Jan Willem van den End

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

35

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64

CROSSREF CITATIONS

22

Scholarly Papers (35)

1.

Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence

De Nederlandsche Bank Working Paper No. 381
Number of pages: 45 Posted: 15 Jun 2013
De Nederlandsche Bank - Monetary and Economic Policy Department, De Nederlandsche Bank, De Nederlandsche Bank, Bank for International Settlements and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 2,299 (12,711)
Citation 29

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unconventional monetary policy, non-standard monetary policy, central bank balance sheet, European Central Bank

2.

Climate Change and Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021/271
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 12 Jan 2022
European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank (ECB), Bank of France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Bank of Italy, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General International and European Relations, Central Bank of Cyprus, European Central Bank (ECB), Bank of Greece - Economic Research Department, De Nederlandsche Bank, Goethe University Frankfurt, European Central Bank (ECB), University of Bonn, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, Central Bank of Ireland, Central Bank of Ireland, Suomen Panki, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Banco de España, Latvijas Banka, Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), University of Edinburgh Business School, Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, National and Kapodistrian University of Athens, De Nederlandsche Bank, Bank of Greece, Deutsche Bundesbank, European Central Bank (ECB) and Banque de France
Downloads 1,104 (38,806)
Citation 5

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climate change, environmental economics, green finance, monetary policy, sustainable growth economics

3.

Statistical Evidence on the Mean Reversion of Interest Rates

De Nederlandsche Bank Working Paper No. 284
Number of pages: 27 Posted: 29 Oct 2011
Jan Willem van den End
De Nederlandsche Bank
Downloads 356 (162,741)
Citation 1

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interest rates, statistical methods, time-series models

4.

Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?

De Nederlandsche Bank Working Paper No. 269
Number of pages: 41 Posted: 27 Oct 2011
Jan Willem van den End
De Nederlandsche Bank
Downloads 247 (237,735)
Citation 3

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banking, financial stability, stress-tests, liquidity risk

5.

Modelling the Liquidity Ratio as Macroprudential Instrument

De Nederlandsche Bank Working Paper No. 342
Number of pages: 29 Posted: 28 Apr 2012
Jan Willem van den End and Mark Kruidhof
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 230 (254,909)

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Financial stability, Banks, Liquidity, Regulation

6.

Bank Liquidity, the Maturity Ladder, and Regulation

De Nederlandsche Bank Working Paper No. 346
Number of pages: 57 Posted: 06 Aug 2012
Leo de Haan and Jan Willem van den End
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 204 (285,114)
Citation 11

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Banks, Liquidity, Regulation

How QE changes the nature of sovereign risk

De Nederlandsche Bank Working Paper No. 737
Number of pages: 51 Posted: 11 Feb 2022
Dirk Broeders, Leo de Haan and Jan Willem van den End
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 146 (381,800)

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Quantitative Easing, Sovereign risk, Sovereign spreads, Contingent Claims Model

How QE Changes the Nature of Sovereign Risk

Number of pages: 63 Posted: 11 Jul 2022
Jan Willem van den End, Dirk Broeders and Leo de Haan
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 48 (766,727)

Abstract:

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E52, E58, G12

8.

Financial Behaviour of Dutch Households: Analysis of the DNB Household Survey 2003

INVESTIGATING THE RELATIONSHIP BETWEEN THE FINANCIAL AND REAL ECONOMY, No. 22, pp. 21-40, BIS Papers, 2005
Number of pages: 37 Posted: 11 Feb 2008
Peter van Els, Jan Willem van den End and Maarten van Rooij
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 194 (298,515)

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financial vulnerability, surplus-value owner-occupied houses, retirement and pension arrangements

9.

The Effects of Climate Change on the Natural Rate of Interest: A Critical Survey

ECB Working Paper No. 2022/2744
Number of pages: 32 Posted: 01 Nov 2022
Francesco Paolo Mongelli, Wolfgang Pointner and Jan Willem van den End
European Central Bank (ECB), Oesterreichische Nationalbank (OeNB) and De Nederlandsche Bank
Downloads 191 (302,747)

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climate change, interest rate, monetary policy, natural rate of interest, social cost of carbon

10.

A Macroprudential Approach to Address Liquidity Risk with the Loan-to-Deposit Ratio

De Nederlandsche Bank Working Paper No. 372
Number of pages: 27 Posted: 06 Mar 2013
Jan Willem van den End
De Nederlandsche Bank
Downloads 188 (307,070)
Citation 2

Abstract:

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Financial stability, Banks, Liquidity, Regulation

11.

Banks’ Responses to Funding Liquidity Shocks: Lending Adjustment, Liquidity Hoarding and Fire Sales

De Nederlandsche Bank Working Paper No. 293
Number of pages: 30 Posted: 01 Nov 2011
Leo de Haan and Jan Willem van den End
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 142 (389,793)
Citation 6

Abstract:

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banks, funding, liquidity, banking crisis

12.

