Stephan Fahr

European Central Bank

Economist, European Central Bank

Kaiserstr. 29

Frankfurt am Main, DE 60066

Germany

SCHOLARLY PAPERS

10

DOWNLOADS

904

SSRN CITATIONS
Rank 10,582

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Top 10,582

in Total Papers Citations

70

CROSSREF CITATIONS

46

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 Universidad Carlos III de Madrid
Downloads 189 (222,765)
Citation 9

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

2.

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 182 (230,218)

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

3.

The Risk Management Approach to Macro-Prudential Policy

ECB Working Paper No. 2021/2565
Number of pages: 76 Posted: 03 Jun 2021
European Central Bank (ECB), 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 144 (279,449)

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4.

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 and Management, European Central Bank, European Central Bank, Banco de España, 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 93 (380,104)

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

5.

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, European Central Bank (ECB), University of Navarra - Department of Microbiology and Infectious Diseases, 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 87 (395,963)

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financial frictions, Monetary policy, systemic risk

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 80 (416,071)

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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
European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 55 (503,845)

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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 40 (573,544)
Citation 49

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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 28 (643,938)

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

Downward Wage Rigidities and Optimal Monetary Policy in a Monetary Union

Scandinavian Journal of Economics, Vol. 112, Issue 4, pp. 812-840, December 2010
Number of pages: 29 Posted: 16 Nov 2010
Stephan Fahr and Frank Smets
European Central Bank and European Central Bank (ECB)
Downloads 3 (901,962)

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Downward Wage Rigidities and Optimal Monetary Policy in a Monetary Union

Scandinavian Journal of Economics, Vol. 112, Issue 4, pp. 812-840, 2010
Number of pages: 29 Posted: 19 Dec 2010
Stephan Fahr and Frank Smets
European Central Bank and European Central Bank (ECB)
Downloads 3 (901,962)
Citation 3

Abstract:

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Grease inflation, asymmetric adjustment costs, non?linear dynamics, 24, 31, 52, 61