EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Working Paper Series
from European Central Bank Postfach 16 03 19, Frankfurt am Main, Germany. Contact information at EDIRC . Series data maintained by Official Publications ().
Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
1506: Assessing interbank contagion using simulated networks
Grzegorz Halaj and Christoffer Kok Sørensen
1505: Interest rate volatility: a consol rate-based measure
Vincent Brousseau and Alain Durré
1504: International R&D Spillovers: Technology Transfer vs. R&D Synergies
Alistair Dieppe and Jan Mutl
1503: Cost of borrowing shocks and fiscal adjustment
Oliver de Groot , Fédéric Holm-Hadulla and Nadine Leiner-Killinger
1502: Do firms use the trade credit channel to manage growth?
Annalisa Ferrando and Klaas Mulier
1501: Explaining EU citizens’ trust in the ECB in normal and crisis times
Michael Ehrmann , Michel Soudan and Livio Stracca
1500: Nonlinear liquidity adjustments in the euro area overnight money market
Renaud Beaupain and Alain Durré
1499: Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks
Laurent Maurin and Mervi Toivanen
1498: Heterogeneity and cross-country spillovers in macroeconomic-financial linkages
Matteo Ciccarelli , Eva Ortega and Maria Teresa Valderrama
1497: Bank capital and liquidity creation: Granger-causality evidence
Roman Horvath , Jakub Seidler and Laurent Weill
1496: The ECB and the interbank market
Domenico Giannone , Michele Lenza , Huw Pill and Lucrezia Reichlin
1495: Bubbles, banks and financial stability
Kosuke Aoki and Kalin Ognianov Nikolov
1494: Prior selection for vector autoregressions
Domenico Giannone , Michele Lenza and Giorgio E. Primiceri
1493: An alternative method for identifying booms and busts in the euro area housing market
Dieter Gerdesmeier , Andreja Lenarčič and Barbara Roffia
1492: Bayesian analysis of recursive SVAR models with overidentifying restrictions
Andrzej Kociecki , Michał Rubaszek and Ca' Zorzi, Michele
1491: Trade openness reduces growth volatility when countries are well diversified
Mona Haddad , Jamus Jerome Lim , Cosimo Pancaro and Christian Saborowski
1490: A model of borrower reputation as intangible collateral
Kalin Ognianov Nikolov
1489: The business cycle implications of banks' maturity transformation
Martin Møller Andreasen , Marcelo Ferman and Pawel Zabczyk
1488: When the cat's away the mice will play: does regulation at home affect bank risk taking abroad?
Steven Ongena , Alexander Popov and Gregory Udell
1487: Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics
Ansgar Rannenberg
1486: Leading indicators of crisis incidence: evidence from developed countries
Jan Babecký , Tomáš Jiří Havránek , Jakub Matějů , Marek Rusnák , Katerina Smidkova and Bořek Vašíček
1485: Banking, debt and currency crises: early warning indicators for developed countries
Jan Babecký , Tomáš Jiří Havránek , Jakub Matějů , Marek Rusnák , Katerina Smidkova and Bořek Vašíček
1484: Bank ratings: what determines their quality?
Harald Hau , Sam Langfield and David Marqués-Ibáñez
1483: Gauging the effects of fiscal stimulus packages in the euro area
Günter Coenen , Roland Straub and Mathias Trabandt
1482: Optimism bias? The elasticity puzzle in international economics revisited
Vesna Corbo and Chiara Osbat
1481: Clearing, counterparty risk and aggregate risk
Bruno R Biais , Florian Heider and Marie Hoerova
1480: Interdependence and contagion in global asset markets
John Beirne and Jana Gieck
1479: Macroeconomic uncertainty and the impact of oil shocks
Ine Van Robays
1478: Dual liquidity crises under alternative monetary frameworks: a financial accounts perspective
Ulrich Bindseil and Adalbert Winkler
1477: Central bank communication on fiscal policy
Julien Allard , Marco Catenaro , Jean-Pierre Vidal and Guido Wolswijk
1476: Aging and pension reform: extending the retirement age and human capital formation
Edgar Vogel , Alexander Ludwig and Axel Börsch-Supan
1475: Information flows and disagreement
Cristian Badarinza and Marco Gross
1474: Dissecting saving dynamics: measuring wealth, precautionary and credit effects
Christopher Carroll , Jiri Slacalek and Martin Sommer
1473: Was unofficial dollarisation/euroisation an amplifier of the 'Great Recession' of 2007-09 in emerging economies
Livia Chitu
1472: Fiscal sustainability using growth-maximising debt targets
Cristina Checherita-Westphal , Andrew J Hughes Hallett and Philipp Rother
1471: Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools
Alexey A. Ponomarenko , Elena Vasilieva and Franziska Schobert
1470: Optimal portfolio choice with predictability in house prices and transaction costs
Stefano Corradin , José L. Fillat and Carles Vergara-Alert
1469: Loan supply shocks and the business cycle
Luca Gambetti and Alberto Musso
1468: Modelling the time varying determinants of portfolio flows to emerging markets
Marco Lo Duca
1467: The interplay of economic reforms and monetary policy: the case of the Euro area
Francesco Drudi , Alain Durré and Francesco Paolo Mongelli
1466: History, gravity and international finance
Livia Chitu , Barry Julian Eichengreen and Arnaud Jérôme Mehl
1465: Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries
Antonio Afonso and Joao Tovar Jalles
1464: An MVAR framework to capture extreme events in macro-prudential stress tests
Paolo Guarda , Abdelaziz Rouabah and John Theal
1463: Macroeconomic implications of time-varying risk premia
François Gourio
1462: A global perspective on inflation and propagation channels
Luca Gattini , Huw Pill and Ludger Schuknecht
1461: House price responsiveness of housing investments across major European economies
Luca Gattini and Ioannis Ganoulis
1460: Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011
Kim Abildgren
1459: Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008
Siem Jan Koopman , André Lucas and Bernd Schwaab
1458: Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010
Kim Abildgren
1457: Excessive bank risk taking and monetary policy
Itai Agur and Maria Demertzis