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  1. Tracking growth in the euro area subject to a dimensionality problem
    Autor*in: Comunale, Mariarosaria; Mongelli, Francesco Paolo
    Erschienen: [2021]
    Verlag:  European Central Bank, Frankfurt am Main, Germany

    We investigate which variables have supported growth in the euro area over the last 30 years. This is a challenging task due to dimensionality problems: a large set of potential determinants, limited data, and the prospect that some variables could... mehr

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 534
    Fernleihe:
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    We investigate which variables have supported growth in the euro area over the last 30 years. This is a challenging task due to dimensionality problems: a large set of potential determinants, limited data, and the prospect that some variables could be non-stationary. We assemble a set of 35 real, financial, monetary, and institutional variables for nine of the original euro area countries covering the period between 1990Q1 and 2016Q4. Using the Weighted-Average Least Squares method, we gather clues about which variables to select. We quantify the impact of various determinants of growth in the short and long runs. Our main finding is the positive and robust role of EU institutional integration on long-term growth for all countries in the sample. An improvement in competitiveness matters for growth in the overall euro area in the long run, as well as a decline in sovereign and systemic stress. Debt over GDP negatively influences growth for the periphery, but only in the short run. Property and equity prices have a significant impact only in the short run, whereas the loans to non-financial corporations positively affect the core euro area. An increase in global GDP also supports growth in the euro area.

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9789289948142
    Weitere Identifier:
    hdl: 10419/246168
    Schriftenreihe: Working paper series / European Central Bank ; no 2591 (September 2021)
    Schlagworte: euro area; GDP growth; monetary policy; fiscal policy; institutional integration; institutional reforms; systemic stress
    Umfang: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  2. Simulating stress across the financial system
    the resilience of corporate bond markets and the role of investment funds
    Autor*in: Baranova, Yuliya; Coen, Jamie; Lowe, Pippa; Noss, Joseph; Silvestri, Laura
    Erschienen: 2017
    Verlag:  Bank of England, London

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 356 (42)
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Financial stability paper ; no. 42 (July 2017)
    Schlagworte: stress simulation; corporate bonds; investment funds; dealers; market liquidity; systemic stress; amplification
    Umfang: 1 Online-Ressource (27 Seiten), Illustrationen
  3. Measuring systemic stress in European banking systems
    Autor*in: Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S.
    Erschienen: October 2016
    Verlag:  University of Leicester, School of Business, Economics of Division, [Leicester]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working paper / University of Leicester, School of Business, Economics of Division ; no. 16, 19
    Schlagworte: euro area financial crisis; systemic stress; financial instability; European banks
    Umfang: 1 Online-Ressource (circa 28 Seiten), Illustrationen