David-Jan Jansen

De Nederlandsche Bank

P.O. Box 98

1000 AB Amsterdam

Netherlands

http://sites.google.com/site/djansenresearch

Vrije Universiteit Amsterdam, School of Business and Economics

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

SCHOLARLY PAPERS

43

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SSRN CITATIONS
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333

CROSSREF CITATIONS

622

Scholarly Papers (43)

1.

The End of the Stability and Growth Pact?

Number of pages: 40 Posted: 28 Jan 2004
Jakob de Haan, Jakob de Haan, Helge Berger and David-Jan Jansen
University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank, Free University Berlin - Department of Economics and De Nederlandsche Bank
Downloads 487 (73,874)

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Stability and Growth Pact, EMU, budget discipline.

2.

Corporate Culture and Behaviour: A Survey

De Nederlandsche Bank Working Paper No. 334
Number of pages: 28 Posted: 05 Jan 2012
Jakob de Haan, Jakob de Haan and David-Jan Jansen
University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 477 (75,786)
Citation 1

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corporate culture, organizational behaviour, leadership, groups, supervision

The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches

ECB Working Paper No. 1424
Number of pages: 37 Posted: 21 Feb 2012
Michael Ehrmann and David-Jan Jansen
European Central Bank (ECB) and De Nederlandsche Bank
Downloads 401 (92,157)

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investor inattention, stock markets, trading volume, high‐frequency data, soccer

The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches

Number of pages: 37 Posted: 09 Mar 2012
Michael Ehrmann and David-Jan Jansen
European Central Bank (ECB) and De Nederlandsche Bank
Downloads 41 (529,896)
Citation 7

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investor inattention, stock markets, trading volume, high-frequency data, soccer

The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches

De Nederlandsche Bank Working Paper No. 337
Number of pages: 38 Posted: 17 Feb 2012
Michael Ehrmann and David-Jan Jansen
European Central Bank (ECB) and De Nederlandsche Bank
Downloads 34 (567,629)
Citation 4

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investor inattention, stock markets, trading volume, high-frequency data, soccer

Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence

ECB Working Paper No. 898
Number of pages: 57 Posted: 14 May 2008
Princeton University - Department of Economics, European Central Bank (ECB), DIW Berlin, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 276 (139,246)
Citation 65

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Communication, central bank, monetary policy

Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence

NBER Working Paper No. w13932
Number of pages: 74 Posted: 11 Apr 2008 Last Revised: 28 Jul 2021
Princeton University - Department of Economics, European Central Bank (ECB), DIW Berlin, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 197 (193,587)

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5.

Increasing Concentration in European Banking: A Macro-Level Analysis

De Nederlandsche Bank Research Memorandum Paper No. 743
Number of pages: 31 Posted: 21 Mar 2004
David-Jan Jansen, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 415 (89,278)
Citation 4

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banking, concentration, competition, market structure

6.

The Heat Is on: A Framework for Measuring Financial Stress Under Disruptive Energy Transition Scenarios

De Nederlandsche Bank Working Paper No. 625 (2019)
Number of pages: 41 Posted: 05 Mar 2019
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 293 (131,539)
Citation 18

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climate transition risk, uncertainty, stress test, financial stability

7.

Statements of ECB Officials and Their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate

Number of pages: 31 Posted: 23 Apr 2003
David-Jan Jansen, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 263 (146,989)

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ECB, Euro, Foreign Exchange, News Approach

8.

Household Savings Behaviour in Crisis Times

De Nederlandsche Bank Working Paper No. 315
Number of pages: 32 Posted: 18 Oct 2011 Last Revised: 02 Nov 2011
De Nederlandsche Bank, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank, De Nederlandsche Bank and Vrije Universiteit Amsterdam
Downloads 176 (213,940)
Citation 3

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savings; financial literacy, financial crisis, household decision-making

9.

The Importance of Being Vigilant: Has ECB Communication Influenced Euro Area Inflation Expectations?

