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European Central Bank Research Paper Series

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Viewing: 1 - 50 of 2,559 papers

1.

Restructuring Sovereign Bonds: Holdouts, Haircuts and the Effectiveness of Cacs

ECB Working Paper No. 2366
Number of pages: 60 Posted: 16 Jan 2020
Working Paper Series
European Central Bank (ECB), Kiel Institute for the World Economy and affiliation not provided to SSRN
Downloads 3
2.

A Cointegration Model of Money and Wealth

ECB Working Paper No. 2365
Number of pages: 28 Posted: 14 Jan 2020
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 4
3.

The Impact of the ECB's Targeted Long-Term Refinancing Operations on Banks’ Lending Policies: The Role of Competition

ECB Working Paper No. 2364
Number of pages: 68 Posted: 14 Jan 2020
Working Paper Series
European Central Bank (ECB) and Banco de España
Downloads 2
4.

Non-Linear Exchange Rate Pass-Through to Euro Area Inflation: A Local Projection Approach

ECB Working Paper No. 2362
Number of pages: 30 Posted: 13 Jan 2020
Working Paper Series
European Central Bank and Banque centrale du Luxembourg
Downloads 4
5.

The Long-Run Information Effect of Central Bank Communication

ECB Working Paper No. 2363
Number of pages: 73 Posted: 13 Jan 2020
Working Paper Series
Imperial College Business School, University of Oxford and Bank of England
Downloads 4
6.

The Predictive Power of Equilibrium Exchange Rate Models

ECB Working Paper No. 2358
Number of pages: 43 Posted: 10 Jan 2020
Working Paper Series
European Central Bank (ECB), Bank for International Settlements (BIS), European University Institute and Warsaw School of Economics (SGH)
Downloads 79
7.

Rising Protectionism and Global Value Chains: Quantifying the General Equilibrium Effects

ECB Working Paper No. 2360
Number of pages: 50 Posted: 10 Jan 2020
Working Paper Series
Bank of Italy, European Central Bank (ECB), World Bank and Bocconi University - Department of Economics and Paolo Baffi Centre on Central Banking and Financial Regulation
Downloads 17
8.

Economic Policy Uncertainty in the Euro Area: An Unsupervised Machine Learning Approach

ECB Working Paper No. 2359
Number of pages: 47 Posted: 10 Jan 2020
Working Paper Series
Glasgow University, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 15
9.

Firm or Bank Weakness? Access to Finance Since the European Sovereign Debt Crisis

ECB Working Paper No. 2361
Number of pages: 44 Posted: 10 Jan 2020
Working Paper Series
affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 2
10.

Bank Funding Costs and Solvency

ECB Working Paper No. 2356
Number of pages: 39 Posted: 09 Jan 2020
Working Paper Series
European Central Bank (ECB), European Central Bank and Bank of England
Downloads 5
11.

Wealth Effect on Consumption During the Sovereign Debt Crisis: Households Heterogeneity in the Euro Area

ECB Working Paper No. 2357
Number of pages: 73 Posted: 09 Jan 2020
Working Paper Series
Banque de France, European Union - Eurostat, Banque de France and Banque de France
Downloads 2
12.

Measuring the Procyclicality of Impairment Accounting Regimes: A Comparison between IFRS 9 and Us Gaap

ECB Working Paper No. 2347
Number of pages: 36 Posted: 08 Jan 2020
Working Paper Series
Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 14
13.

A Tale of Two Decades: The Ecb's Monetary Policy at 20

ECB Working Paper No. 2346
Number of pages: 337 Posted: 08 Jan 2020
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), European Central Bank(ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and Independent
Downloads 34
14.

The Fundamentals of Safe Assets

ECB Working Paper No. 2355
Number of pages: 42 Posted: 08 Jan 2020
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 32
15.

Fiscal Activism in the Euro Area and in Other Advanced Economies: New Evidence

ECB Working Paper No. 2344
Number of pages: 53 Posted: 08 Jan 2020
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 13
16.

Exploring Okun's Law Asymmetry: An Endogenous Threshold Lstr Approach

ECB Working Paper No. 2345
Number of pages: 56 Posted: 08 Jan 2020
Working Paper Series
Athens University of Economics and Business, European Central Bank (ECB) and Athens University of Economics and Business - Department of Economics
Downloads 10
17.

