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European Central Bank

Working Paper Series

Contact information of European Central Bank:
Postal: Postfach 16 03 19, Frankfurt am Main, Germany
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Web page: http://www.ecb.europa.eu/home/html/index.en.html
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Postal: Press and Information Division, European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany
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For technical questions regarding this series, please contact (Official Publications)
Series handle: repec:ecb:ecbwps

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2002

113 Financial frictions and the monetary transmission mechanism: theory; evidence and policy implications
by Charles Bean & Jens D.J. Larsen & Kalin Nikolov [Downloadable!]

2001

115 Monetary policy rules, macroeconomic stability and inflation: a view from the trenches
by Athanasios Orphanides [Downloadable!]
112 Firm investment and monetary policy transmission in the Euro area
by Jean-Bernard Chatelain & Andrea Generale & Ignacio Hernando & Philip Vermeulen & Ulf von Kalckreuth [Downloadable!]
111 Monetary transmission: empirical evidence from Luxembourg firm-level data
by Patrick Lunnemann & Thomas Mathä [Downloadable!]
110 Does monetary policy have asymmetric effects? A look at the investment decisions of Italian firms
by Eugenio Gaiotti & Andrea Generale [Downloadable!]
109 Monetary transmission in Germany: new perspectives on financial constraints and investment spending
by Ulf von Kalckreuth [Downloadable!]
108 Credit channel and investment behavior in Austria: a micro-econometric approach
by Maria Teresa Valderrama [Downloadable!]
107 The interest rate and credit channels in Belgium: an investigation with micro-level firm data
by Philip Vermeulen & Paul Butzen & Catherine Fuss & Patrick Sevestre & Andreas Worms [Downloadable!]
106 Investment, the cost of capital, and monetary policy in the nineties in France: a panel data investigation
by Jean-Bernard Chatelain [Downloadable!]
105 Financial systems and the role of banks in monetary policy transmission in the Euro area
by Michael Ehrmann & Leonardo Gambacorta & Jorge Martinez-Pages & Patrick Sevestre & Andreas Worms [Downloadable!]
104 Is there a Bank lending channel of monetary policy in Greece? Evidence from bank level data
by Sophocles N. Brissimis & Nicos C. Kamberoglou & George T. Simigiannis [Downloadable!]
103 Bank-specific characteristics and monetary policy transmission: the case of Italy
by Leonardo Gambacorta [Downloadable!]
102 The bank lending channel of monetary policy: identification and estimation using Portuguese micro bank data
by Maria Luisa Alcoforado Farinha & Carlos Robalo Marques [Downloadable!]
101 Monetary policy and bank lending in France: are there asymmetries?
by Claire Loupias & Frederique Savignac & Patrick Sevestre [Downloadable!]
100 Transmission of monetary policy shocks in Finland: evidence from bank level data on loans
by Jukka Topi & Jouko Vilmunen [Downloadable!]
099 Is there a bank lending channel of monetary policy in Spain?
by Ignacio Hernando & Jorge Martinez-Pages [Downloadable!]
098 The credit in the Netherlands: evidence from bank balance sheets
by Leo De Haan [Downloadable!]
097 Asymmetries in bank lending behavior: Austria during the 1990s
by Sylvia Kaufmann [Downloadable!]
096 The reaction of bank lending to monetary policy measures in Germany
by Andreas Worms [Downloadable!]
095 Some stylised facts on the Euro area business cycle
by Anna Maria Agresti & Benoit Mojon [Downloadable!]
094 Monetary policy transmission in the Euro area: what do aggregate and national structural models tell us?
by Julian Benedict Morgan & Alberto Locarno & Jean-Pierre Villetelle & Peter van Els [Downloadable!]
093 The monetary transmission mechanism in the Euro area level: issues and results using structural macroeconomic models (MTN conference paper)
by Julian Benedict Morgan & Peter McAdam [Downloadable!]
092 A VAR description of the effects of monetary policy in the individual countries of the Euro area
by Benoit Mojon & Gert Peersman [Downloadable!]
091 The monetary transmission mechanism in the Euro area: more evidence from VAR analysis (MTN conference paper)
by Frank Smets & Gert Peersman [Downloadable!]
090 Public pensions and growth
by JeanPierre Vidal & Philippe Michel & Stephane Lambrecht [Downloadable!]
089 Monetary policy and fears of financial instability
by Carsten Detken & Vincent Brousseau [Downloadable!]
088 Why is it so difficult to beat the random walk forecast of exchange rates
by Lutz Kilian & Mark P. Taylor [Downloadable!]
087 Credit rationing, output gap, and business cycles
by Frederic Boissay [Downloadable!]
086 Rational expectations and near rational alternatives: how best to form expectations
by Mike Beeby & S.G. Hall & Brian Henry [Downloadable!]
085 Determinants of the Euro real effective exchange rate: a BEER/PEER approach
by Francisco Maeso Fernandez & Bernd Schnatz & Chiara Osbat [Downloadable!]
084 Data uncertainty and the role of money as an information variable for monetary policy
by Andrew T. Levin & Gunter Coenen & Volker Wieland [Downloadable!]
083 Chi-squared tests of interval and density forecasts and the Bank of England's fan charts
