We study the cross-country dimension of financial cycles for six euro area countries using three different … estimation methodologies. Concerning time-variation we find evidence for a decline in the extent of co-movements in house prices …

Our paper studies the relationship between money growth and consumer price inflation in the euro area using wavelet …

Euro Area, Germany, France, Italy and Spain using a Bayesian vector autoregressive model with endogenous hyperparameter … distribution of their impulse responses with that of bank loans. For the Euro Area our results show equity, debt securities and non …