The interday and intraday patterns of the overnight market: evidence from an electronic platform (JEL C22, C32, E43, E58) | by Renaud Beaupain and Alain Durré | 988
(Dec 2008) |
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What explains the spread between the euro overnight rate and the ECB's policy rate? (JEL C22, E43, E52) | by Tobias Linzert and Sandra Schmidt | 983
(Dec 2008) |
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Probability of informed trading on the euro overnight market rate: an update (JEL E52, G14) | by Julien Idier and Stefano Nardelli | 987
(Dec 2008) |
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The daily and policy-relevant liquidity effects (JEL E40, E52) | by Daniel L. Thornton | 984
(Dec 2008) |
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Modelling short-term interest rate spreads in the euro money market (JEL C32, E43, E50, E58, G15) | by Nuno Cassola and Claudio Morana | 982
(Dec 2008) |
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Why the effective price for money exceeds the policy rate in the ECB tenders? (JEL D44, E58) | by Tuomas Välimäki | 981
(Dec 2008) |
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Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan (JEL E43, E52, G12) | by Teppei Nagano and Naohiko Baba | 980
(Dec 2008) |
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Futures contract rates as monetary policy forecasts (JEL E43, E44, E52) | by Giuseppe Ferrero and Andrea Nobili | 979
(Dec 2008) |
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Measuring monetary policy expectations from financial market instruments (JEL E43, E44, E52) | by Michael Joyce | 978
(Dec 2008) |
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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates (JEL E40, E52) | by Massimo Guidolin and Daniel L. Thornton | 977
(Dec 2008) |
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The term structure of interest rates across frequencies (JEL C22, E43) | by Katrin Assenmacher-Wesche and Stefan Gerlach | 976
(Dec 2008) |
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Early estimates of euro area real GDP growth: a bottom up approach from the production side | by Elke Hahn and Frauke Skudelny | 975
(Dec 2008) |
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Do China and oil exporters influence major currency configurations? (JEL E58, F30, F31, F36, G15) | by Marcel Fratzscher and Arnaud Mehl | 973
(Dec 2008) |
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Institutional features of wage bargaining in 23 European countries, the US and Japan (JEL J31, J38, J51, J58) | by Philip Du Caju, Erwan Gautier | 974
(Dec 2008) |
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Responses to monetary policy shocks in the east and the west of Europe: a comparison (JEL C11, C32, C33, E40, E52) | by Marek Jarocinski | 970
(Nov 2008) |
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Monetary policy and housing prices in an estimated DSGE for the US and the euro area (JEL E4, E5, F4) | by Matthieu Darracq Paričs and Alessandro Notarpietro | 972
(Nov 2008) |
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Interactions between private and public sector wages (JEL E24, E62, H50) | by António Afonso and Pedro Gomes | 971
(Nov 2008) |
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Comparing and evaluating Bayesian predictive distributions of assets returns (JEL C11, C53) | by John Geweke and Gianni Amisano | 969
(Nov 2008) |
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What drives U.S. current account fluctuations? (JEL E0, F32, F4) | by Alina Barnett and Roland Straub | 959
(Nov 2008) |
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A value at risk analysis of cedit default swaps (JEL E43, G12, G13) | by Burkhard Raunig and Martin Scheicher | 968
(Nov 2008) |
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Central Bank misperceptions and the role of money in interest rate rules. (JEL E32, E41, E43, E52, E58) | by Guenter W. Beck and Volker Wieland | 967
(Nov 2008) |
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Large Bayesian VARs (JEL C11, C13, C33, C53) | by Marta Banbura | 966
(Nov 2008) |
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IMF lending and geopolitics (JEL F33, H77, O19) | by Julien Reynaud and Julien Vauday | 965
(Nov 2008) |
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Do firms provide wage insurance against shocks? Evidence from Hungary (JEL C33, D21, J33, J41) | by Gábor Kátay | 964
(Nov 2008) |
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Public and private sector wages: co-movement and causality (JEL C32, E62, E63, H50, J30, J51, J52) | by Ana Lamo | 963
(Nov 2008) |
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Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations (JEL E4, E5, F4) | by Stéphane Adjemian and Matthieu Darracq Paričs | 962
(Nov 2008) |
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Budgetary and external imbalances relationship: a panel data diagnostic (JEL C23, E62, F32, H62) | by António Afonso and Christophe Rault | 961
(Nov 2008) |
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On implications of micro price data for macro models (JEL E3, E5) | by Bartosz Mackowiak and Frank Smets | 960
(Nov 2008) |
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Oil exporters: in search of an external anchor (JEL C30, C51, C61, F31, O24) | by Maurizio Michael Habib and Jan Stráský | 958
(Nov 2008) |
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Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR (JEL C13, C32) | by Halbert White | 957
(Nov 2008) |
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The political economy under monetary union: has the euro made a difference? (JEL F31, F33, G14) | by Marcel Fratzscher and Livio Stracca | 956
(Nov 2008) |
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Monetary policy and stock market boom-bust cycles | by Lawrence Christiano, Cosmin Ilut | 955
(Oct 2008) |
