Details about Philip Vermeulen

Access statistics for papers by Philip Vermeulen.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pve48

Working Papers

2023

1. Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
   RBA Research Discussion Papers, Reserve Bank of Australia
2. Evidence on the Determinants and Variation of Idiosyncratic Risk in Housing Markets
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance
3. Leverage and Time-Varying Effects of Monetary Policy on the Stock Market
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2022

4. Evidence on the variation of idiosyncratic risk in house price appreciation
   Working Papers, Auckland University of Technology, Department of Economics
5. Wealth and income inequality in the long run
   Working Papers, Auckland University of Technology, Department of Economics View citations (1)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022)

2020

6. Monetary policy, investment and firm heterogeneity
   Working Paper Series, European Central Bank View citations (4)
   See also Journal Article Monetary policy, investment and firm heterogeneity, European Economic Review, Elsevier (2022) View citations (23) (2022)

2018

7. Business cycle duration dependence and foreign recessions
   Working Paper Series, European Central Bank View citations (2)
   See also Journal Article Business cycle duration dependence and foreign recessions, Scottish Journal of Political Economy, Scottish Economic Society (2021) View citations (2) (2021)
8. Inequality and relative saving rates at the top
   Working Paper Series, European Central Bank View citations (7)
9. Is the top tail of the wealth distribution the missing link between the Household Finance and Consumption Survey and national accounts?
   Working Paper Series, European Central Bank View citations (6)
   See also Journal Article Is the Top Tail of the Wealth Distribution the Missing Link between the Household Finance and Consumption Survey and National Accounts?, Journal of Official Statistics, Sciendo (2019) View citations (12) (2019)
10. Monetary policy and household inequality
    Working Paper Series, European Central Bank View citations (62)

2016

11. Estimating the top tail of the wealth distribution
    Working Paper Series, European Central Bank View citations (89)
    See also Journal Article Estimating the Top Tail of the Wealth Distribution, American Economic Review, American Economic Association (2016) View citations (90) (2016)
12. How Do Households Allocate Their Assets? Stylized Facts from the Eurosystem Household Finance and Consumption Survey
    Post-Print, HAL View citations (36)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2016) View citations (37)
    Discussion Papers, Deutsche Bundesbank (2014) View citations (42)
    Working Paper Series, European Central Bank (2014) View citations (21)
    BCL working papers, Central Bank of Luxembourg (2014) View citations (29)
    Working papers, Banque de France (2014) View citations (33)
    See also Journal Article How Do Households Allocate Their Assets? Stylized Facts from the Eurosystem Household Finance and Consumption Survey, International Journal of Central Banking, International Journal of Central Banking (2016) View citations (39) (2016)
13. 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)

2015

14. Corporate investment and bank-dependent borrowers during the recent financial crisis
    Working Paper Series, European Central Bank View citations (12)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (9)
    See also Journal Article Corporate investment and bank-dependent borrowers during the recent financial crisis, Journal of Banking & Finance, Elsevier (2017) View citations (22) (2017)

2014

15. How fat is the top tail of the wealth distribution?
    Working Paper Series, European Central Bank View citations (75)
    See also Journal Article How Fat is the Top Tail of the Wealth Distribution?, Review of Income and Wealth, International Association for Research in Income and Wealth (2018) View citations (152) (2018)
16. New evidence on elementary index bias
    Working Paper Series, European Central Bank View citations (1)

2012

17. Quantifying the qualitative responses of the output purchasing managers index in the US and the Euro area
    Working Paper Series, European Central Bank View citations (6)

2011

18. Structural features of distributive trades and their impact on prices in the euro area
    Occasional Paper Series, European Central Bank

2009

19. Survey data on household finance and consumption: research summary and policy use
    Occasional Paper Series, European Central Bank

2008

20. Markups in the euro area and the US over the period 1981-2004: a comparison of 50 sectors
    Working Paper Series, European Central Bank View citations (66)
    See also Journal Article Markups in the Euro area and the US over the period 1981–2004: a comparison of 50 sectors, Empirical Economics, Springer (2012) View citations (133) (2012)

2007

21. Can adjustment costs explain the variability and counter-cyclicality of the labour share at the firm and aggregate level?
    Working Paper Series, European Central Bank View citations (5)
22. Macro Price setting in the euro area: Some stylised facts from Individual Producer Price
    Working papers, Banque de France View citations (36)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) View citations (88)
    Working Paper Research, National Bank of Belgium (2007) View citations (77)
    Working Papers, Banco de Portugal, Economics and Research Department (2007) View citations (72)
    See also Journal Article Price Setting in the Euro Area: Some Stylized Facts from Individual Producer Price Data, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (55) (2012)
23. Price setting in the euro area: some stylised facts from individual producer price data
    Working Paper Series, European Central Bank View citations (95)
    Also in Working Papers, Banco de España (2007) View citations (93)
    See also Journal Article Price Setting in the Euro Area: Some Stylized Facts from Individual Producer Price Data, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (55) (2012)

