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From European Central Bank
60640 Frankfurt am Main, Germany.
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2568: No country is an island: international cooperation and climate change Downloads
Massimo Ferrari and Maria Sole Pagliari
2567: Do macroprudential measures increase inequality? Evidence from the euro area household survey Downloads
Oana-Maria Georgescu and Diego Vila Martín
2566: Measuring price selection in microdata: it’s not there Downloads
Peter Karadi, Raphael Schoenle and Jesse Wursten
2565: The risk management approach to macro-prudential policy Downloads
Sulkhan Chavleishvili, Robert Engle, Stephan Fahr, Manfred Kremer, Simone Manganelli and Bernd Schwaab
2564: Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies Downloads
Massimo Rostagno, Carlo Altavilla, Giacomo Carboni, Wolfgang Lemke, Roberto Motto and Arthur Saint Guilhem
2563: The Covid pandemic in the market: infected, immune and cured bonds Downloads
Andrea Zaghini
2562: Point targets, tolerance bands, or target ranges? Inflation target types and the anchoring of inflation expectations Downloads
Michael Ehrmann
2561: Euro area sovereign bond risk premia during the Covid-19 pandemic Downloads
Stefano Corradin, Niklas Grimm and Bernd Schwaab
2560: What drives euro area financial market developments? The role of US spillovers and global risk Downloads
Lennart Brandt, Arthur Saint Guilhem, Maximilian Schröder and Ine Van Robays
2559: On the effectiveness of macroprudential policy Downloads
Miguel Ampudia, Marco Lo Duca, Mátyás Farkas, Gabriel Perez-Quiros, Mara Pirovano, Gerhard Rünstler and Eugen Tereanu
2558: The COVID-19 shock and challenges for time series models Downloads
Elena Bobeica and Benny Hartwig
2557: The effect of macroeconomic uncertainty on household spending Downloads
Olivier Coibion, Dimitris Georgarakos, Yuriy Gorodnichenko, Geoff Kenny and Michael Weber
2556: A risk management perspective on macroprudential policy Downloads
Sulkhan Chavleishvili, Stephan Fahr, Manfred Kremer, Simone Manganelli and Bernd Schwaab
2555: A toolkit for computing Constrained Optimal Policy Projections (COPPs) Downloads
Oliver de Groot, Falk Mazelis, Roberto Motto and Annukka Ristiniemi
2554: On the optimal control of interbank contagion in the euro area banking system Downloads
Gábor Fukker and Christoffer Kok
2553: Lending relationships in loan renegotiation: evidence from corporate loans Downloads
Melina Papoutsi
2552: Funding behaviour of debt management offices and the ECB’s Public Sector Purchase Programme Downloads
Katharina Plessen-Mátyás, Christoph Kaufmann and Julian von Landesberger
2551: The disciplining effect of supervisory scrutiny in the EU-wide stress test Downloads
Christoffer Kok, Carola Müller, Steven Ongena and Cosimo Pancaro
2550: Do banks fuel climate change? Downloads
Alessio Reghezza, Yener Altunbas, David Marques-Ibanez, Rodriguez d’Acri, Costanza and Martina Spaggiari
2549: Banks and negative interest rates Downloads
Florian Heider, Farzad Saidi and Glenn Schepens
2548: Investing in crises Downloads
Matthew Baron, Luc Laeven, Julien Pénasse and Yevhenii Usenko
2547: Can central bank communication help to stabilise inflation expectations? Downloads
Alexander Jung and Patrick Kühl
2546: Globalisation and the efficiency-equity trade-off Downloads
Roland Beck, Virginia Di Nino and Livio Stracca
2545: Market failures in market-based finance Downloads
Giovanni di Iasio and Dominika Kryczka
2544: Financial reforms and innovation: a micro-macro perspective Downloads
Spyridon Boikos, Ioannis Bournakis, Dimitris Christopoulos and Peter McAdam
2543: Combining Bayesian VARs with survey density forecasts: does it pay off? Downloads
Marta Bańbura, Federica Brenna, Joan Paredes and Francesco Ravazzolo
2542: Economic predictions with big data: the illusion of sparsity Downloads
Domenico Giannone, Michele Lenza and Giorgio Primiceri
2541: Tracking global economic uncertainty: implications for the euro area Downloads
Alina Bobasu, André Geis, Lucia Quaglietti and Martino Ricci
2540: Foreign banks and the doom loop Downloads
Ugo Albertazzi, Jacopo Cimadomo and Nicolò Maffei-Faccioli
2539: Leveraged property cycles Downloads
Ivan Jaccard
2538: Capital flows-at-risk: push, pull and the role of policy Downloads
Fernando Eguren-Martin, O’Neill, Cian, Andrej Sokol and Lukas von dem Berge
2537: The interplay between green policy, electricity prices, financial constraints and jobs: firm-level evidence Downloads
