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Content
2021
- 2566 Measuring price selection in microdata: it’s not there
by Karadi, Peter & Schoenle, Raphael & Wursten, Jesse
- 2565 The risk management approach to macro-prudential policy
by Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd
- 2564 Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies
by Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur
- 2563 The Covid pandemic in the market: infected, immune and cured bonds
by Zaghini, Andrea
- 2562 Point targets, tolerance bands, or target ranges? Inflation target types and the anchoring of inflation expectations
by Ehrmann, Michael
- 2561 Euro area sovereign bond risk premia during the Covid-19 pandemic
by Corradin, Stefano & Grimm, Niklas & Schwaab, Bernd
- 2560 What drives euro area financial market developments? The role of US spillovers and global risk
by Brandt, Lennart & Saint Guilhem, Arthur & Schröder, Maximilian & Van Robays, Ine
- 2559 On the effectiveness of macroprudential policy
by Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen
- 2558 The COVID-19 shock and challenges for time series models
by Bobeica, Elena & Hartwig, Benny
- 2557 The effect of macroeconomic uncertainty on household spending
by Coibion, Olivier & Georgarakos, Dimitris & Gorodnichenko, Yuriy & Kenny, Geoff & Weber, Michael
- 2556 A risk management perspective on macroprudential policy
by Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd
- 2555 A toolkit for computing Constrained Optimal Policy Projections (COPPs)
by de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka
- 2554 On the optimal control of interbank contagion in the euro area banking system
by Fukker, Gábor & Kok, Christoffer
- 2553 Lending relationships in loan renegotiation: evidence from corporate loans
by Papoutsi, Melina
- 2552 Funding behaviour of debt management offices and the ECB’s Public Sector Purchase Programme
by Plessen-Mátyás, Katharina & Kaufmann, Christoph & von Landesberger, Julian
- 2551 The disciplining effect of supervisory scrutiny in the EU-wide stress test
by Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo
- 2550 Do banks fuel climate change?
by Reghezza, Alessio & Altunbas, Yener & Marqués-Ibáñez, David & Rodriguez d’Acri, Costanza & Spaggiari, Martina
- 2549 Banks and negative interest rates
by Heider, Florian & Saidi, Farzad & Schepens, Glenn
- 2548 Investing in crises
by Baron, Matthew & Laeven, Luc & Pénasse, Julien & Usenko, Yevhenii
- 2547 Can central bank communication help to stabilise inflation expectations?
by Jung, Alexander & Kühl, Patrick
- 2546 Globalisation and the efficiency-equity trade-off
by Beck, Roland & Di Nino, Virginia & Stracca, Livio
- 2545 Market failures in market-based finance
by di Iasio, Giovanni & Kryczka, Dominika
- 2544 Financial reforms and innovation: a micro-macro perspective
by Boikos, Spyridon & Bournakis, Ioannis & Christopoulos, Dimitris & McAdam, Peter
- 2543 Combining Bayesian VARs with survey density forecasts: does it pay off?
by Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco
- 2542 Economic predictions with big data: the illusion of sparsity
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E.
