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20232843: Exchange rate misalignment and external imbalances: what is the optimal monetary policy response? Downloads
Giancarlo Corsetti, Luca Dedola and Sylvain Leduc
20232842: Measuring systemic financial stress and its risks for growth Downloads
Sulkhan Chavleishvili and Manfred Kremer
20232841: Same same but different: credit risk provisioning under IFRS 9 Downloads
Markus Behn and Cyril Couaillier
20232840: Labour at risk Downloads
Vasco Botelho, Claudia Foroni and Andrea Renzetti
20232839: The economic costs of supply chain decoupling Downloads
Maria Grazia Attinasi, Lukas Boeckelmann and Baptiste Meunier
20232838: Monetary policy shocks and firms’ bank loan expectations Downloads
Annalisa Ferrando and Caterina Forti Grazzini
20232837: Risk retention in the European securitization market: skimmed by the skin-in-the-game methods? Downloads
Vivian M. van Breemen, Claudia Schwarz and Dennis Vink
20232836: Nowcasting world trade with machine learning: a three-step approach Downloads
Menzie D. Chinn, Baptiste Meunier and Sebastian Stumpner
20232835: Innovation, industry equilibrium, and discount rates Downloads
Maria Cecilia Bustamante and Francesca Zucchi
20232834: Energy supply shocks’ nonlinearities on output and prices Downloads
Roberto A. De Santis and Tommaso Tornese
20232833: Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach Downloads
Sulkhan Chavleishvili, Manfred Kremer and Frederik Lund-Thomsen
20232832: Unobserved components model(s): output gaps and financial cycles Downloads
Justine Guillochon and Julien Le Roux
20232831: New technologies and jobs in Europe Downloads
Stefania Albanesi, António Dias Da Silva, Juan F. Jimeno, Ana Lamo and Alena Wabitsch
20232830: Density forecasts of inflation: a quantile regression forest approach Downloads
Michele Lenza, Inès Moutachaker and Joan Paredes
20232829: Life insurance convexity Downloads
Nicolaus Grochola, Helmut Gründl and Christian Kubitza
20232828: The state-dependent impact of changes in bank capital requirements Downloads
Jan Hannes Lang and Dominik Menno
20232827: Rational inattention and the business cycle effects of productivity and news shocks Downloads
Bartosz Maćkowiak and Mirko Wiederholt
20232826: Firm-bank relationships: a cross-country comparison Downloads
Kamelia Kosekova, Angela Maddaloni, Melina Papoutsi and Fabiano Schivardi
20232825: Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales Downloads
Lennart Dekker, Luis Molestina Vivar, Michael Wedow and Christian Weistroffer
20232824: Central bank communication and trust: an experimental study on the European Central Bank and the general public Downloads
Sarah Mochhoury
20232823: Asset prices, collateral and bank lending: the case of Covid-19 and real estate Downloads
Aoife Horan, Barbara Jarmulska and Ellen Ryan
20232822: Are preferential agreements beneficial to EU trade? New evidence from the EU-South Korea treaty Downloads
Beniamino Quintieri and Giovanni Stamato
20232821: The impact of global warming on inflation: averages, seasonality and extremes Downloads
Maximilian Kotz, Friderike Kuik, Eliza Lis and Christiane Nickel
20232820: Environmental regulation and productivity growth in the euro area: testing the Porter hypothesis Downloads
Nicola Benatti, Martin Groiss, Petra Kelly and Paloma Lopez-Garcia
20232819: Macroeconomic effects of carbon transition policies: an assessment based on the ECB’s New Area-Wide Model with a disaggregated energy sector Downloads
Günter Coenen, Matija Lozej and Romanos Priftis
20232818: Bank private information in CDS markets Downloads
Andrada Bilan, Steven Ongena and Cosimo Pancaro
20232817: Consumption effects of job loss expectations: new evidence for the euro area Downloads
António Dias Da Silva, Desislava Rusinova and Marco Weißler
20232816: Investor-driven corporate finance: evidence from insurance markets Downloads
Christian Kubitza
20232815: Nowcasting employment in the euro area Downloads
Marta Bańbura, Irina Belousova, Katalin Bodnár and Mate Toth
20232814: Stress testing with multi-faceted liquidity: the central bank collateral framework as a financial stability tool Downloads
Angelo Cuzzola, Claudio Barbieri and Ulrich Bindseil
20232813: Financing the low-carbon transition in Europe Downloads
Olimpia Carradori, Margherita Giuzio, Sujit Kapadia, Dilyara Salakhova and Katia Vozian
20232812: Too levered for Pigou: carbon pricing, financial constraints, and leverage regulation Downloads
Robin Döttling and Magdalena Rola-Janicka
20232811: CBDC and business cycle dynamics in a New Monetarist New Keynesian model Downloads
Katrin Assenmacher, Lea Bitter and Annukka Ristiniemi
20232810: Richer earnings dynamics, consumption and portfolio choice over the life cycle Downloads