Gert Bijnens, John Hutchinson, Jozef Konings and Arthur Saint-Guilhem
2536: International medium-term business cycles Downloads
Dominik Hirschbühl and Martin Spitzer
2535: Euro area equity risk premia and monetary policy: a longer-term perspective Downloads
Daniel Kapp and Kristian Kristiansen
2534: The identification of dominant macroeconomic drivers: coping with confounding shocks Downloads
Alistair Dieppe, Neville Francis and Gene Kindberg-Hanlon
2533: Technology and demand drivers of productivity dynamics in developed and emerging market economies Downloads
Alistair Dieppe, Neville Francis and Gene Kindberg-Hanlon
2532: Networking the yield curve: implications for monetary policy Downloads
Tatjana Dalhaus, Julia Schaumburg and Tatevik Sekhposyan
2531: Forbearance vs foreclosure in a general equilibrium model Downloads
Bianca Barbaro and Patrizio Tirelli
2530: ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion Downloads
Georgios Georgiadis, Sebastian Hildebrand, Martino Ricci, Ben Schumann and Björn van Roye
2529: Inventory management, dealers’ connections, and prices in OTC markets Downloads
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
2528: Regional economic impact of Covid-19: the role of sectoral structure and trade linkages Downloads
Philipp Meinen, Roberta Serafini and Ottavia Papagalli
2527: On the interaction between monetary and macroprudential policies Downloads
Alberto Martin, Caterina Mendicino and Alejandro Van der Ghote
2526: Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment funds Downloads
Daniel Carvalho and Martin Schmitz
2525: Stress-testing net trading income: the case of European banks Downloads
Carla Giglio, Frances Shaw, Nicolas Syrichas and Giuseppe Cappelletti
2524: Modeling extreme events: time-varying extreme tail shape Downloads
Bernd Schwaab, Xin Zhang and Andre Lucas
2523: A multivariate unobserved components model to estimate potential output in the euro area: a production function based approach Downloads
Mate Toth
2522: Homeownership and portfolio choice over the generations Downloads
Gonzalo Paz-Pardo
2521: Policy uncertainty, lender of last resort and the real economy Downloads
Martina Jasova, Caterina Mendicino and Dominik Supera
2520: Issuance and valuation of corporate bonds with quantitative easing Downloads
Stefano Pegoraro and Mattia Montagna
2519: Limited liability, strategic default and bargaining power Downloads
Mirco Balatti and Carolina López-Quiles
2518: Transforming ‘sympathetic interlocutors’ into veto players Downloads
Bernhard Reinsberg, Andreas Kern and Matthias Rau-Goehring
2517: LSIs’ exposures to climate change related risks: an approach to assess physical risks Downloads
Maria Sole Pagliari
2516: Text-based recession probabilities Downloads
Massimo Ferrari and Helena Le Mezo
2515: The implications of liquidity regulation for monetary policy implementation and the central bank balance sheet size: an empirical analysis of the euro area Downloads
Danielle Kedan and Alexia Ventula Veghazy
2514: Risk aversion and bank loan pricing Downloads
Gonzalo Camba-Mendez and Francesco Mongelli
2513: Global impacts of US monetary policy uncertainty shocks Downloads
Povilas Lastauskas and Anh Dinh Minh Nguyen
2512: Statistical decision functions with judgment Downloads
Simone Manganelli
2511: Do bank insiders impede equity issuances? Downloads
Martin Goetz, Luc Laeven and Ross Levine
2510: Nowcasting in a pandemic using non-parametric mixed frequency VARs Downloads
Florian Huber, Gary Koop, Luca Onorante, Michael Pfarrhofer and Josef Schreiner
2509: Losers amongst the losers: the welfare effects of the Great Recession across cohorts Downloads
Alessandro Ferrari
2508: Bank credit and market-based finance for corporations: the effects of minibond issuances Downloads
Steven Ongena, Sara Pinoli, Paola Rossi and Alessandro Scopelliti
2507: The Covid-19 crisis and consumption: survey evidence from six EU countries Downloads
Dimitris Christelis, Dimitris Georgarakos, Tullio Jappelli and Geoff Kenny
2506: What value added in the trade balances of euro area financial centres? Downloads
Virginia Di Nino and Anna Ekstam
2505: Daily tracker of global economic activity: a close-up of the COVID-19 pandemic Downloads
Elena Maria Diaz and Gabriel Perez Quiros
2504: Monetary and macroprudential policy complementarities: evidence from European credit registers Downloads
Carlo Altavilla, Luc Laeven and Jose-Luis Peydro
2503: The impact of US tariffs against China on US imports: evidence for trade diversion? Downloads
Simone Cigna, Philipp Meinen, Patrick Schulte and Nils Steinhoff