- 2541 Tracking global economic uncertainty: implications for the euro area
by Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino
- 2540 Foreign banks and the doom loop
by Albertazzi, Ugo & Cimadomo, Jacopo & Maffei-Faccioli, Nicolò
- 2539 Leveraged property cycles
by Jaccard, Ivan
- 2538 Capital flows-at-risk: push, pull and the role of policy
by Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem
- 2537 The interplay between green policy, electricity prices, financial constraints and jobs: firm-level evidence
by Bijnens, Gert & Hutchinson, John & Konings, Jozef & Saint-Guilhem, Arthur
- 2536 International medium-term business cycles
by Hirschbühl, Dominik & Spitzer, Martin
- 2535 Euro area equity risk premia and monetary policy: a longer-term perspective
by Kapp, Daniel & Kristiansen, Kristian
- 2534 The identification of dominant macroeconomic drivers: coping with confounding shocks
by Dieppe, Alistair & Francis, Neville & Kindberg-Hanlon, Gene
- 2533 Technology and demand drivers of productivity dynamics in developed and emerging market economies
by Dieppe, Alistair & Francis, Neville & Kindberg-Hanlon, Gene
- 2532 Networking the yield curve: implications for monetary policy
by Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik
- 2531 Forbearance vs foreclosure in a general equilibrium model
by Barbaro, Bianca & Tirelli, Patrizio
- 2530 ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion
by Georgiadis, Georgios & Hildebrand, Sebastian & Ricci, Martino & Schumann, Ben & van Roye, Björn
- 2529 Inventory management, dealers’ connections, and prices in OTC markets
by Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter
- 2528 Regional economic impact of Covid-19: the role of sectoral structure and trade linkages
by Meinen, Philipp & Serafini, Roberta & Papagalli, Ottavia
- 2527 On the interaction between monetary and macroprudential policies
by Martin, Alberto & Mendicino, Caterina & Van der Ghote, Alejandro
- 2526 Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment funds
by Carvalho, Daniel & Schmitz, Martin
- 2525 Stress-testing net trading income: the case of European banks
by Giglio, Carla & Shaw, Frances & Syrichas, Nicolas & Cappelletti, Giuseppe
- 2524 Modeling extreme events: time-varying extreme tail shape
by Schwaab, Bernd & Zhang, Xin & Lucas, André
- 2523 A multivariate unobserved components model to estimate potential output in the euro area: a production function based approach
by Tóth, Máté
- 2522 Homeownership and portfolio choice over the generations
by Paz-Pardo, Gonzalo
- 2521 Policy uncertainty, lender of last resort and the real economy
by Jasova, Martina & Mendicino, Caterina & Supera, Dominik
- 2520 Issuance and valuation of corporate bonds with quantitative easing
by Pegoraro, Stefano & Montagna, Mattia
- 2519 Limited liability, strategic default and bargaining power
by Balatti, Mirco & López-Quiles, Carolina
- 2518 Transforming ‘sympathetic interlocutors’ into veto players
by Reinsberg, Bernhard & Kern, Andreas & Rau-Goehring, Matthias
- 2517 LSIs’ exposures to climate change related risks: an approach to assess physical risks
by Pagliari, Maria Sole
- 2516 Text-based recession probabilities
by Ferrari, Massimo & Le Mezo, Helena
- 2515 The implications of liquidity regulation for monetary policy implementation and the central bank balance sheet size: an empirical analysis of the euro area
by Kedan, Danielle & Veghazy, Alexia Ventula
- 2514 Risk aversion and bank loan pricing
by Camba-Méndez, Gonzalo & Mongelli, Francesco Paolo
- 2513 Global impacts of US monetary policy uncertainty shocks
by Lastauskas, Povilas & Nguyen, Anh Dinh Minh
- 2512 Statistical decision functions with judgment
by Manganelli, Simone
- 2511 Do bank insiders impede equity issuances?
by Goetz, Martin & Laeven, Luc & Levine, Ross
- 2510 Nowcasting in a pandemic using non-parametric mixed frequency VARs
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef
2020
- 2509 Losers amongst the losers: the welfare effects of the Great Recession across cohorts
by Ferrari, Alessandro
- 2508 Bank credit and market-based finance for corporations: the effects of minibond issuances
by Ongena, Steven & Pinoli, Sara & Rossi, Paola & Scopelliti, Alessandro
- 2507 The Covid-19 crisis and consumption: survey evidence from six EU countries
by Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff
- 2506 What value added in the trade balances of euro area financial centres?
by Di Nino, Virginia & Ekstam, Anna
- 2505 Daily tracker of global economic activity: a close-up of the COVID-19 pandemic
by Diaz, Elena Maria & Pérez Quirós, Gabriel
- 2504 Monetary and macroprudential policy complementarities: evidence from European credit registers
by Altavilla, Carlo & Laeven, Luc & Peydró, José-Luis
- 2503 The impact of US tariffs against China on US imports: evidence for trade diversion?
