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Details about Jan Willem van den End

E-mail:
Homepage:https://www.dnb.nl/en/research/personal-pages/jan-willem-van-den-end/
Workplace:de Nederlandsche Bank (Netherlands Central Bank), (more information at EDIRC)
Afdeling Economie (Department of Economics), School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Jan Willem van den End.

Last updated 2022-09-12. Update your information in the RePEc Author Service.

Short-id: pen43


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Working Papers

2022

  1. Excess liquidity and the usefulness of the money multiplier
    Working Papers, DNB Downloads
  2. How QE changes the nature of sovereign risk
    Working Papers, DNB Downloads

2021

  1. Climate change and monetary policy in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (6)
  2. Macroeconomic reversal rate in a low interest rate environment
    Working Paper Series, European Central Bank Downloads

2020

  1. Macroeconomic reversal rate: evidence from a nonlinear IS-curve
    Working Papers, DNB Downloads View citations (1)

2019

  1. The impact of central bank liquidity support on banks’ balance sheets
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article in Applied Economics (2021)

2017

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

2016

  1. Lenders on the storm of wholesale funding shocks: Saved by the central bank?
    Working Paper Series, European Central Bank Downloads View citations (4)
    See also Journal Article in Applied Economics (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 Downloads

2021

  1. Robust Policy in Times of Pandemic
    Intereconomics: Review of European Economic Policy, 2021, 56, (2), 108-112 Downloads
  2. The impact of central bank liquidity support on banks’ sovereign exposures
    Applied Economics, 2021, 53, (15), 1788-1806 Downloads
    See also Working Paper (2019)
  3. 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 Downloads

2019

  1. Applying Complexity Theory to Interest Rates: Evidence of Critical Transitions in the Euro Area
    Credit and Capital Markets, 2019, 52, (1), 1-33

2018

  1. Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach
    Economic Modelling, 2018, 73, (C), 55-70 Downloads View citations (3)
  2. Low real rates as driver of secular stagnation: Empirical assessment
    Japan and the World Economy, 2018, 46, (C), 29-40 Downloads View citations (4)
  3. The signalling content of asset prices for inflation: Implications for quantitative easing
    Economic Systems, 2018, 42, (1), 45-63 Downloads View citations (7)

2017

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

2016

  1. A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
    The European Journal of Finance, 2016, 22, (3), 237-253 Downloads View citations (14)
  2. Quantitative easing tilts the balance between monetary and macroprudential policy
    Applied Economics Letters, 2016, 23, (10), 743-746 Downloads View citations (3)

2014

  1. Are European sovereign bonds fairly priced? The role of modelling uncertainty
    Journal of International Money and Finance, 2014, 47, (C), 239-267 Downloads View citations (24)
  2. The breakdown of the money multiplier at the zero lower bound
    Applied Economics Letters, 2014, 21, (13), 875-877 Downloads View citations (2)

2013

  1. Bank liquidity, the maturity ladder, and regulation
    Journal of Banking & Finance, 2013, 37, (10), 3930-3950 Downloads View citations (41)
  2. 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 Downloads View citations (40)
  3. Modelling the liquidity ratio as macroprudential instrument
    Journal of Banking Regulation, 2013, 14, (2), 91-106 Downloads View citations (16)

2012

  1. Liquidity stress-tester: do Basel III and unconventional monetary policy work?
    Applied Financial Economics, 2012, 22, (15), 1233-1257 Downloads View citations (13)
  2. When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour
    Journal of Financial Stability, 2012, 8, (2), 107-120 Downloads View citations (30)

2010

  1. Liquidity Stress-Tester: A Model for Stress-testing Banks' Liquidity Risk
    CESifo Economic Studies, 2010, 56, (1), 38-69 Downloads View citations (7)

2004

  1. Do stock prices affect house prices? Evidence for the Netherlands
    Applied Economics Letters, 2004, 11, (12), 741-744 Downloads View citations (22)

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 Downloads View citations (14)

Chapters

2014

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

2013

  1. Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence
    SUERF - The European Money and Finance Forum Downloads View citations (46)

2005

  1. 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 Downloads View citations (5)
 
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