Ilja Kristian Kavonius
Personal Details
First Name: | Ilja Kristian |
Middle Name: | |
Last Name: | Kavonius |
Suffix: | |
RePEc Short-ID: | pka298 |
[This author has chosen not to make the email address public] | |
https://www.ecb.europa.eu/pub/research/authors/profiles/ilja-kristian-kavonius.en.html | |
Terminal Degree: | Politiikan ja Talouden Tutkimuksen Laitos; Valtiotieteellinen tiedekunta; Helsingin Yliopisto (from RePEc Genealogy) |
Affiliation
(75%) European Central Bank
Frankfurt am Main, Germanyhttp://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)
(25%) Taloustieteen laitos
Maatalous-metsätieteellinen tiedekunta
Helsingin Yliopisto
Helsinki, Finlandhttps://www.helsinki.fi/fi/maatalous-metsatieteellinen-tiedekunta/tutkimus/taloustiede
RePEc:edi:demhefi (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Kavonius, Ilja Kristian & Törmälehto, Veli-Matti, 2022. "Is the financial market driving income distribution? – An analysis of the linkage between income and wealth in Europe," Working Paper Series 2707, European Central Bank.
- Cantarella, Michele & Kavonius, Ilja Kristian, 2022. "Job polarisation and household borrowing," Working Paper Series 2683, European Central Bank.
- Ahnert, Henning & Kavonius, Ilja Kristian & Honkkila, Juha & Sola, Pierre, 2020. "Understanding household wealth: linking macro and micro data to produce distributional financial accounts," Statistics Paper Series 37, European Central Bank.
- Chakraborty, Robin & Kavonius, Ilja Kristian & Pérez-Duarte, Sébastien & Vermeulen, Philip, 2018.
"Is the top tail of the wealth distribution the missing link between the Household Finance and Consumption Survey and national accounts?,"
Working Paper Series
2187, European Central Bank.
- Chakraborty Robin & Kavonius Ilja Kristian & Pérez-Duarte Sébastien & Vermeulen Philip, 2019. "Is the Top Tail of the Wealth Distribution the Missing Link between the Household Finance and Consumption Survey and National Accounts?," Journal of Official Statistics, Sciendo, vol. 35(1), pages 31-65, March.
- Kavonius, Ilja Kristian & Wieland, Elisabeth, 2016. "Estimating gross value added volumes and prices by institutional sector," Statistics Paper Series 14, European Central Bank.
- Kavonius, Ilja Kristian & Honkkila, Juha, 2013. "Micro and macro analysis on household income, wealth and saving in the euro area," Working Paper Series 1619, European Central Bank.
- Kavonius, Ilja Kristian, 2010. "Fiscal policies in Europe and the United States during the Great Depression," Working Papers 13, VATT Institute for Economic Research.
- Castrén, Olli & Kavonius, Ilja Kristian, 2009. "Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area," Working Paper Series 1124, European Central Bank.
- Jalava, Jukka & Kavonius, Ilja Kristian, 2008. "The effect of durable goods and ICT on euro area productivity growth?," Working Paper Series 940, European Central Bank.
- Jalava, Jukka & Kavonius, Ilja Kristian, 2008. "Durable Goods and ICT: The Drivers of Euro Area Productivity growth?," Discussion Papers 1132, The Research Institute of the Finnish Economy.
- Jalava, Jukka & Kavonius, Ilja Kristian, 2007. "Durable goods and their effect on household saving ratios in the euro area," Working Paper Series 755, European Central Bank.
- Jalava, Jukka & Kavonius, Ilja Kristian, 2006. "Durable Goods and Household Saving Ratios in the Euro Area," Discussion Papers 409, VATT Institute for Economic Research.
Articles
- Kavonius, Ilja Kristian & Törmälehto, Veli-Matti, 2023. "Is property driving income distribution? – An analysis of the linkage between income and wealth in Finland, France and Spain," Journal of Comparative Economics, Elsevier, vol. 51(3), pages 858-879.
- Castrén, Olli & Kavonius, Ilja Kristian & Rancan, Michela, 2022. "Digital currencies in financial networks," Journal of Financial Stability, Elsevier, vol. 60(C).
- Chakraborty Robin & Kavonius Ilja Kristian & Pérez-Duarte Sébastien & Vermeulen Philip, 2019.
"Is the Top Tail of the Wealth Distribution the Missing Link between the Household Finance and Consumption Survey and National Accounts?,"
Journal of Official Statistics, Sciendo, vol. 35(1), pages 31-65, March.
- Chakraborty, Robin & Kavonius, Ilja Kristian & Pérez-Duarte, Sébastien & Vermeulen, Philip, 2018. "Is the top tail of the wealth distribution the missing link between the Household Finance and Consumption Survey and national accounts?," Working Paper Series 2187, European Central Bank.
- Jukka Jalava & Ilja Kristian Kavonius, 2009. "Measuring The Stock Of Consumer Durables And Its Implications For Euro Area Savings Ratios," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 55(1), pages 43-56, March.
