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Working Paper Series

From European Central Bank
60640 Frankfurt am Main, Germany.
Contact information at EDIRC.

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2004399: Sporadic manipulation in money markets with central bank standing facilities Downloads
Nuno Cassola, Steen Ejerskov, Christian Ewerhart and Natacha Valla
2004398: Mergers and acquisitions and bank performance in Europe: the role of strategic similarities Downloads
Yener Altunbas and David Marques-Ibanez
2004397: Determinants of euro term structure of credit spreads Downloads
Astrid Van Landschoot
2004396: The short-term impact of government budgets on prices: evidence from macroeconomic models Downloads
Jerome Henry, Pablo Hernández de Cos and Sandro Momigliano
2004395: Fiscal sustainability and public debt in an endogenous growth model Downloads
Jean-Pierre Vidal and Jesús Fernández-Huertas Moraga
2004394: Liquidity, money creation and destruction, and the returns to banking Downloads
Ricardo Cavalcanti, Andres Erosa and Ted Temzelides
2004393: The determinants of the overnight interest rate in the euro area Downloads
Julius Moschitz
2004392: The role of central bank capital revisited Downloads
Ulrich Bindseil, Andrés Manzanares and Benedict Weller
2004391: Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach Downloads
Frank Smets and Raf Wouters
2004390: Financial markets' behavior around episodes of large changes in the fiscal stance Downloads
Silvia Ardagna
2004389: Forecasting with a Bayesian DSGE model: an application to the euro area Downloads
Frank Smets and Raf Wouters
2004388: Euro area inflation differentials Downloads
Ignazio Angeloni and Michael Ehrmann
2004387: Horizontal and vertical integration and securities trading and settlement Downloads
Jens Tapking and Jing Yang
2004386: Intergenerational altruism and neoclassical growth models Downloads
Philippe Michel, Jean-Pierre Vidal and Emmanuel Thibault
2004385: Euro area sovereign yield dynamics: the role of order imbalance Downloads
Albert Menkveld, Yiu Chung Cheung and Frank de Jong
2004384: Price rigidity. Evidence from the French CPI micro-data Downloads
Patrick Sevestre, Laurent Baudry, Hervé Le Bihan and Sylvie Tarrieu
2004383: Explicit inflation objectives and macroeconomic outcomes Downloads
Andrew Levin, Jeremy Piger and Fabio M. Natalucci
2004382: Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 Downloads
William G. Dewald and Alfred Haug
2004381: Fiscal rules and sustainability of public finances in an endogenous growth model Downloads
Nicola Giammarioli and Barbara Annicchiarico
2004380: Optimal monetary policy under discretion with a zero bound on nominal interest rates Downloads
Klaus Adam and Roberto Billi
2004379: Do financial market variables show (symmetric) indicator properties relative to exchange rate returns? Downloads
Olli Castrén
2004378: Liquidity, information, and the overnight rate Downloads
Nuno Cassola, Steen Ejerskov, Christian Ewerhart and Natacha Valla
2004377: Optimal monetary policy under commitment with a zero bound on nominal interest rates Downloads
Klaus Adam and Roberto Billi
2004376: Raising rival's costs in the securities settlement industry Downloads
Cornelia Holthausen and Jens Tapking
2004375: Guess what: it's the settlements! Downloads
Cyril Monnet and Thorsten Koeppl
2004374: To aggregate or not to aggregate? Euro area inflation forecasting Downloads
Moreno Roma, Frauke Skudelny, Nicholai Benalal, Juan Luis Diaz del Hoyo and Bettina Landau
2004373: Technology shocks and robust sign restrictions in a euro area SVAR Downloads
Gert Peersman and Roland Straub
2004372: The operational target of monetary policy and the rise and fall of reserve position doctrine Downloads
Ulrich Bindseil
2004371: Inflation persistence: facts or artefacts? Downloads
Carlos Marques
2004370: Inflation persistence during periods of structural change: an assessment using Greek data Downloads
George Hondroyiannis and Sophia Lazaretou
2004369: Sovereign risk premia in the European government bond market Downloads
Ludger Schuknecht, Juergen von Hagen and Kerstin Bernoth
2004368: Capital quality improvement and the sources of growth in the euro area Downloads