Central Bank Balance Sheet Policies and Inflation Expectations

De Nederlandsche Bank Working Paper No. 473
Number of pages: 31 Posted: 28 May 2015
Jan Willem van den End and Christiaan Pattipeilohy
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Downloads 140 (394,228)
Citation 1

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central banks and their policies, monetary policy

Lenders on the Storm of Wholesale Funding Shocks: Saved by the Central Bank?

De Nederlandsche Bank Working Paper No. 456
Number of pages: 36 Posted: 21 Jan 2015
Leo de Haan, Jan Willem van den End and Philip Vermeulen
De Nederlandsche Bank, De Nederlandsche Bank and European Central Bank (ECB)
Downloads 70 (637,351)
Citation 6

Abstract:

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banking/financial intermediation, financial crisis

Lenders on the Storm of Wholesale Funding Shocks: Saved by the Central Bank?

ECB Working Paper No. 1884
Number of pages: 37 Posted: 24 Feb 2016
Leo de Haan, Philip Vermeulen and Jan Willem van den End
De Nederlandsche Bank, European Central Bank (ECB) and De Nederlandsche Bank
Downloads 66 (658,127)

Abstract:

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banking/financial intermediation, financial crisis

14.

The Impact of Size, Composition and Duration of the Central Bank Balance Sheet on Inflation Expectations and Market Prices

De Nederlandsche Bank Working Paper No. 627 (2019)
Number of pages: 32 Posted: 14 Mar 2019
Stephanie Titzck and Jan Willem van den End
European Central Bank (ECB) and De Nederlandsche Bank
Downloads 134 (407,972)
Citation 2

Abstract:

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central banks and their policies, monetary policy

15.

Macroeconomic Reversal Rate: Evidence from a Nonlinear IS-Curve

De Nederlandsche Bank Working Paper No. 684
Number of pages: 41 Posted: 01 Jun 2020
Jan Willem van den End, Paul Konietschke, Anna SamarIna and Irina Stanga
De Nederlandsche Bank, European Central Bank (ECB), De Nederlandsche Bank and De Nederlandsche Bank
Downloads 107 (483,170)

Abstract:

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IS-curve, monetary policy, low interest rate environment

16.

The Impact of Central Bank Liquidity Support on Banks’ Balance Sheets

Number of pages: 43 Posted: 06 Nov 2019
Leo de Haan, Sarah Holton and Jan Willem van den End
International Institute of Social Studies of Erasmus University, European Central Bank (ECB) and De Nederlandsche Bank
Downloads 103 (496,638)
Citation 2

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banking, central bank liquidity, financial intermediation

17.

The Interaction between the Central Bank and Government in Tail Risk Scenarios

De Nederlandsche Bank Working Paper No. 352
Number of pages: 21 Posted: 19 Oct 2012 Last Revised: 27 Mar 2013
Jan Willem van den End and Marco Hoeberichts
De Nederlandsche Bank and De Nederlandsche Bank - Research Department
Downloads 101 (503,420)

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Financial crisis, Monetary policy, Central banks, Policy coordination

18.

Trading Off Monetary and Financial Stability: A Balance of Risk Framework

De Nederlandsche Bank Working Paper No. 249
Number of pages: 28 Posted: 21 Oct 2011
Jan Willem van den End
De Nederlandsche Bank
Downloads 92 (535,103)
Citation 1

Abstract:

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financial stability, macroprudential policy, monetary policy, policy co-ordination, inflation

19.

Low Real Rates as Driver of Secular Stagnation: Empirical Assessment

De Nederlandsche Bank Working Paper No. 444
Number of pages: 22 Posted: 23 Oct 2014 Last Revised: 17 Nov 2014
Jan Willem van den End and Marco Hoeberichts
De Nederlandsche Bank and De Nederlandsche Bank - Research Department
Downloads 91 (538,832)

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interest rates, financial markets and the macroeconomy, monetary policy

20.

Fundamental Uncertainty and Unconventional Monetary Policy: An Info-Gap Approach

De Nederlandsche Bank Working Paper No. 544
Number of pages: 33 Posted: 01 Mar 2017
Yakov Ben-Haim, Maria Demertzis and Jan Willem van den End
Technion-Israel Institute of Technology - Faculty of Mechanical Engineering, Bruegel and De Nederlandsche Bank
Downloads 78 (591,135)
Citation 3

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Monetary Policy, Monetary Strategy, Knightian uncertaint, info-gaps

21.

Fundamental Uncertainty About the Natural Rate of Interest: Info-Gap As Guide for Monetary Policy

De Nederlandsche Bank Working Paper No. 650, August 2019
Number of pages: 34 Posted: 04 Sep 2019
Yakov Ben-Haim and Jan Willem van den End
Technion-Israel Institute of Technology - Faculty of Mechanical Engineering and De Nederlandsche Bank
Downloads 73 (613,238)
Citation 1

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Monetary Policy, Monetary Strategy, Knightian uncertainty, info-gaps, satisficing

22.