Chapters
- llja Kristian Kavonius & Juha Honkkila, 2019. "Developing distributional household balance sheets," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
- Juha Honkkila & Ilja Kristian Kavonius, 2016. "Deriving household indebtedness indicators by linking micro and macro balance sheet data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Ahnert, Henning & Kavonius, Ilja Kristian & Honkkila, Juha & Sola, Pierre, 2020.
"Understanding household wealth: linking macro and micro data to produce distributional financial accounts,"
Statistics Paper Series
37, European Central Bank.
Cited by:
- Yannic Rehm & Lucas Chancel, 2022. "Measuring the Carbon Content of Wealth Evidence from France and Germany," Working Papers halshs-03828939, HAL.
- Yannic Rehm & Lucas Chancel, 2022. "Measuring the Carbon Content of Wealth Evidence from France and Germany," PSE Working Papers halshs-03828939, HAL.
- Yannic Rehm & Lucas Chancel, 2022. "Measuring the Carbon Content of Wealth Evidence from France and Germany," World Inequality Lab Working Papers halshs-03828939, HAL.
- Carlo Campajola & Marco D'Errico & Claudio J. Tessone, 2022. "MicroVelocity: rethinking the Velocity of Money for digital currencies," Papers 2201.13416, arXiv.org, revised May 2023.
- Antonietta di Salvatore & Mirko Moscatelli, 2024. "Improving survey information on household debt using granular credit databases," Questioni di Economia e Finanza (Occasional Papers) 839, Bank of Italy, Economic Research and International Relations Area.
- Chakraborty, Robin & Kavonius, Ilja Kristian & Pérez-Duarte, Sébastien & Vermeulen, Philip, 2018.
"Is the top tail of the wealth distribution the missing link between the Household Finance and Consumption Survey and national accounts?,"
Working Paper Series
2187, European Central Bank.
- Chakraborty Robin & Kavonius Ilja Kristian & Pérez-Duarte Sébastien & Vermeulen Philip, 2019. "Is the Top Tail of the Wealth Distribution the Missing Link between the Household Finance and Consumption Survey and National Accounts?," Journal of Official Statistics, Sciendo, vol. 35(1), pages 31-65, March.
Cited by:
- Michele Cantarella & Andrea Neri & Maria Giovanna Ranalli, 2021.
"Mind the wealth gap: a new allocation method to match micro and macro statistics for household wealth,"
Papers
2101.01085, arXiv.org, revised Jan 2021.
- Michele Cantarella & Andrea Neri & Giovanna Ranalli, 2021. "Mind the wealth gap: a new allocation method to match micro and macro statistics on household wealth," Questioni di Economia e Finanza (Occasional Papers) 646, Bank of Italy, Economic Research and International Relations Area.
- Engel, Janina & Riera, Pau Gayà & Grilli, Joseph & Sola, Pierre, 2022. "Developing reconciled quarterly distributional national wealth – insight into inequality and wealth structures," Working Paper Series 2687, European Central Bank.
- Wildauer, Rafael & Heck, Ines & Kapeller, Jakob, 2023. "Was Pareto right? Is the distribution of wealth thick-tailed?," Greenwich Papers in Political Economy 38597, University of Greenwich, Greenwich Political Economy Research Centre.
- Ahnert, Henning & Kavonius, Ilja Kristian & Honkkila, Juha & Sola, Pierre, 2020. "Understanding household wealth: linking macro and micro data to produce distributional financial accounts," Statistics Paper Series 37, European Central Bank.
- Stefan Bach & Andreas Thiemann & Aline Zucco, 2019.
"Looking for the missing rich: tracing the top tail of the wealth distribution,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(6), pages 1234-1258, December.
- Stefan Bach & Andreas Thiemann & Aline Zucco, 2018. "Looking for the Missing Rich: Tracing the Top Tail of the Wealth Distribution," Discussion Papers of DIW Berlin 1717, DIW Berlin, German Institute for Economic Research.
- Stefan Bach & Andreas Thiemann & Aline Zucco, 2018. "Looking for the missing rich: Tracing the top tail of the wealth distribution," JRC Working Papers on Taxation & Structural Reforms 2018-04, Joint Research Centre.
- Bach, Stefan & Thiemann, Andreas & Zucco, Aline, 2019. "Looking for the missing rich: tracing the top tail of the wealth distribution," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 26(6), pages 1234-1258.
- Krenek Alexander & Schratzenstaller Margit, 2022. "A Harmonized Net Wealth Tax in the European Union," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 242(5-6), pages 629-668, December.
- Sofie R. Waltl & Robin Chakraborty, 2022.
"Missing the wealthy in the HFCS: micro problems with macro implications,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(1), pages 169-203, March.
- Chakraborty, Robin & Waltl, Sofie R., 2018. "Missing the wealthy in the HFCS: micro problems with macro implications," Working Paper Series 2163, European Central Bank.
- Alexander Krenek & Margit Schratzenstaller-Altzinger & Klaus Grünberger & Andreas Thiemann, 2021.
"INTAXMOD – Inheritance and Gift Taxation in the Context of Ageing,"
WIFO Working Papers
645, WIFO.
