Research series

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200808-20: Multivariate structural time series models with dual cycles: implications for measurement of output gap and potential growth

Philippe Moës

200808-19: Imperfect exchange rate pass-through: the role of distribution services and variable demand elasticity

Philippe Jeanfils

200806-17: Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise

K. Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard Den Reijer, A. Jakaitiene, P. Jelonek, A. Rua, K. Ruth, C. Van Nieuwenhuyze and Gerhard Rünstler

200804-04: Searching for additional sources of inflation persistence: the micro-price panel data approach

Rafal Raciborski

200803-31: Do survey indicators let us see the business cycle ? A frequency decomposition

Luc Dresse and Christophe Van Nieuwenhuyze

200803-17: Job creation, job destruction and firms’ international trade involvement

Mauro Pisu

200803-12: Estimation of monetary policy preferences in a forward-looking model: a Bayesian approach

Pelin Ilbas

200802-13: Exports and productivity – comparable evidence for 14 countries

The International Study Group on Exports and Productivity and Mauro Pisu (Sašo Polanec and Davide Castellani)

200801-31: How do firms adjust their wage bill in Belgium ? A decomposition along the intensive and extensive margins

Catherine Fuss

200801-25: Some evidence on late bidding in eBay auctions

Ladislav Wintr

200712-21: Downward wage rigidity for different workers and firms: an evaluation for Belgium using the IWFP procedure

Philip Du Caju, Catherine Fuss and Ladislav Wintr

200712-18: Failure prediction models: performance, disagreements, and internal rating systems

Janet Mitchell and Patrick Van Roy

200712-15: Dynamic order submission strategies with competition between a dealer market and a crossing network

Hans Degryse, Mark Van Achter and Gunther Wuyts

200711-27: The determinants of stock and bond return comovements

Lieven Baele, Geert Bekaert and Koen Inghelbrecht

200710-12: The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations

François Coppens, Fernando Gonzáles and Gerhard Winkler

200708-08: Can Excess Liquidity Signal an Asset Price Boom?

Annick Bruggeman

200706-02: Temporal Distribution of Price Changes: Staggering in the Large and Synchronization in the Small

Emmanuel Dhyne and Jerzy D. Konieczny

200705-03: Imports and Exports at the Level of the Firm: Evidence from Belgium

Mirabelle Muûls and Mauro Pisu

200705-02: The spread of Keynesian economics: a comparison of the Belgian and Italian experiences

Ivo Maes

200704-24: Assessing the Gap between Observed and Perceived Inflation in the Euro Area: Is the Credibility of the HICP at Stake ?

Luc Aucremanne, Marianne Collin and Thomas Stragier

200703-30: Price setting in the euro area: some stylised facts from individual producer price data

Philip Vermeulen, Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando, Roberto Sabbatini and Harald Edgar Stahl

200702-05: Shocks and Frictions in US Business Cycles: a Bayesian DSGE Approach

Frank Rafael Smets and Raf Wouters

200701-01: Investment-Specific Technology Shocks and Labor Market Frictions

Reinout De Bock

200611-17: Sector Concentration in Loan Portfolios and Economic Capital

Klaus Düllmann and Nancy Masschelein

200611-16: Exploring the CDS-Bond Basis

Jan De Wit

200610-9: Nominal wage rigidities in a new Keynesian model with frictional unemployment

Vincent Bodart, Grégory de Walque, Olivier Pierrard, Henri Sneessens and Raf Wouters

200610-8: How wages change: micro evidence from the International Wage Flexibility Project

William T. Dickens, Lorenz Goette, Erica Lynn Groshen, Steinar Holden, Julian Messina, Mark E. Schweitzer, Jarkko Turunen and Melanie E. Ward

200610-7: Inflation persistence and price-setting behaviour in the euro area: a summary of the Inflation Persistence Network evidence

Filippo Altissimo, Michael Ehrmann and Frank Rafael Smets

200610-6: Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM model

Joseph E. Plasmans, Tomasz Michalak and Jorge Alberto Fornero

200610-5: Price and wage setting in an integrating Europe: firm level evidence

Filip Abraham, Jozef Konings and Stijn Vanormelingen

200610-4: A new Keynesian model with unemployment

Olivier Blanchard and Jordi Gali

200610-3: The dynamics of trade and competition

Natalie Chen, Jean M. Imbs and Andrew Scott (Natalie Xinyu Chen and Natalie A. Chen)

200610-2: Industry wage differentials, unobserved ability, and rent-sharing: Evidence from matched worker-firm data, 1995-2002

Robert Alain Plasman, Francois Rycx and Ilan D. Tojerow

200610-13: Macroeconomic fluctuations and firm entry: theory and evidence

Vivien Lewis

200610-12: Lumpy price adjustments: a microeconometric analysis

Emmanuel Dhyne, Catherine Fuss, M Hashem Pesaran and Patrick SEVESTRE

200610-11: The kinked demand curve and price rigidity: evidence from scanner data

Maarten Dossche, Freddy Heylen and Dirk Van den Poel

200610-10: Dynamics and monetary policy in a fair wage model of the business cycle

David de la Croix, Grégory de Walque and Raf Wouters

200610-1: Fiscal sustainability indicators and policy design in the face of ageing

Geert Langenus

200609-1: The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model

Philippe Moës

200607-2: The term structure of interest rates in a DSGE model

Marina Emiris

200607-1: The response of firms\u2019 investment and financing to adverse cash flow shocks: the role of bank relationships

Catherine Fuss and Philip Vermeulen

200606-1: Firm-specific production factors in a DSGE model with Taylor price setting

Grégory de Walque, Frank Rafael Smets and Raf Wouters

200605-2: A multi-factor model for the valuation and risk managment of demand deposits

Hans Dewachter, Marco Lyrio and Konstantijn Maes

200605-1: The patterns and determinants of price setting in the Belgian industry

David Cornille and Maarten Dossche

200603-2: A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts

Christophe Van Nieuwenhuyze

200603-1: Is there a difference between solicited and unsolicited bank ratings and if so, why ?

Patrick Van Roy

200511-2: Income uncertainty and aggregate consumption

L. Pozzi

200511-1: The pricing behaviour of firms in the euro area: new survey evidence

S. Fabiani, M. Druant, I. Hernando, C. Kwapil, B. Landau, Claire Loupias, Fernando Manuel Monteiro Martins, Thomas Mathä, R. Sabbatini, Harald Edgar Stahl and A.C.J. Stokman

200509-2: Price setting in the euro area: Some stylized facts from Individual Consumer Price Data

Emmanuel Dhyne, Luis J. Álvarez, Hervé LE BIHAN, Giovanni Veronese, Daniel Dias, Johannes Hoffmann, Nicole Jonker, Patrick Lünnemann, Fabio Rumler and Jouko Vilmunen

200509-1: An international analysis of earnings, stock prices and bond yields

Alain Durré and Pierre Giot