DNB Working Papers

from Netherlands Central Bank, Research Department
Contact information at EDIRC.
Series data maintained by Arjen Siegmann ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

226: Communication in a monetary policy committee: a note

Jan Marc Berk and Beata Bierut

225: Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium

Jacob Bikker, Sherrill Shaffer and Laura Spierdijk

224: Being a Foreigner among Domestic Banks: Asset or Liability?

Stijn Claessens and Neeltje van Horen

223: Pension funds’ asset allocation and participant age: a test of the life-cycle model

Jacob Bikker, Dirk W.G.A. Broeders, David A. Hollanders and Eduard H.M. Ponds

222: Did the crisis affect inflation expectations?

Gabriele Galati, Steven Poelhekke and Chen Zhou

219: Dependence structure of risk factors and diversification effects

Chen Zou

218: Credit and economic recovery

Michael Biggs, Thomas Meyer and Andreas Pick

217: Measuring Stock Market Contagion with an Application to the Sub-prime Crisis

Mark Mink and Jochen Mierau

216: Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice

Arie Kapteyn and Federica Teppa

215: An extended gravity model with substitution applied to international trade

Jacob Bikker

214: Fiscal policy in Central and Eastern Europe with real time data: Cyclicality, inertia and the role of EU accession

John Lewis

213: Regulatory Competition and Bank Risk Taking

Itai Agur

212: The communication policy of the European Central Bank: An overview of the first decade

Jakob de Haan and David-Jan Jansen

211: Pension fund sophistication and investment policy

Jan de Dreu and Jacob Bikker

209: Human Capital and Employment Growth in German Metropolitan Areas: New Evidence

Steven Poelhekke

208: Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions

Zsolt Darvas

207: Forecasting Random Walks under Drift Instability

M Hashem Pesaran and Andreas Pick

206: The Volatility Curse: Revisiting the Paradox of Plenty

Frederick (Rick) van der Ploeg and Steven Poelhekke

205: Can Open Capital Markets Help Avoid Currency Crises?

Gus Garita and Chen Zhou

204: The comovement between household loans and real activity

Wouter den Haan and Vincent Sterk

202: Forecasting the fragility of the banking and insurance sector

Kerstin Bernoth and Andreas Pick

201: An Empirical assessment of reinsurance risk

Iman van Lelyveld, Franka Liedorp and Manuel Kampman

200: What Institutional Structure for the Lender of Last Resort?

Itai Agur

199: Simulations in the Dutch interbank payment system: A sensitivity analysis

Ronald Heijmans

198: Unification of the Fréchet and Weibull Distribution

Peter ter Berg

197: Consumer Choice and Merchant Acceptance of Payment Media

Wilko Bolt and Sujit Chakravorti

195: Growth, Foreign Direct Investment and Urban Concentration: Unbundling Spatial Lags

Steven Poelhekke and Frederick (Rick) van der Ploeg

194: Bank Competition Efficiency in Europe: A Frontier Approach

Wilko Bolt and David Humphrey

193: Economics of Payment Cards: A Status Report

Wilko Bolt and Sujit Chakravorti

192: Confidence in Monetary Policy

Yakov Ben-Haim and Maria Demertzis

191: Did the anchor of inflation expectations in the euro area turn adrift?

Gabriele Galati, Steven Poelhekke and Chen Zhou

190: Modelling Industry-level Ccorporate Credit Risk for the Netherlands

Ruud Vermeulen

189: Are Asset Returns Predictable from the National Accounts?

Pierre Lafourcade

188: Can subjective survival expectations explain retirement behaviour?

Owen O'Donnell, Federica Teppa and Eddy K.A. Van Doorslaer

187: A Measure for Credibility: Tracking US Monetary Developments

Maria Demertzis, Massimiliano Marcellino and Nicola Viegi

186: Europeanization or Globalization? Transnational Wage Bargaining and the Distribution of Activity in European Labor Markets

Maria Demertzis, Andrew Hughes Hallett and Nicolien Schermer

185: Has the Clarity of Humphrey-Hawkins Testimonies Affected Volatility in Financial Markets?

David-Jan Jansen

184: Monetary Policy Committees: meetings and outcomes

Jan Marc Berk and Beata Bierut

183: Pension regulation and the market value of pension liabilities - a contingent claims analysis using Parisian options

Dirk Broeders and An Chen

182: Are Product and Labour Market Reforms Mutually Reinforcing?

Paul Cavelaars

181: Competition, bargaining power and pricing in two-sided markets

Wilko Bolt and Kimmo Soramäki

180: Minimum Funding Ratios for Defined-Benefit Pension Funds

Arjen Siegmann

179: Preferences for redistribution in the Netherlands

Jan Kakes and Jasper de Winter

178: Optimal Central Bank Transparency

Carin van der Cruijsen, Sylvester Eijffinger and Lex H. Hoogduin

177: Towards a Network Description of Interbank Payment Flows

Marc Pröpper, Iman van Lelyveld and Ronald Heijmans

176: Market Thinness, List Price Revisions and Time to Sell: Evidence from a large-scale housing dataset

Marco Hoeberichts, Maarten van Rooij and Arjen Siegmann

175: Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk

Jan Willem van den End

174: Do financial conglomerates create or destroy value? Evidence for the EU

Iman van Lelyveld and Klaas Knot

173: Multivariate Feller conditions in term structure models: Why do(n't) we care?

Peter Spreij, Enno Veerman and Peter Vlaar

172: Location Decisions of Foreign Banks and Institutional Competitive Advantage

Stijn Claessens and Neeltje Van Horen