Working Paper Series
From European Central Bank 60640 Frankfurt am Main, Germany. Contact information at EDIRC. Bibliographic data for series maintained by Official Publications (). Access Statistics for this working paper series.
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- 2005499: A trend-cycle(-season) filter

- Matthias Mohr
- 2005498: Financial integration and entrepreneurial activity: evidence from foreign bank entry in emerging markets

- Mariassunta Giannetti and Steven Ongena
- 2005497: Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators

- Javier Pérez
- 2005496: Estimates of the open economy New Keynesian Phillips curve for euro area countries

- Fabio Rumler
- 2005495: Measuring inflation persistence: a structural time series approach

- Maarten Dossche and Gerdie Everaert
- 2005494: Cross-country efficiency of secondary education provision: a semi-parametric analysis with non-discretionary inputs

- Antonio Afonso and Miguel Aubyn
- 2005493: Optimal research in financial markets with heterogeneous private information: a rational expectations model

- Katrin Tinn
- 2005492: Experimental evidence on the persistence of output and inflation

- Klaus Adam
- 2005491: On the fit and forecasting performance of New-Keynesian models

- Frank Smets, Raf Wouters, Marco Del Negro and Frank Schorfheide
- 2005490: Unions, wage setting and monetary policy uncertainty

- Hans Peter Grüner, Bernd Hayo and Carsten Hefeker
- 2005489: Persistence and nominal inertia in a generalized Taylor economy: how longer contracts dominate shorter contracts

- Huw Dixon and Engin Kara
- 2005488: Communication and decision-making by central bank committees: different strategies, same effectiveness?

- Michael Ehrmann and Marcel Fratzscher
- 2005487: Computing second-order-accurate solutions for rational expectation models using linear solution methods

- Alan Sutherland and Giovanni Lombardo
- 2005486: What drives productivity growth in the new EU member states? The case of Poland

- Marcin Kolasa
- 2005485: Corporate investment and cash flow sensitivity: what drives the relationship?

- Philip Vermeulen and Paul Mizen
- 2005484: Fiscal federalism and public inputs provision: vertical externalities matter

- Martínez-López, Diego
- 2005483: Money supply and the implementation of interest rate targets

- Andreas Schabert
- 2005482: Forecasting macroeconomic variables for the new member states of the European Union

- Massimiliano Marcellino, Anindya Banerjee and Igor Masten
- 2005481: Output and inflation responses to credit shocks: are there threshold effects in the euro area?

- Alessandro Calza and João Sousa
- 2005480: Insurance policies for monetary policy in the euro area

- Volker Wieland and Keith Kuester
- 2005479: The performance and robustness of interest-rate rules in models of the euro area

- Ramón Adalid, Günter Coenen, Peter McAdam and Stefano Siviero
- 2005478: The conquest of U.S. inflation: learning and robustness to model uncertainty

- Thomas Sargent and Timothy Cogley
- 2005477: Parameter misspecification and robust monetary policy rules

- Carl Walsh
- 2005476: Monetary policy with judgment: forecast targeting

- Lars Svensson
- 2005475: Monetary policy analysis with potentially misspecified models

- Marco Del Negro and Frank Schorfheide
- 2005474: Calvo pricing and imperfect common knowledge: a forward looking model of rational inflation inertia

- Kristoffer Nimark
- 2005473: Fiscal consolidations in the Central and Eastern European countries

- Antonio Afonso, Christiane Nickel and Philipp Rother
- 2005472: Yield curve prediction for the strategic investor

- Carlos Bernadell, Joachim Coche and Ken Nyholm
- 2005471: Real wages and local unemployment in the euro area

- Anna Sanz de Galdeano and Jarkko Turunen
- 2005470: Structural filters for monetary analysis: the inflationary movements of money in the euro area

- Annick Bruggeman, Gonzalo Camba-Mendez, Björn Fischer and João Sousa
- 2005469: Money and prices in models of bounded rationality in high inflation economies

- Albert Marcet and Juan Pablo Nicolini
- 2005468: Endogeneities of optimum currency areas: what brings countries sharing a single currency closer together?

