EconPapers    
Economics at your fingertips  
 

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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


2002198: Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices Downloads
Allan Bødskov Andersen and Tom Wagener
2002197: A model of the Eurosystem's operational framework for monetary policy implementation Downloads
Christian Ewerhart
2002196: Bootstrapping autoregressions with conditional heteroskedasticity of unknown form Downloads
Silvia Goncalves and Lutz Kilian
2002195: In-sample or out-of-sample tests of predictability: which one should we use? Downloads
Atsushi Inoue and Lutz Kilian
2002194: Sensitivity analysis of volatility: a new tool for risk management Downloads
Vladimiro Ceci, Simone Manganelli and Walter Vecchiato
2002193: Sustainability of public finances and automatic stabilisation under a rule of budgetary discipline Downloads
Marí­n, José M.
2002192: Is the European Central Bank (and the United States Federal Reserve) predictable? Downloads
Gabriel Perez Quiros and Jorge Sicilia
2002191: The fiscal costs of financial instability revisited Downloads
Felix Eschenbach and Ludger Schuknecht
2002190: Monetary policy and the zero bound to interest rates: a review Downloads
Tony Yates
2002189: Debt reduction and automatic stabilisation Downloads
Paul Hiebert, Massimo Rostagno and Javier Pérez
2002188: Should central banks really be flexible? Downloads
Hans Peter Grüner
2002187: A fiscal theory of sovereign risk Downloads
Martín Uribe
2002186: Using money market rates to assess the alternatives of fixed vs. variable rate tenders: the lesson from 1989-1998 data for Germany Downloads
Michele Manna
2002185: European integration: what lessons for other regions? The case of Latin America Downloads
Ettore Dorrucci, Marcel Fratzscher, Francesco Mongelli and Stefano Firpo
2002184: Efficient pricing of large value interbank payment systems Downloads
Cornelia Holthausen and Jean Rochet
2002183: Monetary policy in a world with different financial systems Downloads
Ester Faia
2002182: The information content of real-time output gap estimates, an application to the euro area Downloads
Gerhard Rünstler
2002181: Inflation dynamics and international linkages: a model of the United States, the euro area and Japan Downloads
Volker Wieland and Günter Coenen
2002180: Regional inflation in a currency union: fiscal policy vs. fundamentals Downloads
Margarida Duarte and Alexander Wolman
2002179: Optimal monetary policy with durable and non-durable goods Downloads
Christopher Erceg and Andrew Levin
2002178: Inflation persistence and optimal monetary policy in the euro area Downloads
Pierpaolo Benigno and David López-Salido
2002177: A theory of the currency denomination of international trade Downloads
Eric Van Wincoop and Peter Backé
2002176: Macroeconomics of international price discrimination Downloads
Giancarlo Corsetti and Luca Dedola
2002175: Monetary policy and the financial accelerator in a monetary union Downloads
Simon Gilchrist, Jean-Olivier Hairault and Hubert Kempf
2002174: International monetary policy coordination and financial market integration Downloads
Alan Sutherland
2002173: Openness and equilibrium determinacy under interest rate rules Downloads
Fiorella De Fiore and Zheng Liu
2002172: Constructing quality-adjusted price indices: a comparison of hedonic and discrete choice models Downloads
Nicole Jonker
2002171: An estimated stochastic dynamic general equilibrium model of the euro area Downloads
Frank Smets and Raf Wouters
2002170: What measure of inflation should a central bank target? Downloads
N. Gregory Mankiw and Ricardo Reis
2002169: Modeling model uncertainty Downloads
Alexei Onatski and Noah Williams
2002168: Estimating the effects of fiscal policy in OECD countries Downloads
Roberto Perotti
2002167: Identifying the effects of monetary policy shocks on exchange rates using high frequency data Downloads
Jon Faust, John Rogers, Eric Swanson and Jonathan Wright
2002166: Monetary and fiscal policy interactions in a micro-founded model of a monetary union Downloads
Henrik Jensen and Roel Beetsma