Peer Effects in Stock Market Participation: Evidence from Immigration

ECB Working Paper No. 2340
Number of pages: 55 Posted: 08 Jan 2020
Working Paper Series
Swedish House of Finance, Banque centrale du Luxembourg and Banque centrale du Luxembourg
Downloads 10
18.

Disaggregate Income and Wealth Effects in the Largest Euro Area Countries

ECB Working Paper No. 2343
Number of pages: 32 Posted: 08 Jan 2020
Working Paper Series
European Central Bank (ECB), ECB, European University Institute and University of Glasgow - Adam Smith Business School
Downloads 8
19.

Interdependencies in the Euro Area Derivatives Clearing Network: A Multi-Layer Network Approach

ECB Working Paper No. 2342
Number of pages: 45 Posted: 08 Jan 2020
Working Paper Series
Directorate General Market Infrastructure and Payments, Oversight Division and European Central Bank (ECB)
Downloads 7
20.

Firms’ Expectations on the Availability of Credit Since the Financial Crisis

ECB Working Paper No. 2341
Number of pages: 46 Posted: 08 Jan 2020
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and affiliation not provided to SSRN
Downloads 5
21.

In the Face of Spillovers: Prudential Policies in Emerging Economies

ECB Working Paper No. 2339
Number of pages: 52 Posted: 08 Jan 2020
Working Paper Series
European Central Bank (ECB) and Bank of England

Multiple version iconThere are 2 versions of this paper

Downloads 5
22.

A Phillips Curve for the Euro Area

ECB Working Paper No. 2354
Number of pages: 29 Posted: 08 Jan 2020
Working Paper Series
Johns Hopkins University - Department of Economics and Wake Forest University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 18
23.

Identifying SVARS from Sparse Narrative Instruments: Dynamic Effects of U.S. Macroprudential Policies

ECB Working Paper No. 2353
Number of pages: 43 Posted: 07 Jan 2020
Working Paper Series
European Central Bank (ECB) - Directorate Financial Stability and Supervision and European Central Bank
Downloads 9
24.

Tiered CBDC and the Financial System

ECB Working Paper No. 2351
Number of pages: 42 Posted: 04 Jan 2020
Working Paper Series
European Central Bank (ECB)
Downloads 14
25.

Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment

ECB Working Paper No. 2352
Number of pages: 53 Posted: 04 Jan 2020
Working Paper Series
European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 13
26.

Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers

ECB Working Paper No. 2349
Number of pages: 46 Posted: 04 Jan 2020
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 25
27.

Unconventional Monetary Policy and Funding Liquidity Risk

ECB Working Paper No. 2350
Number of pages: 56 Posted: 04 Jan 2020
Working Paper Series
Swedish House of Finance, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 9
28.

A New Approach to Early Warning Systems for Small European Banks

ECB Working Paper No. 2348
Number of pages: 26 Posted: 26 Dec 2019
Working Paper Series
European Central Bank (ECB), European Banking Authority, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 13
29.

Inflation Trends in Asia: Implications for Central Banks

ECB Working Paper No. 2338
Number of pages: 56 Posted: 04 Dec 2019
Working Paper Series
European Central Bank (ECB) and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 16
30.

Financial Cycles, Credit Bubbles and Stabilization Policies

ECB Working Paper No. 2336
Number of pages: 44 Posted: 04 Dec 2019
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and University of Rome Tor Vergata Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 27
31.

The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?

ECB Working Paper No. 2337
Number of pages: 49 Posted: 04 Dec 2019
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and Graduate Institute of International and Development Studies (HEI)

Multiple version iconThere are 2 versions of this paper

Downloads 15
32.

Merging Structural and Reduced-Form Models for Forecasting: Opening the Dsge-Var Box

ECB Working Paper No. 2335
Number of pages: 66 Posted: 04 Dec 2019
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 12
33.

Firm-Level Employment, Labour Market Reforms, and Bank Distress

ECB Working Paper No. 2334
Number of pages: 62 Posted: 02 Dec 2019
Working Paper Series
Halle Institute for Economic Research and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 10
34.