- KRENEK Alexander & SCHRATZENSTALLER Margit & GRUNBERGER Klaus & THIEMANN Andreas, 2022. "INTAXMOD - Inheritance and Gift Taxation in the Context of Ageing," JRC Working Papers on Taxation & Structural Reforms 2022-04, Joint Research Centre.
- Apostel, Arthur & O'Neill, Daniel W., 2022. "A one-off wealth tax for Belgium: Revenue potential, distributional impact, and environmental effects," Ecological Economics, Elsevier, vol. 196(C).
- Kavonius, Ilja Kristian & Wieland, Elisabeth, 2016.
"Estimating gross value added volumes and prices by institutional sector,"
Statistics Paper Series
14, European Central Bank.
Cited by:
- Isabella M Weber & Jesus Lara Jauregui & Lucas Teixeira & Luiza Nassif Pires, 2024. "Inflation in times of overlapping emergencies: Systemically significant prices from an input–output perspective," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 33(2), pages 297-341.
- Garidzirai Rufaro & Muzindutsi Paul-Francois, 2020. "A Panel ARDL Analsis of the Productivity of Key Economic Sectors Contributing to Local Economic Growth in an Emerging Country," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 65(1), pages 39-53, April.
- Kavonius, Ilja Kristian & Honkkila, Juha, 2013.
"Micro and macro analysis on household income, wealth and saving in the euro area,"
Working Paper Series
1619, European Central Bank.
Cited by:
- Slacalek, Jiri & Vogel, Edgar & Ampudia, Miguel & Pavlickova, Akmaral, 2014.
"Household heterogeneity in the euro area since the onset of the great recession,"
Working Paper Series
1705, European Central Bank.
- Ampudia, Miguel & Pavlickova, Akmaral & Slacalek, Jiri & Vogel, Edgar, 2016. "Household heterogeneity in the euro area since the onset of the Great Recession," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 181-197.
- Felipe Martínez & Francisca Uribe, 2017. "Distribución de Riqueza no Previsional de los Hogares Chilenos," Working Papers Central Bank of Chile 806, Central Bank of Chile.
- Juha Honkkila & Ilja Kristian Kavonius, 2016. "Deriving household indebtedness indicators by linking micro and macro balance sheet data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
- de Bondt, Gabe & Gieseck, Arne & Herrero, Pablo & Zekaite, Zivile, 2019.
"Disaggregate income and wealth effects in the largest euro area countries,"
Research Technical Papers
15/RT/19, Central Bank of Ireland.
- de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Working Paper Series 2343, European Central Bank.
- Kontbay-Busun, Sine & Peichl, Andreas, 2014.
"Multidimensional affluence in income and wealth in the eurozone: A cross country comparison using the HFCS,"
ZEW Discussion Papers
14-124, ZEW - Leibniz Centre for European Economic Research.
- Kontbay-Busun, Sine & Peichl, Andreas, 2015. "Multidimensional Affluence in Income and Wealth in the Eurozone: A Cross-Country Comparison Using the HFCS," IZA Discussion Papers 9139, Institute of Labor Economics (IZA).
- Ahnert, Henning & Kavonius, Ilja Kristian & Honkkila, Juha & Sola, Pierre, 2020. "Understanding household wealth: linking macro and micro data to produce distributional financial accounts," Statistics Paper Series 37, European Central Bank.
- Adam, Klaus & Zhu, Junyi, 2015.
"Price level changes and the redistribution of nominal wealth across the euro area,"
Working Paper Series
1853, European Central Bank.
- Adam, Klaus & Zhu, Junyi, 2014. "Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area," EconStor Preprints 100005, ZBW - Leibniz Information Centre for Economics.
- Adam, Klaus & Zhu, Junyi, 2014. "Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area," CEPR Discussion Papers 9987, C.E.P.R. Discussion Papers.
- Adam, Klaus & Zhu, Junyi, 2014. "Price level changes and the redistribution of nominal wealth across the Euro area," Working Papers 14-11, University of Mannheim, Department of Economics.
- Adam, Klaus & Zhu, Junyi, 2016. "Price level changes and the redistribution of nominal wealth across the Euro area," Working Papers 14-11, University of Mannheim, Department of Economics.
- Klaus Adam & Junyi Zhu, 2016. "Price-Level Changes and the Redistribution of Nominal Wealth across the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 14(4), pages 871-906.
- Klaus Adam & Junyi Zhu, 2015. "Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area," Working Papers 1501, Council on Economic Policies.
- Klaus Adam & Junyi Zhu, 2016. "Price-Level Changes And The Redistribution Of Nominal Wealth Across The Euro Area," Journal of the European Economic Association, European Economic Association, vol. 14(4), pages 871-906, August.
- Adam, Klaus & Tzamourani, Panagiota, 2015.
"Distributional Consequences of Asset Price Inflation in the Euro Area,"
CEPR Discussion Papers
10897, C.E.P.R. Discussion Papers.
- Adam, Klaus & Tzamourani, Panagiota, 2015. "Distributional consequences of asset price inflation in the euro area," Discussion Papers 27/2015, Deutsche Bundesbank.