2002165: The industry effects of monetary policy in the euro area Downloads
Gert Peersman and Frank Smets
2002164: Euro area corporate debt securities market: first empirical evidence Downloads
Gabe de Bondt
2002163: The rationality of consumers' inflation expectations: survey-based evidence for the euro area Downloads
Magnus Forsells and Geoff Kenny
2002162: Public debt asymmetries: the effect on taxes and spending in the European Union Downloads
Signe Krogstrup
2002161: The optimal allocation of risks under prospect theory Downloads
Livio Stracca
2002160: Model uncertainty and the equilibrium value of the real effective euro exchange rate Downloads
Carsten Detken, Jerome Henry, Frank Smets, Alistair Dieppe and Carmen Marin
2002159: Optimal public money Downloads
Cyril Monnet
2002158: Quantifying embodied technological change Downloads
Plutarchos Sakellaris and Daniel Wilson
2002157: Bidding and performance in repo auctions: evidence from ECB open market operations Downloads
Ulrich Bindseil, Kjell Nyborg and Ilya A. Strebulaev
2002156: Identifying endogenous fiscal policy rules for macroeconomic models Downloads
Paul Hiebert and Javier Pérez
2002155: Youth unemployment in the OECD: demographic shifts, labour market institutions, and macroeconomic shocks Downloads
Juan F Jimeno and Diego Rodriguez-Palenzuela
2002154: The Euro bloc, the Dollar bloc and the Yen bloc: how much monetary policy independence can exchange rate flexibility buy in an interdependent world? Downloads
Marcel Fratzscher
2002153: Euro area production function and potential output: a supply side system approach Downloads
Alpo Willman
2002152: Short-term monitoring of fiscal policy discipline Downloads
Gonzalo Camba-Mendez and Ana Lamo
2002151: G-7 Inflation forecasts Downloads
Fabio Canova
2002150: Equity and bond market signals as leading indicators of bank fragility Downloads
Jukka Vesala, Giuseppe Vulpes and Reint Gropp
2002149: The Spanish block of the ESCB-multi-country model Downloads
Angel Estrada and Alpo Willman
2002148: The functional form of yield curves Downloads
Vincent Brousseau
2002147: Time-to-build approach in a sticky price, sticky wage optimizing monetary model Downloads
Miguel Casares
2002146: Competition and stability: what's special about banking? Downloads
Elena Carletti and Philipp Hartmann
2002145: Towards a new early warning system of financial crises Downloads
Marcel Fratzscher and Matthieu Bussiere
2002144: A failure in the measurement of inflation: results from a hedonic and matched experiment using scanner data Downloads
Saeed Heravi and Mick Silver
2002143: A nonparametric method for valuing new goods Downloads
Laura Blow and Ian Crawford
2002142: Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank Downloads
Alberto Cabrero Bravo, Gonzalo Camba-Mendez, Astrid Hirsch and Fernando Nieto
2002141: Asset prices and fiscal balances Downloads
Felix Eschenbach and Ludger Schuknecht
2002140: Price setting and the steady-state effects of inflation Downloads
Miguel Casares
2002139: On currency crises and contagion Downloads
Marcel Fratzscher
2002138: "New" views on the optimum currency area theory: what is EMU telling us? Downloads
Francesco Mongelli
2002137: Equilibrium bidding in the Eurosystem's open market operations Downloads
Ulrich Bindseil
2002136: Retail bank interest rate pass-through: new evidence at the euro area level Downloads
Gabe de Bondt
2002135: The optimal mix of taxes on money, consumption and income Downloads
Fiorella De Fiore and Pedro Teles
2002134: The cost of private transportation in the Netherlands, 1992-1999 Downloads
Ben Bode and Jan Van Dalen
2002133: Can confidence indicators be useful to predict short term real GDP growth? Downloads
Annabelle Mourougane and Moreno Roma
2002132: Inflation dynamics and dual inflation in accession countries: a 'New Keynesian' perspective Downloads
Diego Rodriguez-Palenzuela, Christian Thimann and Peter Backé
2002131: Measurement bias in the HICP: what do we know, and what do we need to know? Downloads
Diego Rodriguez-Palenzuela and Mark Wynne
2002130: Harmonized indexes of consumer prices: their conceptual foundations Downloads
Walter Diewert