Julio Gálvez and Gonzalo Paz-Pardo
20232809: Digitalisation and the economy Downloads
Luca Dedola, Michael Ehrmann, Peter Hoffmann, Ana Lamo, Gonzalo Paz-Pardo, Jiri Slacalek and Georg Strasser
20232808: Medium-term growth-at-risk in the euro area Downloads
Jan Hannes Lang, Marek Rusnák and Moritz Greiwe
20232807: Forecasting housing investment Downloads
Carlos Cañizares Martínez, Gabe de Bondt and Arne Gieseck
20232806: Interbank asset-liability networks with fire sale management Downloads
Zachary Feinstein and Grzegorz Hałaj
20232805: Do non-banks need access to the lender of last resort? Evidence from fund runs Downloads
Johannes Breckenfelder and Marie Hoerova
20232804: How does the Phillips curve slope vary with repricing rates? Downloads
Emmanuel De Veirman
20232803: Asset allocation and risk taking under different interest rate regimes Downloads
Lieven Hermans, Thomas Kostka and Danilo Vassallo
20232802: Fiscal policy in the semi-structural model ECB-BASE Downloads
Krzysztof Bańkowski
20232801: Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC Downloads
Manuel A. Muñoz and Oscar Soons
20232800: Derivative margin calls: a new driver of MMF flows Downloads
Maddalena Ghio, Linda Rousová, Dilyara Salakhova and Germán Villegas Bauer
20232799: Liquidity support and distress resilience in bank-affiliated mutual funds Downloads
Giulio Bagattini, Falko Fecht and Angela Maddaloni
20232798: The asymmetric effects of weather shocks on euro area inflation Downloads
Matteo Ciccarelli, Friderike Kuik and Catalina Martínez Hernández
20232797: Monetary policy strategies for the euro area: optimal rules in the presence of the ELB Downloads
Falk Mazelis, Roberto Motto and Annukka Ristiniemi
20232796: Supervisory policy stimulus: evidence from the euro area dividend recommendation Downloads
Ernest Dautović, Leonardo Gambacorta and Alessio Reghezza
20232795: The effectiveness of borrower-based macroprudential policies: a cross-country analysis using an integrated micro-macro simulation model Downloads
Stelios Giannoulakis, Marco Forletta, Marco Gross and Eugen Tereanu
20232794: Digitalisation and productivity: gamechanger or sideshow? Downloads
Robert Anderton, Vasco Botelho and Paul Reimers
20232793: The climate and the economy Downloads
Johannes Breckenfelder, Bartosz Maćkowiak, David Marques-Ibanez, Conny Olovsson, Alexander Popov, Davide Porcellacchia and Glenn Schepens
20232792: Does IFRS 9 increase banks’ resilience? Downloads
Arndt-Gerrit Kund and Daniel Rugilo
20232791: Testing for differences in survey-based density expectations: a compositional data approach Downloads
Jonas Dovern, Alexander Glas and Geoff Kenny
20232790: Euro area banks’ market power, lending channel and stability: the effects of negative policy rates Downloads
Yener Altunbas, Giuseppe Avignone, Christoffer Kok and Cosimo Pancaro
20232789: House prices and ultra-low interest rates: exploring the non-linear nexus Downloads
Daniel Dieckelmann, Hannah S. Hempell, Barbara Jarmulska, Jan Hannes Lang and Marek Rusnák
20232788: Monetary policy and the drifting natural rate of interest Downloads
Sandra Daudignon and Oreste Tristani
20232787: Evaluating the impact of dividend restrictions on euro area bank market values Downloads
Desislava Andreeva, Paul Bochmann and Julius Schneider
20232786: Double conditioning: the hidden connection between Bayesian and classical statistics Downloads
Simone Manganelli
20232785: Credibility gains from communicating with the public: evidence from the ECB’s new monetary policy strategy Downloads
Michael Ehrmann, Dimitris Georgarakos and Geoff Kenny
20232784: Leakages from macroprudential regulations: the case of household-specific tools and corporate credit Downloads
Apoorv Bhargava, Lucyna Gόrnicka and Peichu Xie
20232783: CBDC and financial stability Downloads
Toni Ahnert, Peter Hoffmann, Agnese Leonello and Davide Porcellacchia
20232782: Loan guarantees, bank underwriting policies and financial fragility Downloads
Elena Carletti, Agnese Leonello and Robert Marquez
20232781: Passive monetary policy and active fiscal policy in a monetary union Downloads
Bartosz Maćkowiak and Sebastian Schmidt
20232780: Dynamic nonparametric clustering of multivariate panel data Downloads
Igor Custodio Joao, André Lucas, Julia Schaumburg and Bernd Schwaab
20232779: Toward a green economy: the role of central bank’s asset purchases Downloads
Alessandro Ferrari and Valerio Nispi Landi
20232778: Monetary policy and local industry structure Downloads
Alexander Popov and Lea Steininger
20232777: The asymmetric adjustment of global imbalances: myth or fact? Downloads
Neus Dausà and Livio Stracca
20232776: Cross-country price and inflation dispersion: retail network or national border? Downloads
