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from European Central Bank
Postfach 16 03 19, Frankfurt am Main, Germany.
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957: Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR Downloads
Halbert White, Tae-Hwan Kim and Simone Manganelli
956: The political economy under monetary union: has the euro made a difference? Downloads
Marcel Fratzscher and Livio Stracca
955: Monetary policy and stock market boom-bust cycles Downloads
Lawrence J. Christiano, Cosmin Liviu Ilut, Roberto Motto and Massimo V Rostagno
954: Fiscal policy responsiveness, persistence and discretion Downloads
Antonio Afonso, Luca Agnello and Davide Furceri
953: Estimating and forecasting the euro area monthly national accounts from a dynamic factor model Downloads
Elena Angelini, Marta Banbura and Gerhard Rünstler
952: How successful is the G7 in managing exchange rates? Downloads
Marcel Fratzscher
951: Exchange rate pass-through in the global economy: the role of emerging market economies Downloads
Matthieu Bussiere and Tuomas A. Peltonen
950: Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts Downloads
Ricardo Mestre and Peter McAdam
949: Short-term forecasts of euro area GDP growth Downloads
Elena Angelini, Gonzalo Camba-Méndez, Domenico Giannone, Gerhard Rünstler and Lucrezia Reichlin
948: Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm Downloads
Josep Maria Puigvert Gutiérrez and Josep Fortiana Gregori
947: Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity Downloads
Maurizio Michael Habib and Mark Joy
946: Macroeconomic adjustment to monetary union Downloads
Gabriel Fagan and Vítor Gaspar
945: Wage and price dynamics in Portugal Downloads
Carlos Robalo Marques
944: The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis Downloads
Kai Christoffel, Günter Coenen and Anders Warne
943: The impact of financial position on investment: an anlysis for non-financial corporations in the euro area Downloads
Carmen Martinez-Carrascal and Annalisa Ferrando
942: Towards a monetary policy evaluation framework Downloads
Stéphane Adjemian, Matthieu DARRACQ PARIES and Stéphane Moyen
941: Euro's influence upon trade: Rose effect versus border effect Downloads
Gianluca Cafiso
940: The effect of durable goods and ICT on euro area productivity growth? Downloads
Jukka Jalava and Ilja Kristian Kavonius
939: An application of index numbers theory to interest rates Downloads
Javier Huerga and Lucia Steklacova
938: Channels of international risk-sharing: capital gains versus income flows Downloads
Thierry Bracke and Martin Schmitz
937: Should quarterly government finance statistics be used for fiscal surveillane in Europe? Downloads
Diego J. Pedregal and Javier J. Pérez García
936: Sparse and stable Markowitz portfolios Downloads
Joshua Brodie, Ingrid Daubechies, Christine De Mol, Domenico Giannone and Ignace Loris
935: Fiscal policies, the current account and Ricardian equivalence Downloads
Christiane Nickel and isabel Vansteenkiste
934: Bank mergers and lending relationships Downloads
Judit Montoriol-Garriga
933: Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through Downloads
Stephane Dees, Matthias Burgert and Nicolas Parent
932: How does competition affect efficiency and soundness in banking? New empirical evidence Downloads
Klaus Schaeck and Martin Čihák
931: International stock return comovements Downloads
Geert Bekaert, Robert James Hodrick and Xiaoyan Zhang
930: Sticky information Phillips curves: European evidence Downloads
Jörg Döpke, Jonas Dovern, Ulrich Fritsche and Jiri Slacalek
929: Real convergence in Central and Eastern European EU Member States: which role for exchange rate volatility? Downloads
Olga Arratibel, Davide Furceri and Reiner Martin
928: Corporate tax competition and the decline of public investment Downloads
Pedro Gomes and Francois Pouget
927: Monetary stabilisation in a currency union of small open economies Downloads
Marcelo Sánchez
926: Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability Downloads
Roberto A. De Santis, Carlo Favero and Barbara Roffia
925: Flow of conjunctural information and forecast of euro area economic activity Downloads
Katja Drechsel and Laurent Maurin
924: Government spending volatility and the size of nations Downloads
Davide Furceri and Marcos Poplawski Ribeiro
923: Resuscitating the wage channel in models with unemployment fluctuations Downloads
Kai Christoffel and Keith Kuester
922: A review of nonfundamentalness and identification in structural VAR models Downloads
Lucia Alessi, Matteo Barigozzi and Marco Capasso
921: Foreign direct investment and environmental taxes Downloads
Roberto A. De Santis and Frank Stähler
920: An investigation on the effect of real exchange rate movements on OECD bilateral exports Downloads
Antoine Berthou
919: Fiscal policy in real time Downloads
Jacopo Cimadomo
918: Imports and profitability in the euro area manufacturing sector: the role of emerging market economies Downloads
Tuomas A. Peltonen, Martin Skala, Alvaro Santos Rivera and Gabor Pula
917: Modelling and Forecasting the Yield Curve under Model uncertainty Downloads
Paola Donati and Francesco Donati
916: Optimal reserve composition in the presence of sudden stops: the euro and the dollar as safe haven currencies Downloads
Roland Beck and Ebrahim Rahbari
915: Medium run redux: technical change, factor shares and frictions in the euro area Downloads
Peter McAdam and Alpo Willman
914: Evolution and sources of manufacturing productivity growth: evidence from a panel of European countries Downloads
Silvia Giannangeli and Ramón Gómez-Salvador
913: Country and industry equity risk premia in the euro area: an intertemporal approach Downloads
Lorenzo Cappiello, Marco Lo Duca and Angela Maddaloni
912: Labour cost and employment across euro area countries and sectors Downloads
Beatrice Pierluigi and Moreno Roma
911: Global liquidity glut or global savings glut? A structural VAR approach Downloads
Thierry Bracke and Michael Fidora
910: How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches Downloads
Martin Scheicher
909: Repo markets, counterparty risk and the 2007/2008 liquidity crisis Downloads
Christian Ewerhart and Jens Tapking
908: 3-step analysis of public finances sustainability: the case of the European Union Downloads
Antonio Afonso and Christophe Rault
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