- Adam, Klaus & Tzamourani, Panagiota, 2016. "Distributional consequences of asset price inflation in the Euro Area," European Economic Review, Elsevier, vol. 89(C), pages 172-192.
- Adam, Klaus & Tzamourani, Panagiota, 2015. "Distributional consequences of asset price inflation in the Euro area," Working Papers 15-15, University of Mannheim, Department of Economics.
- Anita Tiefensee & Markus M. Grabka, 2014.
"Comparing Wealth: Data Quality of the HFCS,"
Discussion Papers of DIW Berlin
1427, DIW Berlin, German Institute for Economic Research.
- Tiefensee, Anita & Grabka, Markus M., 2016. "Comparing Wealth - Data Quality of the HFCS," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 10(2), pages 119-142.
- Gabe Jacob de Bondt & Arne Gieseck & Zivile Zekaite, 2020. "Thick modelling income and wealth effects: a forecast application to euro area private consumption," Empirical Economics, Springer, vol. 58(1), pages 257-286, January.
- Sofie R. Waltl, 2022. "Wealth Inequality: A Hybrid Approach Toward Multidimensional Distributional National Accounts In Europe," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(1), pages 74-108, March.
- Stefan Humer & Mathias Moser & Matthias Schnetzer, 2017. "Inheritances and the Accumulation of Wealth in the Eurozone," ICAE Working Papers 73, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Anna Boldizsár & Zsuzsa Kékesi & Balázs Kóczián & Balázs Sisak, 2016. "The Wealth Position of Hungarian Households based on HFCS," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(4), pages 115-150.
- Slacalek, Jiri & Vogel, Edgar & Ampudia, Miguel & Pavlickova, Akmaral, 2014.
"Household heterogeneity in the euro area since the onset of the great recession,"
Working Paper Series
1705, European Central Bank.
- Kavonius, Ilja Kristian, 2010.
"Fiscal policies in Europe and the United States during the Great Depression,"
Working Papers
13, VATT Institute for Economic Research.
Cited by:
- Jarkko Harju, 2013.
"Voluntary Pension Savings and Tax Incentives: Evidence from Finland,"
FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 69(1), pages 3-29, March.
- Harju, Jarkko, 2012. "Voluntary pension savings and tax incentives: Evidence from Finland," Working Papers 33, VATT Institute for Economic Research.
- Kyyrä, Tomi & Korkeamäki, Ossi, 2010.
"Institutional rules, labour demand and retirement through disability programme participation,"
Working Papers
16, VATT Institute for Economic Research.
- Ossi Korkeamäki & Tomi Kyyrä, 2012. "Institutional rules, labour demand and retirement through disability programme participation," Journal of Population Economics, Springer;European Society for Population Economics, vol. 25(2), pages 439-468, January.
- Lyytikäinen, Teemu & Eerola, Essi, 2012.
"On the role of public price information in housing markets,"
Working Papers
30, VATT Institute for Economic Research.
- Eerola, Essi & Lyytikäinen, Teemu, 2015. "On the role of public price information in housing markets," Regional Science and Urban Economics, Elsevier, vol. 53(C), pages 74-84.
- Jarkko Harju, 2013.
"Voluntary Pension Savings and Tax Incentives: Evidence from Finland,"
FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 69(1), pages 3-29, March.
- Castrén, Olli & Kavonius, Ilja Kristian, 2009.
"Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area,"
Working Paper Series
1124, European Central Bank.
Cited by:
- P. Giudici & A. Spelta, 2016.
"Graphical Network Models for International Financial Flows,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
- Paolo Giudici & Alessandro Spelta, 2013. "Graphical network models for international financial flows," DEM Working Papers Series 052, University of Pavia, Department of Economics and Management.
- Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
- Alistair Milne, 2013.
"Distance to Default and the Financial Crisis,"
Discussion Paper Series
2013_03, Department of Economics, Loughborough University, revised Jun 2013.
- Milne, Alistair, 2014. "Distance to default and the financial crisis," Journal of Financial Stability, Elsevier, vol. 12(C), pages 26-36.
- Carmelo Salleo & Alberto Grassi & Constantinos Kyriakopoulos, 2020. "A Comprehensive Approach for Calculating Banking Sector Risks," IJFS, MDPI, vol. 8(4), pages 1-21, November.
- Bargigli, Leonardo & Gallegati, Mauro, 2011.
"Random digraphs with given expected degree sequences: A model for economic networks,"
Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
- Mauro Gallegati, 2011. "Random Digraphs with Given Expected Degree Sequences: A Model for Economic Networks," Post-Print hal-00989518, HAL.
- Bargigli, Leonardo & Gallegati, Mauro, 2013.
"Finding communities in credit networks,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-39.
- Bargigli, Leonardo & Gallegati, Mauro, 2012. "Finding communities in credit networks," Economics Discussion Papers 2012-41, Kiel Institute for the World Economy (IfW Kiel).
- Sheri M Markose, 2013. "Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 285-305, July.
- Bindseil, Ulrich & Jabłecki, Juliusz, 2013. "Central bank liquidity provision, risk-taking and economic efficiency," Working Paper Series 1542, European Central Bank.
