SSRN ECB: Working Paper Series (Topic)

1.

On the Retirement Effect of Inheritance: Heterogeneity and the Role of Risk Aversion

ECB Working Paper No. 2222

Number of pages: 58 Posted: 16 Jan 2019

Working Paper Series

Bertrand Garbinti and Simon Georges‐Kot

Banque de France and National Institute of Statistics and Economic Studies (INSEE)

2.

Interest Rates and Foreign Spillovers

ECB Working Paper No. 2221

Number of pages: 51 Posted: 16 Jan 2019

Working Paper Series

Roberto A. De Santis and Srecko Zimic

European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB) - Directorate General Research

3.

Attenuating the Forward Guidance Puzzle: Implications for Optimal Monetary Policy

ECB Working Paper No. 2220

Number of pages: 47 Posted: 14 Jan 2019

Working Paper Series

Taisuke Nakata, Ryota Ogaki, Sebastian Schmidt and Paul Yoo

Board of Governors of the Federal Reserve System, University of Tokyo, European Central Bank (ECB) and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School

There are 2 versions of this paper

Downloads 1

4.

The First Twenty Years of the European Central Bank: Monetary Policy

ECB Working Paper No. 2219

Number of pages: 98 Posted: 03 Jan 2019

Working Paper Series

Philipp Hartmann and Frank Smets

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 15

5.

Re-use of Collateral: Leverage, Volatility, and Welfare

ECB Working Paper No. 2218

Number of pages: 42 Posted: 20 Dec 2018

Working Paper Series

Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders

Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and University of Zurich

There are 2 versions of this paper

Downloads 8

6.

Domestic and External Sectoral Portfolios: Network Structure and Balance-Sheet Contagion

ECB Working Paper No. 2215

Number of pages: 41 Posted: 19 Dec 2018

Working Paper Series

Jonas Heipertz, Romain Rancière and Natacha Valla

Paris School of Economics (PSE), University of Southern California and European Union - European Investment Bank

Downloads 1

7.

Gambling Traps

ECB Working Paper No. 2217

Number of pages: 66 Posted: 19 Dec 2018

Working Paper Series

Anil Ari

International Monetary Fund - Research Department

8.

International Spillovers of Monetary Policy: Evidence from France and Italy

ECB Working Paper No. 2216

Number of pages: 37 Posted: 18 Dec 2018

Working Paper Series

Julia Schmidt, Marianna Caccavaio, Luisa Carpinelli and Giuseppe Marinelli

Banque de France, Bank of Italy, Bank of Italy and Bank of Italy

There are 2 versions of this paper

Downloads 3

9.

A Macro-financial Analysis of the Corporate Bond Market

ECB Working Paper No. 2214

Number of pages: 32 Posted: 12 Dec 2018

Working Paper Series

Hans Dewachter, Leonardo Iania, Wolfgang Lemke and Marco Lyrio

Catholic University of Leuven (KUL) - Department of Economics, UCLouvain (University), European Central Bank and Insper Institute of Education and Research

There are 2 versions of this paper

Downloads 4

10.

Debt Overhang and Investment Eﬃciency

ECB Working Paper No. 2213

Number of pages: 51 Posted: 12 Dec 2018

Working Paper Series

Alexander A. Popov, Francesca Barbiero and Marcin Wolski

European Central Bank (ECB), European Central Bank (ECB) and European Investment Bank

Downloads 9

11.

Short-Time Work in the Great Recession: Firm-Level Evidence from 20 EU Countries

ECB Working Paper No. 2212

Number of pages: 36 Posted: 11 Dec 2018

Working Paper Series

Reamonn Lydon, Thomas Y. Mathä and Stephen Millard

Independent, Banque centrale du Luxembourg and Bank of England

Downloads 1

12.

