Working Papers

From Bank of Greece
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2010: The re-pricing of sovereign risks following the global financial crisis

Dimitrios Malliaropulos and Petros Migiakis

334: Unpacking commodity price fluctuations: reading the news to understand inflation

Dimitris Malliaropulos, Evgenia Passari and Filippos Petroulakis

333: Do macroprudential policies make SMEs more-or-less discouraged to apply for a bank loan?

Dimitris Anastasiou, Fotios Pasiouras, Anastasios Rizos and Artemis Stratopoulou

332: Monetary policy transmission: the role of banking sector characteristics in the euro area

Georgios Mermelas and Athanasios Tagkalakis

331: The dry-bulk shipping market: a small econometric model

Evangelia Kasimati and Nikolaos Veraros

330: Market power and profit margins in the Euro area countries in the post-pandemic period

Dimitris Sideris and Georgia Pavlou

329: Determinants of regional business cycle synchronization in Greece

Panagiotis Delis, Stavros Degiannakis, George Filis, Theodosios Palaskas and Chrysostomos Stoforos

328: From policy to capital: assessing the impact of structural reforms on gross capital inflows

Christos Mavrogiannis and Athanasios Tagkalakis

327: War, mobilization, and fiscal capacity: testing the bellicist theory in Greece, 1833-1939

Andreas Kakridis

326: Does uncertainty matter for household consumption? A mean and a two tails approach

Konstantina Manou and Evangelia Papapetrou

325: The medium-term effects of fiscal policy rules

Christos Chrysanthakopoulos and Athanasios Tagkalakis

324: Can central banks do the unpleasant job that governments should do?

Vasiliki Dimakopoulou, George Economides, Apostolis Philippopoulos and Vanghelis Vassilatos

323: Exploring country characteristics that encourage emissions reduction

Panayiotis C. Andreou, Sofia Anyfantaki, Christos Cabolis and Konstantinos Dellis

322: Forecasting VIX: The illusion of forecast evaluation criteria

Stavros Degiannakis and Eleftheria Kafousaki

321: Greek GDP forecasting using Bayesian multivariate models

Zacharias Bragoudakis and Ioannis Krompas

320: implications of market and political power interactions for growth and the business cycle II: politico-economic equilibrium

Tryphon Kollintzas and Vanghelis Vassilatos

319: Explaining the endurance of price level differences in the Euro Area

Huw Dixon, Theodora Kosma and Pavlos Petroulas

318: Superkurtosis

Stavros Degiannakis, George Filis, Grigorios Siourounis and Lorenzo Trapani

317: The D-model for GDP nowcasting

Stavros Degiannakis

316: Guaranteeing trade in a severe crisis: cash collateral over bank guarantees

Antonis Kotidis, Margaux MacDonald and Dimitrios Malliaropulos

315: Is COVID-19 reflected in AnaCredit dataset? A big data - machine learning approach for analysing behavioural patterns using loan level granular information

Anastasios Petropoulos, Evangelos Stavroulakis, Panagiotis Lazaris, Vasilis Siakoulis and Nikolaos Vlachogiannakis

314: Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations

Stephen Hall, George Tavlas and Yongli Wang

313: Financial literacy for financial resilience: evidence from Cyprus during the pandemic period

Panayiotis C. Andreou, Sofia Anyfantaki and Adele Atkinson

312: Endogenous frequencies and large shocks: price setting in Greece during the crisis

Huw Dixon, Theodora Kosma and Pavlos Petroulas

311: Mapping inflation dynamics

Catherine Kyrtsou

310: Money under the mattress: economic crisis and crime

Eleni Kyrkopoulou, Alexandros Louka and Kristin Fabbe

309: Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom

Stephen Hall, George Tavlas and Yongli Wang

308: The short-run effects of fiscal adjustment in OECD countries

Georgios Georgantas, Maria Kasselaki and Athanasios Tagkalakis

307: Milton Friedman and the road to monetarism: a review essay

George Tavlas

306: The short term effects of structural reforms and institutional improvements in OECD economies

Christos Mavrogiannis and Athanasios Tagkalakis

305: The effects of fiscal institutions on fiscal adjustments

Christos Chrysanthakopoulos and Athanasios Tagkalakis

304: Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks

Antonis Kotidis, Dimitrios Malliaropulos and Elias Papaioannou

303: Banking union: state of play and proposals for the way forward

Kornilia Vikelidou and Athanasios Tagkalakis

302: New facts on consumer price rigidity in the euro area

Erwan Gautier, Cristina Conflitti, Riemer P. Faber, Brian Fabo, Ludmila Fadejeva, Valentin Jouvanceau, Jan-Oliver Menz, Teresa Messner, Pavlos Petroulas, Pau Roldan-Blanco, Fabio Rumler, Sergio Santoro, Elisabeth Wieland and Hélène Zimmer

301: A global monetary policy factor in sovereign bond yields

Dimitrios Malliaropulos and Petros Migiakis

300: The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?

Sophocles Brissimis and Michalis-Panayiotis Papafilis

299: The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates

Sophocles Brissimis and Evangelia Georgiou

298: A functional classification analysis of government spending multipliers

Panagiotis Th. Konstantinou, Andromachi Partheniou and Athanasios Tagkalakis

297: Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments

Alexandros E. Milionis, Nikolaos G. Galanopoulos, Peter Hatzopoulos and Aliki Sagianou

296: Forecasting macroeconomic indicators for Eurozone and Greece: How useful are the oil price assumptions?

George Filis, Stavros Degiannakis and Zacharias Bragoudakis

295: Did COVID-19 induce a reallocation wave?

Agostino Consolo and Filippos Petroulakis

294: Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models

Mike G. Tsionas

293: Disaggregate income and wealth effects on private consumption in Greece

Dimitrios Sideris and Georgia Pavlou

292: Investigating government spending multiplier for the US economy: empirical evidence using a triple lasso approach

Zacharias Bragoudakis and Dimitrios Panas

291: The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic

George Hondroyiannis and Dimitrios Papaoikonomou

290: Nobody’s child: the Bank of Greece in the interwar years

Andreas Kakridis

289: The Greek tourism-led growth revisited: insights and prospects

Sarantis Lolos, Panagiotis Palaios and Evangelia Papapetrou

288: Implications of market and political power interactions for growth and the business cycle I: private sector equilibrium

Tryphon Kollintzas, Dimitris Papageorgiou and Vanghelis Vassilatos

287: Interest rate pass through in the deposit and loan products provided by Greek banks

Panagiotis Lazaris, Anastasios Petropoulos, Vasileios Siakoulis, Evangelos Stavroulakis and Nikolaos Vlachogiannakis

286: The Greek Great Depression from a neoclassical perspective

Dimitris Papageorgiou and Stylianos Tsiaras