- Carlos Castro & Juan S. Ordoñez & Sergio Preciado, 2016. "Network externalities across financial institutions," Documentos de Trabajo 14287, Universidad del Rosario.
- Kimundi, Gillian, 2022. "COVID-19, policy interventions, credit vulnerabilities and financial (in)stability," KBA Centre for Research on Financial Markets and Policy Working Paper Series 62, Kenya Bankers Association (KBA).
- Marie Brière & Zvi Bodie, 2014. "Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth," Post-Print hal-01492603, HAL.
- Saldías, Martín, 2013.
"Systemic risk analysis using forward-looking Distance-to-Default series,"
Journal of Financial Stability, Elsevier, vol. 9(4), pages 498-517.
- Martin Saldias Zambrana, 2010. "Systemic risk analysis using forward-looking distance-to-default series," Working Papers (Old Series) 1005, Federal Reserve Bank of Cleveland.
- D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018.
"How does risk flow in the credit default swap market?,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 53-74.
- D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016. "How does risk flow in the credit default swap market?," ESRB Working Paper Series 33, European Systemic Risk Board.
- Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
- Co-Pierre Georg, 2010. "The effect of the interbank network structure on contagion and financial stability," Global Financial Markets Working Paper Series 12-2010, Friedrich-Schiller-University Jena.
- Fricke, Daniel & Wilke, Hannes, 2020.
"Connected funds,"
Discussion Papers
48/2020, Deutsche Bundesbank.
- Fricke, Daniel & Wilke, Hannes, 2020. "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224511, Verein für Socialpolitik / German Economic Association.
- Heipertz, Jonas & Rancière, Romain & Valla, Natacha, 2019.
"Domestic and external sectoral portfolios: Network structure and balance-sheet contagion,"
Journal of International Money and Finance, Elsevier, vol. 94(C), pages 206-226.
- Valla, Natacha & Rancière, Romain & Heipertz, Jonas, 2018. "Domestic and external sectoral portfolios: network structure and balance-sheet contagion," Working Paper Series 2215, European Central Bank.
- Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
- Christoph Memmel & Angelika Sachs & Ingrid Stein, 2012. "Contagion in the Interbank Market with Stochastic Loss Given Default," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 177-206, September.
- Saldías, Martín, 2013.
"A market-based approach to sector risk determinants and transmission in the euro area,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4534-4555.
- Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Working Paper Series 1574, European Central Bank.
- Hüser, Anne-Caroline & Kok, Christoffer, 2019.
"Mapping bank securities across euro area sectors: comparing funding and exposure networks,"
Bank of England working papers
795, Bank of England.
- Hüser, Anne-Caroline & Kok, Christoffer, 2019. "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Working Paper Series 2273, European Central Bank.
- Castrén, Olli & Rancan, Michela, 2014.
"Macro-Networks: An application to euro area financial accounts,"
Journal of Banking & Finance, Elsevier, vol. 46(C), pages 43-58.
- Castrén, Olli & Rancan, Michela, 2013. "Macro-networks: an application to the euro area financial accounts," Working Paper Series 1510, European Central Bank.
- Aldasoro, Iñaki & Angeloni, Ignazio, 2013.
"Input-Output-based Measures of Systemic Importance,"
MPRA Paper
49557, University Library of Munich, Germany.
- Aldasoro, Iñaki & Angeloni, Ignazio, 2013. "Input-output-based measures of systemic importance," SAFE Working Paper Series 29, Leibniz Institute for Financial Research SAFE.
- I�aki Aldasoro & Ignazio Angeloni, 2015. "Input-output-based measures of systemic importance," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 589-606, April.
- Spiros Bougheas & Alan Kirman, 2014.
"Complex Financial Networks and Systemic Risk: A Review,"
Discussion Papers
2014/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Spiros Bougheas & Alan Kirman, 2015. "Complex Financial Networks and Systemic Risk: A Review," Dynamic Modeling and Econometrics in Economics and Finance, in: Pasquale Commendatore & Saime Kayam & Ingrid Kubin (ed.), Complexity and Geographical Economics, edition 127, pages 115-139, Springer.
- Spiros Bougheas & Alan Kirman, 2015. "Complex Financial Networks and Systemic Risk: A Review," Post-Print hal-01505785, HAL.
- Spiros Bougheas & Alan P. Kirman, 2014. "Complex Financial Networks and Systemic Risk: A Review," CESifo Working Paper Series 4756, CESifo.
- Gong, Xiao-Li & Liu, Xi-Hua & Xiong, Xiong & Zhang, Wei, 2020. "Research on China's financial systemic risk contagion under jump and heavy-tailed risk," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Alter, Adrian & Schüler, Yves S., 2012.
"Credit spread interdependencies of European states and banks during the financial crisis,"
Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3444-3468.
- Adrian Alter & Yves Stephan Schüler, 2011. "Credit Spead Interdependencies of European States and Banks during the Financial Crisis," Working Paper Series of the Department of Economics, University of Konstanz 2011-24, Department of Economics, University of Konstanz.