How Repayments Manipulate Our Perceptions about Loan Dynamics after a Boom

ECB Working Paper No. 2211

Number of pages: 57 Posted: 11 Dec 2018

Working Paper Series

Ramón Adalid and Matteo Falagiarda

European Central Bank (ECB) and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 2

13.

Cyclical and structural variation in resource allocation: evidence for Europe

ECB Working Paper No. 2210

Number of pages: 29 Posted: 05 Dec 2018

Working Paper Series

Eric J. Bartelsman, Paloma Lopez-Garcia and Giorgio Presidente

Vrije Universiteit Amsterdam, European Central Bank (ECB) and World Bank

Downloads 3

14.

Sources of borrowing and fiscal multipliers

ECB Working Paper No. 2209

Number of pages: 49 Posted: 04 Dec 2018

Working Paper Series

Romanos Priftis and Srecko Zimic

European Union - European Commission and European Central Bank (ECB) - Directorate General Research

Downloads 4

15.

Trading ahead of Treasury auctions

ECB Working Paper No. 2208

Number of pages: 50 Posted: 04 Dec 2018

Working Paper Series

Jean-David Sigaux

European Central Bank (ECB)

There are 2 versions of this paper

Downloads 5

16.

Lending Standards and Macroeconomic Dynamics

ECB Working Paper No. 2207

Number of pages: 48 Posted: 04 Dec 2018

Working Paper Series

Pedro Gete

IE Business School

Downloads 78

17.

Mixed frequency models with MA components

ECB Working Paper No. 2206

Number of pages: 52 Posted: 04 Dec 2018

Working Paper Series

Claudia Foroni, Massimiliano Giuseppe Marcellino and Dalibor Stevanovi

European Central Bank (ECB), European University Institute and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)

Downloads 2

18.

Business cycle duration dependence and foreign recessions

ECB Working Paper No. 2205

Number of pages: 17 Posted: 04 Dec 2018

Working Paper Series

Gabe de Bondt and Philip Vermeulen

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 2

19.

Inequality and Relative Saving Rates at the Top

ECB Working Paper No. 2204

Number of pages: 42 Posted: 04 Dec 2018

Working Paper Series

Philipp Lieberknecht and Philip Vermeulen

Goethe University Frankfurt and European Central Bank (ECB)

Downloads 4

20.

Fiscal Equalization and the Tax Structure

ECB Working Paper No. 2203

Number of pages: 52 Posted: 04 Dec 2018

Working Paper Series

Federic Holm-Hadulla

European Central Bank (ECB)

Downloads 8

21.

Credit Supply and Demand in Unconventional Times

ECB Working Paper No. 2202

Number of pages: 37 Posted: 21 Nov 2018

Working Paper Series

Carlo Altavilla, Miguel Boucinha, Sarah Holton and Steven Ongena

European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and University of Zurich - Department of Banking and Finance

Downloads 4

22.

Behavioral & Experimental Macroeconomics and Policy Analysis: A Complex Systems Approach

ECB Working Paper No. 2201

Number of pages: 104 Posted: 21 Nov 2018

Working Paper Series

Cars H. Hommes

University of Amsterdam - Amsterdam School of Economics (ASE)

Downloads 6

23.

The New Area-Wide Model II: An Extended Version of the ECB’s Micro-Founded Model for Forecasting and Policy Analysis with a Financial Sector

ECB Working Paper No. 2200

Number of pages: 136 Posted: 20 Nov 2018

Working Paper Series

Günter Coenen, Peter Karadi, Sebastian Schmidt and Anders Warne

European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and European Central Bank (ECB)

Downloads 5

24.

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

ECB Working Paper No. 2199

Number of pages: 43 Posted: 16 Nov 2018

Working Paper Series

Miguel Ampudia and Skander Van den Heuvel

European Central Bank (ECB) - Directorate General Research and Federal Reserve Board

There are 2 versions of this paper

Downloads 12

25.