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Fiscal policy responsiveness, persistence and discretion (JEL E62, H50) | by António Afonso | 954
(Oct 2008) |
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Estimating and forecasting the euro area monthly national accounts from a dynamic factor model (JEL C53, E37) | by Elena Angelini | 953
(Oct 2008) |
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Is forecasting with large models informative? Assessing the role of judgement in macro-economic forecasts (JEL C52, E30, E32, E37) | by Ricardo Mestre and Peter McAdam | 950
(Oct 2008) |
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Short-term forecasts of euro area GDP growth (JEL C33, C53, E52) | by Elena Angelini, Gonzalo Camba-Méndez, Domenico Giannone | 949
(Oct 2008) |
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How successful is the G7 in managing exchange rates? (JEL F31, F33, F50, G7) | by Marcel Fratzscher | 952
(Oct 2008) |
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Exchange rate pass-through in the global economy: the role of emerging market economies (JEL F10, F30, F41) | by Matthieu Bussičre and Tuomas A. Peltonen | 951
(Oct 2008) |
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Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm (JEL C19, C49, G19) | by Josep Maria Puigvert Gutiérrez and Josep Fortiana Gregori | 948
(Oct 2008) |
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Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity (JEL F31, F36, G14, G15, G32) | by Maurizio Michael Habib and Mark Joy | 947
(Oct 2008) |
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Macroeconomic adjustment to monetary union (JEL E21, F32, F36) | by Gabriel Fagan and Vítor Gaspar | 946
(Oct 2008) |
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Wage and price dynamics in Portugal (JEL C32, C51, E31, J30) | by Carlos Robalo Marques | 945
(Oct 2008) |
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The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis (JEL C11, C32, E32, E37) | by Kai Christoffel | 944
(Oct 2008) |
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How does competition affect efficiency and soundness in banking? New empirical evidence (JEL G21, G28, L11) | by Klaus Schaeck and Martin Cihák | 932
(Oct 2008) |
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Channels of international risk-sharing: capital gains versus income flows (JEL F21, F30, F36) | by Thierry Bracke and Martin Schmitz | 938
(Sep 2008) |
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Sparse and stable Markowitz portfolios (JEL C00, G11) | by Joshua Brodie, Ingrid Daubechies, Christine De Mol | 936
(Sep 2008) |
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International stock return comovements | by Geert Bekaert | 931
(Sep 2008) |
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Sticky information Phillips curves: European evidence (JEL D84, E31) | by Jörg Döpke, Jonas Dovern | 930
(Sep 2008) |
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The impact of financial position on investment: an anlysis for non-financial corporations in the euro area. (JEL C33, E22, G32, J23) | by Carmen Martinez-Carrascal and Annalisa Ferrando | 943
(Sep 2008) |
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An application of index numbers theory to interest rates (JEL C43, E43) | by Javier Huerga and Lucia Steklacova | 939
(Sep 2008) |
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Towards a monetary policy evaluation framework (JEL E4, E5, F4) | by Stéphane Adjemian | 942
(Sep 2008) |
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Euro's influence upon trade: Rose effect versus border effect (JEL F10, F14, F15) | by Gianluca Cafiso | 941
(Sep 2008) |
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The effect of durable goods and ICT on euro area productivity growth? (JEL E01, E21, E22, J24, O11) | by Jukka Jalava and Ilja Kristian Kavonius | 940
(Sep 2008) |
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Fiscal policies, the current account and Ricardian equivalence (JEL E62, F32, F41) | by Christiane Nickel and Isabel Vansteenkiste | 935
(Sep 2008) |
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Bank mergers and lending relationships (JEL G21, G34) | by Judit Montoriol-Garriga | 934
(Sep 2008) |
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Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through (JEL E31, F3, F41) | by Stéphane Dées | 933
(Sep 2008) |
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Real convergence in Central and Eastern European EU Member States: which role for exchange rate volatility? (JEL F3, F4, F5) | by Olga Arratibel | 929
(Sep 2008) |
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Should quarterly government finance statistics be used for fiscal surveillane in Europe? (JEL C53, E6, H6) | by Diego J. Pedregal and Javier J. Pérez | 937
(Sep 2008) |
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Modelling and Forecasting the Yield Curve under Model uncertainty (JEL C5, E4, G1) | by Paola Donati and Francesco Donati | 917
(Aug 2008) |
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Resuscitating the wage channel in models with unemployment fluctuations (JEL E24, E31, E32, J64) | by Kai Christoffel and Keith Kuester | 923
(Aug 2008) |
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Corporate tax competition and the decline of public investment | by Pedro Gomes and Francois Pouget | 928
(Aug 2008) |
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Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability | by Roberto A. De Santis | 926
(Aug 2008) |
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Monetary stabilisation in a currency union of small open economies | by Marcelo Sánchez | 927
(Aug 2008) |
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Flow on conjunctural information and forecast of euro area economic activity (JEL C22, C53, E17) | by Katja Drechsel and Laurent Maurin | 925
(Aug 2008) |
