Date published | SUERF | Issue | Title | Author(s) |
Nov 2023 | Policy Brief | No 748 | Monetary policy rules: model uncertainty meets design limits | Alexander Dück, Fabio Verona |
Aug 2023 | Policy Brief | No 671 | An Analysis of Business Cycle Fluctuations in Slovenia and the Euro Area | Jan Radovan |
Aug 2023 | Policy Brief | No 661 | Forecasting banknote circulation during the COVID-19 pandemic using structural time series models | Nikolaus Bartzsch, Marco Brandi, Lucas Devigne, Raymond de Pastor, Gianluca Maddaloni, Diana Posada Restrepo, Gabriele Sene |
Aug 2023 | Policy Brief | No 650 | Leading indicators of financial stress: a regime switching approach | Tihana Škrinjarić |
Jun 2023 | Policy Brief | No 624 | CCP initial margin models: A peek under the hood | Ismael Alexander Boudiaf, Martin Scheicher, Francesco Vacirca |
Feb 2023 | Policy Brief | No 521 | Can Machine Learning Methods Help Nowcast GDP? | Andreas Pick, Jasper de Winter |
Aug 2022 | Policy Note | No 286 | The optimal quantity of CBDC in the euro area | Lorenzo Burlon, Carlos Montes-Galdón, Manuel A. Muñoz, Frank Smets |
Aug 2022 | Policy Brief | No 403 | What Can We Learn from 60 Years of PCE Inflation Data? | Raphael Schoenle, Dominic Smith |
Jun 2022 | Policy Brief | No 356 | How much is too much? Assessing the non-linear relationship between debt and sovereign creditworthiness | Sanne Zwart |
May 2022 | Policy Brief | No 334 | The local presence of global banks | Iñaki Aldasoro, John Caparusso, Yingyuan Chen |
Apr 2022 | Policy Brief | No 318 | How do carbon prices spillover along global production networks? | Ivan Frankovic |
Mar 2022 | Policy Brief | No 299 | When domestic and foreign QE overlap | Paola Di Casola, Pär Stockhammar |
Mar 2022 | Policy Brief | No 297 | Central banks’ in-house credit assessment systems – supporting the Eurosystem’s response to the pandemic and its climate change action plan | Aviram Levy, Florian Resch, Anna Maria Rossi, Stephan Sauer |
Dec 2021 | Policy Brief | No 245 | How to set Cyclical and Structural capital buffers via Stress tests? A Risk-to-Buffer approach | Cyril Couaillier, Valerio Scalone |
Sep 2021 | Policy Brief | No 181 | A liquidity risk early warning indicator for Italian banks: a machine learning approach | Maria Ludovica Drudi, Stefano Nobili |
Sep 2021 | Policy Brief | No 179 | The relevance of trade policy: Evidence from the 19th century | Jacopo Timini |
Jun 2021 | Policy Brief | No 102 | Assessing the impact of Basel III: Evidence from macroeconomic models | Olivier de Bandt, Bora Durdu, Hibiki Ichiue, Yasin Mimir, Jolan Mohimont, Kalin Nikolov, Sigrid Röhrs, Jean-Guillaume Sahuc, Valerio Scalone, Michael Straughan |
May 2021 | Policy Brief | No 98 | Detecting turning point in the Danish economy in real time – nowcasting in Danmarks Nationalbank during the covid-19 crisis | Jesper Pedersen |
Mar 2021 | Policy Brief | No 56 | On the Origin of Systemic Risk | Mattia Montagna, Giovanni Covi, Gabriele Torri |
Feb 2021 | Policy Brief | No 43 | Nowcasting world GDP growth with high-frequency data | Caroline Jardet, Baptiste Meunier |
Dec 2020 | Policy Note | No 210 | On the risk-adjusted performance of machine learning models in credit default prediction | Andres Alonso, Jose Manuel Carbo |
Dec 2019 | Policy Note | No 119 | Central bank independence and inflation | Ryszard Kokoszczyński, Joanna Mackiewicz-Łyziak |
Jul 2019 | Policy Note | No 87 | Loan portfolio diversification in the euro area, capital requirements, and the European Banking Union | Esa Jokivuolle, Matti Virén |
Apr 2019 | Policy Note | No 68 | How to assess the adequacy of capital requirements based on internal models? | Susanne Roehrig |
Dec 2018 | Policy Note | No 49 | Bank business models: time to act | Rudi Vander Vennet |