CBM Working Papers

From Central Bank of Malta
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WP/02/2023: MaCGE-MOD: Maltaâ€™s Computable General Equilibrium Model: Ian P Cassar, Nathaniel Debono, Stefano Deriu, Rosita Pretaroli, Noel Rapa, Francesca Severini and Claudio Socci
WP/01/2023: Household Finance and Consumption Survey in Malta: Results from the Fourth Wave: Valentina Antonaroli, Warren Deguara and Aleandra Muscat
WP/06/2022: Assessing the impacts of the COVID-19 wage supplement scheme: A microsimulation study: Glenn Abela
WP/05/2022: MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta: William Gatt
WP/04/2022: A stress testing framework for the Maltese household sector: Kirsten Abela and Ilias Georgakopoulus
WP/03/2022: The spillover of euro area shocks to the Maltese economy: William Gatt and Germano Ruisi
WP/02/2022: Nowcasting the Maltese economy with a dynamic factor model: Reuben Ellul and Germano Ruisi
WP/01/2022: Considerations on the Monetary Policy Framework of the European Central Bank: Andrea Giorgio Tosato
WP/05/2021: A study on the exchange rate pass-through to consumer prices in Malta: Glenn Abela and Noel Rapa
WP/04/2021: Saving behaviour in Malta: Insights from the Household Budgetary Survey: Roberta Montebello and Jude Damarnin
WP/03/2021: Mitigation measures, prevalence response and public mobility during the COVID-19 emergency: Noel Rapa
WP/02/2021: Saving behaviour in Malta: Insights from the Household Budgetary Survey: Glenn Abela and William Gatt
WP/01/2021: Timing the Maltese business cycle: A historical perspective: Reuben Ellul Dimech
WP/08/2020: A Sectoral Model Extension to STREAM: Noel Rapa
WP/07/2020: Housing demand shocks, foreign labour inflows and consumption: William Gatt and Germano Ruisi
WP/06/2020: An Assessment of the Macroeconomic Implications of Foreign and Domestic Labour Supply Shocks in Malta: Germano Ruisi
WP/05/2020: Household Finance and Consumption Survey: A Comparison of the Main Results for Malta with the Euro Area: Silvio Attard, Warren Deguara and Valentina Antonaroli
WP/04/2020: MEDSEA-FIN A DSGE model of the Maltese economy with housing and financial frictions: William Gatt, Noel Rapa and Luca Brugnolini
WP/03/2020: The rental sector and the housing block in STREAM: Brian Micallef and Nathaniel Debono
WP/02/2020: An analysis of the shadow economy in Malta: A Currency Demand and MIMIC model approach: Tiziana Marie Gauci and Noel Rapa
WP/01/2020: Analysis of the Payment Habits in Malta: Charles Saliba and Mary Ann Muscat
WP/04/2019: The gravity model for Maltese goods exports and imports: Reuben Ellul Dimech
WP/03/2019: Income and wealth inequality in Malta: evidence from micro data: Ilias Georgakopoulos
WP/02/2019: Hedonic house price indices for Malta: A mortgage-based approach: Reuben Ellul Dimech, Jude Darmanin and Ian Borg
WP/01/2019: Household Finance and Consumption Survey in Malta: Main Results from the Third Wave: Silvio Attard and Ilias Georgakopoulos
WP/06/2018: Wage Income Distribution and Mobility in Malta: Clemens Knoppe
WP/05/2018: Inflation-linked Bonds: An Introduction: Maria Farrugia, Glenn Formosa and Joseph Julian Pace
WP/04/2018: Forecasting using Bayesian VARs: A Benchmark for STREAM: Ian Borg and Germano Ruisi
WP/03/2018: Forecasting unemployment rates in Malta: A labour market flows approach: Reuben Ellul Dimech
WP/02/2018: Housing boom-bust cycles and asymmetric macroprudential policy: William Gatt
WP/01/2018: Forecasting Deflation Probability in the EA: A Combinatoric Approach: Luca Brugnolini
WP/04/2017: Estimates of Fiscal Multipliers using MEDSEA: Noel Rapa
WP/03/2017: Correlation between Maltese and euro area sovereign bond yields: Reuben Ellul Dimech
WP/02/2017: Household finance and consumption survey in Malta: the results from the second Wave: Daniel Gaskin, Juergen Attard and Karen Caruana
WP/01/2017: Assessing structural change in the Maltese economy via the application of a hypothetical extraction analysis: Ian P. Cassar
WP/05/2016: MEDSEA: a small open economy DSGE model for Malta: Noel Rapa
WP/04/2016: A real-time measure of business conditions in Malta: Reuben Ellul Dimech
WP/03/2016: Property price misalignment with fundamentals in Malta: Brian Micallef
WP/02/2016: Time variation, asymmetry and threshold effect in Malta's Phillips curve: William Gatt
WP/01/2016: STREAM: A structural macro-econometric model of the Maltese economy: Owen Grech and Noel Rapa
WP/05/2015: The evolution of the Maltese economy since independence: Aaron Grech
WP/04/2015: Estimating a credit gap for non-financial corporations in Malta: Brian Micallef
WP/03/2015: Estimates of output, income value added and employment multipliers for the Maltese economy: Ian P Cassar
WP/02/2015: The macroeconomic impact of the income tax reductions in Malta: Aaron Grech
WP/01/2015: Assessing the macroeconomic impact of extending hotel height limitations: Brian Micallef and Silvio Attard
WP/06/2014: Fiscal Multipliers in Malta: Ian Borg
WP/05/2014: A multivariate filter to estimate potential output and NAIRU for the Maltese economy: Brian Micallef
WP/03/2014: The determinants of household saving behaviour in Malta: William Gatt
WP/02/2014: Investigating potential output using the Hodrick-Prescott filter: an application for Malta: Aaron Grech
WP/01/2014: An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy: Aaron Grech
WP/05/2013: Inflation differentials in a Monetary Union: the case of Malta: Brian Micallef and Cyrus Laurent
WP/04/2013: Assessing the sustainability of Maltese government debt: John Farrugia and Owen Grech
WP/03/2013: Evolution of economic governance in the European Monetary Union: Silvio Attard and Alexander Demarco
WP/02/2013: Household finance and consumption survey in Malta: main results of 2010 exercise: Karen Caruana and Christopher Pace
WP/01/2013: Measuring the effects of structural reforms in Malta: an analysis using the EAGLE model: Brian Micallef
WP/01/2008: The law of the Euro: constitutive, institutional and external aspects: Ken Mifsud Bonnici
WP/01/2006: Assessing employment in Malta: Aaron Grech