CESifo Working Paper No. 2134
Number of pages: 29 Posted: 05 Nov 2007
David-Jan Jansen, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 142 (255,833)

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central bank communication, ECB, inflation expectations

Necessity As the Mother of Invention: Monetary Policy after the Crisis

ECB Working Paper No. 2047
Number of pages: 62 Posted: 22 Apr 2017
Princeton University - Department of Economics, European Central Bank (ECB), University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 63 (436,644)

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monetary policy, central banks, surveys

Necessity As the Mother of Invention Monetary Policy after the Crisis

De Nederlandsche Bank Working Paper No. 525
Number of pages: 64 Posted: 12 Oct 2016
Princeton University - Department of Economics, European Central Bank (ECB), University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 52 (479,258)

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monetary policy; central banks; surveys

Necessity as the Mother of Invention: Monetary Policy after the Crisis

NBER Working Paper No. w22735
Number of pages: 68 Posted: 17 Oct 2016 Last Revised: 14 Feb 2021
Princeton University - Department of Economics, European Central Bank (ECB), University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 17 (687,176)
Citation 20

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11.

Does ECB Communication Help in Predicting its Interest Rate Decisions?

CESifo Working Paper Series No. 1804
Number of pages: 30 Posted: 06 Oct 2006
David-Jan Jansen, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 130 (273,821)

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ECB communication, interest rate decision, Taylor rule, ordered probit models

12.
Downloads 114 (301,289)
Citation 3

Clarity of Central Bank Communication About Inflation

IMF Working Paper No. 12/9
Number of pages: 24 Posted: 02 Feb 2012
World BankInternational Monetary Fund (IMF), De Nederlandsche Bank and International Monetary Fund (IMF)
Downloads 52 (479,258)

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Central banks, Inflation, Monetary policy, Public information notices, Transparency

Clarity of Central Bank Communication About Inflation

De Nederlandsche Bank Working Paper No. 333
Number of pages: 29 Posted: 05 Jan 2012
International Monetary Fund (IMF), World BankInternational Monetary Fund (IMF) and De Nederlandsche Bank
Downloads 41 (529,896)
Citation 2

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monetary policy, communication, inflation, clarity, transparency

Clarity of Central Bank Communication About Inflation

IMF Working Paper No. 12/9
Number of pages: 26 Posted: 02 Jun 2015
International Monetary Fund (IMF), World BankInternational Monetary Fund (IMF) and De Nederlandsche Bank
Downloads 21 (655,823)
Citation 2

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inflation, central bank, monetary policy, inflation target, national bank, monetary fund, financial stability, inflation targeting, price stability, inflation forecasts, aggregate demand, monetary policy decisions, high inflation, inflation targeting regime, percent inflation

13.

The Effect of the Zero Lower Bound, Forward Guidance and Unconventional Monetary Policy on Interest Rate Sensitivity to Economic News in Sweden

De Nederlandsche Bank Working Paper No. 413
Number of pages: 30 Posted: 29 Jan 2014
Richhild Moessner, Jakob de Haan and David-Jan Jansen
Bank for International Settlements (BIS), De Nederlandsche Bank and De Nederlandsche Bank
Downloads 111 (306,998)
Citation 3

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Unconventional monetary policy; central bank communication, forward guidance, zero lower bound, interest rate swaps

14.

It Hurts (Stock Prices) When Your Team is About to Lose a Soccer Match

De Nederlandsche Bank Working Paper No. 412
Number of pages: 37 Posted: 29 Jan 2014
Michael Ehrmann and David-Jan Jansen
European Central Bank (ECB) and De Nederlandsche Bank
Downloads 103 (323,137)
Citation 3

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investor mood, cross-listed firms, stock market efficiency, high-frequency data, soccer

15.