by Kenneth F. Wallis [Downloadable!]
082 Economic forecasting: some lessons from recent research
by David F. Hendry & Michael P. Clements [Downloadable!]
081 What can changes in structural factors tell us about unemployment in Europe?
by Julian Benedict Morgan & Annabelle Mourougane [Downloadable!]
080 The microstructure of the Euro money market
by Michele Manna & Philipp Hartmann & Andres Manzanares [Downloadable!]
079 Does liquidity matter? Properties of the synthetic divisia monetary aggregate in the Euro area
by Livio Stracca [Downloadable!]
078 Investment and monetary policy in the Euro area
by Benoit Mojon & Frank Smets & Philip Vermeulen [Downloadable!]
077 Cyclically adjusted budget balances: an alternative approach
by Philippine Cour-Thimann & Pablo Hernandez Cos & Matthias F. Mohr & Mika Tujula & Carine Bouthevillain & Geert Langenus & Sandro Momigliano & Gerrit Van Den Dool [Downloadable!]
076 Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?
by Reint Gropp & Anthony J. Richards [Downloadable!]
075 Value at risk models in finance
by Simone Manganelli & Robert F. Engle [Downloadable!]
074 Interbank market integration under asymmetric information
by Cornelia Holthausen & Xavier Freixas [Downloadable!]
073 Interbank lending and monetary policy transmission - evidence for Germany
by Michael Ehrmann & Andreas Worms [Downloadable!]
072 Bank concentration and retail interest rates
by Reint Gropp & Sandrine Corvoisier [Downloadable!]
071 Asset market linkages in crisis periods
by Stefan Straetmans & Casper G. De Vries & Philipp Hartmann [Downloadable!]
070 Central bank forecasts of liquidity factors: Quality, publication and the control of the overnight rate
by Ulrich Bindseil [Downloadable!]
069 The ECB monetary policy strategy and the money market
by Vitor Gaspar & Jorge Sicilia & Gabriel Perez-Quiros [Downloadable!]
068 The performance of forecast-based monetary policy rules under model uncertainty
by John C. Williams & Andrew T. Levin & Volker Wieland [Downloadable!]
067 The daily market for funds in Europe: has something changed with the EMU?
by Hugo Rodriguez Mendizabal & Gabriel Perez-Quiros [Downloadable!]
066 Can short-term foreign exchange volatility be predicted by the Global Hazard Index?
by Vincent Brousseau & Fabio Scacciavillani [Downloadable!]
065 A system approach for measuring the euro area NAIRU
by Ricardo Mestre & Silvia Fabiani [Downloadable!]
064 Exchange rate volatility and euro area imports
by Robert Anderton & Frauke Skudelny [Downloadable!]
063 Does money lead inflation in the euro area?
by Sergio Nicoletti Altimari [Downloadable!]
062 Spectral based methods to identify common trends and common cycles
by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!]
061 Diffusion index-based inflation forecasts for the euro area
by Elena Angelini & Jerome Henry & Ricardo Mestre [Downloadable!]
060 A multi-country trend indicator for euro area inflation: computation and properties
by Elena Angelini & Jerome Henry & Ricardo Mestre [Downloadable!]
059 Uncertain potential output: implications for monetary policy
by Michael Ehrmann & Frank Smets [Downloadable!]
058 Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities
by Gabriel Perez-Quiros & Allan G. Timmermann [Downloadable!]
057 Model-based indicators of labour market rigidity
by Silvia Fabiani & Diego Rodriguez-Palenzuela [Downloadable!]
056 Stabilization policy in a two country model and the role of financial frictions
by Ester Faia [Downloadable!]
055 Modelling the demand for loans to the private sector in the Euro area
by Alessandro Calza & Christine Gartner & Joao Sousa [Downloadable!]
054 Assessment criteria for output gap estimates
by Gonzalo Camba-Mendez & Diego Rodriguez-Palenzuela [Downloadable!]
053 An evaluation of some measures of core inflation for the euro area
by Juan Luis Vega-Croissier & Mark A. Wynne [Downloadable!]
052 Are the effects of monetary policy in the euro area greater in recessions than in booms?
by Frank Smets & Gert Peersman [Downloadable!]
051 The functional form of the demand for euro area M1
by Livio Stracca [Downloadable!]
50 Employment and productivity growth in service and manufacturing sectors in France, Germany and the US
by Till von Wachter [Downloadable!]
49 Business cycle and monetary policy analysis in a structural sticky-price model of the euro area
by Miguel Casares [Downloadable!]
48 Financial market integration in Europe: on the effects of EMU on stock markets
by Marcel Fratzscher [Downloadable!]
47 Deposit insurance and moral hazard: does the counterfactual matter?
by Reint Gropp & Jukka M. Vesala [Downloadable!]
46 A two-factor model of the German term structure of interest rates
by Jorge Barros Luís & Nuno Cassola [Downloadable!]
45 Testing the rank of the Hankel matrix - a statistical approach
by Gonzalo Camba-Méndez & George Kapetanios [Downloadable!]
44 The supply and demand for Eurosystem deposits - the first 18 months
by Ulrich Bindseil & Franz Seitz [Downloadable!]
43 Sources of economic renewal - from the traditional firm to the knowledge firm
by Diego Rodriguez Palenzuela [Downloadable!]
42 An area-wide model (AWM) for the euro area
by Gabriel Fagan & Jérôme Henry & Ricardo Mestre [Downloadable!]
41 Why adopt transparency? The publication of central bank forecasts
by Petra M. Geraats [Downloadable!]

