Details about Ralph Setzer

Access statistics for papers by Ralph Setzer.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pse321

Working Papers

2022

1. Medium-term investment responses to activity shocks: the role of corporate debt
   Working Paper Series, European Central Bank

2021

2. Climate change and monetary policy in the euro area
   Occasional Paper Series, European Central Bank View citations (22)
3. Key factors behind productivity trends in EU countries
   Occasional Paper Series, European Central Bank View citations (3)
4. Monetary-fiscal policy interactions in the euro area
   Occasional Paper Series, European Central Bank View citations (6)
5. Sudden stops and asset purchase programmes in the euro area
   Working Paper Series, European Central Bank View citations (2)

2019

6. Firm-level employment, labour market reforms, and bank distress
   Working Paper Series, European Central Bank
   Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2019)
   See also Journal Article Firm-level employment, labour market reforms, and bank distress, Journal of International Money and Finance, Elsevier (2022) (2022)

2018

7. Structural policies in the euro area
   Occasional Paper Series, European Central Bank View citations (16)

2017

8. Corporate debt and investment: a firm analysis for stressed euro area countries
   Working Paper Series, European Central Bank View citations (13)
9. Debt sustainability analysis for euro area sovereigns: a methodological framework
   Occasional Paper Series, European Central Bank View citations (33)
10. Do we want these two to tango? On zombie firms and stressed banks in Europe
    Working Paper Series, European Central Bank View citations (95)
    Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2017) View citations (90)
11. Understanding Rating Movements in Euro Area Countries
    Working Papers, Czech National Bank View citations (3)
12. Understanding sovereign rating movements in euro area countries
    Working Paper Series, European Central Bank View citations (5)

2016

13. Bank efficiency and regional growth in Europe: new evidence from micro-data
    Working Paper Series, European Central Bank View citations (3)

2015

14. Exports and Capacity Constraints: Evidence for Several Euro Area Countries
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association
    Also in CESifo Working Paper Series, CESifo (2015)
15. Regional Bank Efficiency and its Effect on Regional Growth in Normal and Bad Times
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association
    Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2015)
    ROME Working Papers, ROME Network (2015) View citations (4)
    See also Journal Article Regional bank efficiency and its effect on regional growth in “normal” and “bad” times, Economic Modelling, Elsevier (2016) View citations (25) (2016)
16. The demand for euro banknotes in Germany: Structural modelling and forecasting
    MPRA Paper, University Library of Munich, Germany View citations (13)

2014

17. Domestic demand pressure and export dynamics – An empirical threshold model analysis for six euro area countries
    EcoMod2014, EcoMod
18. Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries
    CEPS Papers, Centre for European Policy Studies View citations (7)
    Also in ROME Working Papers, ROME Network (2013) View citations (8)
    Working Paper Series, European Central Bank (2014) View citations (11)
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2013) View citations (3)

2010

19. Determinants of Capital Flows to the New EU Member States Before and During the Financial Crisis
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (31)
20. Heterogeneity in money holdings across euro area countries: The role of housing
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (8)
    Also in European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2010) View citations (5)
    See also Journal Article Heterogeneity in money holdings across euro area countries: The role of housing, European Journal of Political Economy, Elsevier (2011) View citations (13) (2011)
21. The Costs of Exchange Rate Volatility for Labor Markets: Some Empirical Evidence from the CEE Economies
    EcoMod2003, EcoMod

2009

22. Determinants of intra-euro area government bond spreads during the financial crisis
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (199)
23. Liquidity and the Dynamic Pattern of Asset Price Adjustment: A Global View
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (5)
    See also Journal Article Liquidity and the dynamic pattern of asset price adjustment: A global view, Journal of Banking & Finance, Elsevier (2010) View citations (81) (2010)
24. Money demand in the euro area: new insights from disaggregated data
    MPRA Paper, University Library of Munich, Germany View citations (16)
    Also in European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2009) View citations (15)
    See also Journal Article Money demand in the euro area: new insights from disaggregated data, International Economics and Economic Policy, Springer (2013) View citations (16) (2013)

2008

25. Global Liquidity and House Prices: A VAR Analysis for OECD Countries
    EcoMod2008, EcoMod View citations (1)
26. Liquidity and the dynamic pattern of price adjustment: a global view
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (8)

2007

27. Money and housing: evidence for the euro area and the US
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (120)

2006

28. The Different Extent of Privatisation Proceeds in EU Countries: A Preliminary Explanation Using a Public Choice Approach
    CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA)
    Also in CESifo Working Paper Series, CESifo (2005) View citations (3)
    Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany (2005) View citations (3)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2005) View citations (3)
    Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria (2006)

2005

29. The Political Economy of Fixed Exchange Rates: A Survival Analysis
    Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany View citations (1)

