Central Bank of Luxembourg
BCL working papers
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2013
- 82 Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach
by Xisong Jin & Francisco Nadal De Simone - 81 Fluctuations Economiques et Dynamiques de la Constitution de Provisions Pour Créances Douteuses des Banques Luxembourgeoises
by Sabbah Gueddoudj
2012
- 80 The Determinants of Short Term Funding in Luxembourgish Banks
by Dirk Mevis - 79 An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg
by Gaston Giordana & Ingmar Schumacher - 78 Income, Wealth and Consumption of Cross-Border Commuters to Luxembourg
by Thomas Y. Mathä & Alessandro Porpiglia & Michael Ziegelmeyer - 77 Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg
by Gaston Giordana & Ingmar Schumacher - 76 LOLA 2.0: Luxembourg OverLapping generation model for policy Analysis
by Luca Marchiori & Olivier Pierrard - 75 An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal
by Xisong Jin & Francisco Nadal De Simone - 74 Backing out of private pension provision - Lessons from Germany
by Michael Ziegelmeyer & Julius Nick - 73 The Luxembourg Household Finance and Consumption Survey (LU-HFCS): Introduction and Results
by Thomas Y. Mathä & Alessandro Porpiglia & Michael Ziegelmeyer - 72 A Financial Social Accounting Matrix (SAM) for Luxembourg
by Amela Hubic - 71 Macro-financial linkages: Evidence from country-specific VARs
by Paolo Guarda & Philippe Jeanfils
2011
- 70 How do firms adjust in a crisis? Evidence from a survey among Luxembourg firms
by Patrick Lünnemann & Thomas Y. Mathä - 69 Demography, capital flows and unemployment
by Luca Marchiori & Olivier Pierrard & Henri R. Sneessens - 68 Is foreign-bank efficiency in financial centers driven by homecountry characteristics?
by Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk - 67 Changes in bank specialisation: comparing foreign subsidiaries and branches in Luxembourg
by Claudia Curi & Paolo Guarda & Valentin Zelenyuk - 66 The Leverage Cycle in Luxembourg?s Banking Sector
by Gastón Andrés Giordana & Ingmar Schumacher - 65 Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
by Xisong Jin & Francisco Nadal de Simone - 64 On-the-job Search and Cyclical Unemployment: Crowding Out vs. Vacancy Effects
by Daniel Martin & Olivier Pierrard - 63 An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests
by Paolo Guarda & Abdelaziz Rouabah & John Theal - 62 Aging and Pensions in General Equilibrium: Labor Market Imperfections Matter
by David de la Croix & Olivier Pierrard & Henri R. Sneessens - 61 The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study
by Gaston Giordana & Ingmar Schumacher - 60 Subprime Consumer Credit Demand: Evidence from a Lender?sPricing Experiment
by Sule Alan & Ruxandra Dumitrescu & Gyongyi Loranth - 59 Behavioural Characteristics and Financial Distress
by Yvonne McCarthy - 58 Household Sector Borrowing in the Euro Area: A Micro Data Persective
by Ramon Gomez-Salvador & Adriana Lojschova & Thomas Westermann - 57 The Immigrant/Native Wealth Gap in Germany, Italy and Luxembourg
by Thomas Y. Mathä & Alessandro Porpiglia & Eva Sierminska - 56 Wealth mobility and dynamics over entire individual working life cycles
by Stefan Hochguertel & Henry Ohlsson - 55 Inheritances and the Distribution of Wealth Or Whatever Happened to the Great Inheritance Boom?
by Edward N. Wolff & Maury Gittleman - 54 Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis
by Tabea Bucher-Koenen & Michael Ziegelmeyer - 53 Check in the Mail or More in the Paycheck: Does the Effectiveness of Fiscal Stimulus Depend on How It Is Delivered?
by Claudia R. Sahm & Matthew D. Shapiro & Joel Slemrod - 52 Consumption and Initial Mortgage Conditions: Evidence From Survey Data
by Giacomo Masier & Ernesto Villanueva - 51 Financial Advice and Stock Market Participation
by Dimitris Georgarakos & Roman Inderst - 50 Which Households Use Banks? Evidence from the Transition Economies
by Thorsten Beck & Martin Brown
2010
- 49 Monetary Policy Transmission and Macroeconomic Dynamics in Luxembourg: Results from a VAR Analysis
by Romuald Morhs - 48 Downward wage rigidity and automatic wage indexation: Evidence from monthly micro wage data
by Patrick Lünnemann & Ladislav Wintr - 47 Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector
by Abdelaziz Rouabah & John Theal - 46 The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation
by Paolo Fegatelli - 45 Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector
by Francisco Nadal De Simone & Franco Stragiotti - 44 The role of collateral requirements in the crisis: one tool for two objectives?
