Carsten Detken

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

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SCHOLARLY PAPERS

16

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361

CROSSREF CITATIONS

160

Scholarly Papers (16)

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1.

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

Downloads 1,135 (33,114)
Citation 101

'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 637 (71,753)
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 356 (144,240)
Citation 87

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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 142 (347,603)
Citation 31

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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 1,042 (37,395)
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 931 (43,786)
Citation 48

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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
Lucia Alessi, Antonio Antunes, Jan Babecký, Simon Baltussen, Markus Behn, Diana Bonfim, Oliver Bush, Oliver Bush, Carsten Detken, Jon Frost, Rodrigo Guimaraes, Tomas Havranek, Mark Joy, Karlo Kauko, Jakub Mateju, Nuno Monteiro, Benjamin Neudorfer, Tuomas A. Peltonen, Marek Rusnak, Paulo M.M. Rodrigues, Willem Schudel, Michael Sigmund, Hanno Stremmel, Katerina Smidkova, Ruben van Tilburg, Borek Vasicek, Diana Zigraiova and Diana Zigraiova
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 459 (108,730)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

5.

A New Database for Financial Crises in European Countries

Downloads 417 (121,582)
Citation 2

A New Database for Financial Crises in European Countries

ECB Occasional Paper No. 2017/194
Number of pages: 62 Posted: 03 Aug 2017
Marco Lo Duca, Anne Koban, Marisa Basten, Elias Bengtsson, Benjamin Klaus, Piotr Kusmierczyk, Jan Hannes Lang, Carsten Detken and Tuomas Peltonen
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 327 (158,135)

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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
Marco Lo Duca, Anne Koban, Marisa Basten, Elias Bengtsson, Benjamin Klaus, Piotr Kusmierczyk, Jan Hannes Lang, Carsten Detken and Tuomas Peltonen
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 90 (485,113)

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

6.

The Euro and International Capital Markets

Downloads 379 (135,601)
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 357 (143,808)

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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 (888,012)
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

7.

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

Number of pages: 88 Posted: 23 Jul 2019
Vitor Constâncio, Inês Cabral, Carsten Detken, John Fell, Jerome Henry, Paul Hiebert, Sujit Kapadia, Sujit Kapadia, Sergio Nicoletti Altimar, Fatima Pires and Carmelo Salleo
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 341 (152,149)
Citation 13

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

8.

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
Markus Behn, Carsten Detken, Tuomas A. Peltonen and Willem Schudel
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 307 (170,170)
Citation 3

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

9.

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

Number of pages: 52 Posted: 27 Apr 2003
Carsten Detken, Alistair Dieppe, Jerome Henry, Carmen Marin and Frank Smets
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Universidad de Murcia and European Central Bank (ECB)
Downloads 240 (218,155)

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Equilibrium exchange rate, euro, model uncertainty

10.

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 221 (236,123)
Citation 3

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

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 206 (251,952)
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 186 (276,242)
Citation 2

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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 153 (326,585)

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

14.

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
Carsten Detken, Olaf Weeken, Lucia Alessi, Diana Bonfim, Miguel Boucinha, Christian Castro, Sebastian Frontczak, Gaston Giordana, Julia Giese, Nadya Wildmann, Jan Kakes, Benjamin Klaus, Jan Hannes Lang, Natalia Puzanova and Peter Welz
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 132 (366,898)
Citation 44

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banking regulation, countercyclical capital buffer, systemic risk

15.

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 112 (414,512)
Citation 7

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

16.

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
Markus Behn, Carsten Detken, Tuomas Peltonen and Willem Schudel
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and De Nederlandsche Bank
Downloads 45 (685,904)
Citation 3

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