Articles in Journals

Forthcoming articles

• Data Science for Central Banks and Supervisors: How to Make It Work, Actually
  Patty Duijm and Iman van Lelyveld
  Harvard Data Science Review

• What drives trust in the financial sector supervisor? New empirical evidence for the Netherlands
  Carin van der Cruijsen, Maurice Doll and Jakob de Haan
  Empirica

• Euro area monetary policy effects. Does the shape of the yield curve matter?
  Florens Odendahl, Maria Sole Pagliari, Adrian Penalver, Barbara Rossi and Giulia Sestieri
  Journal of Monetary Economics
  
• Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies
  Maria Sole Pagliari
  European Economic Review

• Consumer participation in the credit market during the COVID-19 pandemic and beyond
  Evangelos Charalampakis, Federica Teppa and Athanasios Tsiortas
  Oxford Economic Papers

• Global supply chain pressures, inflation, and implications for monetary policy
  Guido Ascari, Dennis Bonam and Andra Smadu
  Journal of International Money and Finance
• No more tears without tiers? The impact of indirect settlement on liquidity use in TARGET2
  Jan Paulick, Ron Berndsen, Martin Diehl and Ronald Heijmans
  Empirica
• Effects of QE on sovereign bond spreads through the safe asset channel
  Jan Willem van den End
  International Journal of Finance and Economics

• Coherence without Rationality at the Zero Lower Bound
  Guido Ascari, Sophocles Mavroeidis and Nigel McClung
  Journal of Economic Theory

• The International Dimension of Trend  Inflation
  Guido Ascari and Luca Fosso
  Journal of International Economics

• Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions
  Gabriele Galati, Nikos Apokoritis and Richhild Moessner
  International Journal of Central Banking

• The effects of climate change on the natural rate of interest: a critical survey
  Francesco Paolo Mongelli, Wolfgang Pointner and Jan Willem van den End
  WIREs Climate Change

• Frictions in scaling up central bank balance sheet policies: how Eurosystem asset purchases impact the repo market
  Tomas Carrera de Souza and Tom Hudepohl
  Journal of Banking and Finance
  
  
• Macroeconomic reversal rate in a low interest rate environment
  Jan Willem van den End, Paul Konietschke, Anna Samarina and Irina Stanga
  International Journal of Central Banking

• The effects of fiscal policy when planning horizons are finite
  Kostas Mavromatis and Joep Lustenhouwer
  Journal of Money, Credit and Banking

• Mortgage prepayments and tax-exempted intergenerational transfers: from rich parents to rich children?
  Yue Li and Mauro Mastrogiacomo
  Review of Income and Wealth
  
  
• The displacement effect of compulsory pension savings on private savings. Evidence from the Netherlands, using pension funds supervisory data
  Mauro Mastrogiacomo, Rik Dillingh and Yue Li
  Journal of the Economics of Ageing
  
  
• The effect of the Dutch financial assessment framework on the mortgage investments of pension funds
  Mauro Mastrogiacomo and Yeorim Kim
  Journal of Pension Economics and Finance

• Empirical evidence on the Euler equation for investment in the US
  Guido Ascari, Qazi Haque, Leandro M. Magnusson and Sophocles Mavroeidis
  Journal of Applied Econometrics
  
  

• Inattentive search for currency fundamentals
  Agnieszka Markiewicz, Ralph Verhoeks, Willem Verschoor and Remco Zwinkels
  IMF Economic Review

• Accelerating inflation expectations of households in the euro area: sources and macroeconomic spending consequences
  Ad Stokman
  Applied Economics Letters

• Behavioral learning equilibria in New Keynesian models
  Cars Hommes, Kostas Mavromatis, Tolga Ozden and Mei Zhu
  Quantitative Economics
  
  
• Central bank communication with the general public: promise or false hope?
  Alan Blinder, Michael Ehrmann, Jakob de Haan and David-Jan Jansen
  Journal of Economic Literature
  
  
• The (ir)relevance of rule-of-thumb consumers for U.S. business cycle fluctuations
  Guido Ascari, Alice Albonico and Qazi Haque
  Journal of Money, Credit and Banking
  
  
• A structural investigation of quantitative easing
  Gregor Boehl, Gavin Goy and Felix Strobel
  Review of Economics and Statistics
  
  
• Commonalities in private commercial real estate market liquidity and price index returns
  Dorinth van Dijk and Marc Francke
  Journal of Real Estate Finance and Economics