- Firano, Zakaria & Filali adib, Fatine, 2019. "Intersectorial contagion risk in Morocco," MPRA Paper 95343, University Library of Munich, Germany.
- VanHoose, David, 2011.
"Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal,"
Journal of Financial Transformation, Capco Institute, vol. 33, pages 45-60.
- David VanHoose, 2011. "Systemic Risks and Macroprudential Bank Regulation: A Critical Appraisal," NFI Policy Briefs 2011-PB-04, Indiana State University, Scott College of Business, Networks Financial Institute.
- Mr. Daniel Garcia-Macia, 2018.
"Household Wealth and Resilience to Financial Shocks in Italy,"
IMF Working Papers
2018/196, International Monetary Fund.
- Daniel Garcia-Macia, 2021. "Household Wealth and Resilience to Financial Shocks in Italy," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 241-272, September.
- Ritter, Raymond & Paternò, Francesco & Deanaz, Geneviève & Haupt, Felix & Brüggemann, Axel & Sedlacek, Petr & Vincent, Evelien & Janssens, Caroline & Urquizu, Beatriz & Moreno, Pablo & Balteanu, Irina, 2015. "IMF Surveillance in Europe," Occasional Paper Series 158, European Central Bank.
- Ms. Sheri M. Markose, 2012. "Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax," IMF Working Papers 2012/282, International Monetary Fund.
- Gerald Eisenkopf & Zohal Hessami & Urs Fischbacher & Heinrich Ursprung, 2011.
"Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland,"
TWI Research Paper Series
69, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
- Gerald Eisenkopf & Zohal Hessami & Urs Fischbacher & Heinrich Ursprung, 2011. "Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland," Working Paper Series of the Department of Economics, University of Konstanz 2011-34, Department of Economics, University of Konstanz.
- Gerald Eisenkopf & Zohal Hessami & Urs Fischbacher & Heinrich Ursprung, 2011. "Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland," CESifo Working Paper Series 3592, CESifo.
- Eisenkopf, Gerald & Hessami, Zohal & Fischbacher, Urs & Ursprung, Heinrich W., 2015. "Academic performance and single-sex schooling: Evidence from a natural experiment in Switzerland," Journal of Economic Behavior & Organization, Elsevier, vol. 115(C), pages 123-143.
- Cian Allen, 2018.
"Revisiting External Imbalances: Insights from Sectoral Accounts,"
2018 Papers
pal913, Job Market Papers.
- Cian Allen, 2019. "Revisiting external imbalances: Insights from sectoral accounts," Trinity Economics Papers tep0519, Trinity College Dublin, Department of Economics.
- Allen, Cían, 2019. "Revisiting external imbalances: Insights from sectoral accounts," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 67-101.
- Roberta Fiori & Claudia Pacella, 2019. "Should the CCYB be enhanced with a sectoral dimension? The case of Italy," Questioni di Economia e Finanza (Occasional Papers) 499, Bank of Italy, Economic Research and International Relations Area.
- Beck, Günter Wilfried & Kotz, Hans-Helmut, 2016. "Euro area shadow banking activities in a low-interest-rate environment: A flow-of-funds perspective," SAFE White Paper Series 37, Leibniz Institute for Financial Research SAFE.
- Ryoichi Okuma, 2013. "Sectoral interlinkages in balance sheet approach," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 387-404, Bank for International Settlements.
- Alan Ahearne & Guntram B. Wolff, 2012. "The debt challenge in Europe," Working Papers 686, Bruegel.
- Cussen, Mary, 2017. "Identifying Inter-Sectoral Exposures in Ireland using Network Analysis," Economic Letters 03/EL/17, Central Bank of Ireland.
- Sheenan, Lisa, 2023.
"Green bonds, conventional bonds and geopolitical risk,"
Finance Research Letters, Elsevier, vol. 58(PC).
- Sheenan, Lisa, 2023. "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series 2023/05, Queen's University Belfast, Queen's Business School.
- Miroslav Plasil & Ivana Kubicova, 2012. "Contingent Claims Analysis And The Inter-Sector Transmission Of Credit Risk," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2011/2012, chapter 0, pages 129-139, Czech National Bank.
- Lai, Wan-Ni, 2016. "Evaluating the sovereign and household credit risk in Singapore: A contingent claims approach," Research in International Business and Finance, Elsevier, vol. 37(C), pages 435-447.
- Yoshihiko Hogen & Yoshiyasu Koide & Yuji Shinozaki, 2022. "Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks," Bank of Japan Working Paper Series 22-E-14, Bank of Japan.
- Kok, Christoffer & Gross, Marco, 2013. "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series 1570, European Central Bank.
- Galbiati, Marco & Soramäki, Kimmo, 2012. "Clearing networks," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 609-626.
- Bodin Civilize & Thaisiri Watewai & Sakkapop Panyanukul & Kaipichit Ruengsrichaiya, 2019. "Mapping Thailand's Financial Landscape: A Perspective through Balance Sheet Linkages and Contagion," PIER Discussion Papers 114, Puey Ungphakorn Institute for Economic Research.
- Carlos Castro & Juan Sebastian Ordonez, 2012. "A Network model of systemic risk: identifying the sources of dependence across institutions," Documentos de Trabajo 9651, Universidad del Rosario.