Look Who's Talking: ECB Communication During the First Years of Emu

Number of pages: 29 Posted: 02 Oct 2004
Jakob de Haan, Jakob de Haan and David-Jan Jansen
University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 95 (340,465)
Citation 3

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central bank communication, European Central Bank, Bundesbank

Stock Return Comovement When Investors are Distracted: More, and More Homogeneous

ECB Working Paper No. 20202412
Number of pages: 32 Posted: 19 May 2020
Michael Ehrmann and David-Jan Jansen
European Central Bank (ECB) and De Nederlandsche Bank
Downloads 89 (357,747)

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comovement, investor attention, stock returns

Stock Return Comovement When Investors are Distracted: More, and More Homogeneous

CEPR Discussion Paper No. DP14713
Number of pages: 31 Posted: 08 May 2020 Last Revised: 18 May 2020
Michael Ehrmann and David-Jan Jansen
European Central Bank (ECB) and De Nederlandsche Bank
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comovement, investor attention, Stock returns

17.

Choosing How to Pay: The Influence of Home Country Habits

De Nederlandsche Bank Working Paper No. 328
Number of pages: 36 Posted: 27 Dec 2011
Anneke Kosse and David-Jan Jansen
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 81 (375,602)
Citation 3

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consumer payments, habits, debit card, cash, migration

18.

An Assessment of the Consistency of ECB Communication Using Wordscores

De Nederlandsche Bank Working Paper No. 259
Number of pages: 30 Posted: 26 Oct 2011
David-Jan Jansen, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 80 (378,349)
Citation 10

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central bank communication, ECB, consistency, content analysis

19.

Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements

DNB Working Paper No. 33-2005
Number of pages: 23 Posted: 06 May 2005
David-Jan Jansen, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 76 (389,653)
Citation 6

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Verbal intervention, high-frequency exchange rates, European Central Bank, sign test

20.

Is a Word to the Wise Indeed Enough? ECB Statements and the Predictability of Interest Rate Decisions

DNB Working Paper No. 75
Number of pages: 33 Posted: 03 Jan 2006
David-Jan Jansen, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 75 (392,561)
Citation 2

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central bank communication, interest rate decisions, ECB, Taylor rule, ordered probit regression

21.

Communicating Dissent on Monetary Policy: Evidence from Central Bank Minutes

De Nederlandsche Bank Working Paper No. 512
Number of pages: 30 Posted: 20 May 2016
David-Jan Jansen and Richhild Moessner
De Nederlandsche Bank and Bank for International Settlements (BIS)
Downloads 73 (398,537)
Citation 3

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monetary policy, minutes, dissent, transparency, accountability

22.

The Rose-Colored Glasses of Homeowners

De Nederlandsche Bank Working Paper No. 421
Number of pages: 45 Posted: 16 May 2014
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 66 (420,721)
Citation 2

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housing prices, endowment effect, loss aversion, households, survey data

23.

How Much Does the Public Know about the ECB's Monetary Policy? Evidence from a Survey of Dutch Households

ECB Working Paper No. 1265
Number of pages: 47 Posted: 11 Nov 2010
De Nederlandsche Bank, De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 66 (420,721)
Citation 9

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monetary policy, knowledge, transparency, financial literacy, inflation expectations, ECB

Does the Clarity of Inflation Reports Affect Volatility in Financial Markets?

De Nederlandsche Bank Working Paper No. 439
Number of pages: 32 Posted: 13 Oct 2014
International Monetary Fund (IMF), World BankInternational Monetary Fund (IMF) and De Nederlandsche Bank
Downloads 43 (520,006)

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central bank communication, clarity, financial markets, inflation reports, volatility

Does the Clarity of Inflation Reports Affect Volatility in Financial Markets?

