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Towards a more resilient European Union after the COVID-19 crisis

Barbier-Gauchard, Amélie; Dai, Meixing; Mainguy, Claire; … - In: Eurasian economic review : a journal in applied … 11 (2021) 2, pp. 321-348

Persistent link: https://www.econbiz.de/10012544282

Coherence of output gaps in the euro area : the impact of the Covid-19 shock

Haan, Jakob de; Jacobs, Jan; Zijm, Renske - 2022

Using the measures proposed by Mink et al. (2012), we reexamine the coherence of business cycles in the euro area using a long sample period. We also analyze the impact of the COVID-19 pandemic on business cycle coherence and examine whether our measures for business cycle coherence indicate a...

Persistent link: https://www.econbiz.de/10013168003

Macro stress testing euro area banks' fees and commissions

Kok Sørensen, Christoffer; Mirza, Harun; Pancaro, Cosimo - 2017

This paper uses panel econometric techniques to estimate a macro-financial model for fee and commission income over total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis projecting the fee and commission income ratio over a three...

Persistent link: https://www.econbiz.de/10011637357

A portfolio perspective on euro area bank profitability using stress test data

Mirza, Harun; Salleo, Carmelo; Trachana, Zoe - 2024

This study assesses euro area banks' profitability using granular stress test data from three EU-wide exercises, coordinated by the European Banking Authority, that took place in 2016, 2018, and 2021. We propose a credit portfolio-level risk-adjusted return on assets for the euro area as a whole...

Persistent link: https://www.econbiz.de/10015061511

Market-stabilization QE

Motto, Roberto; Özen, Kadir - 2022

We identify a novel dimension of monetary policy from high-frequency changes in asset prices around ECB policy events, orthogonal to surprises extracted from risk-free interest rates. We find that it is present in policy events that were interpreted by real-time market commentaries as containing...

Persistent link: https://www.econbiz.de/10012818740

Effects of Covid-19 on Euro Area GDP and inflation : demand vs. supply disturbances

Kollmann, Robert - 2021

Persistent link: https://www.econbiz.de/10012581941

The effects of the ECB's pandemic-related monetary policy measures

Nelimarkka, Jaakko; Laine, Olli-Matti - 2021

We assess the macroeconomic impact of pandemic-related monetary policy measures of the ECB. Conditioning on counterfactual interest rate paths that would have materialised in the absence of the policies, the macroeconomic effects are measured using structural vector autoregressions. In the...

Persistent link: https://www.econbiz.de/10012622376

Is the Italian government debt sustainable? : scenarios after the Covid-19 shock

Canelli, Rosa; Fontana, Giuseppe; Realfonzo, Riccardo; … - In: Cambridge journal of economics 46 (2022) 3, pp. 581-587

Persistent link: https://www.econbiz.de/10013253320

Coherence of Output Gaps in the Euro Area : The Impact of the COVID-19 Shock

de Haan, Jakob; Jacobs, Jan P. A. M.; Zijm, Renske - 2022

Persistent link: https://www.econbiz.de/10013293282

Essential and non-essential goods: a dynamic stochastic general equilibrium modeling of the infectious disease coronavirus (COVID-19) outbreak

Silva, Nuno Baetas da; Duarte, António Portugal - In: New challenges for the eurozone governance : joint …, (pp. 171-185). 2021

the Euro Area to assess the macroeconomic consequences of a labor supply shock. Our model incorporates health status in … calibrate the model for the case of Portugal and the rest of the Euro Area. Our simulations show that a labor supply shock … that if the labor supply shock affects both economies, the negative income effect dominates the decreased demand effect for …

Persistent link: https://www.econbiz.de/10012664991

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