by Cigna, Simone & Meinen, Philipp & Schulte, Patrick & Steinhoff, Nils
- 2502 On the origin of systemic risk
by Montagna, Mattia & Torri, Gabriele & Covi, Giovanni
- 2501 Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area
by Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej
- 2500 Whatever it takes to save the planet? Central banks and unconventional green policy
by Ferrari, Alessandro & Landi, Valerio Nispi
- 2499 Contagion accounting
by Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer
- 2498 Benefits of macro-prudential policy in low interest rate environments
by Van der Ghote, Alejandro
- 2497 How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets
by Cappelletti, Giuseppe & Ponte Marques, Aurea & Salleo, Carmelo & Martín, Diego Vila
- 2496 Interest rate risk and monetary policy normalisation in the euro area
by Reghezza, Alessio & Rodriguez d’Acri, Costanza & Pancotto, Livia & Molyneux, Philip
- 2495 Using forecast-augmented VAR evidence to dampen the forward guidance puzzle
by Christoffel, Kai & de Groot, Oliver & Mazelis, Falk & Montes-Galdón, Carlos
- 2494 Nowcasting business cycle turning points with stock networks and machine learning
by Azqueta-Gavaldon, Andres & Hirschbühl, Dominik & Onorante, Luca & Saiz, Lorena
- 2493 How news affects sectoral stock prices through earnings expectations and risk premia
by Kristiansen, Kristian & Hvid, Anna Kirstine
- 2492 Banks, low interest rates, and monetary policy transmission
by Wang, Olivier
- 2491 Fire sales by euro area banks and funds: what is their asset price impact?
by Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo
- 2490 Do words hurt more than actions? The impact of trade tensions on financial markets
by Ferrari, Massimo Minesso & Pagliari, Maria Sole & Kurcz, Frederik
- 2489 Investment funds, monetary policy, and the global financial cycle
by Kaufmann, Christoph
- 2488 Central bank digital currency in an open economy
by Ferrari, Massimo Minesso & Mehl, Arnaud & Stracca, Livio
- 2487 Reversal interest rate and macroprudential policy
by Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias
- 2486 Interest rate-growth differentials on government debt: an empirical investigation for the euro area
by Checherita-Westphal, Cristina & Domingues Semeano, João
- 2485 The wage-price pass-through in the euro area: does the growth regime matter?
by Hahn, Elke
- 2484 Spillover effects in international business cycles
by Camacho, Maximo & Perez-Quiros, Gabriel & Pacce, Matías
- 2483 Money markets, central bank balance sheet and regulation
by Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David
- 2482 Central bank information effects and transatlantic spillovers
by Jarociński, Marek
- 2481 Firm-specific shocks and contagion: are banks special?
by Engljähringer, Hannah Katharina & Stracca, Livio
- 2480 The (unobservable) value of central bank’s refinancing operations
by Albertazzi, Ugo & Burlon, Lorenzo & Pavanini, Nicola & Jankauskas, Tomas
- 2479 The impact of G-SIB identification on bank lending: evidence from syndicated loans
by Behn, Markus & Schramm, Alexander
- 2478 Covid-19 and rural landscape: the case of Italy
by Manganelli, Simone & Piras, Francesco & Agnoletti, Mauro
- 2477 Green asset pricing
by Benmir, Ghassane & Jaccard, Ivan & Vermandel, Gauthier
- 2476 The (ir)relevance of the nominal lower bound for real yield curve analysis
by Schupp, Fabian
- 2475 Financial drivers of the euro area business cycle: a DSGE-based approach
by Hirschbühl, Dominik & Krustev, Georgi & Stoevsky, Grigor
- 2474 Borrowing constraints, own labour and homeownership: does it pay to paint your walls?
by Lindner, Peter & Mathä, Thomas Y. & Ziegelmeyer, Michael & Pulina, Giuseppe
- 2473 Sectoral output effects of monetary policy: do sticky prices matter?
by Henkel, Lukas
- 2472 Global financial markets and oil price shocks in real time
by Venditti, Fabrizio & Veronese, Giovanni
- 2471 Does the Phillips curve help to forecast euro area inflation?
