Stephan Fahr

European Central Bank

Economist, European Central Bank

Kaiserstr. 29

Frankfurt am Main, DE 60066

Germany

SCHOLARLY PAPERS

10

DOWNLOADS

1,400

SSRN CITATIONS
Rank 14,314

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Top 14,314

in Total Papers Citations

75

CROSSREF CITATIONS

20

Scholarly Papers (10)

1.

Anticipating the Bust: A New Cyclical Systemic Risk Indicator to Assess the Likelihood and Severity of Financial Crises

ECB Occasional Paper No. 219 (2019); ISBN 978-92-899-3683-5
Number of pages: 77 Posted: 15 Feb 2019
European Central Bank (ECB), University College London, European Central Bank and Charles III University of Madrid
Downloads 285 (184,275)
Citation 24

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systemic risk, financial crises, early warning models, quantile regressions, local projections, GDP at risk

2.

The Risk Management Approach to Macro-Prudential Policy

ECB Working Paper No. 2021/2565
Number of pages: 76 Posted: 03 Jun 2021
Aarhus University - School of Business and Social Sciences, New York University (NYU) - Department of Finance, European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 222 (235,654)
Citation 3

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3.

A Monetary Policy Strategy in Good and Bad Times: Lessons from the Recent Past

ECB Working Paper No. 1336
Number of pages: 66 Posted: 08 May 2011
European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 215 (242,818)

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Monetary Policy, Monetary transmission, Credit, Supply factors, Financial crisis, Non-standard policy measures

The Role of Financial Stability Considerations in Monetary Policy and the Interaction with Macroprudential Policy in the Euro Area

ECB Occasional Paper No. 2021272
Number of pages: 142 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
ECB -DG Monetary Policy, Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, Bank of Slovenia, Leibniz Institute for Financial Research SAFE, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Banco de España, Deutsche Bundesbank, Central Bank of Malta, Bank of Greece, Bank of Greece, European Central Bank (ECB), Banco de Portugal, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Bank of Finland, European Central Bank (ECB)CEPR, Bank of Slovenia, National Bank of Belgium, Central Bank of Cyprus, Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Italy, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, University of Giessen - Department of Economics and Bank of Slovenia
Downloads 129 (375,459)

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financial frictions, Monetary policy, systemic risk

The Role of Financial Stability Considerations in Monetary Policy and the Interaction with Macroprudential Policy in the Euro Area

ECB Occasional Paper No. 2023/272
Number of pages: 142 Posted: 16 May 2023
ECB -DG Monetary Policy, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, European Central Bank (ECB), European Central Bank (ECB), Research Centre, European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, Bank of Slovenia, Banque de FranceMassachusetts Institute of Technology (MIT) - Sloan School of Management, Deutsche Bundesbank - Economic Research Centre, Leibniz Institute for Financial Research SAFE, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Banco de España, Deutsche Bundesbank - Economic Research Centre, Suomen Pankki – Finlands Bank, Central Bank of Malta, Bank of Greece, Bank of Greece, European Central Bank (ECB), Banca d’Italia, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB), Central Bank of Ireland, European Central Bank (ECB), Deutsche Bundesbank - Economic Research Centre, Suomen Pankki – Finlands Bank, European Central Bank (ECB), European Central Bank (ECB)CEPR, Deutsche Bundesbank - Economic Research Centre, Banka Slovenije, Banque Nationale de Belgique, Central Bank of Cyprus, European Central Bank (ECB), Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank - Economic Research Centre, Banca d’Italia, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank - Economic Research Centre, Deutsche Bundesbank - Economic Research Centre and Národná banka Slovenska
Downloads 84 (508,070)

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financial frictions, Monetary policy, systemic risk

5.

The Ecb's Price Stability Framework: Past Experience, and Current and Future Challenges

ECB Occasional Paper No. 2021269
Number of pages: 128 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Banque de France - Centre de Recherche, Bank of Latvia, ECB -DG Monetary Policy, De Nederlandsche Bank, European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Banque de France, Bank of Finland - Research, Central Bank of Cyprus, Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central BankECB, European Central Bank (ECB), Central Bank of Ireland, Banco de España, Bank of Italy, Deutsche Bundesbank, Deutsche Bundesbank, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank, University of St. Gallen, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Bank of Finland, Central Bank of Ireland, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Deutsche Bundesbank, Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank, European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, National Bank of Belgium, Bank of Italy and Bank of Italy
Downloads 137 (357,445)
Citation 1

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effective lower bound, euro area, European Central Bank, monetary policy strategy, price stability

6.

Macroeconomic Implications of Downward Wage Rigidities

ECB Working Paper No. 1321
Number of pages: 34 Posted: 13 Apr 2011
Mirko Abbritti and Stephan Fahr
Università degli Studi di Perugia and European Central Bank
Downloads 92 (475,565)

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labor market, unemployment, downward wage rigidity, asymmetric adjustment costs, non-linear dynamics

7.

A Risk Management Perspective on Macroprudential Policy

ECB Working Paper No. 2021/2556
Number of pages: 35 Posted: 24 May 2021
Aarhus University - School of Business and Social Sciences, European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 83 (506,605)
Citation 1

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8.

Quest for Robust Optimal Macroprudential Policy

Banco de Espana Working Paper No. 1916 (2019)
Number of pages: 50 Posted: 01 Jul 2019 Last Revised: 17 Jul 2019
Banco de España, Banco de España, European Central Bank and Banco de España
Downloads 83 (506,605)
Citation 53

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optimal policy, global welfare analysis, financial stability, financial DSGE model, macroprudential policy

9.

When Does Lumpy Factor Adjustment Matter for Aggregate Dynamics

ECB Working Paper No. 1016
Number of pages: 31 Posted: 06 Mar 2009
Stephan Fahr and Fang Yao
European Central Bank and Friedrich-Alexander University of Erlangen-Nürnberg
Downloads 40 (720,379)

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Lumpy labor adjustment, Lumpy investment, Business cycles, Elasticity of supply

10.

Financial Stability Considerations in the Conduct of Monetary Policy

ECB Working Paper No. 2023/2870
Number of pages: 49 Posted: 10 Nov 2023
European Central Bank (ECB), European Central Bank (ECB), European Central Bank and Nazarbayev University
Downloads 30 (802,188)

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macroprudential policy, monetary policy, monetary policy identification, quantile regressions, financial stability