by Paolo Fegatelli
2009
- 43 Liquidity Risk Monitoring Framework: A Supervisory Tool
by ?tefan Rychtárik & Franco Stragiotti - 42 Stress testing and contingency funding plans: an analysis of current practices in the Luxembourg banking sector
by Franco Stragiotti - 41 Liquidity Scenario Analysis in the Luxembourg Banking Sector
by ?tefan Rychtárik - 40 Pros and Cons of various fiscal measures to stimulate the economy
by Carine Bouthevillain & John Caruana & Cristina Checherita & Jorge Cunha & Esther Gordo & Stephan Haroutunian & Amela Hubic & Geert Langenus & Bernhard Manzke & Javier J. Pérez & Pietro Tommasino - 39 Wages are flexible, aren?t they? evidence from monthly micro wage data
by Patrick Lünnemann & Ladislav Wintr - 38 Inflation dynamics with labour market matching: assessing alternative specifcations
by Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard - 37 Regional wages and market potential in the enlarged EU: An empirical investigation
by Thomas Y. Mathä & Allison Shwachman - 36 LOLA 1.0: Luxembourg overLapping generation model for policy analysis
by Olivier Pierrard & Henri R. Sneessens
2008
- 35 Financial (in)stability, supervision and liquidity injections: a dynamic general equilibrium approach
by Gregory de Walque & Olivier Pierrard & Abdelaziz Rouabah - 34 Regional mc parity: do common pricing points reduce deviations from the law of one price?
by Thomas Y. Mathä - 33 Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation
by Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters - 32 Search in the product market and the real business cycle
by Thomas Y. Mathä & Olivier Pierrard - 31 A monthly indicator of Economic activity for Luxembourg
by Muriel Nguiffo-Boyom - 30 Eurosystem communication and financial market expectations
by Patrick Luennemann & Dirk Mevis - 29 Les taux d?intérêts des banques luxembourgeoises : une étude sur bases agrégée et individuelle
by Yann Wicky
2007
- 28 An analysis of regional commuting flows in the European Union
by Jordan Marvakov & Thomas Y. Mathä - 27 Banking output & price indicators from quarterly reporting data
by Abdelaziz Rouabah & Paolo Guarda - 26 Commuters, residents and job competition in Luxembourg
by Olivier Pierrard - 25 Co-variation des taux de croissance sectoriels au Luxembourg: l?apport des corrélations conditionnelles dynamiques
by Abdelaziz Rouabah - 24 Mesure de la vulnérabilité du secteur bancaire luxembourgeois
by Abdelaziz Rouabah
2006
- 23 The transition from payg to funding: application to the Luxembourg privat sector pension system
by Muriel Bouchet - 22 Are internet prices sticky?
by Patrick Lünnemann & Ladislav Wintr - 21 La sensibilité de l'activité bancaire aux chocs macroéconomiques : une analyse en panel sur des données de banques luxembourgeoises
by Abdelaziz Rouabah - 20 Peut-on parler de bulle sur le marché immobilier au Luxembourg ?
by Christophe Blot - 19 New survey evidence on the pricing behaviour of Luxembourg firms
by Patrick Lünnemann & Thomas Mathä - 18 L'identité de Fisher et l'interaction entre l'inflation et la rentabilité des actions: l'importance des régimes sous-jacents aux marchés boursiers
by Abdelaziz Rouabah
2005
- 17 Consumer price behaviour in Luxembourg: evidence from micro CPI data
by Patrick Lünnemann & Thomas Mathä - 16 Cape Verde's exchange rate policy and its alternatives
by Romain Weber - 15 Estimating the natural interest rate for the euro area and Luxembourg
by Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah - 14 Nominal rigidities and inflation persistence in Luxembourg: a comparison with EU 15 member countries with particular focus on services and regulated prices
by Patrick Lünnemann & Thomas Y. Mathä - 13 Les déterminants du solde de la balance des transactions courantes au Luxembourg
by Abdelaziz Rouabah
2004
- 12 Inflation persistence in Luxembourg: a comparison with EU15 countries at the disaggregate level
by Patrick Lünnemann & Thomas Y. Mathä - 11 The new Keynesian Phillips curve: empirical results for Luxembourg
by Ieva Rubene & Paolo Guarda
2003
- 9 Règle de Taylor: estimation et interprétation pour la zone euro et pour le Luxembourg
by Patrick Lünnemann & Abdelaziz Rouabah - 8 What to expect of the euro? Analysing price differences of individual products in Luxembourg and its surrounding regions
by Thomas Mathä - 7 The analysis of risk and risk mitigation techniques in payment and securities settlement systems and the impact on central banks? oversight
by Simona Amati - 6 The sustainability of the private sector pension system from a long-term perspective: the case of Luxembourg
by Muriel Bouchet - 10 Nouveaux instruments de paiement: une analyse du point de vue de la banque centrale
by Li-Chun Yuan
2002
- 5 Monetary transmission: empirical evidence from Luxembourg firm-level data
by Patrick Lünnemann & Thomas Mathä - 4 Potential output and the output gap in Luxembourg: some alternative methods
by Paolo Guarda - 3 Economies d?échelle, économies de diversification et efficacité productive des banques luxembourgeoises : une analyse comparative des frontières stochastiques sur données en panel
by Abdelaziz Rouabah
2001
- 2 Stock market valuation of old and new economy firms
by Patrick Lünnemann - 1 An assessment of the national labour market
by Erik Walch