Carsten Detken

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

14

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CITATIONS
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35

Scholarly Papers (14)

1.

Asset Price Booms and Monetary Policy

ECB Working Paper No. 364
Number of pages: 64 Posted: 01 Dec 2004
Carsten Detken and Frank Smets
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 932 (23,593)
Citation 39

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

'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 502 (53,676)

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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 272 (109,942)
Citation 128

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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 114 (240,062)
Citation 41

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

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 702 (35,039)
Citation 30

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

4.
Downloads 359 ( 81,382)
Citation 10

The Euro and International Capital Markets

ECB Working Paper No. 19
Number of pages: 55 Posted: 11 Dec 2002
Carsten Detken and Philipp Hartmann
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 337 (86,893)
Citation 4

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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

CEPR Discussion Paper No. 2461
Number of pages: 66 Posted: 21 Mar 2001
Philipp Hartmann and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 22 (519,545)
Citation 15
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The Euro and International Capital Markets

International Finance, Vol. 3, No. 1, pp. 53-94, April 2000
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

5.

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), European Central Bank (ECB), Bank for International Settlements (BIS) - Financial Stability Board (FSB), Bank of England, Czech National Bank (CNB), 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 Czech National Bank (CNB)
Downloads 267 (112,644)
Citation 15

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Early warning systems, financial crisis, Bayesian model averaging

6.

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

ECB Working Paper No. 160
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 208 (144,416)
Citation 5

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Equilibrium exchange rate, euro, model uncertainty

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 206 (145,663)
Citation 13

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

8.

Monetary Policy and Fears of Financial Instability

ECB Working Paper No. 89
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 189 (157,805)
Citation 3

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

9.

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 180 (164,963)
Citation 6

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

10.

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

ECB Working Paper No. 3
Number of pages: 30 Posted: 02 Dec 2002
Carsten Detken
European Central Bank (ECB)
Downloads 163 (179,903)
Citation 2

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

11.

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

ECB Working Paper No. 241
Number of pages: 28 Posted: 02 Dec 2003
Carsten Detken and Vitor Gaspar
European Central Bank (ECB) and European Commission
Downloads 128 (219,092)
Citation 7

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

12.

A New Database for Financial Crises in European Countries: ECB/ESRB EU Crises Database

ECB Occasional Paper No. 194
Number of pages: 62 Posted: 03 Aug 2017
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, Halmstad University, European Central Bank (ECB), European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 108 (248,171)
Citation 9

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Financial Crises, Macroprudential, Crises Database, Early Warning Models, Central Bank Statistics

13.

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

ECB Working Paper No. 420
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 93 (274,345)
Citation 10

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

14.

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

Australian Economic Papers, Vol. 41, pp. 404-436, 2002
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 33 (447,255)
Citation 6
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