2000

40 Financial structure and the interest rate channel of ECB monetary policy
by Benoît Mojon [Downloadable!]
39 A money demand system for Euro area M3
by Claus Brand & Nuno Cassola [Downloadable!]
38 The optimal inflation tax when taxes are costly to collect
by Fiorella de Fiore [Downloadable!]
37 Business fixed investment: evidence of a financial accelerator in Europe
by Philip Vermeulen [Downloadable!]
36 Measuring core inflation in the Euro area
by Claudio Morana [Downloadable!]
35 Systemic risk: a survey
by Olivier de Bandt & Philipp Hartmann [Downloadable!]
34 Capital market development, corporate governance and the credibility of exchange rate pegs
by Olli Castrén & Tuomas Takalo [Downloadable!]
33 The information content of M3 for future inflation
by Carmine Trecroci & Juan Luis Vega-Croissier [Downloadable!]
32 Can indeterminacy explain the short-run non-neutrality of money?
by Fiorella de Fiore [Downloadable!]
31 The disappearing tax base: is foreign direct investment eroding corporate income taxes?
by Reint Gropp & Kristina Kostial [Downloadable!]
30 A small estimated Euro area model with rational expectations and nominal rigidities
by Günter Coenen & Volker Wieland [Downloadable!]
29 The sources of unemployment fluctuations: an empirical application to the Italian case
by Silvia Fabiani & Alberto Locarno & Giampaolo Oneto & Paolo Sestito [Downloadable!]
28 Learning, uncertainty and Central Bank activism in an economy with strategic interactions
by Natacha Valla & Martin Ellison [Downloadable!]
27 This is what the US leading indicators lead
by Maximo Camacho & Gabriel Perez-Quiros [Downloadable!]
26 Which kind of transparency? On the need for clarity in monetary policy-making
by Bernhard Winkler [Downloadable!]
25 Caution and conservatism in the making of monetary policy
by Philip Schellekens [Downloadable!]
24 What horizon for price stability
by Frank Smets [Downloadable!]
23 Escaping Nash inflation
by In-Koo Cho & Thomas J. Sargent [Downloadable!]
22 Regulating access to international large-value payment systems
by Cornelia Holthausen & Thomas Ronde [Downloadable!]
21 Firm size and monetary policy transmission: evidence from German business survey data
by Michael Ehrmann [Downloadable!]
20 Convergence of fiscal policies in the Euro area
by Francesco P. Mongelli & Oliver De Bandt [Downloadable!]
19 The euro and international capital markets
by Carsten Detken & Philipp Hartmann [Downloadable!]
18 House prices and the macroeconomy in Europe: results from a structural VAR analysis
by Matteo M. Iacoviello [Downloadable!]
17 Alternative measures of the NAIRU in the Euro area: estimates and assessment
by Ricardo Mestre & Silvia Fabiani [Downloadable!]
16 Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model
by Peter Hördahl [Downloadable!]
15 The quest for prosperity without inflation
by Athanasios Orphanides [Downloadable!]
14 Assessing nominal income rules for monetary policy with model and data uncertainty
by Glenn D. Rudebusch [Downloadable!]
13 Monetary policy with uncertain parameters
by Ulf Söderström [Downloadable!]
12 Indicator variables for optimal policy
by Lars E.O. Svensson & Michael Wooford [Downloadable!]
11 Is the yield curve a useful information variable for the Eurosystem?
by Jan Marc Berk & Peter A.G. Vanbergeijk [Downloadable!]
10 On the effectiveness of sterilized foreign exchange intervention
by Rasmus Fatum [Downloadable!]
09 Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models
by Günter Coenen [Downloadable!]

1999

8 Inflation zone targetting
by Athanasios Orphanides & Volker Wieland [Downloadable!]
7 A cross-country comparison of market structures in European banking
by Olivier de Bandt & E Philip Davis [Downloadable!]
6 The demand for M3 in the euro area
by Günter Coenen & Juan-Luis Vega [Downloadable!]
5 Core inflation: a review of some conceptual issues
by Mark A. Wynne [Downloadable!]
4 From the ERM to the euro: new evidence on economic and policy convergence among EU countries
by Ignazio Angeloni & Luca Dedola [Downloadable!]
3 Fiscal policy effectiveness and neutrality results in a non-Ricardian world
by Carsten Detken [Downloadable!]
2 What does the single monetary policy do? A SVAR benchmark for the European Central Bank
by Carlo Monticelli & Oreste Tristani [Downloadable!]
1 A global hazard index for the world foreign exchange markets
by Vincent Brousseau & Fabio Scacciavillani [Downloadable!]

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This page was last updated on 2009-11-20.

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