2002129: Non-standard central bank loss functions, skewed risks, and certainty equivalence Downloads
Peter Backé and Livio Stracca
2002128: Openness, imperfect exchange rate pass-through and monetary policy Downloads
Frank Smets and Raf Wouters
2002127: Performance of monetary policy with internal central bank forecasting Downloads
Seppo Honkapohja and Kaushik Mitra
2002126: Optimal contracts in a dynamic costly state verification model Downloads
Cyril Monnet and Erwan Quintin
2002125: Duration, volume and volatility impact of trades Downloads
Simone Manganelli
2002124: Monetary policy, expectations and commitment Downloads
George Evans and Seppo Honkapohja
2002123: Analysing and combining multiple credit assessments of financial institutions Downloads
Evangelos Tabakis and Anna Vinci
2002122: New technologies and productivity growth in the euro area Downloads
Focco Vijselaar and Peter Backé
2002121: Natural rate doubts Downloads
Andreas Beyer and Roger Farmer
2002120: Learning stability in economics with heterogeneous agents Downloads
Seppo Honkapohja and Kaushik Mitra
2002119: Monetary policy and the stock market in the euro area Downloads
Nuno Cassola and Claudio Morana
2002118: Durable goods, price indexes and quality change: an application to automobile prices in Italy, 1988-1998 Downloads
Gian Maria Tomat
2002117: Hedonic house prices without characteristics: the case of new multiunit housing Downloads
Olympia Bover and Pilar Velilla
2002116: Rent indices for housing in West Germany 1985 to 1998 Downloads
Johannes Hoffmann and Claudia Kurz
2002115: Monetary policy rules, macroeconomic stability and inflation: a view from the trenches Downloads
Athanasios Orphanides
2002114: Monetary Transmission in the Euro Area: Where Do We Stand? Downloads
Anil Kashyap, Benoit Mojon, Daniele Terlizzese and Peter Backé
2002113: Financial frictions and the monetary transmission mechanism: theory, evidence and policy implications Downloads
Charles Bean, Jens Larsen and Kalin Nikolov
2001112: Firm investment and monetary transmission in the euro area Downloads
Jean-Bernard Chatelain, Andrea Generale, Ignacio Hernando, Philip Vermeulen and Ulf von Kalckreuth
2001111: Monetary transmission: empirical evidence from Luxembourg firm level data Downloads
Patrick Lünnemann and Thomas Mathä
2001110: Does monetary policy have asymmetric effects? A look at the investment decisions of Italian firms Downloads
Eugenio Gaiotti and Andrea Generale
2001109: Monetary transmission in Germany: new perspectives on financial constraints and investment spending Downloads
Ulf von Kalckreuth
2001108: Credit channel and investment behaviour in Austria: a micro-econometric approach Downloads
Maria Valderrama
2001107: The interest rate and credit channel in Belgium: an investigation with micro-level firm data Downloads
Paul Butzen, Catherine Fuss and Philip Vermeulen
2001106: Investment, the cost of capital, and monetary policy in the nineties in France: a panel data investigation Downloads
Jean-Bernard Chatelain and André Tiomo
2001105: Financial systems and the role of banks in monetary policy transmission in the euro area Downloads
Michael Ehrmann, Leonardo Gambacorta, Jorge Martínez Pagés, Patrick Sevestre and Andreas Worms
2001104: Is there a bank lending channel of monetary policy in Greece? Evidence from bank level data Downloads
Sophocles Brissimis, Nicos C. Kamberoglou and George T. Simigiannis
2001103: Bank-specific characteristics and monetary policy transmission: the case of Italy Downloads
Leonardo Gambacorta
2001102: The bank lending channel of monetary policy: identification and estimation using Portuguese micro bank data Downloads
Luísa Farinha and Carlos Marques
2001101: Monetary policy and bank lending in France: are there asymmetries? Downloads
Claire Loupias, Frédérique Savignac and Patrick Sevestre
2001100: Transmission of monetary policy shocks in Finland: evidence from bank level data on loans Downloads
Jukka Topi and Jouko Vilmunen
200199: Is there a bank lending channel of monetary policy in Spain? Downloads
Ignacio Hernando and Jorge Martínez Pagés
Page updated 2025-08-21
Sorted by numeric handle