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SUERF Policy Notes

In September 2015, SUERF launched the SUERF Policy Notes series with focus on current financial, monetary or economic issues, designed for policy makers and financial practitioners, authored by renowned experts.
 


Date publishedSUERFIssueTitleAuthor(s)
Nov 2023Policy BriefNo 748Monetary policy rules: model uncertainty meets design limitsAlexander Dück, Fabio Verona
Oct 2023Policy BriefNo 696Mental Accounting and the Marginal Propensity to ConsumeRené Bernard
Aug 2023Policy BriefNo 671An Analysis of Business Cycle Fluctuations in Slovenia and the Euro AreaJan Radovan
Aug 2023Policy BriefNo 661Forecasting banknote circulation during the COVID-19 pandemic using structural time series modelsNikolaus Bartzsch, Marco Brandi, Lucas Devigne, Raymond de Pastor, Gianluca Maddaloni, Diana Posada Restrepo, Gabriele Sene
Aug 2023Policy BriefNo 660Central clearing in turbulent times: frontiers in regulation and oversightFabio Panetta
Aug 2023Policy BriefNo 650Leading indicators of financial stress: a regime switching approachTihana Škrinjarić
Jun 2023Policy BriefNo 624CCP initial margin models: A peek under the hoodIsmael Alexander Boudiaf, Martin Scheicher, Francesco Vacirca
Feb 2023Policy BriefNo 521Can Machine Learning Methods Help Nowcast GDP?Andreas Pick, Jasper de Winter
Dec 2022Policy BriefNo 486How do borrowers adjust in a household foreign currency debt crisis?Győző Gyöngyösi, Judit Rariga, Emil Verner
Aug 2022Policy NoteNo 286The optimal quantity of CBDC in the euro areaLorenzo Burlon, Carlos Montes-Galdón, Manuel A. Muñoz, Frank Smets
Aug 2022Policy BriefNo 403What Can We Learn from 60 Years of PCE Inflation Data?Raphael Schoenle, Dominic Smith
Jun 2022Policy BriefNo 356How much is too much? Assessing the non-linear relationship between debt and sovereign creditworthinessSanne Zwart
May 2022Policy BriefNo 334The local presence of global banksIñaki Aldasoro, John Caparusso, Yingyuan Chen
Apr 2022Policy BriefNo 318How do carbon prices spillover along global production networks?Ivan Frankovic
Mar 2022Policy NoteNo 271Financial stability and crypto-assetsPablo Hernández de Cos
Mar 2022Policy BriefNo 299When domestic and foreign QE overlapPaola Di Casola, Pär Stockhammar
Mar 2022Policy BriefNo 297Central banks’ in-house credit assessment systems – supporting the Eurosystem’s response to the pandemic and its climate change action planAviram Levy, Florian Resch, Anna Maria Rossi, Stephan Sauer
Dec 2021Policy BriefNo 245How to set Cyclical and Structural capital buffers via Stress tests? A Risk-to-Buffer approachCyril Couaillier, Valerio Scalone
Oct 2021Policy BriefNo 196Negative interest rates and the erosion of banks’ interest marginsJorien Freriks, Jan Kakes
Sep 2021Policy BriefNo 181A liquidity risk early warning indicator for Italian banks: a machine learning approachMaria Ludovica Drudi, Stefano Nobili
Sep 2021Policy BriefNo 179The relevance of trade policy: Evidence from the 19th centuryJacopo Timini
Sep 2021Policy BriefNo 173An export supply channel of exchange ratesErik Frohm
Jun 2021Policy BriefNo 102Assessing the impact of Basel III: Evidence from macroeconomic modelsOlivier de Bandt, Bora Durdu, Hibiki Ichiue, Yasin Mimir, Jolan Mohimont, Kalin Nikolov, Sigrid Röhrs, Jean-Guillaume Sahuc, Valerio Scalone, Michael Straughan
May 2021Policy BriefNo 98Detecting turning point in the Danish economy in real time – nowcasting in Danmarks Nationalbank during the covid-19 crisisJesper Pedersen
Mar 2021Policy BriefNo 56On the Origin of Systemic RiskMattia Montagna, Giovanni Covi, Gabriele Torri
Feb 2021Policy BriefNo 43Nowcasting world GDP growth with high-frequency dataCaroline Jardet, Baptiste Meunier
Dec 2020Policy NoteNo 210On the risk-adjusted performance of machine learning models in credit default predictionAndres Alonso, Jose Manuel Carbo
Dec 2019Policy NoteNo 119Central bank independence and inflationRyszard Kokoszczyński, Joanna Mackiewicz-Łyziak
Apr 2019Policy NoteNo 68How to assess the adequacy of capital requirements based on internal models?Susanne Roehrig
Dec 2018Policy NoteNo 49Bank business models: time to actRudi Vander Vennet

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