Details about Jan Willem van den End

Access statistics for papers by Jan Willem van den End.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pen43

Working Papers

2024

1. Detecting turning points in the inflation cycle
   Working Papers, DNB
2. Scenario discovery to address deep uncertainty in monetary policy
   Working Papers, DNB

2023

3. Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?
   Working Papers, DNB View citations (1)
4. Robust monetary policy under shock uncertainty
   Working Papers, DNB View citations (1)

2022

5. Excess liquidity and the usefulness of the money multiplier
   Working Papers, DNB
   See also Journal Article Excess Liquidity and the Usefulness of the Money Multiplier, Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin (2022) (2022)
6. How QE changes the nature of sovereign risk
   Working Papers, DNB View citations (2)
7. The effects of climate change on the natural rate of interest: a critical survey
   Working Paper Series, European Central Bank View citations (5)

2021

8. Climate change and monetary policy in the euro area
   Occasional Paper Series, European Central Bank View citations (24)
9. Financing the transition: seizing opportunities for a green recovery
   Occasional Studies, DNB
10. Macroeconomic reversal rate in a low interest rate environment
    Working Paper Series, European Central Bank View citations (2)

2020

11. Macroeconomic reversal rate: evidence from a nonlinear IS-curve
    Working Papers, DNB View citations (4)

2019

12. The impact of central bank liquidity support on banks’ balance sheets
    Working Paper Series, European Central Bank View citations (3)
    See also Journal Article The impact of central bank liquidity support on banks’ sovereign exposures, Applied Economics, Taylor & Francis Journals (2021) View citations (2) (2021)

2017

13. Fundamental uncertainty and unconventional monetary policy- an info-gap approach
    Bruegel Working Papers, Bruegel

2016

14. Lenders on the storm of wholesale funding shocks: Saved by the central bank?
    Working Paper Series, European Central Bank View citations (4)
    See also Journal Article Lenders on the storm of wholesale funding shocks: saved by the central bank?, Applied Economics, Taylor & Francis Journals (2017) View citations (11) (2017)

Journal Articles

2022

1. Assessing uncertainty in the natural rate of interest: Info‐gap as guide for monetary policy in the euro area
   International Journal of Finance & Economics, 2022, 27, (3), 3228-3245 View citations (1)
2. Excess Liquidity and the Usefulness of the Money Multiplier
   Credit and Capital Markets – Kredit und Kapital, 2022, 55, (4), 457-488
   See also Working Paper Excess liquidity and the usefulness of the money multiplier, Working Papers (2022) (2022)

2021

3. Robust Policy in Times of Pandemic
   Intereconomics: Review of European Economic Policy, 2021, 56, (2), 108-112
4. The impact of central bank liquidity support on banks’ sovereign exposures
   Applied Economics, 2021, 53, (15), 1788-1806 View citations (2)
   See also Working Paper The impact of central bank liquidity support on banks’ balance sheets, Working Paper Series (2019) View citations (3) (2019)
5. The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices
   The European Journal of Finance, 2021, 27, (12), 1186-1209 View citations (1)

2018

6. Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach
   Economic Modelling, 2018, 73, (C), 55-70 View citations (6)
7. Low real rates as driver of secular stagnation: Empirical assessment
   Japan and the World Economy, 2018, 46, (C), 29-40 View citations (4)
8. The signalling content of asset prices for inflation: Implications for quantitative easing
   Economic Systems, 2018, 42, (1), 45-63 View citations (8)

2017

9. Central Bank Balance Sheet Policies and Inflation Expectations
   Open Economies Review, 2017, 28, (3), 499-522 View citations (5)
10. Lenders on the storm of wholesale funding shocks: saved by the central bank?
    Applied Economics, 2017, 49, (46), 4679-4703 View citations (11)
    See also Working Paper Lenders on the storm of wholesale funding shocks: Saved by the central bank?, Working Paper Series (2016) View citations (4) (2016)

2016

11. A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
    The European Journal of Finance, 2016, 22, (3), 237-253 View citations (27)
12. Quantitative easing tilts the balance between monetary and macroprudential policy
    Applied Economics Letters, 2016, 23, (10), 743-746 View citations (4)

2014

13. Are European sovereign bonds fairly priced? The role of modelling uncertainty
    Journal of International Money and Finance, 2014, 47, (C), 239-267 View citations (29)
14. The breakdown of the money multiplier at the zero lower bound
    Applied Economics Letters, 2014, 21, (13), 875-877 View citations (3)

2013

15. Bank liquidity, the maturity ladder, and regulation
    Journal of Banking & Finance, 2013, 37, (10), 3930-3950 View citations (46)
16. Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 152-174 View citations (53)
17. Modelling the liquidity ratio as macroprudential instrument
    Journal of Banking Regulation, 2013, 14, (2), 91-106 View citations (17)

2012

18. Liquidity stress-tester: do Basel III and unconventional monetary policy work?
    Applied Financial Economics, 2012, 22, (15), 1233-1257 View citations (13)
19. When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour
    Journal of Financial Stability, 2012, 8, (2), 107-120 View citations (38)

2010

20. Liquidity Stress-Tester: A Model for Stress-testing Banks' Liquidity Risk
    CESifo Economic Studies, 2010, 56, (1), 38-69 View citations (9)

2004

21. Do stock prices affect house prices? Evidence for the Netherlands
    Applied Economics Letters, 2004, 11, (12), 741-744 View citations (26)

Undated

22. Statistical evidence on the mean reversion of interest rates
    Journal of Investment Strategies

Books

2013

1. 50 Years of Money and Finance: Lessons and Challenges
   SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum View citations (18)

Chapters

2014

1. Financial cycles and macroprudential policy
   Chapter 17 in Financial Cycles and the Real Economy, 2014, pp 293-302

2013

2. Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence
   SUERF - The European Money and Finance Forum View citations (49)

2005

3. Financial behaviour of Dutch households: analysis of the DNB Household Survey 2003
   A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 21-39 View citations (9)