- Francesco Mongelli and Paul De Grauwe
- 2005467: Socio-economic development and fiscal policy: lessons from the cohesion countries for the new member states

- Aaron Mehrotra and Tuomas Peltonen
- 2005466: Regulated and services' prices and inflation persistence

- Patrick Lünnemann and Thomas Mathä
- 2005465: Determinants and consequences of the unification of dual-class shares

- Anete Pajuste
- 2005464: The price-setting behavior of Austrian firms: some survey evidence

- Claudia Kwapil, Josef Baumgartner and Johann Scharler
- 2005463: Break in the mean and persistence of inflation: a sectoral analysis of French CPI

- Laurent Bilke
- 2005462: Time-dependent versus state-dependent pricing: a panel data approach to the determinants of Belgian consumer price changes

- Luc Aucremanne and Emmanuel Dhyne
- 2005461: Do decreasing hazard functions for price changes make any sense?

- Luis Alvarez, Pablo Burriel and Ignacio Hernando
- 2005460: Part-time work in EU countries: labour market mobility, entry and exit

- Gilles Mourre, Hielke Buddelmeyer and Melanie Ward-Warmedinger
- 2005459: Capital flows and the US "New Economy": consumption smoothing and risk exposure

- Marcus Miller, Olli Castrén and Lei Zhang
- 2005458: Money demand and macroeconomic stability revisited

- Andreas Schabert and Christian Stoltenberg
- 2005457: Transparency, disclosure and the federal reserve

- Michael Ehrmann and Marcel Fratzscher
- 2005456: The French block of the ESCB multi-country model

- Jean-Pierre Villetelle and Frédéric Boissay
- 2005455: Central bank transparency and private information in a dynamic macroeconomic model

- Joseph Pearlman
- 2005454: European women: Why do(n't) they work?

- Veronique Genre, Ramón Gómez-Salvador and Ana Lamo
- 2005453: Does product market competition reduce inflation? Evidence from EU countries and sectors

- Marcin Przybyla and Moreno Roma
- 2005452: Stocks, bonds, money markets and exchange rates: measuring international financial transmission

- Michael Ehrmann, Marcel Fratzscher and Roberto Rigobon
- 2005451: Breaks in the mean of inflation: how they happen and what to do with them

- Sandrine Corvoisier and Benoit Mojon
- 2005450: Using mean reversion as a measure of persistence

- Carlos Marques and Daniel Dias
- 2005449: Consumer price behaviour in Italy: evidence from micro CPI data

- Giovanni Veronese, Silvia Fabiani, Angela Gattulli and Roberto Sabbatini
- 2005448: Price-setting behaviour in Belgium: what can be learned from an ad hoc survey?

- Luc Aucremanne and Martine Druant
- 2005447: Foreign exchange option and returns based correlation forecasts: evaluation and two applications

- Olli Castrén and Stefano Mazzotta
- 2005446: Trade effects of the euro: evidence from sectoral data

- Richard Baldwin, Frauke Skudelny and Daria Taglioni
- 2005445: Welfare implications of joining a common currency

- Michele Ca' Zorzi, Roberto De Santis and Fabrizio Zampolli
- 2005444: Keeping up with the Joneses, reference dependence, and equilibrium indeterminacy

- Ali al-Nowaihi and Livio Stracca
- 2005443: Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data

- Simonetta Rosati and Stefania Secola
- 2005442: Why do financial systems differ? History matters

- Cyril Monnet and Erwan Quintin
- 2005441: The Phillips curve and long-term unemployment

- Ricardo Llaudes
- 2005440: Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states

- Olli Castrén
- 2005439: A look at intraday frictions in the euro area overnight deposit market

- Vincent Brousseau and Andrés Manzanares
- 2005438: Quality of public finances and growth

- Ludger Schuknecht, Werner Ebert, Michael Thöne and Antonio Afonso
- 2005437: What drives international bank flows? Politics, institutions and other determinants

- Elias Papaioannou
- 2005436: Measuring market and inflation risk premia in France and in Germany

- Lorenzo Cappiello and Stéphane Guéné
- 2005435: Reforming public expenditure in industrialised countries: are there trade-offs?