Stigma? What Stigma? A Contribution to the Debate on Financial Market Effects of IMF Lending

ECB Working Paper No. 2198

Number of pages: 70 Posted: 16 Nov 2018

Working Paper Series

Beatrice Scheubel, Andrea Tafuro and Benjamin Vonessen

European Central Bank (ECB), Ca Foscari University of Venice - Dipartimento di Economia and European Central Bank (ECB)

Downloads 3

26.

Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates

ECB Working Paper No. 2197

Number of pages: 42 Posted: 16 Nov 2018

Working Paper Series

Luca Dedola, Georgios Georgiadis, Johannes Gräb and Arnaud Mehl

Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 9

27.

Inflation Expectations, Consumption and the Lower Bound: Micro Evidence from a Large Euro Area Survey

ECB Working Paper No. 2196

Number of pages: 50 Posted: 16 Nov 2018

Working Paper Series

Ioana Duca, Geoff Kenny and Andreas Reuter

European Central Bank (ECB), European Central Bank (ECB) and European Commission

Downloads 3

28.

Government Debt and Banking Fragility: The Spreading of Strategic Uncertainty

ECB Working Paper No. 2195

Number of pages: 66 Posted: 14 Nov 2018

Working Paper Series

Russell Cooper and Kalin Nikolov

Pennsylvania State University, College of the Liberal Arts - Department of Economic and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 5

29.

Semi-Structural Credit Gap Estimation

ECB Working Paper No. 2194

Number of pages: 54 Posted: 14 Nov 2018

Working Paper Series

Jan Hannes Lang and Peter Welz

European Central Bank (ECB) and European Central Bank

Downloads 9

30.

Bank to Sovereign Risk Spillovers Across Borders: Evidence from the ECB's Comprehensive Assessment

ECB Working Paper No. 2193

Number of pages: 46 Posted: 07 Nov 2018

Working Paper Series

Johannes H. Breckenfelder and Bernd Schwaab

European Central Bank (ECB) - Financial Research and European Central Bank (ECB) - Directorate General Research

There are 2 versions of this paper

Downloads 2

31.

Speed Limit Policy and Liquidity Traps

ECB Working Paper No. 2192

Number of pages: 30 Posted: 02 Nov 2018

Working Paper Series

Taisuke Nakata, Sebastian Schmidt and Paul Yoo

Board of Governors of the Federal Reserve System, European Central Bank (ECB) and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School

There are 2 versions of this paper

Downloads 4

32.

Variation margins, fire sales, and information-constrained optimality

ECB Working Paper No. 2191

Number of pages: 69 Posted: 31 Oct 2018

Working Paper Series

Bruno Biais, Florian Heider and Marie Hoerova

University of Toulouse 1 - Toulouse School of Economics (TSE), European Central Bank (ECB) and European Central Bank (ECB)

Downloads 3

33.

How Does Monetary Policy Affect Income and Wealth Inequality? Evidence from Quantitative Easing in the Euro Area

ECB Working Paper No. 2190

Number of pages: 50 Posted: 31 Oct 2018

Working Paper Series

Michele Lenza and Jiri Slacalek

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 23

34.

Insolvency frameworks and private debt: an empirical investigation

ECB Working Paper No. 2189

Number of pages: 37 Posted: 30 Oct 2018

Working Paper Series

Agostino Consolo, Federica Malfa and Beatrice Pierluigi

Bocconi University, Catholic University of Louvain (UCL) and European Central Bank (ECB)

Downloads 11

35.

Selecting Models with Judgment

ECB Working Paper No. 2188

Number of pages: 44 Posted: 29 Oct 2018

Working Paper Series

Simone Manganelli

European Central Bank (ECB)

Downloads 8

36.

Is the Top Tail of the Wealth Distribution the Missing Link Between the Household Finance and Consumption Survey and National Accounts?

ECB Working Paper No. 2187

Number of pages: 36 Posted: 22 Oct 2018

Working Paper Series

Robin Chakraborty, Ilja Kristian Kavonius, Sebastien Perez-Duarte and Philip Vermeulen

Deutsche Bundesbank, European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)

Downloads 17

37.