by Bańbura, Marta & Bobeica, Elena
- 2470 Financial conditions, business cycle fluctuations and growth at risk
by Falconio, Andrea & Manganelli, Simone
- 2469 Banking euro area stress test model
by Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Kleemann, Michael & Reichenbachas, Tomas & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz
- 2468 Forecasting the Covid-19 recession and recovery: lessons from the financial crisis
by Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor
- 2467 The influence of OPEC+ on oil prices: a quantitative assessment
by Quint, Dominic & Venditti, Fabrizio
- 2466 Macroeconomic risks across the globe due to the Spanish Flu
by De Santis, Roberto A. & Van der Veken, Wouter
- 2465 The great lockdown: pandemic response policies and bank lending conditions
by Altavilla, Carlo & Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo
- 2464 The role of IMF conditionality for central bank independence
by Rau-Goehring, Matthias & Reinsberg, Bernhard & Kern, Andreas
- 2463 Bank reserves and broad money in the global financial crisis: a quantitative evaluation
by Chadha, Jagjit S. & Corrado, Luisa & Meaning, Jack & Schuler, Tobias
- 2462 The effect of macroprudential policies on credit developments in Europe 1995-2017
by Budnik, Katarzyna
- 2461 How to estimate a VAR after March 2020
by Lenza, Michele & Primiceri, Giorgio E.
- 2460 Convex supply curves
by Boehm, Christoph E. & Pandalai-Nayar, Nitya
- 2459 The international dimension of an incomplete EMU
by Ioannou, Demosthenes & Stracca, Livio & Pagliari, Maria Sole
- 2458 Vulnerable growth in the Euro Area: Measuring the financial conditions
by Figueres, Juan Manuel & Jarociński, Marek
- 2457 Culture and portfolios: trust, precautionary savings and home ownership
by Fleck, Johannes & Monninger, Adrian
- 2456 Patterns in invoicing currency in global trade
by Boz, Emine & Casas, Camila & Georgiadis, Georgios & Gopinath, Gita & Le Mezo, Helena & Mehl, Arnaud & Nguyen, Tra
- 2455 A decomposition of structural revenue developments for euro area member states
by Morris, Richard & Reiss, Lukas
- 2454 Macroprudential policy and the role of institutional investors in housing markets
by Muñoz, Manuel A.
- 2453 Nowcasting with large Bayesian vector autoregressions
by Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej
- 2452 Risk and return in international corporate bond markets
by Bekaert, Geert & De Santis, Roberto A.
- 2451 The simpler the better: measuring financial conditions for monetary policy and financial stability
by Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio
- 2450 Economic consequences of high public debt: evidence from three large scale DSGE models
by Burriel, Pablo & Checherita-Westphal, Cristina & Jacquinot, Pascal & Stähler, Nikolai & Schön, Matthias
- 2449 Has regulatory capital made banks safer? Skin in the game vs moral hazard
by Dautović, Ernest
- 2448 Inflation volatility in small and large advanced open economies
by Balatti, Mirco
- 2447 What is the tipping point? Low rates and financial stability
by Porcellacchia, Davide
- 2446 Firms’ expectations on access to finance at the early stages of the Covid-19 pandemic
by Ferrando, Annalisa & Ganoulis, Ioannis
- 2445 Determinants of the credit cycle: a flow analysis of the extensive margin
by Cuciniello, Vincenzo & di Iasio, Nicola
- 2444 Monetary policy and intangible investment
by Döttling, Robin & Ratnovski, Lev
- 2443 Interest rate setting and communication at the ECB
by Cour-Thimann, Philippine & Jung, Alexander
- 2442 Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve
by Fraccaroli, Nicolò & Giovannini, Alessandro & Jamet, Jean-Francois
- 2441 Modeling the consumption response to the CARES Act
by Carroll, Christopher D. & Slacalek, Jiri & White, Matthew N. & Crawley, Edmund S.
- 2440 Compositional effects of O-SII capital buffers and the role of monetary policy
by Cappelletti, Giuseppe & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Spaggiari, Martina
- 2439 Who takes the ECB’s targeted funding?
by Vergote, Olivier & Sugo, Tomohiro
- 2438 Financial intermediation and technology: What’s old, what’s new?
by Boot, Arnoud & Hoffmann, Peter & Laeven, Luc & Ratnovski, Lev
- 2437 Drivers of European public debt management
by Wolswijk, Guido
- 2436 Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions
by De Santis, Roberto A. & Van der Veken, Wouter
- 2435 What’s up with the Phillips Curve?
by Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea
- 2434 Macroeconomic effects of tariffs shocks: the role of the effective lower bound and the labour market
by Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano
- 2433 Rethinking capital regulation: the case for a dividend prudential target
by Muñoz, Manuel A.