- Ludger Schuknecht and Vito Tanzi
- 2005434: Interest rates and output in the long-run

- Yunus Aksoy and Miguel Leon-Ledesma
- 2005433: Implementing the stability and growth pact: enforcement and procedural flexibility

- Roel Beetsma and Xavier Debrun
- 2005432: Trading European sovereign bonds: the microstructure of the MTS trading platforms

- Yiu Chung Cheung, Frank de Jong and Barbara Rindi
- 2005431: Regulation of multinational banks: a theoretical inquiry

- Giacomo Calzolari and Gyongyi Loranth
- 2005430: Public policy and the creation of active venture capital markets

- Marco Da Rin, Giovanna Nicodano and Alessandro Sembenelli
- 2005429: Cross-border diversification in bank asset portfolios

- Claudia Buch, John Driscoll and Charlotte Ostergaard
- 2005428: Who benefits from IPO underpricing? Evidence form hybrid bookbuilding offerings

- Vicente Pons-Sanz
- 2005427: Interlinking securities settlement systems: a strategic commitment?

- Karlo Kauko
- 2005426: Security fungibility and the cost of capital: evidence from global bonds

- Darius P. Miller and John J. Puthenpurackal
- 2005425: Geographic versus industry diversification: constraints matter

- Paul Ehling and Sofia Ramos
- 2004424: An empirical study of liquidity and information effects of order flow on exchange rates

- Francis Breedon and Paolo Vitale
- 2004423: Price setting in France: new evidence from survey data

- Claire Loupias and Roland Ricart
- 2004422: What determines fiscal balances? An empirical investigation in determinants of changes in OECD budget balances

- Mika Tujula and Guido Wolswijk
- 2004421: EU fiscal rules: issues and lessons from political economy

- Ludger Schuknecht
- 2004420: On prosperity and posterity: the need for fiscal discipline in a monetary union

- Carsten Detken, Bernhard Winkler and Gaspar, Vítor
- 2004419: The design of fiscal rules and forms of governance in European Union countries

- Rolf Strauch, Mark Hallerberg and Juergen von Hagen
- 2004418: Identifying the influences of nominal and real rigidities in aggregate price-setting behavior

- Andrew Levin and Günter Coenen
- 2004417: Staggered price contracts and inflation persistence: some general results

- Karl Whelan
- 2004416: Price setting behaviour in Spain: stylised facts using consumer price micro data

- Ignacio Hernando and Luis Alvarez
- 2004415: How persistent is disaggregate inflation? An analysis across EU 15 countries and HICP sub-indices

- Patrick Lünnemann and Thomas Mathä
- 2004414: Inflation persistence in the European Union, the euro area, and the United States

- Gregory Gadzinski and Fabrice Orlandi
- 2004413: An empirical analysis of price setting behaviour in the Netherlands in the period 1998-2003 using micro data

- Nicole Jonker, Carsten Folkertsma and Harry Blijenberg
- 2004412: The real effects of money growth in dynamic general equilibrium

- Liam Graham and Dennis J. Snower
- 2004411: Fiscal discipline and the cost of public dept service: some estiames for OECD countries

- Silvia Ardagna, Francesco Caselli and Timothy Lane
- 2004410: Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?

- Olli Castrén
- 2004409: Currency mismatch, uncertainty and debt maturity structure

- Marcel Fratzscher, Matthieu Bussiere and Winfried Koeniger
- 2004408: The great inflation, limited asset markets participation and aggregate demand: FED policy was better than you think

- Florin Bilbiie
- 2004407: Banking consolidation and small business lending

- Elod Takats
- 2004406: Labour market reform and the sustainability of exchange rate pegs

- Tuomas Takalo, Olli Castrén and Geoffrey Wood
- 2004405: A joint econometric model of macroeconomic and term structure dynamics

- Oreste Tristani, David Vestin and Peter Hördahl
- 2004404: An analysis of systemic risk in alternative securities settlement architectures

- Giulia Iori
- 2004403: Financial market integration and loan competition: when is entry deregulation socially beneficial?

- Leo Kaas
- 2004402: Forecasting euro area inflation using dynamic factor measures of underlying inflation

- Gonzalo Camba-Mendez and George Kapetanios
- 2004401: Foreign direct investment and international business cycle comovement

- W. Jos Jansen and Ad Stokman
- 2004400: Cross-country differences in monetary policy transmission

- Julian Morgan, Alberto Locarno, Javier Valles and Robert-Paul Berben
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