JRC Working Papers in Economics and Finance

From Joint Research Centre, European Commission
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202105: Exchange rates and the global transmission of equity market shocks

Javier Ojea-Ferreiro and Juan Reboredo

202104: Absolute poverty measurement with minimum food needs: A new inverse method for advanced economies

Balint Menyhert

202103: Efficient and robust inference of models with occasionally binding constraints

Massimo Giovannini, Philipp Pfeiffer and Marco Ratto

202102: Diplomatic relations and cross-border investments in the European Union

Giacomo Damioli and Wildmer Daniel Gregori

202101: Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs

Florian Huber, Gary Koop, Luca Onorante, Michael Pfarrhofer and Josef Schreiner

202011: Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap

Gábor Kátay, Lisa Kerdelhué and Matthieu Lequien

202010: Green bonds as a tool against climate change?

Serena Fatica and Roberto Panzica

202009: Financial integration in the EU28 equity markets: measures and drivers

Michela Nardo, Elisa Ossola and Evangelia Papanagiotou

202008: Real Time Forecasting of Covid-19 Intensive Care Units demand

Paolo Berta, Pietro Giorgio Lovaglio, Paolo Paruolo and Stefano Verzillo

202007: Banks' bail-in and the new banking regulation: an EU event study

Mario Bellia and Sara Maccaferri

202005: Domestic versus foreign drivers of trade (im)balances: How robust is evidence from estimated DSGE models

Roberta Cardani, Stefan Hohberger, Philipp Pfeiffer and Lukas Vogel

202004: Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data

Giulio Caperna, Marco Colagrossi, Andrea Geraci and Gianluca Mazzarella

202003: Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes

Stefano Ramelli, Elisa Ossola and Michela Rancan

202002: Do CDS markets care about the G-SIB status?

Mario Bellia, Wouter Heynderickx, Sara Maccaferri and Sebastian Schich

202001: China's WTO accession and income inequality in European regions: External pressure and internal adjustments

Zsombor Cseres-Gergely and Virmantas Kvedaras

201915: The effect of restrictive measures on cross-border investment in the European Union

Wildmer Gregori and Michela Nardo

201914: What drives bank coverage ratios: Evidence from the euro area

Lucia Alessi, Brunella Bruno, Elena Carletti and Katja Neugebauer

201913: Change and convergence of income distributions in the European Union during 2007-2014

Zsombor Cseres-Gergely and Virmantas Kvedaras

201912: The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices

Lucia Alessi, Elisa Ossola and Roberto Panzica

201911: On the cross-sectional distribution of portfolio returns

Ludovic Calès, Apostolos Chalkis and Ioannis Z. Emiris

201910: The Bank-Sovereign Loop and Financial Stability in the Euro Area

Sven Langedijk and Alessandro Fontana

201909: The development of nations conditions the disease space

Antonios Garas, Sophie Guthmuller and Athanasios Lapatinas

201908: Ratings matter: announcements in times of crisis and the dynamics of stock markets

Nicoletta Rosati, Mario Bellia, Pedro Verga Matos and Vasco Oliviera

201907: The pricing of green bonds: are financial institutions special?

Serena Fatica, Roberto Panzica and Michela Rancan

201906: The Median Voter Takes it All: Preferences for Redistribution and Income Inequality in the EU-28

Marco Colagrossi, Stelios Karagiannis and Roman Raab

201905: International mobility of students in Italy and the UK. Does it pay off and for whom?

Sylke Schnepf and Béatrice d'Hombres

201904: The intergenerational transmission of education. Evidence from the World War II cohorts in Europe

Enkelejda Havari and Franco Peracchi

201903: Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data

Lucia Alessi, Pierluigi Balduzzi and Roberto Savona

201902: Employment Effect of Innovation

d'Artis Kancs and Boriss Siliverstovs

201901: Welfare Gains from the Variety Growth

d'Artis Kancs and Damiaan Persyn

201814: Does on-the-job training help graduates find a job? Evidence from an Italian region

