Statistics Paper Series

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60640 Frankfurt am Main, Germany.
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50: Filling the gap: the geographical allocation of euro area portfolio investment liabilities and related income

Isabella Bosetti, Rocco Incardona and Antonio Rodríguez Caloca

49: The ECB’s enhanced effective exchange rates and harmonised competitiveness indicators: An updated weighting scheme including trade in services

Martin Schmitz, Andreas Dietrich and Rémy Brisson

47: Owner-occupied housing and inflation measurement

Martin Eiglsperger, Ioannis Ganoulis, Bernhard Goldhammer, Omiros Kouvavas, Moreno Roma and Aurelian Vlad

44: Reporting and derivation of data on financial transactions related to banks’ securities holdings

Antonio Colangelo, Asier Cornejo Pérez, Danilo Liberati, Giorgio Nuzzo and Antonio Rodríguez Caloca

43: A novel high‐frequency indicator of financial integration for monitoring the impact of COVID-19

Stefano Borgioli, Urszula Kochanska, Francesco Mongelli and Alessandro Zito

42: A closer look at subnational government finances

Hans Olsson and Julia Catz

41: Discovering new plausibility checks for supervisory data

Stefania Romano, Jose Martinez-Heras, Francesco Natalini Raponi, Gregorio Guidi and Thomas Gottron

40: Chain linking over December and methodological changes in the HICP: view from a central bank perspective

Andreas Dietrich, Martin Eiglsperger, Jens Mehrhoff and Elisabeth Wieland

39: Who’s asking? Interviewer effects on unit non-response in the Household Finance and Consumption Survey

Nicolas Albacete, Pirmin Fessler and Peter Lindner

38: PCCI – a data-rich measure of underlying inflation in the euro area

Marta Banbura and Elena Bobeica

37: Understanding household wealth: linking macro and micro data to produce distributional financial accounts

Henning Ahnert, Ilja Kristian Kavonius, Juha Honkkila and Pierre Sola

34: Using synthetic indicators to assess the quality of macroeconomic statistics via mirror data

Tjeerd Jellema, Carmen Picón Aguilar and Fausto Pastoris

33: Integrating microdata for policy needs: the ESCB experience

Antonio Perrella and Julia Catz

32: European macroprudential database

Samo Boh, Stefano Borgioli, Andra Coman, Bogdan Chiriacescu, Anne Koban, Piotr Kusmierczyk, Mara Pirovano, Thomas Schepens and Joao Veiga

31: Not all inequality measures were created equal - The measurement of wealth inequality, its decompositions, and an application to European household wealth

Rita Neves Costa and Sebastien Perez-Duarte

30: Google econometrics: nowcasting euro area car sales and big data quality requirements

Per Nymand-Andersen and Emmanouil Pantelidis

29: Deficit-debt adjustment (DDA) analysis: an analytical tool to assess the consistency of government finance statistics

Linda Kezbere and Henri Maurer

28: Disentangling euro area portfolios: new evidence on cross-border securities holdings

Antonio Rodríguez Caloca and Linda Rousová

27: Yield curve modelling and a conceptual framework for estimating yield curves: evidence from the European Central Bank’s yield curves

Per Nymand-Andersen

26: Quality enhancements in Government Finance Statistics since the introduction of the euro - Econometric evidence

Henri Maurer and Sascha Keweloh

25: Supervisory and statistical granular data modelling at the Croatian National Bank

Ines Bašić

24: Spontaneous recognition: an unnecessary control on data access?

Felix Ritchie

23: Estimating non-financial assets by institutional sector for the euro area

Zlatina Hofmeister and Ruben van der Helm

22: Estimating consumption in the HFCS: Experimental results on the first wave of the HFCS

Pierre Lamarche

21: Decomposition techniques for financial ratios of European non-financial listed groups

Laurent Carlino, François Coppens, Javier González, Manuel Ortega, Sebastien Perez-Duarte, Ilse Rubbrecht and Saskia Vennix

20: The journey from micro supervisory data to aggregate macroprudential statistics

Gaia Barbic, Stefano Borgioli and Ján Klacso

19: Leverage interactions: a national accounts approach

Marta Rodríguez-Vives and Celestino Giron

16: The statistical classification of cash pooling activities

Antonio Colangelo

15: Unit non-response in household wealth surveys

Guillaume Osier

14: Estimating gross value added volumes and prices by institutional sector

Ilja Kristian Kavonius and Elisabeth Wieland

13: Modelling metadata in central banks

David Bholat

12: Measuring non-response bias in a cross-country enterprise survey

Sebastien Perez-Duarte, Katarzyna Bańkowska and Małgorzata Osiewicz

11: The Bank for the Accounts of Companies Harmonized (BACH) database

Christophe Cahn, Fabrizio Balda, Franck Lemaire, Henri Demarteau, José Ramón Cano, Karelle Thiebot-Goget, Lars Holstein, Luis Ángel Maza, Margarida Brites, Matthias Bürker, Miroslav Kalous, Patricia Gonzalez, Paula Menezes, Fábio Albuquerque, Ewa Sokolowska, Sebastien Perez-Duarte, Antonio De Socio, Stinne Skriver Jørgensen, Tomáš Eder, Vítor Lopes Silveira, Alina Tarta, Ana Margarida de Almeida, Begoña Gutiérrez del Olmo, Bozena Wtulich, Cécile Buydens, Chantal Lemmens-Dirix and Reinhard Konczer

10: Nowcasting GDP with electronic payments data

John Galbraith and Greg Tkacz

9: Quantifying the effects of online bullishness on international financial markets

Huina Mao, Scott Counts and Johan Bollen

8: New and timely statistical indicators on government debt securities

Dagmar Hartwig Lojsch, Asier Cornejo Pérez and Jorge Diz Dias

7: Financial assistance measures in the euro area from 2008 to 2013: statistical framework and fiscal impact

Patrick Grussenmeyer and Henri Maurer

6: Modelling industrial new orders for the euro area

Gabe de Bondt, Heinz Christian Dieden, Sona Muzikarova and Istvan Vincze

5: Social media sentiment and consumer confidence

Piet J.H. Daas and Marco J.H. Puts

4: Valuation of foreign direct investment positions - final report

Rodrigo Oliveira-Soares, Luis de la Fuente Layos, Neil Bannister, Ciara Williams-Fletcher, Márcio Mateus, Dell’mour, René, Rini Hillebrand, Erika Veitzné Kenyeres, Valeria Pellegrini, Dominique Nivat, Patricia Portero, Stephen McDonagh, Sebastian Hügelschäffer, Roger De Boeck and Beatriz Ruiz González

3: Quality measures in non-random sampling: MFI interest rate statistics

Patrick Sandars, Starida Eleni, Stamatina Nega, Antonio Casado, Maria Rosaria Buzzi, Massimiliano Stacchini, Tomas Švedas, Wim Goes, Martin Bartmann, Norbert Ciesla, Fenella Maitland-Smith, Jean Goggin, Jörg Reddig, Josep Maria Puigvert Gutiérrez, Javier Huerga, Jérémi Montornes, Sebastien Perez-Duarte, Vasilis Georgakopoulos, Piotr Bojaruniec, Justyna Anna Wijas-Jensen, Rasmus Kofoed Mandsberg, Christiane Hofer and Anisha Tibrewal