2502: On the origin of systemic risk Downloads
Mattia Montagna, Gabriele Torri and Giovanni Covi
2501: Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area Downloads
Jakub Chalmovianský, Mario Porqueddu and Andrej Sokol
2500: Whatever it takes to save the planet? Central banks and unconventional green policy Downloads
Alessandro Ferrari and Valerio Nispi Landi
2499: Contagion accounting Downloads
Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok
2498: Benefits of macro-prudential policy in low interest rate environments Downloads
Alejandro Van der Ghote
2497: How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets Downloads
Giuseppe Cappelletti, Aurea Marques, Carmelo Salleo and Diego Vila Martín
2496: Interest rate risk and monetary policy normalisation in the euro area Downloads
Alessio Reghezza, Rodriguez d’Acri, Costanza, Livia Pancotto and Philip Molyneux
2495: Using forecast-augmented VAR evidence to dampen the forward guidance puzzle Downloads
Kai Christoffel, Oliver de Groot, Falk Mazelis and Carlos Montes-Galdón
2494: Nowcasting business cycle turning points with stock networks and machine learning Downloads
Andres Azqueta-Gavaldon, Dominik Hirschbühl, Luca Onorante and Lorena Saiz
2493: How news affects sectoral stock prices through earnings expectations and risk premia Downloads
Kristian Kristiansen and Anna Kirstine Hvid
2492: Banks, low interest rates, and monetary policy transmission Downloads
Olivier Wang
2491: Fire sales by euro area banks and funds: what is their asset price impact? Downloads
Harun Mirza, Diego Moccero, Spyros Palligkinis and Cosimo Pancaro
2490: Do words hurt more than actions? The impact of trade tensions on financial markets Downloads
Massimo Ferrari, Maria Sole Pagliari and Frederik Kurcz
2489: Investment funds, monetary policy, and the global financial cycle Downloads
Christoph Kaufmann
2488: Central bank digital currency in an open economy Downloads
Massimo Ferrari, Arnaud Mehl and Livio Stracca
2487: Reversal interest rate and macroprudential policy Downloads
Matthieu Darracq Paries, Christoffer Kok and Matthias Rottner
2486: Interest rate-growth differentials on government debt: an empirical investigation for the euro area Downloads
Cristina Checherita-Westphal and João Domingues Semeano
2485: The wage-price pass-through in the euro area: does the growth regime matter? Downloads
Elke Hahn
2484: Spillover effects in international business cycles Downloads
Maximo Camacho, Gabriel Perez-Quiros and Matías Pacce
2483: Money markets, central bank balance sheet and regulation Downloads
Stefano Corradin, Jens Eisenschmidt, Marie Hoerova, Tobias Linzert, Glenn Schepens and Jean-David Sigaux
2482: Central bank information effects and transatlantic spillovers Downloads
Marek Jarociński
2481: Firm-specific shocks and contagion: are banks special? Downloads
Hannah Katharina Engljähringer and Livio Stracca
2480: The (unobservable) value of central bank’s refinancing operations Downloads
Ugo Albertazzi, Lorenzo Burlon, Nicola Pavanini and Tomas Jankauskas
2479: The impact of G-SIB identification on bank lending: evidence from syndicated loans Downloads
Markus Behn and Alexander Schramm
2478: Covid-19 and rural landscape: the case of Italy Downloads
Simone Manganelli, Francesco Piras and Mauro Agnoletti
2477: Green asset pricing Downloads
Ghassane Benmir, Ivan Jaccard and Gauthier Vermandel
2476: The (ir)relevance of the nominal lower bound for real yield curve analysis Downloads
Fabian Schupp
2475: Financial drivers of the euro area business cycle: a DSGE-based approach Downloads
Dominik Hirschbühl, Georgi Krustev and Grigor Stoevsky
2474: Borrowing constraints, own labour and homeownership: does it pay to paint your walls? Downloads
Peter Lindner, Thomas Mathä, Michael Ziegelmeyer and Giuseppe Pulina
2473: Sectoral output effects of monetary policy: do sticky prices matter? Downloads
Lukas Henkel
2472: Global financial markets and oil price shocks in real time Downloads
Fabrizio Venditti and Giovanni Veronese
2471: Does the Phillips curve help to forecast euro area inflation? Downloads
Marta Banbura and Elena Bobeica
2470: Financial conditions, business cycle fluctuations and growth at risk Downloads
Andrea Falconio and Simone Manganelli
2469: Banking euro area stress test model Downloads
Katarzyna Budnik, Mirco Balatti, Ivan Dimitrov, Johannes Groß, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko and Matjaž Volk
Page updated 2021-06-21
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