Paolo Guarda

Banque Centrale du Luxembourg

2, boulevard Royal

Luxembourg, L-2983

Luxembourg

SCHOLARLY PAPERS

10

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539

CITATIONS
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3

Scholarly Papers (10)

1.

Estimating the Natural Interest Rate for the Euro Area and Luxembourg

Banque centrale du Luxembourg Working Paper No. 15
Number of pages: 30 Posted: 07 Mar 2007
Paolo Guarda, Abdelaziz Rouabah and Ladislav Wintr
Banque Centrale du Luxembourg, Banque Centrale du Luxembourg and Clark University
Downloads 96 (225,968)
Citation 2

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Kalman filter, natural interest rate, equilibrium real interest rate

2.

Banking Output & Price Indicators from Quarterly Reporting Data

Number of pages: 28 Posted: 02 Mar 2007
Paolo Guarda and Abdelaziz Rouabah
Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 90 (230,567)

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banks, total factor productivity, Törnqvist index

3.

The New Keynesian Phillips Curve: Empirical Results for Luxembourg

Banque centrale du Luxembourg Working Paper No. 11
Number of pages: 40 Posted: 14 Mar 2007
Paolo Guarda and Ieva Rubene
Banque Centrale du Luxembourg and Clark University
Downloads 80 (259,716)
Citation 1

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Inflation, New Keynesian, Phillips Curve

4.

Comparisons and Contrasts of the Impact of the Crisis on Euro Area Labour Markets

ECB Occasional Paper No. 159
Number of pages: 87 Posted: 12 Mar 2015
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), University of Amsterdam, European Central Bank (ECB), Central Bank of Ireland, Bank of Estonia, Bank of Greece, Banco de España, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of Italy, Bank of Italy, Banque Centrale du Luxembourg, Banque Centrale du Luxembourg, Austrian National Bank, Bank of Portugal, Central Bank of Slovenia and National Bank of Slovakia
Downloads 37 (331,919)

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employment, labour demand, labour force, migration, skill, underemployment, unemployment, vacancies, wages, youth

5.

Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities

ECB Occasional Paper No. 143
Number of pages: 71 Posted: 12 Mar 2013
Board of Governors of the Federal Reserve System, European Stability Mechanism, National Bank of Slovakia, European Central Bank (ECB), Banque Centrale du Luxembourg, Bank of Finland - Research, National Bank of Belgium, Bank of Portugal, Bank of Spain, Research Department, Österreichische Nationalbank - Department of Economics and Magyar Nemzeti Bank
Downloads 35 (310,176)

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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities

6.

An MVAR Framework to Capture Extreme Events in Macro-Prudential Stress Tests

ECB Working Paper No. 1464
Number of pages: 46 Posted: 05 Sep 2012
Paolo Guarda, Abdelaziz Rouabah and John Theal
Banque Centrale du Luxembourg, Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 35 (352,948)

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Stress testing, MVAR, tier 1 capital ratio, counterparty risk, Luxembourg banking sector

7.

Macro-Financial Linkages: Evidence from Country-Specific VARs

CEPR Discussion Paper No. DP8875
Number of pages: 37 Posted: 04 Apr 2012
Paolo Guarda and Philippe Jeanfils
Banque Centrale du Luxembourg and National Bank of Belgium
Downloads 5 (541,768)
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asset prices, autoregression, business cycle, credit, financial shock

8.

Public Debt, Population Ageing and Medium-Term Growth

ECB Occasional Paper No. 165
Number of pages: 62 Posted: 26 Sep 2015
European Central Bank (ECB), Banque Centrale du Luxembourg, Bank of Greece, European Central Bank (ECB), Central Bank of Malta, Banque de France, Bank of Finland - Research, Bank of Estonia, Banque Centrale du Luxembourg, Banco do Portugal, European Central Bank (ECB), Bank of Italy, Bank of Greece, Deutsche Bundesbank and Banco de España
Downloads 2 (329,044)

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medium-term growth, fiscal consolidation, sovereign debt, structural

9.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
European Central Bank, Bank of Greece, Bank of Italy, Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, National Institute of Statistics and Economic Studies (INSEE), University of Primorska, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 0 (443,581)

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financial cycles, synchronicity, real-time estimates, DSGE models

10.

Is Foreign-Bank Efficiency in Financial Centers Driven by Home-Country Characteristics?

Journal of Productivity Analysis, pp. 1-19, doi:10.1007/s11123-012-0294-y   ,
Posted: 13 May 2011 Last Revised: 24 Jul 2012
Free University of Bolzano-Bozen, Faculty of Economics and Management, Banque Centrale du Luxembourg, Independent and School of Economics, Centre for Efficiency and Productivity Analysis, The University of Queensland, Australia

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Foreign bank efficiency, Home-host country characteristics, Bank regulation, Data