2006

24. Employment stickiness in small manufacturing firms
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (10)
    Also in Working Paper Series, European Central Bank (2006) View citations (12)
25. Sticky Prices in The Euro Area: a Summary of New Micro Evidence
    Working Papers, Banco de Portugal, Economics and Research Department View citations (230)
    Also in Working papers, Banque de France (2005) View citations (38)
    Working Paper Series, European Central Bank (2005) View citations (124)
    Working Papers, Banco de España (2005) View citations (29)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) View citations (272)
    See also Journal Article Sticky Prices in the Euro Area: A Summary of New Micro-Evidence, Journal of the European Economic Association, MIT Press (2006) View citations (258) (2006)
26. The response of firms\u2019 investment and financing to adverse cash flow shocks: the role of bank relationships
    Working Paper Research, National Bank of Belgium View citations (6)
27. The response of firms‘ investment and financing to adverse cash flow shocks: the role of bank relationships
    Working Paper Series, European Central Bank View citations (6)

2005

28. Corporate investment and cash flow sensitivity: what drives the relationship?
    Working Paper Series, European Central Bank View citations (31)
29. Real versus financial frictions to capital investment
    Working Paper Series, European Central Bank View citations (29)

2004

30. Firms' investment decisions in response to demand and price uncertainty
    Working Paper Series, European Central Bank View citations (13)
    Also in Working Paper Research, National Bank of Belgium (2004) View citations (15)
    See also Journal Article Firms' investment decisions in response to demand and price uncertainty, Applied Economics, Taylor & Francis Journals (2008) View citations (25) (2008)

2003

31. Firm investment and monetary policy transmission in the Euro Area
    Post-Print, HAL View citations (43)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2003) View citations (52)
    Working papers, Banque de France (2002) View citations (32)
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) View citations (41)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2001) View citations (32)
    Working Papers, Banco de España (2001) View citations (40)
32. Monetary policy transmission in the euro area: New evidence from micro data on firms and banks
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (53)
    Also in Post-Print, HAL (2003) View citations (50)
    See also Journal Article Monetary Policy Transmission in the Euro Area: New Evidence From Micro Data on Firms and Banks, Journal of the European Economic Association, MIT Press (2003) View citations (58) (2003)
33. New Findings on Firm Investment and Monetary Policy Transmission in the Euro Area
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (44)
    Also in Post-Print, HAL (2003) View citations (48)

2002

34. The impact of uncertainty on investment plans
    Working Paper Research, National Bank of Belgium View citations (14)

2001

35. Firm investment and monetary transmission in the euro area
    Working Paper Series, European Central Bank View citations (49)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) View citations (53)
36. Investment and monetary policy in the euro area
    Working Paper Series, European Central Bank View citations (25)
    See also Journal Article Investment and monetary policy in the euro area, Journal of Banking & Finance, Elsevier (2002) View citations (30) (2002)
37. The interest rate and credit channel in Belgium: an investigation with micro-level firm data
    Working Paper Series, European Central Bank View citations (32)
    Also in Working Paper Research, National Bank of Belgium (2001) View citations (18)
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2001) View citations (26)
    See also Journal Article The interest rate and crédit channels in Belgium: an investigation with micro-level firm data, Brussels Economic Review, ULB -- Universite Libre de Bruxelles (2002) View citations (6) (2002)

2000

38. Business fixed investment: evidence of a financial accelerator in Europe
    Working Paper Series, European Central Bank View citations (27)
    See also Journal Article Business fixed investment: evidence of a financial accelerator in Europe, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2002) View citations (47) (2002)

Journal Articles

2023

1. Saving at the top and the long-run relationship between wealth and income inequality
   Applied Economics, 2023, 55, (45), 5330-5351

2022

2. Monetary policy, investment and firm heterogeneity
   European Economic Review, 2022, 148, (C) View citations (23)
   See also Working Paper Monetary policy, investment and firm heterogeneity, Working Paper Series (2020) View citations (4) (2020)

2021

3. Business cycle duration dependence and foreign recessions
   Scottish Journal of Political Economy, 2021, 68, (1), 1-19 View citations (2)
   See also Working Paper Business cycle duration dependence and foreign recessions, Working Paper Series (2018) View citations (2) (2018)

2020

4. How does monetary policy affect investment in the euro area?
   Research Bulletin, 2020, 77 View citations (1)

2019

5. Elementary Index Bias: Evidence for the Euro Area from a Large Scanner Dataset
   German Economic Review, 2019, 20, (4), e618-e656 View citations (5)
   Also in German Economic Review, 2019, 20, (4), e618-e656 (2019) View citations (5)
6. Is the Top Tail of the Wealth Distribution the Missing Link between the Household Finance and Consumption Survey and National Accounts?
   Journal of Official Statistics, 2019, 35, (1), 31-65 View citations (12)
   See also Working Paper Is the top tail of the wealth distribution the missing link between the Household Finance and Consumption Survey and national accounts?, Working Paper Series (2018) View citations (6) (2018)