- Beck, Günter W. & Kotz, Hans-Helmut & Zabelina, Natalia, 2015. "Euro area macro-financial stability: A flow-of-funds perspective," SAFE White Paper Series 29, Leibniz Institute for Financial Research SAFE.
- Peter Claeys & Borek Vašícek, 2013.
"“How systemic is Spain for Europe?”,"
IREA Working Papers
201301, University of Barcelona, Research Institute of Applied Economics, revised Feb 2013.
- Peter Claeys & Borek Vašícek, 2013. "“How systemic is Spain for Europe?”," AQR Working Papers 201301, University of Barcelona, Regional Quantitative Analysis Group, revised Feb 2013.
- Kavonius, Ilja Kristian & Honkkila, Juha, 2013. "Micro and macro analysis on household income, wealth and saving in the euro area," Working Paper Series 1619, European Central Bank.
- Luiza Antoun de Almeida, 2015. "A Network Analysis of Sectoral Accounts: Identifying Sectoral Interlinkages in G-4 Economies," IMF Working Papers 2015/111, International Monetary Fund.
- Hobza, Alexandr & Zeugner, Stefan, 2014. "Current accounts and financial flows in the euro area," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 291-313.
- Cussen, Mary, 2015. "New Insights from the Enhancements to Quarterly Financial Accounts," Quarterly Bulletin Articles, Central Bank of Ireland, pages 91-101, April.
- Pierre Sola & Francesco Strobbe, 2011. "Addressing data gaps revealed by the financial crisis: European Central Bank statistics on holdings of securities," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 141-150, Bank for International Settlements.
- Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economics Research Papers 2010-033, Friedrich-Schiller-University Jena.
- International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Nonbank Sector Stability Analyses," IMF Staff Country Reports 2016/317, International Monetary Fund.
- Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
- Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
- P. Giudici & A. Spelta, 2016.
"Graphical Network Models for International Financial Flows,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
- Jalava, Jukka & Kavonius, Ilja Kristian, 2008.
"The effect of durable goods and ICT on euro area productivity growth?,"
Working Paper Series
940, European Central Bank.
Cited by:
- Jouko Kinnunen & Bjarne Lindström & Katarina Fellman, 2015. "Foreseeing supply and demand for competence and education until 2025 with a regional CGE model," ERSA conference papers ersa15p14, European Regional Science Association.
- Jalava, Jukka & Kavonius, Ilja Kristian, 2008.
"Durable Goods and ICT: The Drivers of Euro Area Productivity growth?,"
Discussion Papers
1132, The Research Institute of the Finnish Economy.
Cited by:
- Jouko Kinnunen & Bjarne Lindström & Katarina Fellman, 2015. "Foreseeing supply and demand for competence and education until 2025 with a regional CGE model," ERSA conference papers ersa15p14, European Regional Science Association.
- Jalava, Jukka & Kavonius, Ilja Kristian, 2007.
"Durable goods and their effect on household saving ratios in the euro area,"
Working Paper Series
755, European Central Bank.
Cited by:
- Lombardo, Giovanni & Vestin, David, 2008.
"Welfare implications of Calvo vs. Rotemberg-pricing assumptions,"
Economics Letters, Elsevier, vol. 100(2), pages 275-279, August.
- Vestin, David & Lombardo, Giovanni, 2007. "Welfare implications of Calvo vs. Rotemberg pricing assumptions," Working Paper Series 770, European Central Bank.
- Jalava, Jukka & Kavonius, Ilja Kristian, 2008. "The effect of durable goods and ICT on euro area productivity growth?," Working Paper Series 940, European Central Bank.
- Robert Huterski & Agnieszka Anna Huterska & Justyna Łapińska & Ewa Zdunek-Rosa, 2020. "The problem of savings exclusion and gross savings in the new European Union member states," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 2470-2480, March.
- Elena Fregonara & Rocco Curto & Mario Grosso & Paolo Mellano & Diana Rolando & Jean-Marc Tulliani, 2013. "Environmental Technology, Materials Science, Architectural Design, and Real Estate Market Evaluation: A Multidisciplinary Approach for Energy-Efficient Buildings," Journal of Urban Technology, Taylor & Francis Journals, vol. 20(4), pages 57-80, October.
- Lombardo, Giovanni & Vestin, David, 2008.
"Welfare implications of Calvo vs. Rotemberg-pricing assumptions,"
Economics Letters, Elsevier, vol. 100(2), pages 275-279, August.
Articles
- Castrén, Olli & Kavonius, Ilja Kristian & Rancan, Michela, 2022.
"Digital currencies in financial networks,"
Journal of Financial Stability, Elsevier, vol. 60(C).
Cited by:
- Hoang, Yen Hai & Ngo, Vu Minh & Bich Vu, Ngoc, 2023. "Central bank digital currency: A systematic literature review using text mining approach," Research in International Business and Finance, Elsevier, vol. 64(C).
- Ilia Chapyshev & Ansel Shaidullin, 2024. "Study of the Problem of Interoperability of the Bank of Russia's Digital Currency," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 104-126, March.
