What are banks' actual capital targets?
European Central Bank Working Papers by Cyril Couaillier
Addressing the endogeneity of slack in Phillips Curves
European Central Bank Working Papers by Max-Sebastian Dovì, Gerrit Koester and Christiane Nickel
Macroeconomic reversal rate in a low interest rate environment
European Central Bank Working Papers by Jan Willem van den End, Paul Konietschke, Anna Samarina and Irina M. Stanga
Individual and Local Effects of Unemployment on Mortgage Defaults
Federal Reserve Bank of Philadelphia Working Papers by Kevin Bazer and SĂlvio Rendon
Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation
Federal Reserve Bank of New York Staff Reports by Marco Cipriani, Antonio Guarino and Andreas Uthemann
Firm expectations and economic activity
European Central Bank Working Papers by Zeno Enders, Franziska Hünnekes and Gernot J. Müller
Fan charts 2.0: flexible forecast distributions with expert judgement
European Central Bank Working Papers by Andrej Sokol
Hysteresis in unemployment: evidence from OECD estimates of the natural rate
European Central Bank Working Papers by Laurence Ball and Joern Onken
Feeling the heat: extreme temperatures and price stability
European Central Bank Working Papers by Donata Faccia, Miles Parker and Livio Stracca
Stress testing – Executive Summary
Stress tests are forward-looking exercises that aim to evaluate the impact of severe but plausible adverse scenarios on the resilience of financial firms.