2018

7. How Fat is the Top Tail of the Wealth Distribution?
   Review of Income and Wealth, 2018, 64, (2), 357-387 View citations (152)
   See also Working Paper How fat is the top tail of the wealth distribution?, Working Paper Series (2014) View citations (75) (2014)

2017

8. Corporate investment and bank-dependent borrowers during the recent financial crisis
   Journal of Banking & Finance, 2017, 78, (C), 164-180 View citations (22)
   See also Working Paper Corporate investment and bank-dependent borrowers during the recent financial crisis, Working Paper Series (2015) View citations (12) (2015)
9. 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

10. Estimating the Top Tail of the Wealth Distribution
    American Economic Review, 2016, 106, (5), 646-50 View citations (90)
    See also Working Paper Estimating the top tail of the wealth distribution, Working Paper Series (2016) View citations (89) (2016)
11. How Do Households Allocate Their Assets? Stylized Facts from the Eurosystem Household Finance and Consumption Survey
    International Journal of Central Banking, 2016, 12, (2), 129-220 View citations (39)
    See also Working Paper How Do Households Allocate Their Assets? Stylized Facts from the Eurosystem Household Finance and Consumption Survey, Post-Print (2016) View citations (36) (2016)
12. The recovery of investment in the euro area in the aftermath of the great recession: how does it compare historically?
    Research Bulletin, 2016, 28 View citations (6)

2014

13. An evaluation of business survey indices for short-term forecasting: Balance method versus Carlson–Parkin method
    International Journal of Forecasting, 2014, 30, (4), 882-897 View citations (15)

2012

14. Bank dependence and investment during the financial crisis
    Research Bulletin, 2012, 17, 12-14
15. Markups in the Euro area and the US over the period 1981–2004: a comparison of 50 sectors
    Empirical Economics, 2012, 42, (1), 53-77 View citations (133)
    See also Working Paper Markups in the euro area and the US over the period 1981-2004: a comparison of 50 sectors, Working Paper Series (2008) View citations (66) (2008)
16. Price Setting in the Euro Area: Some Stylized Facts from Individual Producer Price Data
    Journal of Money, Credit and Banking, 2012, 44, (8), 1631-1650 View citations (55)
    Also in Journal of Money, Credit and Banking, 2012, 44, (8), 1631-1650 (2012) View citations (22)
    See also Working Paper Price setting in the euro area: some stylised facts from individual producer price data, Working Paper Series (2007) View citations (95) (2007)
    Working Paper Macro Price setting in the euro area: Some stylised facts from Individual Producer Price, Working papers (2007) View citations (36) (2007)

2008

17. Firms' investment decisions in response to demand and price uncertainty
    Applied Economics, 2008, 40, (18), 2337-2351 View citations (25)
    See also Working Paper Firms' investment decisions in response to demand and price uncertainty, Working Paper Series (2004) View citations (13) (2004)
18. The response of firms’ investment and financing to adverse cash flow shocks.The role of bank relationships in Belgium
    Review of Business and Economic Literature, 2008, LIII, (1), 5-34 View citations (1)

2006

19. Sticky Prices in the Euro Area: A Summary of New Micro-Evidence
    Journal of the European Economic Association, 2006, 4, (2-3), 575-584 View citations (258)
    See also Working Paper Sticky Prices in The Euro Area: a Summary of New Micro Evidence, Working Papers (2006) View citations (230) (2006)

2004

20. Factor content, size, and export propensity at the firm level
    Economics Letters, 2004, 82, (2), 249-252 View citations (6)

2003

21. Monetary Policy Transmission in the Euro Area: New Evidence From Micro Data on Firms and Banks
    Journal of the European Economic Association, 2003, 1, (2-3), 731-742 View citations (58)
    See also Working Paper Monetary policy transmission in the euro area: New evidence from micro data on firms and banks, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2003) View citations (53) (2003)
22. New Findings on Firm Investment and Monetary Transmission in the Euro Area
    Oxford Review of Economic Policy, 2003, 19, (1), 73-83 View citations (33)

2002

23. Business fixed investment: evidence of a financial accelerator in Europe
    Oxford Bulletin of Economics and Statistics, 2002, 64, (3), 213-231 View citations (47)
    See also Working Paper Business fixed investment: evidence of a financial accelerator in Europe, Working Paper Series (2000) View citations (27) (2000)
24. Investment and monetary policy in the euro area
    Journal of Banking & Finance, 2002, 26, (11), 2111-2129 View citations (30)
    See also Working Paper Investment and monetary policy in the euro area, Working Paper Series (2001) View citations (25) (2001)
25. The interest rate and crédit channels in Belgium: an investigation with micro-level firm data
    Brussels Economic Review, 2002, 45, (3), 5-36 View citations (6)
    See also Working Paper The interest rate and credit channel in Belgium: an investigation with micro-level firm data, Working Paper Series (2001) View citations (32) (2001)

Chapters

2003

1. The impact of uncertainty on investment plans: a survey data approach
   Chapter 10 in Firms’ Investment and Finance Decisions, 2003, pp 227-252