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Government spending volatility and the size of nations (JEL E62, H10) | by Davide Furceri and Marcos Poplawski Ribeiro | 924
(Aug 2008) |
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An investigation on the effect of real exchange rate movements on OECD bilateral exports (JEL D73, F10, F32) | by Antoine Berthou | 920
(Jul 2008) |
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A review of nonfundamentalness and identification in structural VAR models (JEL C32, C51, C52) | by Lucia Alessi | 922
(Jul 2008) |
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Foreign direct investment and environmental taxes (JEL F12, F18, F23) | by Roberto A. De Santis and Frank Stähler | 921
(Jul 2008) |
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Fiscal policy in real time (JEL C23, E30, E62, H30, H60) | by Jacopo Cimadomo | 919
(Jul 2008) |
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Imports and profitability in the euro area manufacturing sector: the role of emerging market economies (JEL C23, F12, L11, L13) | by Tuomas A. Peltonen, Martin Skala | 918
(Jul 2008) |
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Optimal reserve composition in the presence of sudden stops: the euro and the dollar as safe haven currencies (JEL F31, F32, F33, G11) | by Roland Beck and Ebrahim Rahbari | 916
(Jul 2008) |
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Globalisation and the euro area: simulation based analysis using the New Area Wide Model. (JEL E32, E62) | by Roland Straub and Pascal Jacquinot | 907
(Jun 2008) |
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How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches (JEL E43, G12, G13) | by Martin Scheicher | 910
(Jun 2008) |
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Medium run redux: technical change, factor shares and frictions in the euro area | by Peter McAdam and Alpo Willman | 915
(Jun 2008) |
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Evolution and sources of manufacturing productivity growth: evidence from a panel of European countries | by Silvia Giannangeli and Ramón Gómez-Salvador | 914
(Jun 2008) |
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Country and industry equity risk premia in the euro area: an intertemporal approach | by Lorenzo Cappiello | 913
(Jun 2008) |
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Labour cost and employment across euro area countries and sectors | by Beatrice Pierluigi and Moreno Roma | 912
(Jun 2008) |
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Global liquidity glut or global savings glut? A structural VAR approach | by Thierry Bracke and Michael Fidora | 911
(Jun 2008) |
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Repo markets, counterparty risk and the 2007/2008 liquidity crisis | by Christian Ewerhart and Jens Tapking | 909
(Jun 2008) |
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3-step analysis of public finances sustainability: the case of the European Union | by António Afonso and Christophe Rault | 908
(Jun 2008) |
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The impact of the euro on equity markets: a country and sector decomposition | by Lorenzo Cappiello | 906
(Jun 2008) |
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A persistence-weighted measure of core inflation in the euro area | by Laurent Bilke and Livio Stracca | 905
(Jun 2008) |
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Does money matter in the IS curve? The case of the UK | by Barry E. Jones and Livio Stracca | 904
(Jun 2008) |
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Forecasting inflation and tracking monetary policy in the euro area: does national information help? (JEL C25, E37, E52) | by Fabrizio Venditti | 900
(Jun 2008) |
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A robust criterion for determining the number of static factors in approximate factor models. (JEL C52) | by Lucia Alessi | 903
(May 2008) |
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On the empirical evidence of the intertemporal current account model for the euro area countries (JEL D91, F36, F41) | by Michele Ca' Zorzi and Michal Rubaszek | 895
(May 2008) |
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The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models (JEL C3, C53, E37) | by Matthieu Darracq Paričs and Laurent Maurin | 894
(May 2008) |
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Sticky wages: evidence from quarterly microeconomic data | by Thomas Heckel | 893
(May 2008) |
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Fiscal consolidation in the euro area: long-run benefits and short-run costs. (JEL E32, E62) | by Günter Coenen | 902
(May 2008) |
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The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area (JEL C53, E6, H6) | by Luca Onorante, Diego J. Pedregal | 901
(May 2008) |
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Robust monetary rules under unstructured and structured model uncertainty (JEL E37, E52, E58) | by Paul Levine | 899
(May 2008) |
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Central Bank communication and monetary policy: a survey of theory and evidence (JEL E52, E58) | by Alan S. Blinder, Michael Ehrmann, Jakob de Haan | 898
(May 2008) |
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DSGE-Modelling: when agents are imperfectly informed (JEL E10, E32) | by Paul De Grauwe | 897
(May 2008) |
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The Maastricht Convergence Criteria and Optimal Monetary Policy for the EMU Accession Countries. | by Anna Lipinska | 896
(May 2008) |
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Credit and the natural rate of interest. | by Fiorella De Fiore and Oreste Tristani | 889
(Apr 2008) |
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House Prices and the stance of Monetary Policy. (JEL E3, E4) | by Marek Jarocinski and Frank Smets | 891
(Apr 2008) |
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