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 published | SUERF | Issue | Title | Author(s) |
Nov 2023 | Policy Brief | No 748 | Monetary policy rules: model uncertainty meets design limits | Alexander Dück, Fabio Verona |
Oct 2023 | Policy Brief | No 696 | Mental Accounting and the Marginal Propensity to Consume | René Bernard |
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 660 | Central clearing in turbulent times: frontiers in regulation and oversight | Fabio Panetta |
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 |
Dec 2022 | Policy Brief | No 486 | How do borrowers adjust in a household foreign currency debt crisis? | Győző Gyöngyösi, Judit Rariga, Emil Verner |
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 Note | No 271 | Financial stability and crypto-assets | Pablo Hernández de Cos |
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 |
Oct 2021 | Policy Brief | No 196 | Negative interest rates and the erosion of banks’ interest margins | Jorien Freriks, Jan Kakes |
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 |
Sep 2021 | Policy Brief | No 173 | An export supply channel of exchange rates | Erik Frohm |
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 |
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 |