Carsten Detken

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

17

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Top 2,757

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285

CROSSREF CITATIONS

194

Scholarly Papers (17)

'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity

ECB Working Paper No. 1039
Number of pages: 58 Posted: 22 Apr 2009
Lucia Alessi and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 587 (66,113)
Citation 4

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Early Warning Indicators, Signalling Approach, Leaning Against the Wind, Asset Price Booms and Busts, Global Liquidity

'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity

Paolo Baffi Centre Research Paper No. 2010-70
Number of pages: 52 Posted: 09 Jul 2010 Last Revised: 20 Nov 2010
Lucia Alessi and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 331 (130,200)
Citation 92

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Early Warning Indicators, Signaling Approach, Leaning Against the Wind, Asset Price Booms and Busts, Global Liquidity

'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity

Finlawmetrics 2010 Conference Paper
Number of pages: 49 Posted: 12 Jan 2010
Lucia Alessi and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 123 (321,373)
Citation 37

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Early Warning Indicators, Signalling Approach, Leaning Against the Wind, Asset Price Booms and Busts, Global Liquidity

2.

Asset Price Booms and Monetary Policy

Number of pages: 64 Posted: 01 Dec 2004
Carsten Detken and Frank Smets
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 985 (33,527)
Citation 4

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asset price booms, asset price bubbles, optimal monetary policy, over-investment, real estate prices

3.

Liquidity Shocks and Asset Price Boom/Bust Cycles

ECB Working Paper No. 732
Number of pages: 54 Posted: 25 Feb 2007
Ramón Adalid and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 840 (41,853)
Citation 18

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Liquidity shocks, asset price booms, money and credit aggregates, role of money, monetary policy, real estate prices

4.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE)Bank of England, European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in PragueEuropean Stability Mechanism
Downloads 403 (105,460)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

5.
Downloads 364 (118,078)
Citation 17

The Euro and International Capital Markets

Number of pages: 55 Posted: 11 Dec 2002
Carsten Detken and Philipp Hartmann
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 342 (125,659)

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International Capital Markets, International Currencies, Euro, Dollar, Yen, EMU, Capital Flows, International Monetary System, Portfolio Selection, Money Markets, Bond Markets, Equity Markets, Bank Lending

The Euro and International Capital Markets

Number of pages: 66 Posted: 21 Mar 2001
Philipp Hartmann and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 22 (722,137)
Citation 2
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The Euro and International Capital Markets

Posted: 15 Jul 2003
Carsten Detken and Philipp Hartmann
European Central Bank (ECB) and European Central Bank (ECB)

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international capital markets, international currencies, euro, dollar, yen, EMU, capital flows, international monetary system, portfolio selection, bond markets, equity markets, bank lending

A New Database for Financial Crises in European Countries

ECB Occasional Paper No. 2017/194
Number of pages: 62 Posted: 03 Aug 2017
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, European Systemic Risk Board, European Systemic Risk Board, European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Systemic Risk Board
Downloads 261 (166,611)

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central bank statistics, crises database, early warning models, financial crises, macroprudential

A New Database for Financial Crises in European Countries

ESRB: Occasional Paper Series 2017/13
Number of pages: 58 Posted: 12 Feb 2022
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, European Systemic Risk Board, European Systemic Risk Board, European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Systemic Risk Board
Downloads 72 (453,741)

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central bank statistics, crises database, early warning models, inancial crises, macroprudential

7.

Setting Countercyclical Capital Buffers Based on Early Warning Models: Would it Work?

ECB Working Paper No. 1604
Number of pages: 44 Posted: 08 Nov 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 269 (162,351)
Citation 3

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Basel III; CRD IV; countercyclical capital buffer; financial regulation; banking crises; early warning model

8.

Model Uncertainty and the Equilibrium Value of the Real Effective Euro Exchange Rate

Number of pages: 52 Posted: 27 Apr 2003
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Universidad de Murcia and European Central Bank (ECB)
Downloads 224 (193,885)

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Equilibrium exchange rate, euro, model uncertainty

9.

Monetary Policy and Fears of Financial Instability

Number of pages: 46 Posted: 11 Dec 2001
Vincent Brousseau and Carsten Detken
European Central Bank, Directorate General Economics and European Central Bank (ECB)
Downloads 204 (211,473)
Citation 3

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financial stability, price stability, optimal monetary policy, sunspot equilibria, Bellman principle, time inconsistency

10.

Macroprudential Policy at the ECB: Institutional Framework, Strategy, Analytical Tools and Policies

Number of pages: 88 Posted: 23 Jul 2019
European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 198 (217,269)
Citation 3

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ESRB, financial imbalances, financial regulation, Financial stability, macroprudential, monetary policy, SSM, stress testing, systemic risk

11.

Identifying Excessive Credit Growth and Leverage

ECB Working Paper No. 1723
Number of pages: 51 Posted: 22 Aug 2014
Lucia Alessi and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 197 (218,232)
Citation 17

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early warning systems, banking crises, macroprudential policy, decision trees, random forest

12.

Fiscal Policy Effectiveness and Neutrality Results in a Non-Ricardian World

Number of pages: 30 Posted: 02 Dec 2002
Carsten Detken
European Central Bank (ECB)
Downloads 174 (243,022)

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Monetary and Fiscal Policy Regimes, Fiscal Policy Effectiveness, Ricardian Equivalence, Central Bank Independence, Stability and Growth Pact

13.

Maintaining Price Stability Under Free-Floating: A Fearless Way Out of the Corner?

Number of pages: 28 Posted: 02 Dec 2003
Carsten Detken and Vitor Gaspar
European Central Bank (ECB) and European Commission
Downloads 137 (295,188)

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Price stability, small open economy, flexible exchange rates, managed floating, uncovered interest rate parity

14.

On Prosperity and Posterity: The Need for Fiscal Discipline in a Monetary Union

Number of pages: 42 Posted: 20 Dec 2004
Carsten Detken, Vitor Gaspar and Bernhard Winkler
European Central Bank (ECB), European Commission and European Central Bank (ECB)
Downloads 105 (357,263)
Citation 1

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fiscal spillover effects, common pool, overlapping generations, bond market integration, fiscal discipline, fiscal rules, European Monetary Union

15.

Operationalising the Countercyclical Capital Buffer: Indicator Selection, Threshold Identification and Calibration Options

ESRB: Occasional Paper Series No. 2014/5
Number of pages: 95 Posted: 05 Nov 2020
European Central Bank (ECB), ESRB Secretariat, affiliation not provided to SSRN, Banco de Portugal, European Central Bank (ECB), Banco de España, affiliation not provided to SSRN, affiliation not provided to SSRN, Bank of England, affiliation not provided to SSRN, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and European Central Bank
Downloads 57 (503,850)
Citation 10

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banking regulation, countercyclical capital buffer, systemic risk

16.

Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches

Number of pages: 33 Posted: 13 Jan 2003
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Universidad de Murcia
Downloads 34 (616,841)
Citation 1

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17.

Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors

ESRB: Working Paper Series No. 2016/29
Number of pages: 38 Posted: 05 Nov 2020
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and De Nederlandsche Bank
Downloads 17 (741,369)
Citation 1

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early-warning model, banking crises, signalling approach, systemic risk