Consumption Response to Minimum Wages: Evidence from Chinese Households

ECB Working Paper No. 2333
Number of pages: 69 Posted: 02 Dec 2019
Working Paper Series
European Central Bank (ECB), University of Geneva - Geneva Finance Research Institute (GFRI) and Graduate Institute of International and Development Studies
Downloads 8
35.

Product Market Regulation, Business Churning and Productivity: Evidence from the European Union Countries

ECB Working Paper No. 2332
Number of pages: 37 Posted: 02 Dec 2019
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2
36.

Interconnected Banks and Systemically Important Exposures

ECB Working Paper No. 2331
Number of pages: 51 Posted: 21 Nov 2019
Working Paper Series
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Zurich, Government of Canada - Bank of Canada and European Central Bank (ECB)
Downloads 29
37.

The ECB After the Crisis: Existing Synergies Among Monetary Policy, Macroprudential Policies and Banking Supervision

ECB Occasional Paper No. 237
Number of pages: 69 Posted: 21 Nov 2019
Working Paper Series
University of Milan Bicocca - CefES, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 19
38.

Forecasting and Stress Testing with Quantile Vector Autoregression

ECB Working Paper No. 2330
Number of pages: 43 Posted: 18 Nov 2019
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 14
39.

Unconventional Monetary Policy and Corporate Bond Issuance

ECB Working Paper No. 2329
Number of pages: 34 Posted: 14 Nov 2019
Working Paper Series
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 27
40.

Accuracy and Determinants of Self-Assessed Euro Area House Prices

ECB Working Paper No. 2328
Number of pages: 48 Posted: 14 Nov 2019
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 8
41.

Overcapacities in Banking: Measurements, Trends and Determinants

ECB Occasional Paper No. 236
Number of pages: 47 Posted: 11 Nov 2019
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 8
42.

Global Value Chain Participation and Exchange Rate Pass-Through

ECB Working Paper No. 2327
Number of pages: 45 Posted: 06 Nov 2019
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 27
43.

The Impact of Central Bank Liquidity Support on Banks’ Balance Sheets

ECB Working Paper No. 2326
Number of pages: 43 Posted: 06 Nov 2019
Working Paper Series
International Institute of Social Studies of Erasmus University, European Central Bank (ECB) and De Nederlandsche Bank
Downloads 14
44.

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

ECB Working Paper No. 2325
Number of pages: 35 Posted: 06 Nov 2019
Working Paper Series
University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and European Central Bank (ECB)
Downloads 8
45.

Investment Funds Under Stress

ECB Working Paper No. 2323
Number of pages: 52 Posted: 31 Oct 2019
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 19
46.

Hours of Work Polarisation?

ECB Working Paper No. 2324
Number of pages: 45 Posted: 31 Oct 2019
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and Victoria University of Wellington
Downloads 14
47.

Dissecting Saving Dynamics: Measuring Wealth, Precautionary and Credit Effects

ECB Working Paper No. 1474
Number of pages: 52 Posted: 30 Oct 2019
Working Paper Series
Johns Hopkins University - Department of Economics, European Central Bank (ECB) and International Monetary Fund (IMF) - Research Department

Multiple version iconThere are 3 versions of this paper

Downloads 122
48.

Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

ECB Working Paper No. 2322
Number of pages: 76 Posted: 29 Oct 2019
Working Paper Series
ECB -DG Monetary Policy, University of Zurich and Federal Reserve Banks - Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 9
49.

Conditionality and Design of IMF-supported Programmes

ECB Occasional Paper No. 235
Number of pages: 91 Posted: 17 Oct 2019
Working Paper Series
Banca d'Italia, Banco de España, Banque de France, Banco de España, De Nederlandsche Bank, Banco de España, Banco de España, Banque Generale du Luxembourg (BGL), Bank of Greece, Deutsche Bundesbank, National Bank of Belgium, Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), Central Bank of Ireland, Banco de España, Bank of Italy, National Bank of Belgium, Bank of Greece and European Central Bank (ECB)
Downloads 10
50.

Modelling Yields at the Lower Bound Through Regime Shifts

ECB Working Paper No. 2320
Number of pages: 52 Posted: 04 Oct 2019
Working Paper Series
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 17