Plutarchos Sakellaris and Focco Vijselaar
2004367: Factor substitution and factor augmenting technical progress in the US: a normalized supply-side system approach Downloads
Rainer Klump, Peter McAdam and Alpo Willman
2004366: The informational content of over-the-counter currency options Downloads
Peter Christoffersen and Stefano Mazzotta
2004365: Exchange rates and fundamentals: new evidence from real-time data Downloads
Michael Ehrmann and Marcel Fratzscher
2004364: Asset price booms and monetary policy Downloads
Carsten Detken and Frank Smets
2004363: Communication and exchange rate policy Downloads
Marcel Fratzscher
2004362: Oil price shocks and real GDP growth: empirical evidence for some OECD countries Downloads
Rebeca Jiménez-Rodríguez and Marcelo Sánchez
2004361: Excess reserves and implementation of monetary policy of the ECB Downloads
Ulrich Bindseil, Gonzalo Camba-Mendez, Astrid Hirsch and Benedict Weller
2004360: Optimal monetary policy rules for the euro area: an analysis using the area wide model Downloads
Alistair Dieppe, Keith Kuester and Peter McAdam
2004359: The longer term refinancing operations of the ECB Downloads
Tobias Linzert, Dieter Nautz and Ulrich Bindseil
2004358: Did the pattern of aggregate employment growth change in the euro area in the late 1990s? Downloads
Gilles Mourre
2004357: Seasonal adjustment and the detection of business cycle phases Downloads
Antonio Matas Mir and Denise Osborn
2004356: Developing a euro area accounting matrix: issues and applications Downloads
Peter McAdam, Tjeerd Jellema, Steven Keuning and Reimund Mink
2004355: Production interdependence and welfare Downloads
Kevin Huang and Zheng Liu
2004354: Taking stock: monetary policy transmission to equity markets Downloads
Michael Ehrmann and Marcel Fratzscher
2004353: Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel cointegration perspective Downloads
Francisco Maeso-Fernandez, Chiara Osbat and Bernd Schnatz
2004352: Forecasting inflation with thick models and neural networks Downloads
Peter McAdam and Paul McNelis
2004351: Interest rate determination in the interbank market Downloads
Gaspar, Ví­tor, Gabriel Perez Quiros and Hugo Rodriguez Mendizabal
2004350: Exchange-rate policy and the zero bound on nominal interest rates Downloads
Günter Coenen and Volker Wieland
2004349: Estimating the rank of the spectral density matrix Downloads
Gonzalo Camba-Mendez and George Kapetanios
2004348: Financial openness and growth: short-run gain, long-run pain? Downloads
Marcel Fratzscher and Matthieu Bussiere
2004347: Firms' investment decisions in response to demand and price uncertainty Downloads
Catherine Fuss and Philip Vermeulen
2004346: Perpetual youth and endogenous labour supply: a problem and a possible solution Downloads
Guido Ascari and Neil Rankin
2004345: Optimal monetary and fiscal policy: a linear-quadratic approach Downloads
Pierpaolo Benigno and Michael Woodford
2004344: Ramsey monetary policy and international relative prices Downloads
Ester Faia and Tommaso Monacelli
2004343: Monetary discretion, pricing complementarity and dynamic multiple equilibria Downloads
Robert G. King and Alexander Wolman
2004342: Equal size, equal role? Interdependence between the euro area and the United States Downloads
Michael Ehrmann and Marcel Fratzscher
2004341: Benefits and spillovers of greater competition in Europe: a macroeconomic assessment Downloads
Tamim Bayoumi, Douglas Laxton and Paolo Pesenti
2004340: Indeterminacy with inflation-forecast-based rules in a two-bloc model Downloads
Nicoletta Batini, Paul Levine and Joseph Pearlman
2004339: Understanding the effects of government spending on consumption Downloads
Jordi Galí, David López-Salido and Javier Valles
2004338: The optimal degree of discretion in monetary policy Downloads
Susan Athey, Andrew Atkeson and Patrick Kehoe
2004337: The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations Downloads
Athanasios Orphanides and John Williams
2004336: The great inflation of the 1970s Downloads
Fabrice Collard and Harris Dellas
2004335: Has euro-area inflation persistence changed over time? Downloads
Gerard O'Reilly and Karl Whelan