Corinna Ghirelli, Enkelejda Havari, Giulia Santangelo and Marta Scettri

201813: New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR

Pierfederico Asdrubali, Soyoung Kim, Filippo Maria Pericoli and Pilar Poncela

201812: The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model

Stefan Hohberger, Romanos Priftis and Lukas Vogel

201811: The slice sampler and centrally symmetric distributions

Christophe Planas and Alessandro Rossi

201810: The Determinants of Population Growth: Literature review and empirical analysis

Marcos Alvarez-Dias, Béatrice d'Hombres, Claudia Ghisetti, Nicola Pontarollo and Lewis Dijkstra

201809: Banks, debt and risk: assessing the spillovers of corporate taxes

Serena Fatica, Wouter Heynderickx and Andrea Pagano

201808: Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models

Massimo Giovannini, Stefan Hohberger, Marco Ratto and Lukas Vogel

201807: Long-run Economic, Budgetary and Fiscal Effects of Roma Integration Policies

Pavel Ciaian, Andrey Ivanov and d'Artis Kancs

201806: Unequal uptake of higher education mobility in the UK. The importance of social segregation in universities and subject areas

Sylke Schnepf

201805: Insights into survey errors of large scale educational achievement surveys

Sylke Schnepf

201804: Profit shifting by EU banks: evidence from country-by-country reporting

Serena Fatica and Wildmer Gregori

201803: Product innovation by supplying in domestic and foreign markets

Massimiliano Bratti and Giulia Felice

201802: Employment protection, temporary contracts and firm-provided training: Evidence from Italy

Massimiliano Bratti, Maurizio Conti and Giovanni Sulis

201801: Immigrant entrepreneurs, diasporas and exports

Massimiliano Bratti, Luca De Benedictis and Gianluca Santoni

201714: EU-wide income inequality in the era of the Great Recession

Peter Benczur, Zsombor Cseres-Gergely and Péter Harasztosi

201713: Has the Grexit news affected euro area financial markets?

Wildmer Gregori and Agnese Sacchi

201712: The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL

Lucia Alessi, Giuseppina Cannas, Sara Maccaferri and Marco Petracco Giudici

201711: Business capital accumulation and the user cost: is there a heterogeneity bias?

Serena Fatica

201710: The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries

Alice Albonico, Ludovic Calès, Roberta Cardani, Olga Croitorov, Filippo Ferroni, Massimo Giovannini, Stefan Hohberger, Beatrice Pataracchia, Filippo Maria Pericoli, Rafal Raciborski, Marco Ratto, Werner Roeger and Lukas Vogel

201709: Assessing the Economic and Social Impact of Tax and Transfer System Reforms: A General Equilibrium Microsimulation Approach

Peter Benczur, Gábor Kátay and Áron Kiss

201708: Retirement and Informal Care-giving: Behavioral Patterns among Older Workers

Roman Raab

201707: Finance and economic growth: financing structure and non-linear impact

Peter Benczur, Stelios Karagiannis and Virmantas Kvedaras

201706: Income inequality and private bank credit in developed economies

Virmantas Kvedaras

201705: Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets

Pavel Ciaian, d'Artis Kancs and Miroslava Rajcaniova

201704: Long-term Social, Economic and Fiscal Effects of Immigration into the EU: The Role of the Integration Policy

d'Artis Kancs and Patrizio Lecca

201703: Grandparental availability for child care and maternal labor force participation: Pension reform evidence from Italy

Massimiliano Bratti, Tommaso Frattini and Francesco Scervini

201702: Currency Matching and Carry Trade by Non-Financial Corporations

Gábor Kátay and Péter Harasztosi

201701: How much Keynes and how much Schumpeter? An Estimated Macromodel of the US Economy

Guido Cozzi, Beatrice Pataracchia, Philipp Pfeiffer and Marco Ratto

201604: Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows

Emanuele Bacchiocchi, Andrea Bastianin, Alessandro Missale and Eduardo Rossi

201603: Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues

Sven Langedijk, George Monokroussos and Evangelia Papanagiotou

201601: Drivers behind the changes in European banks’ capital ratios: a descriptive analysis

Wouter Heynderickx, Jessica Cariboni and Marco Petracco Giudici