- 2432 Bank contagion in general equilibrium
by Ferrari, Massimo Minesso
- 2431 ECB-BASIR: a primer on the macroeconomic implications of the Covid-19 pandemic
by Angelini, Elena & Darracq Pariès, Matthieu & Zimic, Srečko & Damjanović, Milan
- 2430 How much does aggregate demand travel across the Atlantic?
by Van Robays, Ine & Stracca, Livio
- 2429 Bank lending in the knowledge economy
by Dell’Ariccia, Giovanni & Minoiu, Camelia & Ratnovski, Lev & Kadyrzhanova, Dalida
- 2428 Macroeconomic stabilisation properties of a euro area unemployment insurance scheme
by Kaufmann, Christoph & Attinasi, Maria Grazia & Hauptmeier, Sebastian
- 2427 Monetary policy, markup dispersion, and aggregate TFP
by Reinelt, Timo & Meier, Matthias
- 2426 Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning
by de Groot, Oliver & Mazelis, Falk
- 2425 The aggregate consequences of default risk: evidence from firm-level data
by Besley, Timothy & Van Reenen, John & Roland, Isabelle
- 2424 Disciplining expectations and the forward guidance puzzle
by Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias
- 2423 On the inflation risks embedded in sovereign bond yields
by Camba-Méndez, Gonzalo
- 2422 Bank capital regulation in a zero interest environment
by Döttling, Robin
- 2421 Monetary policy transmission over the leverage cycle: evidence for the euro area
by Rünstler, Gerhard & Bräuer, Leonie
- 2420 Identifying financial constraints
by Ferrando, Annalisa & Mulier, Klaas & Verschelde, Marijn & Cherchye, Laurens & De Rock, Bram
- 2419 Determinants of firms’ efficiency: do innovations and finance constraints matter? The case of European SMEs
by Ferrando, Annalisa & Rossi, Stefania P. S. & Bonanno, Graziella
- 2418 Fiscal multipliers with financial fragmentation risk and interactions with monetary policy
by Darracq Pariès, Matthieu & Papadopoulou, Niki & Müller, Georg
- 2417 Cross-border currency exposures: new evidence based on an enhanced and updated dataset
by Bénétrix, Agustín S. & Juvenal, Luciana & Schmitz, Martin & Gautam, Deepali
- 2416 Who’s afraid of euro area monetary tightening? CESEE shouldn’t
by Geis, André & Moder, Isabella & Schuler, Tobias
- 2415 Macroprudential capital requirements with non-bank finance
by Dempsey, Kyle P.
- 2414 Twin default crises
by Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik & Ramirez, Juan-Rubio
- 2413 Burned by leverage? Flows and fragility in bond mutual funds
by Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian
- 2412 Stock return comovement when investors are distracted: more, and more homogeneous
by Ehrmann, Michael & Jansen, David-Jan
- 2411 Do non-performing loans matter for bank lending and the business cycle in euro area countries?
by Huljak, Ivan & Martin, Reiner & Moccero, Diego & Pancaro, Cosimo
- 2410 Global trade in final goods and intermediate inputs: impact of FTAs and reduced “Border Effects”
by Franco-Bedoya, Sebastian & Frohm, Erik
- 2409 Loan types and the bank lending channel
by Ivashina, Victoria & Laeven, Luc & Moral-Benito, Enrique
- 2408 Random forest versus logit models: which offers better early warning of fiscal stress?