2004

30. Contagion, Herding and Exchange Rate Instability - A Survey
    Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany View citations (5)
    See also Journal Article Contagion, herding and exchange-rate instability — A survey, Intereconomics: Review of European Economic Policy, Springer (2004) View citations (4) (2004)
31. Exchange Rate Volatility and Employment Growth: Empirical Evidence from the CEE Economies
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (6)
    Also in CESifo Working Paper Series, CESifo (2003) View citations (8)
32. Exchange Rate Volatility and Labour Markets in the CEE Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
33. Nobelpreis für Wirtschaftswissenschaften 2004 an Finn E. Kydland and Edward C. Prescott
    Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany

Journal Articles

2023

1. Inflation and competitiveness divergences in the euro area countries
   Economic Bulletin Boxes, 2023, 4

2022

2. Assessing corporate vulnerabilities in the euro area
   Economic Bulletin Articles, 2022, 2 View citations (3)
3. Firm-level employment, labour market reforms, and bank distress
   Journal of International Money and Finance, 2022, 120, (C)
   See also Working Paper Firm-level employment, labour market reforms, and bank distress, Working Paper Series (2019) (2019)

2018

4. Corporate debt and investment: A firm-level analysis for stressed euro area countries
   Journal of International Money and Finance, 2018, 86, (C), 112-130 View citations (40)

2016

5. Regional bank efficiency and its effect on regional growth in “normal” and “bad” times
   Economic Modelling, 2016, 58, (C), 413-426 View citations (25)
   See also Working Paper Regional Bank Efficiency and its Effect on Regional Growth in Normal and Bad Times, VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy (2015) (2015)

2015

6. Domestic demand, capacity constraints and exporting dynamics: Empirical evidence for vulnerable euro area countries
   Economic Modelling, 2015, 48, (C), 315-325 View citations (39)

2013

7. Money demand in the euro area: new insights from disaggregated data
   International Economics and Economic Policy, 2013, 10, (2), 297-315 View citations (16)
   See also Working Paper Money demand in the euro area: new insights from disaggregated data, MPRA Paper (2009) View citations (16) (2009)

2012

8. Capital flows into vulnerable countries: official and private funding trends
   Quarterly Report on the Euro Area (QREA), 2012, 11, (1), 24-30

2011

9. Heterogeneity in money holdings across euro area countries: The role of housing
   European Journal of Political Economy, 2011, 27, (4), 764-780 View citations (13)
   See also Working Paper Heterogeneity in money holdings across euro area countries: The role of housing, Discussion Paper Series 1: Economic Studies (2010) View citations (8) (2010)

2010

10. Liquidity and the dynamic pattern of asset price adjustment: A global view
    Journal of Banking & Finance, 2010, 34, (8), 1933-1945 View citations (81)
    See also Working Paper Liquidity and the Dynamic Pattern of Asset Price Adjustment: A Global View, Discussion Papers of DIW Berlin (2009) View citations (5) (2009)

2008

11. Global excess liquidity does it matter for house and stock prices on a global scale
    Journal of Financial Transformation, 2008, 24, 145-154 View citations (2)
12. Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices?
    International Economics and Economic Policy, 2008, 5, (4), 403-424 View citations (21)

2007

13. The Different Extent of Privatization Proceeds in OECD Countries: A Preliminary Explanation Using a Public-Choice Approach
    FinanzArchiv: Public Finance Analysis, 2007, 63, (2), 211-243 View citations (16)

2005

14. It’s the Second Statistical Moment:A Survey on Exchange Rates and Labour Market Performance in Eastern Europe
    Ekonomia, 2005, 8, (1), 51-73

2004

15. Contagion, herding and exchange-rate instability — A survey
    Intereconomics: Review of European Economic Policy, 2004, 39, (4), 222-228 View citations (4)
    See also Working Paper Contagion, Herding and Exchange Rate Instability - A Survey, Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim (2004) View citations (5) (2004)
16. Incertitude sur le taux de change et chômage dans les pays candidats: un argument pour l'euroïsation ?
    Economie & Prévision, 2004, 163, (2), 63-74 View citations (2)
    Also in Économie et Prévision, 2004, 163, (2), 63-74 (2004)

2003

17. Chancen und Risiken einer Dollarisierung in Argentinien
    Zeitschrift für Wirtschaftspolitik, 2003, 52, (1), 56-83
18. Costs of Exchange Rate Volatility for Labour Markets - Empirical Evidence from the CEE Economies
    The Economic and Social Review, 2003, 34, (3), 267–292
19. Euroisierung der mittel‐ und osteuropäischen EU‐Beitrittskandidaten – ein alternativer Weg in die Währungsunion?
    Perspektiven der Wirtschaftspolitik, 2003, 4, (4), 425-436 View citations (1)
20. Exchange Rate Variability and Labor Market Performance in the Visegrád Countries
    Economic Change and Restructuring, 2003, 36, (2), 153-175 View citations (12)

Books

2006

1. The Politics of Exchange Rates in Developing Countries
   Contributions to Economics, Springer View citations (1)