Teresa Messner, Fabio Rumler and Georg Strasser
20232775: Negative rates, monetary policy transmission and cross-border lending via international financial centres Downloads
Desislava Andreeva, Andra Coman, Mary Everett, Maren Froemel, Kelvin Ho, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Andrew Wong, Eric Wong and Dawid Żochowski
20232774: Euro Area inflation differentials: the role of fiscal policies revisited Downloads
Cristina Checherita-Westphal, Nadine Leiner-Killinger and Teresa Schildmann
20232773: Estimating the impact of quality adjustment on consumer price inflation Downloads
Jan-Oliver Menz, Elisabeth Wieland and Jens Mehrhoff
20232772: Optimal monetary policy with the risk-taking channel Downloads
Angela Abbate and Dominik Thaler
20232771: Window dressing of regulatory metrics: evidence from repo markets Downloads
Claudio Bassi, Markus Behn, Michael Grill and Martin Waibel
20232770: Information acquisition ahead of monetary policy announcements Downloads
Michael Ehrmann and Paul Hubert
20232769: A single monetary policy for heterogeneous labour markets: the case of the euro area Downloads
Sandra Gomes, Pascal Jacquinot and Matija Lozej
20232768: DSGE model forecasting: rational expectations vs. adaptive learning Downloads
Anders Warne
20232767: Using machine learning to measure financial risk in China Downloads
Alexander Al-Haschimi, Apostolos Apostolou, Andres Azqueta-Gavaldon and Martino Ricci
20232766: GVC exporter performance during the COVID-19 pandemic: the role of supply bottlenecks Downloads
Laura Lebastard, Marco Matani and Roberta Serafini
20232765: Why European banks adjust their dividend payouts? Downloads
Marco Belloni, Maciej Grodzicki and Mariusz Jarmuzek
20232764: Benefits and costs of the ETS in the EU, a lesson learned for the CBAM design Downloads
Justus Böning, Virginia Di Nino and Till Folger
20222763: Leaning against the global financial cycle Downloads
Andrea Ferrero, Maurizio Michael Habib, Livio Stracca and Fabrizio Venditti
20222762: Carbon taxes and the geography of fossil lending Downloads
Luc Laeven and Alexander Popov
20222761: Optimal trend inflation, misallocation and the pass-through of labour costs to prices Downloads
Sergio Santoro and Eliana Viviano
20222760: Pandemic lending: micro and macro effects of model-based regulation Downloads
Franco Fiordelisi, Giulia Fusi, Angela Maddaloni and David Marques-Ibanez
20222759: Monetary Communication Rules Downloads
Laura Gáti and Amy Handlan
20222758: Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers Downloads
Carlo Altavilla, Cecilia Melo Fernandes, Steven Ongena and Alessandro Scopelliti
20222757: Non-banks contagion and the uneven mitigation of climate risk Downloads
Régis Gourdel and Matthias Sydow
20222756: The impact of derivatives collateralisation on liquidity risk: evidence from the investment fund sector Downloads
Audrius Jukonis, Elisa Letizia and Linda Rousová
20222755: Real interest rates, bank borrowing, and fragility Downloads
Toni Ahnert, Kartik Anand and Philipp Johann König
20222754: Conditional density forecasting: a tempered importance sampling approach Downloads
Carlos Montes-Galdón, Joan Paredes and Elias Wolf
20222753: Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data Downloads
Agha Durrani, Julian Metzler, Nektarios Michail and Johannes Gabriel Werner
20222752: Navigating the housing channel of monetary policy across euro area regions Downloads
Niccolò Battistini, Matteo Falagiarda, Angelina Hackmann and Moreno Roma
20222751: Medium-term investment responses to activity shocks: the role of corporate debt Downloads
Rodrigo Barrela, Paloma Lopez-Garcia and Ralph Setzer
20222750: Euro area monetary policy and TARGET balances: a trilogy Downloads
Jens Eisenschmidt, Danielle Kedan and Martin Schmitz
20222749: Chronicle of a death foretold: does higher volatility anticipate corporate default? Downloads
Miguel Ampudia, Filippo Busetto and Fabio Fornari
20222748: Price setting before and during the pandemic: evidence from Swiss consumer prices Downloads
Barbara Rudolf and Pascal Seiler
20222747: Are ethical and green investment funds more resilient? Downloads
Laura-Dona Capotă, Margherita Giuzio, Sujit Kapadia and Dilyara Salakhova
20222746: Risk sharing and monetary policy transmission Downloads
Sebastian Hauptmeier, Fédéric Holm-Hadulla and Théodore Renault
20222745: The augmented bank balance-sheet channel of monetary policy Downloads
Christian Bittner, Diana Bonfim, Florian Heider, Farzad Saidi, Glenn Schepens and Carla Soares
20222744: The effects of climate change on the natural rate of interest: a critical survey Downloads
Francesco Mongelli, Wolfgang Pointner and Jan Willem End
Page updated 2023-09-21
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