Applying Complexity Theory to Interest Rates: Evidence of Critical Transitions in the Euro Area

De Nederlandsche Bank Working Paper No. 567
Number of pages: 37 Posted: 13 Sep 2017
Jan Willem van den End
De Nederlandsche Bank
Downloads 73 (613,238)

Abstract:

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interest rates, central banks and their policies, monetary policy

23.

Effects of QE on Sovereign Bond Spreads Through the Safe Asset Channel

De Nederlandsche Bank Working Paper No. 647
Number of pages: 31 Posted: 15 Aug 2019
Jan Willem van den End
De Nederlandsche Bank
Downloads 72 (617,903)
Citation 1

Abstract:

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interest rates, central banks and their policies, monetary policy

24.

Macroeconomic Reversal Rate in a Low Interest Rate Environment

ECB Working Paper No. 2021/2620
Number of pages: 56 Posted: 03 Dec 2021
Jan Willem van den End, Paul Konietschke, Anna Samarina and Irina Stanga
De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB) and De Nederlandsche Bank
Downloads 69 (632,113)

Abstract:

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low interest rate environment, monetary policy, reversal rate

25.

Excess Liquidity and the Usefulness of the Money Multiplier

De Nederlandsche Bank Working Paper No. 740
Number of pages: 38 Posted: 11 Mar 2022
Jan Marc Berk and Jan Willem van den End
affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 68 (637,045)

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monetary policy; interest rates; money multipliers

26.

Assessing the Effective Stance of Monetary Policy: A Factor-Based Approach

De Nederlandsche Bank Working Paper No. 575
Number of pages: 30 Posted: 11 Nov 2017
De Nederlandsche Bank - Monetary and Economic Policy Department, De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 66 (646,960)
Citation 5

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Interest Rates, Determination, Term Structure and Effects, Monetary Policy

27.

Are European Sovereign Bonds Fairly Priced? The Role of Modeling Uncertainty

De Nederlandsche Bank Working Paper No. 399
Number of pages: 58 Posted: 07 Nov 2013
Leo de Haan, Jeroen Hessel and Jan Willem van den End
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 60 (678,260)
Citation 5

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Sovereign bond, Interest rate, Risk premium

28.

The Signalling Content of Asset Prices for Inflation: Implications for Quantitative Easing

De Nederlandsche Bank Working Paper No. 516
Number of pages: 36 Posted: 29 Jul 2016
Leo de Haan and Jan Willem van den End
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 52 (723,990)
Citation 3

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Quantitative Easing, Inflation, Financial markets

29.

Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?

De Nederlandsche Bank Working Paper No. 778
Number of pages: 38 Posted: 23 May 2023
Jan Kakes and Jan Willem van den End
De Nederlandsche Bank - Monetary and Economic Policy Department and De Nederlandsche Bank
Downloads 47 (755,677)

Abstract:

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Monetary policy, Quantitative Easing, Sovereign risk, Sovereign spreads

30.

Detecting turning points in the inflation cycle

De Nederlandsche Bank Working Paper No. 808
Number of pages: 34 Posted: 27 Mar 2024
Marco Hoeberichts and Jan Willem van den End
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 37 (827,545)

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Euro area inflation, Trend-cycle decomposition, Leading indicators, (Turning point) forecasts, Real-time analysis

31.

The Impact of QE on Sovereign Spreads in the Emu

Number of pages: 11 Posted: 10 Nov 2022
Jan Willem van den End, Dirk Broeders and Leo de Haan
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 37 (827,545)

Abstract:

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E52, E58, G12

32.

Robust Monetary Policy Under Shock Uncertainty

De Nederlandsche Bank Working Paper No. 793
Number of pages: 31 Posted: 15 Feb 2024
Mario Carceller del Arco and Jan Willem van den End
University of Lausanne - Department of Economics and De Nederlandsche Bank
Downloads 35 (843,503)

Abstract:

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Monetary policy, Inflation, Policy-making under risk and uncertainty

33.

Identifying Financial Market Fragmentation in the Euro Area:When Do Sovereign Spreads Go Beyond Fundamentals?

Number of pages: 34 Posted: 02 Jul 2024
Jan Willem van den End and Jan Kakes
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Downloads 7 (1,122,672)

Abstract:

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E52, E58, G12

34.

Liquidity Stress-Tester: A Model for Stress-Testing Banks’ Liquidity Risk

CESifo Economic Studies, Vol. 56, Issue 1, pp. 38-69, 2010
Posted: 22 Feb 2010
Jan Willem van den End
De Nederlandsche Bank

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Banking, financial stability, stress tests, liquidity risk.

35.

Pensions and Public Opinion: A Survey Among Dutch Households

De Economist, Vol. 152, No. 1, 2004
Posted: 11 Feb 2008
Peter van Els, Jan Willem van den End and Maarten van Rooij
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank

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public pensions, second pillar pensions, household survey, risk attitude and preferences