- Jabbar, Abdul & Geebren, Ahmed & Hussain, Zahid & Dani, Samir & Ul-Durar, Shajara, 2023. "Investigating individual privacy within CBDC: A privacy calculus perspective," Research in International Business and Finance, Elsevier, vol. 64(C).
- Ngo, Vu Minh & Van Nguyen, Phuc & Nguyen, Huan Huu & Thi Tram, Huong Xuan & Hoang, Long Cuu, 2023. "Governance and monetary policy impacts on public acceptance of CBDC adoption," Research in International Business and Finance, Elsevier, vol. 64(C).
- Feng, Jingyu & Yuan, Ying & Jiang, Mingxuan, 2024. "Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 275-301.
- Meller, Barbara & Soons, Oscar, 2023. "Know your (holding) limits: CBDC, financial stability and central bank reliance," Occasional Paper Series 326, European Central Bank.
- Azzone, Michele & Barucci, Emilio, 2023. "Evaluation of sight deposits and central bank digital currency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Son, Jaemin & Ryu, Doojin & Webb, Robert I., 2023. "Central bank digital currency: Payment choices and commercial bank profitability," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Barbara Meller & Oscar Soons, 2023. "Know your (holding) limits: CBDC, financial stability and central bank reliance," Working Papers 771, DNB.
- Nocciola, Luca & Zamora-Pérez, Alejandro, 2024. "Transactional demand for central bank digital currency," Working Paper Series 2926, European Central Bank.
- Gupta, Somya & Pandey, Dharen Kumar & El Ammari, Anis & Sahu, Ganesh P., 2023. "Do perceived risks and benefits impact trust and willingness to adopt CBDCs?," Research in International Business and Finance, Elsevier, vol. 66(C).
- Bas, Tugba & Malki, Issam & Sivaprasad, Sheeja, 2024. "Connectedness between central bank digital currency index, financial stability and digital assets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Bhaskar, Ratikant & Hunjra, Ahmed Imran & Bansal, Shashank & Pandey, Dharen Kumar, 2022. "Central Bank Digital Currencies: Agendas for future research," Research in International Business and Finance, Elsevier, vol. 62(C).
- Chakraborty Robin & Kavonius Ilja Kristian & Pérez-Duarte Sébastien & Vermeulen Philip, 2019.
"Is the Top Tail of the Wealth Distribution the Missing Link between the Household Finance and Consumption Survey and National Accounts?,"
Journal of Official Statistics, Sciendo, vol. 35(1), pages 31-65, March.
See citations under working paper version above.
- Chakraborty, Robin & Kavonius, Ilja Kristian & Pérez-Duarte, Sébastien & Vermeulen, Philip, 2018. "Is the top tail of the wealth distribution the missing link between the Household Finance and Consumption Survey and national accounts?," Working Paper Series 2187, European Central Bank.
- Jukka Jalava & Ilja Kristian Kavonius, 2009.
"Measuring The Stock Of Consumer Durables And Its Implications For Euro Area Savings Ratios,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 55(1), pages 43-56, March.
Cited by:
- Asadul Islam & Jaai Parasnis & Dietrich Fausten, 2013. "Do Immigrants Save Less than Natives? Immigrant and Native Saving Behaviour in Australia," The Economic Record, The Economic Society of Australia, vol. 89(284), pages 52-71, March.
- Aurélien Poissonnier & Delphine Roy, 2017. "Household Satellite Account for France," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(2), pages 353-377, June.
- Amendola, Nicola & Vecchi, Giovanni, 2014. "Durable goods and poverty measurement," Policy Research Working Paper Series 7105, The World Bank.
Chapters
- Juha Honkkila & Ilja Kristian Kavonius, 2016.
"Deriving household indebtedness indicators by linking micro and macro balance sheet data,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41,
Bank for International Settlements.
Cited by:
- Ahnert, Henning & Kavonius, Ilja Kristian & Honkkila, Juha & Sola, Pierre, 2020. "Understanding household wealth: linking macro and micro data to produce distributional financial accounts," Statistics Paper Series 37, European Central Bank.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EEC: European Economics (5) 2007-01-14 2008-05-05 2010-01-10 2020-07-27 2022-09-12. Author is listed
- NEP-MAC: Macroeconomics (4) 2007-01-14 2008-05-05 2010-01-10 2014-04-05
- NEP-BAN: Banking (2) 2010-01-10 2022-08-22
- NEP-CBA: Central Banking (2) 2010-01-10 2010-03-28
- NEP-ACC: Accounting and Auditing (1) 2010-01-10
- NEP-BEC: Business Economics (1) 2010-01-10
- NEP-DEM: Demographic Economics (1) 2014-04-05
- NEP-EFF: Efficiency and Productivity (1) 2008-05-05
- NEP-FDG: Financial Development and Growth (1) 2022-09-12
- NEP-HIS: Business, Economic and Financial History (1) 2010-03-28
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2022-08-22
- NEP-PBE: Public Economics (1) 2010-03-28
- NEP-RMG: Risk Management (1) 2010-01-10
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