Laurent Maurin

European Central Bank (ECB) - Directorate General Economics

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

10

DOWNLOADS

839

SSRN CITATIONS
Rank 19,446

SSRN RANKINGS

Top 19,446

in Total Papers Citations

55

CROSSREF CITATIONS

10

Scholarly Papers (10)

1.

Financial Conditions Index and Credit Supply Shocks for the Euro Area

ECB Working Paper No. 1644
Number of pages: 45 Posted: 15 Mar 2014
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 181 (294,736)
Citation 16

Abstract:

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euro area, financial conditions index, credit supply shocks, large dataset, factor models, structural VAR, sign restrictions

2.

Risk, Capital Buffer and Bank Lending: A Granular Approach to the Adjustment of Euro Area Banks

ECB Working Paper No. 1499
Number of pages: 28 Posted: 15 Dec 2012
Laurent Maurin and Mervi Toivanen
European Central Bank (ECB) - Directorate General Economics and Bank of Finland
Downloads 171 (309,768)
Citation 2

Abstract:

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banks, Euro area, capital ratios, credit supply, partial adjustment model

3.

Estimating the Impact of Shocks to Bank Capital in the Euro Area

ECB Working Paper No. 2077
Number of pages: 36 Posted: 20 Jun 2017
Universitat Pompeu Fabra - Department of Economics and Business, National Bank of Slovakia, European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 100 (469,440)
Citation 9

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Euro Area, Bank Balance Sheet Adjustment, Capital Ratio, Bayesian VAR, Macroprudential Policy, Sign Restrictions

4.

Drivers of Banks’ Cost of Debt and Long-Term Benefits of Regulation – An Empirical Analysis Based on EU Banks

ECB Working Paper No. 1849
Number of pages: 28 Posted: 24 Sep 2015
Artus Galiay and Laurent Maurin
Bank of England and European Central Bank (ECB) - Directorate General Economics
Downloads 96 (482,345)
Citation 5

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Bank balance sheet, Basel III regulations, CRR and CRD IV, Capital and leverage, Funding and liquidity, Bank structural perimeter, risk, bank funding costs, cross section estimates, factor based indices, dynamic estimates

5.

Trend-Cycle Decomposition of Output and Euro Area Inflation Forecasts: A Real-Time Approach Based on Model Combination

ECB Working Paper No. 1384
Number of pages: 37 Posted: 05 Oct 2011
Pierre Guerin, Laurent Maurin and Matthias Mohr
affiliation not provided to SSRN, European Central Bank (ECB) - Directorate General Economics and affiliation not provided to SSRN
Downloads 64 (609,884)
Citation 3

Abstract:

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trend-cycle decomposition, Phillips curve, unobserved components model, Kalman Filter, Markov-switching, auxiliary information, model averaging, inflation forecast, real-time analysis

6.

Profit Dynamics Across the Largest Euro Area Countries and Sectors

ECB Working Paper No. 1410
Number of pages: 46 Posted: 21 Dec 2011
Laurent Maurin, Moreno Roma and Igor Vetlov
European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB) and Bank of Lithuania
Downloads 52 (673,484)
Citation 2

Abstract:

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Profits, sectoral determinants, VARs, impulse responses, historical

7.

Flow on Conjunctural Information and Forecast of Euro Area Economic Activity

ECB Working Paper No. 925
Number of pages: 55 Posted: 19 Aug 2008
Katja Drechsel and Laurent Maurin
Halle Institute for Economic Research and European Central Bank (ECB) - Directorate General Economics
Downloads 52 (673,484)
Citation 2

Abstract:

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large dataset, forecast pooling, weighting scheme, GDP components, out-of-sample forecast performance, bottom-up vs. direct forecast

8.

The Role of Country-Specific Trade and Survey Data in Forecasting Euro Area Manufacturing Production: Perspective from Large Panel Factor Models

ECB Working Paper No. 894
Number of pages: 38 Posted: 19 May 2008
Laurent Maurin and Matthieu Darracq Paries
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 48 (697,166)

Abstract:

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Factor models, Dataset, Forecasting

9.

Market Finance as a Spare Tyre? Corporate Investment and Access to Bank Credit in Europe

ECB Working Paper No. 2021/2606
Number of pages: 38 Posted: 14 Oct 2021
Malin Andersson, Laurent Maurin and Desislava Rusinova
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 40 (749,450)

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corporate debt issuance, FAVAR model, financing structure, size spread, small and medium size corporates

10.

Can Survey-Based Information Help Assess Investment Gaps in the EU?

Banco de Espana Occasional Papers No. 1908 (2019)
Number of pages: 40 Posted: 14 May 2019
Pana Alves, Daniel Dejuan-Bitria and Laurent Maurin
Banco de España, Universitat Pompeu Fabra and European Central Bank (ECB) - Directorate General Economics
Downloads 35 (785,720)
Citation 33

Abstract:

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investment obstacles, investment gap, corporate investment, investment determinants, survey-based information, access to finance