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ECB: Working Paper Series (Topic)

206,835 Total downloads

Viewing: 1 - 50 of 1,478 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
Julian Schumacher, Christoph Trebesch and Chuck Fang
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
Katrin Assenmacher and Andreas Beyer
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
Desislava Andreeva and Miguel García-Posada
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
Ieva Rubene and Roberta Colavecchio
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
Stephen Hansen, Michael McMahon and Matthew Tong
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
Michele Ca' Zorzi, Adam Cap, Andrej Mijakovic and Michał Rubaszek
European Central Bank (ECB), Bank for International Settlements (BIS), European University Institute and Warsaw School of Economics (SGH)
Downloads 78
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
Rita Cappariello, Vanessa Gunnella, Sebastian Franco-Bedoya and Gianmarco I.P. Ottaviano
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
Andres Azqueta-Gavaldon, Dominik Hirschbühl, Luca Onorante and Lorena Saiz
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
Giuseppe Corbisiero and Donata Faccia
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
Cosimo Pancaro, Dawid Żochowski and Guillaume Arnould
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
Bertrand Garbinti, Pierre Lamarche, Charlélie Lecanu and Frederique Savignac
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
Alejandro Buesa, Francisco Javier Población García and Javier Tarancón
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
Massimo Rostagno, Carlo Altavilla, Giacomo Carboni, Wolfgang Lemke, Roberto Motto, Arthur Saint Guilhem and Jonathan Yiangou
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
Maurizio Michael Habib, Livio Stracca and Fabrizio Venditti
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
Maria Grazia Attinasi, Alessandra Anna Palazzo and Beatrice Pierluigi
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
Dimitris Christopoulos, Peter McAdam and Elias Tzavalis
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
Anastasia Girshina, Thomas Y. Mathä and Michael Ziegelmeyer
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
Gabe de Bondt, Arne Gieseck, Pablo Herrero and Zivile Zekaite
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
Simonetta Rosati and Francesco Vacirca
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
Annalisa Ferrando, Ioannis Ganoulis and Carsten Preuss
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
Andra Coman and Simon Lloyd
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
Laurence Ball and Sandeep Mazumder
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
Katarzyna Barbara Budnik and Gerhard Rünstler
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
Ulrich Bindseil
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
Günter Coenen, Carlos Montes-Galdon and Frank Smets
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
Carlo Altavilla, Miguel Boucinha, José-Luis Peydró and Frank Smets
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
Adrien d'Avernas, Quentin Vandeweyer and Matthieu Darracq Paries
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
Michael Bräuning, Despo Malikkidou, Giorgio Scricco and Stefano Scalone
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
Juan A. Garcia and Aubrey Poon
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
Tobias Schuler and Luisa Corrado
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
Beatrice Scheubel, Livio Stracca and Cédric Tille
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
Jaime Martinez-Martin, Richard Morris, Luca Onorante and Fabio M. Piersanti
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
Moritz Stieglitz and Ralph Setzer
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
Ernest Dautović, Harald Hau and Yi Huang
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
Robert Anderton, Benedetta Di Lupidio and Barbara Jarmulska
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
Alan Roncoroni, Stefano Battiston, Marco D'Errico, Grzegorz Hałaj and Christoffer Kok
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.

Forecasting and Stress Testing with Quantile Vector Autoregression

ECB Working Paper No. 2330
Number of pages: 43 Posted: 18 Nov 2019
Working Paper Series
Sulkhan Chavleishvili and Simone Manganelli
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 14
38.

Unconventional Monetary Policy and Corporate Bond Issuance

ECB Working Paper No. 2329
Number of pages: 34 Posted: 14 Nov 2019
Working Paper Series
Roberto A. De Santis and Andrea Zaghini
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 27
39.

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
Julien Le Roux and Moreno Roma
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 8
40.

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
Georgios Georgiadis, Johannes Gräb and Makram Khalil
European Central Bank (ECB), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 27
41.

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
Leo de Haan, Sarah Holton and Jan Willem van den End
International Institute of Social Studies of Erasmus University, European Central Bank (ECB) and De Nederlandsche Bank
Downloads 14
42.

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
Florian Huber, Gary Koop and Luca Onorante
University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and European Central Bank (ECB)
Downloads 8
43.

Investment Funds Under Stress

ECB Working Paper No. 2323
Number of pages: 52 Posted: 31 Oct 2019
Working Paper Series
Régis Gourdel, Eduardo Maqui Lopez and Matthias Sydow
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 19
44.

Hours of Work Polarisation?

ECB Working Paper No. 2324
Number of pages: 45 Posted: 31 Oct 2019
Working Paper Series
Antonio Dias da Silva, Filippos Petroulakis and Athene Laws
European Central Bank (ECB), European Central Bank (ECB) and Victoria University of Wellington
Downloads 14
45.

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
Ugo Albertazzi, Steven Ongena and Fulvia Fringuellotti
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
46.

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
Peter Hördahl and Oreste Tristani
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
47.

Introducing Dominant Currency Pricing in the ECB's Global Macroeconomic Model

ECB Working Paper No. 2321
Number of pages: 32 Posted: 04 Oct 2019
Working Paper Series
Georgios Georgiadis and Saskia Mösle
European Central Bank (ECB) and Kiel Institute for the World Economy
Downloads 5
48.

Financial Integration in Europe Through the Lens of Composite Indicators

ECB Working Paper No. 2319
Number of pages: 33 Posted: 30 Sep 2019
Working Paper Series
Peter Hoffmann, Manfred Kremer and Sonia Zaharia
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and Tufts University - Friedman School of Nutrition Science and Policy

Multiple version iconThere are 2 versions of this paper

Downloads 12
49.

Finance and Carbon Emissions

ECB Working Paper No. 2318
Number of pages: 70 Posted: 26 Sep 2019
Working Paper Series
Ralph De Haas and Alexander A. Popov
European Bank for Reconstruction and Development and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 69
50.

Has the New Bail-In Framework Increased the Yield Spread between Subordinated and Senior Bonds?

ECB Working Paper No. 2317
Number of pages: 33 Posted: 26 Sep 2019
Working Paper Series
Irene Pablos
European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 11