IMF Working Paper No. 14/175
Number of pages: 30 Posted: 22 Oct 2014
International Monetary Fund (IMF), World BankInternational Monetary Fund (IMF) and De Nederlandsche Bank
Downloads 18 (679,330)

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Inflation, Central banks, Public information, Capital market volatility, Financial markets, central bank communication, clarity, inflation reports, monetary policy, stock returns, stock market, national bank, monetary fund, bonds, government bonds, stock index, financial stability, bond yields, monetary policy decisions, monetary policies, government bond yields, financial volatility, monetary authorities, financial instruments, stock market volatility

Communication About Future Policy Rates in Theory and Practice: A Survey

De Nederlandsche Bank Working Paper No. 475
Number of pages: 35 Posted: 11 Jun 2015
Bank for International Settlements (BIS), De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 51 (483,540)
Citation 7

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Central bank communication, interest rate forecasts, forward guidance, inflation targeting

Communication About Future Policy Rates in Theory and Practice: A Survey

Journal of Economic Surveys, Vol. 31, Issue 3, pp. 678-711, 2017
Number of pages: 34 Posted: 12 Jun 2017
Bank for International Settlements (BIS), De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 0
Citation 7
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Central bank communication, Forward guidance, Inflation targeting, Interest rate forecasts

26.

When Does the General Public Lose Trust in Banks?

De Nederlandsche Bank Working Paper No. 402
Number of pages: 38 Posted: 31 Dec 2013
David-Jan Jansen, Robert Mosch and Carin van der Cruijsen
De Nederlandsche Bank, International Monetary Fund (IMF) and De Nederlandsche Bank
Downloads 49 (483,581)
Citation 10

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trust, banks, general public, financial crisis, survey data

27.

Terrorism and Patriotic Investors: Evidence from the 1920 Wall Street Bombing

Number of pages: 42 Posted: 25 May 2021
David-Jan Jansen
De Nederlandsche Bank
Downloads 48 (487,703)

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terrorism, patriotism, rally effect, stock market resilience

28.

Trust and Financial Crisis Experiences

De Nederlandsche Bank Working Paper No. 389
Number of pages: 27 Posted: 03 Sep 2013
De Nederlandsche Bank, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 48 (487,703)
Citation 9

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trust, bank bailout, bank failure, financial crisis, households, survey data

Financial Stability and the Fed: Evidence from Congressional Hearings

De Nederlandsche Bank Working Paper No. 633 (2019)
Number of pages: 40 Posted: 15 May 2019
Arina Wischnewsky, David-Jan Jansen and Matthias Neuenkirch
University of Trier - Faculty of Economics, De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 28 (604,747)
Citation 2

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monetary policy, financial stability, Taylor rule, text mining

Financial Stability and the Fed: Evidence from Congressional Hearings

CESifo Working Paper No. 7657
Number of pages: 38 Posted: 25 Jul 2019
Arina Wischnewsky, David-Jan Jansen and Matthias Neuenkirch
University of Trier - Faculty of Economics, De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 15 (703,252)

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monetary policy, financial stability, Taylor rule, text mining

30.

Mortgage Lending, Monetary Policy, and Prudential Measures in Small Euro-Area Economies: Evidence from Ireland and the Netherlands

De Nederlandsche Bank Working Paper No. 659, 2019
Number of pages: 50 Posted: 06 Dec 2019
Central Bank of Ireland, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB) and De Nederlandsche Bank
Downloads 35 (548,997)

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monetary policy, prudential policy, mortgage lending, European monetary union

31.

The International Spillovers of the 2010 U.S. Flash Crash

De Nederlandsche Bank Working Paper No. 589
Number of pages: 37 Posted: 15 Mar 2018
David-Jan Jansen
De Nederlandsche Bank
Downloads 33 (559,776)

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flash crash, stock returns, Latin America, spillovers, contagion

32.

Housing and Mortgage Dynamics: Evidence from Household Surveys

De Nederlandsche Bank Working Paper No. 522
Number of pages: 20 Posted: 08 Oct 2016
David-Jan Jansen
De Nederlandsche Bank
Downloads 30 (576,479)

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housing, mortgages, loan-to-value, financial literacy, survey

33.

Has the Clarity of Humphrey-Hawkins Testimonies Affected Volatility in Financial Markets?