by Jarmulska, Barbara
- 2407 Monetary policy and its transmission in a globalised world
by Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg
- 2406 Macroprudential regulation and leakage to the shadow banking sector
by Gebauer, Stefan & Mazelis, Falk
- 2405 Cyclical systemic risk and downside risks to bank profitability
by Lang, Jan Hannes & Forletta, Marco
- 2404 Monetary policy with judgment
by Gelain, Paolo & Manganelli, Simone
- 2403 Political referenda and investment: evidence from Scotland
by Azqueta-Gavaldon, Andres
- 2402 Heterogeneity in corporate debt structures and the transmission of monetary policy
by Holm-Hadulla, Fédéric & Thürwächter, Claire
- 2401 Endogenous TFP, business cycle persistence and the productivity slowdown in the euro area
by Schmöller, Michaela & Spitzer, Martin
- 2400 The Phillips Curve at the ECB
by Eser, Fabian & Karadi, Peter & Lane, Philip R. & Moretti, Laura & Osbat, Chiara
- 2399 Quantitative easing and the price-liquidity trade-off
by Ferdinandusse, Marien & Freier, Maximilian & Ristiniemi, Annukka
- 2398 Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register
by Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis
- 2397 Growth-and-risk trade-off
by Laeven, Luc & Perez-Quiros, Gabriel & Rivas, María Dolores Gadea
- 2396 A framework for assessing the costs of pension reform reversals
by Baksa, Daniel & Munkacsi, Zsuzsa & Nerlich, Carolin
- 2395 The dynamics of non-performing loans during banking crises: a new database
by Ari, Anil & Ratnovski, Lev & Chen, Sophia
- 2394 Average inflation targeting and the interest rate lower bound
by Nakata, Taisuke & Schmidt, Sebastian & Budianto, Flora
- 2393 Risk characteristics of covered bonds: monitoring beyond ratings
by Grothe, Magdalena & Zeyer, Jana
- 2392 Baldwin vs. Cecchini revisited: the growth impact of the European Single Market
by Sondermann, David & Lehtimäki, Jonne
- 2391 Can government intervention make firms more investment-ready? A randomized experiment in the Western Balkans
by Dautović, Ernest & Cusolito, Ana Paula & McKenzie, David
- 2390 Monetary policy, investment and firm heterogeneity
by Ferrando, Annalisa & Vermeulen, Philip & Durante, Elena
- 2389 Indebtedness and spending: what happens when the music stops?
by Le Blanc, Julia & Lydon, Reamonn
- 2388 International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme
by Fidora, Michael & Schmitz, Martin & Bergant, Katharina
- 2387 Attention to the tail(s): global financial conditions and exchange rate risks
by Sokol, Andrej & Eguren-Martin, Fernando
- 2386 Cyclical drivers of euro area consumption: what can we learn from durable goods?
by Krustev, Georgi & Casalis, André
- 2385 Monetary policy and regional inequality
by Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Nikalexi, Katerina
- 2384 The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios
by Craig, Ben & Giuzio, Margherita & Paterlini, Sandra
- 2383 Exchange rate shocks and inflation comovement in the euro area
by Leiva-Leon, Danilo & Martínez-Martin, Jaime & Ortega, Eva
- 2382 Demographics and inflation in the euro area: a two-sector new Keynesian perspective
by Lis, Eliza & Nickel, Christiane & Papetti, Andrea
- 2381 Real-time weakness of the global economy: a first assessment of the coronavirus crisis
by Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo
- 2380 Financial policy in an exuberant world
by Walther, Ansgar
- 2379 Debt rule design in theory and practice: the SGP’s debt benchmark revisited
by Hauptmeier, Sebastian & Kamps, Christophe
- 2378 Density forecast combinations: the real-time dimension
by McAdam, Peter & Warne, Anders
- 2377 Monetary policy and bank stability: the analytical toolbox reviewed
by Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas
- 2376 Macroprudential policy measures: macroeconomic impact and interaction with monetary policy
by Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien & Cozzi, Gabriele
- 2375 Trust in the central bank and inflation expectation
by Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & van Rooij, Maarten
- 2374 The interbank market puzzle
by Allen, Franklin & Covi, Giovanni & Gu, Xian & Kowalewski, Oskar & Montagna, Mattia
- 2373 Simulating fire sales in a system of banks and asset managers
by Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid
- 2372 Pensions and household savings: cross-country heterogeneity in Europe
by Roger, Muriel & Savignac, Frédérique & d’Addio, Anna
- 2371 Forecast performance in the ECB SPF: ability or chance?
by Meyler, Aidan
- 2370 Estimating the optimal inflation target from trends in relative prices
by Adam, Klaus & Weber, Henning
- 2369 Price dividend ratio and long-run stock returns: a score driven state space model
by Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan
- 2368 Strategic interactions and price dynamics in the global oil market
by Álvarez, Irma Alonso & Di Nino, Virginia & Venditti, Fabrizio
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