25 downloads
On Policymakers' Loss Function and the Evaluation of Early Warning Systems
ECB Working Paper No. 1509
Peter Sarlin
Åbo Akademi University
Date Posted: February 12, 2013
Working Paper Series
17 downloads
A Non-Standard Monetary Policy Shock: The ECB’s 3-year LTROs and the Shift in Credit Supply
ECB Working Paper No. 1508
Matthieu Darracq Paries
and
Roberto A. De Santis
European Central Bank (ECB)
and
European Central Bank (ECB) - Directorate General Economics
Date Posted: February 12, 2013
Working Paper Series
15 downloads
Panel Vector Autoregressive Models: A Survey
ECB Working Paper No. 1507
Fabio Canova and
Matteo Ciccarelli
Universitat Pompeu Fabra - Department of Economics and Business (DEB)
and
European Central Bank (ECB)
Date Posted: February 12, 2013
Working Paper Series
72 downloads
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