Number of pages: 42 Posted: 01 Nov 2008
David-Jan Jansen
De Nederlandsche Bank
Downloads 29 (582,405)

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central bank communication, transparency, clarity, readability, financial markets

News Consumption, Political Preferences, and Accurate Views on Inflation

Universitat Trier, Research Papers in Economics No. 3/17
Number of pages: 36 Posted: 18 Mar 2017
David-Jan Jansen and Matthias Neuenkirch
De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 16 (695,160)

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inflation expectations, inflation perceptions, newspaper readership, political preferences, household survey data

News Consumption, Political Preferences, and Accurate Views on Inflation

De Nederlandsche Bank Working Paper No. 549
Number of pages: 39 Posted: 17 Mar 2017
David-Jan Jansen and Matthias Neuenkirch
De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 12 (728,847)

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inflation expectations, inflation perceptions, newspaper readership, political preferences, household survey data

35.

Knowledge and Opinions About Banking Supervision: Evidence from a Survey of Dutch Households

De Nederlandsche Bank Working Paper No. 275
Number of pages: 41 Posted: 27 Oct 2011
De Nederlandsche Bank, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank, De Nederlandsche Bank and Vrije Universiteit Amsterdam
Downloads 28 (588,559)
Citation 11

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banking supervision, knowledge, communication, financial literacy, household decisionmaking

36.

Fuel Tourism in Dutch Border Regions: Are Only Salient Price Differentials Relevant?

De Nederlandsche Bank Working Paper No. 519
Number of pages: 29 Posted: 24 Sep 2016
David-Jan Jansen and Nicole Jonker
De Nederlandsche Bank and De Nederlandsche Bank (DNB)
Downloads 16 (671,200)
Citation 1

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fuel tourism, consumer data, payment diaries, excise duties

37.

Did Spillovers From Europe Indeed Contribute to the 2010 U.S. Flash Crash?

De Nederlandsche Bank Working Paper No. 622 (2019)
Number of pages: 34 Posted: 31 Jan 2019
David-Jan Jansen
De Nederlandsche Bank
Downloads 13 (694,209)

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flash crash, spillovers, financial stability, connectedness

38.

How Much Does the Public Know About the ECB's Monetary Policy? Evidence from a Survey of Duch Households

De Nederlandsche Bank Working Paper No. 252
Number of pages: 48 Posted: 24 Oct 2011
De Nederlandsche Bank, De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 12 (702,044)
Citation 7

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monetary policy, knowledge, transparency, financial literacy, inflation expectations, ECB

39.

Does the Clarity of Central Bank Communication Affect Volatility in Financial Markets? Evidence from Humphrey‐Hawkins Testimonies

Contemporary Economic Policy, Vol. 29, Issue 4, pp. 494-509, 2011
Number of pages: 16 Posted: 21 Sep 2011
David-Jan Jansen
De Nederlandsche Bank
Downloads 3 (772,620)
Citation 5
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40.

Does the Media Help the General Public in Understanding Inflation?

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 6, pp. 1185-1212, 2018
Number of pages: 28 Posted: 29 Oct 2018
David-Jan Jansen and Matthias Neuenkirch
De Nederlandsche Bank and University of Trier - Faculty of Economics
Downloads 0 (810,247)
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41.

Effectiveness of Monetary Policy in Sweden

Contemporary Economic Policy, Vol. 34, Issue 4, pp. 698-709, 2016
Number of pages: 12 Posted: 31 Aug 2016
Bank for International Settlements (BIS), University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 0 (810,247)
Citation 1
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42.

Why Has the Stability and Growth Pact Failed?

Posted: 10 Feb 2005
Jakob de Haan, Jakob de Haan, Helge Berger and David-Jan Jansen
University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank, Free University Berlin - Department of Economics and De Nederlandsche Bank

Abstract:

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Stability and Growth Pact, EMU, budget discipline

43.

Talking Heads: The Effects of ECB Statements on the Euro-Dollar Exchange Rate

Posted: 10 Feb 2005
David-Jan Jansen, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank

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ECB, exchange rates, Euro, news approach, EGARCH