2004334: Is inflation persistence intrinsic in industrial economies? Downloads
Andrew Levin and Jeremy Piger
2004333: The pricing behaviour of Italian firms: new survey evidence on price stickiness Downloads
Silvia Fabiani, Angela Gattulli and Roberto Sabbatini
2004332: Stylised features of price setting behaviour in Portugal: 1992-2001 Downloads
Monica Costa Dias, Daniel Dias and Pedro Neves
2004331: How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI Downloads
Luc Aucremanne and Emmanuel Dhyne
2004330: The demand for euro area currencies: past, present and future Downloads
Björn Fischer, Petra Köhler-Ulbrich and Franz Seitz
2004329: On the determinants of euro area FDI to the United States: the knowledge- capital-Tobin's Q framework Downloads
Robert Anderton, Alexander Hijzen and Roberto De Santis
2004328: Non-fundamental exchange rate volatility and welfare Downloads
Roland Straub and Ivan Tchakarov
2004327: Diversification in euro area stock markets: country versus industry Downloads
Gerard Moerman
2004326: The Great Depression and the Friedman-Schwartz hypothesis Downloads
Lawrence Christiano, Roberto Motto and Massimo Rostagno
2004325: What are the spill-overs from fiscal shocks in Europe? An empirical analysis Downloads
Massimo Giuliodori and Roel Beetsma
2004324: Fundamentals and joint currency crises Downloads
Philipp Hartmann, Stefan Straetmans and Casper de Vries
2004323: On the indeterminacy of new-Keynesian economics Downloads
Andreas Beyer and Roger Farmer
2004322: Modelling inflation in the euro area Downloads
Eilev Jansen
2004321: Frequency domain principal components estimation of fractionally cointegrated processes Downloads
Claudio Morana
2004320: Institutions and service employment: a panel study for OECD countries Downloads
Julian Messina
2004319: Risk sharing through financial markets with endogenous enforcement of trades Downloads
Thorsten Koeppl
2004318: Gross job flows and institutions in Europe Downloads
Ramon Gomez-Salvador, Julian Messina and Giovanna Vallanti
2004317: Fiscal policy and inflation volatility Downloads
Peter Backé
2004316: Cooperation in international banking supervision Downloads
Cornelia Holthausen and Thomas Rønde
2004315: Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB Downloads
Sami Vähämaa
2004314: Exchange rate risks and asset prices in a small open economy Downloads
Alexis Derviz
2004313: The high-yield segment of the corporate bond market: a diffusion modelling approach for the United States, the United Kingdom and the euro area Downloads
Gabe de Bondt and David Marques-Ibanez
2004312: Similarities and convergence in G-7 cycles Downloads
Fabio Canova, Matteo Ciccarelli and Eva Ortega
2004311: Current accounts dynamics in OECD and EU acceding countries - an intertemporal approach Downloads
Marcel Fratzscher, Gernot Müller and Matthieu Bussiere
2004310: International equity flows and returns: a quantative equilibrium approach Downloads
Rui Albuquerque, Gregory Bauer and Martin Schneider
2004309: Monetary policy shocks in the euro area and global liquidity spillovers Downloads
João Sousa and Andrea Zaghini
2004308: International risk-sharing and the transmission of productivity shocks Downloads
Giancarlo Corsetti, Luca Dedola and Sylvain Leduc
2004307: Budgetary forecasts in Europe - the track record of stability and convergence programmes Downloads
Rolf Strauch, Mark Hallerberg and Juergen von Hagen
2004306: A markup model of inflation for the euro area Downloads
Christopher Bowdler and Eilev Jansen
2004305: A structural common factor approach to core inflation estimation and forecasting Downloads
Claudio Morana
2004304: Equilibrium unemployment, job flows and inflation dynamics Downloads
Antonella Trigari
2004303: Fiscal policy events and interest rate swap spreads: evidence from the EU Downloads
Rolf Strauch and Antonio Afonso
2004302: Deposit insurance, moral hazard and market monitoring Downloads
Reint Gropp and Jukka Vesala
2004301: Inflation and relative price asymmetry Downloads
Attila Ratfai
2004300: Developing statistical indicators of the integration of the euro area banking system Downloads
Michele Manna
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