Paolo Guarda

Banque Centrale du Luxembourg

2, boulevard Royal

Luxembourg, L-2983

Luxembourg

SCHOLARLY PAPERS

13

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554

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7

CROSSREF CITATIONS

11

Scholarly Papers (13)

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, European Central Bank (ECB), 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, Banque de France, European Central Bank (ECB), 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 116 (299,038)
Citation 2

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

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

ECB Occasional Paper No. 2018/205
Number of pages: 68 Posted: 09 Oct 2021
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, National Bank of Belgium, 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, Banque de France, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Central Bank of Ireland, Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 7 (771,539)

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

2.

Banking Output & Price Indicators from Quarterly Reporting Data

Banque centrale du Luxembourg Working Paper No. 27
Number of pages: 28 Posted: 02 Mar 2007 Last Revised: 23 Jul 2020
Paolo Guarda and Abdelaziz Rouabah
Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 113 (303,185)
Citation 5

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banks, total factor productivity, Törnqvist index

3.

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, European Central Bank (ECB) - Directorate General Research, Bank of Spain, DG Economics, Statistics and Research, Österreichische Nationalbank - Department of Economics and Magyar Nemzeti Bank
Downloads 95 (340,465)
Citation 3

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

4.

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, Central Bank of Cyprus, Bank of Italy, Bank of Greece, Deutsche Bundesbank and Banco de España
Downloads 80 (378,349)

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

5.

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 71 (404,664)

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

6.

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 67 (417,364)

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

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 (757,088)
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asset prices, autoregression, business cycle, credit, financial shock

8.

Measuring Real and Financial Cycles in Luxembourg: An Unobserved Components Approach

Banque centrale du Luxembourg Working Paper No. 126, 2019
Posted: 01 Sep 2020
Paolo Guarda and Alban Moura
Banque Centrale du Luxembourg and Banque Centrale du Luxembourgaffiliation not provided to SSRN

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financial cycles, unobserved component time series models, Luxembourg

9.

Changes in Bank Specialisation: Comparing Foreign Subsidiaries and Branches in Luxembourg

Banque centrale du Luxembourg Working Paper No. 67, 2011
Posted: 01 Sep 2020
Paolo Guarda, Claudia Curi and Valentin Zelenyuk
Banque Centrale du Luxembourg, Free University of Bolzano-Bozen, Faculty of Economics and Management and University of Queensland

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Luxembourg Banks; Banking activities; Convergence; Distribution Dynamics; Non-Parametric kernel

10.

Is the Financial Sector Luxembourg’s Engine of Growth?

Banque centrale du Luxembourg Working Paper No. 97
Posted: 29 Aug 2020
Paolo Guarda and Abdelaziz Rouabah
Banque Centrale du Luxembourg and Banque Centrale du Luxembourg

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Output growth, GARCH models, Dynamic conditional correlations

11.

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: 23 Jul 2020
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

12.

The New Keynesian Phillips Curve: Empirical Results for Luxembourg

Banque centrale du Luxembourg Working Paper No. 11
Posted: 14 Mar 2007
Paolo Guarda and Ieva Rubene
Banque Centrale du Luxembourg and European Central Bank

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Inflation, New Keynesian, Phillips Curve

13.

Estimating the Natural Interest Rate for the Euro Area and Luxembourg

Banque centrale du Luxembourg Working Paper No. 15
Posted: 07 Mar 2007
Paolo Guarda, Abdelaziz Rouabah and Ladislav Wintr
Banque Centrale du Luxembourg, Banque Centrale du Luxembourg and Clark University

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Kalman filter, natural interest rate, equilibrium real interest rate