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Report NEP-EEC-2010-06-04
This is the archive for NEP-EEC, a report on new working papers in the area of European Economics. Giuseppe Marotta issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-EEC
The following items were announced in this report:
- Silvia Gabrieli, 2010. "The functioning of the European interbank market during the 2007-08 financial crisis," CEIS Research Paper 158, Tor Vergata University, CEIS, revised 28 May 2010.
- Benjamin Elsner, 2010. "Does Emigration Benefit the Stayers? The EU Enlargement as a Natural Experiment. Evidence from Lithuania," The Institute for International Integration Studies Discussion Paper Series iiisdp326, IIIS.
- Karsten Staehr, 2010. "Inflation in the New EU Countries from Central and Eastern Europe : Theories and panel data estimations," Bank of Estonia Working Papers wp2010-06, Bank of Estonia, revised 26 May 2010.
- Giuseppe Bertola & Aurelijus Dabušinskas & Marco Hoeberichts & Mario Izquierdo & Claudia Kwapil & Jérémi Montornès & Daniel Radowski, 2010. "Price, wage and employment response to shocks : evidence from the WDN survey," Bank of Estonia Working Papers wp2010-07, Bank of Estonia, revised 26 May 2010.
- Andrés Rodríguez-Pose & Roberto Ezcurra, 2010. "Is fiscal decentralization harmful for economic growth? Evidence from the OECD countries," Working Papers 2010-09, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
- Janine Aron & John Muellbauer & Anthony Murphy, 2010. "Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US," Economics Series Working Papers 487, University of Oxford, Department of Economics.
- Pahnke, Luise & Honekamp, Ivonne, 2010. "Different Effects of Financial Literacy and Financial Education in Germany," MPRA Paper 22900, University Library of Munich, Germany.
- Vistesen, Claus, 2010. "Quantifying and Correcting Eurozone Imbalances Fighting the Debt Snowball," MPRA Paper 22943, University Library of Munich, Germany.