Interest rate spreads and forward guidance

ECB Working Paper No. 2186

Number of pages: 62 Posted: 22 Oct 2018

Working Paper Series

Christian Bredemeier, Christoph Kaufmann and Andreas Schabert

University of Dortmund - Ruhr Graduate School in Economics, European Central Bank and University of Cologne - Department of Economics

Downloads 11

38.

Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area

ECB Working Paper No. 2185

Number of pages: 34 Posted: 17 Oct 2018

Working Paper Series

Carlos Garcia-de-Andoain and Manfred Kremer

European Central Bank (ECB) and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 13

39.

Trust and the Household-Bank Relationship

ECB Working Paper No. 2184

Number of pages: 29 Posted: 15 Oct 2018

Working Paper Series

Miguel Ampudia and Spyros Palligkinis

European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)

Downloads 7

40.

(Un)conventional Policy and the Effective Lower Bound

ECB Working Paper No. 2183

Number of pages: 43 Posted: 15 Oct 2018

Working Paper Series

Fiorella de Fiore and Oreste Tristani

European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)

Downloads 16

41.

A Framework for Early-Warning Modeling with an Application to Banks

ECB Working Paper No. 2182

Number of pages: 43 Posted: 12 Oct 2018

Working Paper Series

Jan Hannes Lang, Tuomas A. Peltonen and Peter Sarlin

European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics

Downloads 16

42.

Revenue versus Spending-Based Consolidation Plans: The Role of Follow-Up

ECB Working Paper No. 2178

Number of pages: 77 Posted: 10 Oct 2018

Working Paper Series

Roel M. W. J. Beetsma, Oana Furtuna and Massimo Giuliodori

University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam and University of Amsterdam - Faculty of Economics & Econometrics (FEE)

There are 2 versions of this paper

Downloads 8

43.

The Global Effects of Global Risk and Uncertainty

ECB Working Paper No. 2179

Number of pages: 44 Posted: 10 Oct 2018

Working Paper Series

Dario Bonciani and Martino Ricci

European University Institute and European Central Bank (ECB)

Downloads 18

44.

A Structural Model to Assess the Impact of Bank Capitalization Changes Conditional on a Bail-in versus Bail-out Regime

ECB Working Paper No. 2181

Number of pages: 27 Posted: 08 Oct 2018

Working Paper Series

Marco Gross, Tomasz Dubiel-Teleszynski and Javier Población

International Monetary Fund (IMF), Warsaw School of Economics (SGH) - Institute of Econometrics and European Central Bank (ECB)

Downloads 12

45.

The Role of Factor Substitution and Technical Progress in China’s Great Expansion

ECB Working Paper No. 2180

Number of pages: 61 Posted: 27 Sep 2018

Working Paper Series

Ana-Simona Manu, Peter McAdam and Alpo Willman

European Central Bank (ECB), European Central Bank (ECB) and University of Kent - Canterbury Campus

Downloads 10

46.

Who Bears Interest Rate Risk?

ECB Working Paper No. 2176

Number of pages: 66 Posted: 26 Sep 2018

Working Paper Series

Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey

European Central Bank (ECB) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris

There are 2 versions of this paper

Downloads 25

47.

Managing the Sovereign-Bank Nexus

ECB Working Paper No. 2177

Number of pages: 56 Posted: 24 Sep 2018

Working Paper Series

Giovanni Dell'Ariccia, Luc Laeven, Alexander A. Popov, Caio Ferreira, Nigel Jenkinson, Alberto Martin and Camelia Minoiu

International Monetary Fund (IMF) - Research Department, European Central Bank (ECB), European Central Bank (ECB), Government of the Federative Republic of Brazil - Central Bank of Brazil, Bank of England - Monetary Analysis and Statistics, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Federal Reserve Board

Downloads 15

48.