Carsten Detken

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 11,664

SSRN RANKINGS

Top 11,664

in Total Papers Downloads

4,974

SSRN CITATIONS
Rank 2,446

SSRN RANKINGS

Top 2,446

in Total Papers Citations

292

CROSSREF CITATIONS

240

Scholarly Papers (17)

'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity

ECB Working Paper No. 1039
Number of pages: 58 Posted: 22 Apr 2009
Lucia Alessi and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 547 (59,865)
Citation 4

Abstract:

Loading...

Early Warning Indicators, Signalling Approach, Leaning Against the Wind, Asset Price Booms and Busts, Global Liquidity

'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity

Paolo Baffi Centre Research Paper No. 2010-70
Number of pages: 52 Posted: 09 Jul 2010 Last Revised: 20 Nov 2010
Lucia Alessi and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 309 (117,395)
Citation 88

Abstract:

Loading...

Early Warning Indicators, Signaling Approach, Leaning Against the Wind, Asset Price Booms and Busts, Global Liquidity

'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity

Finlawmetrics 2010 Conference Paper
Number of pages: 49 Posted: 12 Jan 2010
Lucia Alessi and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 117 (283,766)
Citation 38

Abstract:

Loading...

Early Warning Indicators, Signalling Approach, Leaning Against the Wind, Asset Price Booms and Busts, Global Liquidity

2.

Asset Price Booms and Monetary Policy

Number of pages: 64 Posted: 01 Dec 2004
Carsten Detken and Frank Smets
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 963 (28,330)
Citation 4

Abstract:

Loading...

asset price booms, asset price bubbles, optimal monetary policy, over-investment, real estate prices

3.

Liquidity Shocks and Asset Price Boom/Bust Cycles

ECB Working Paper No. 732
Number of pages: 54 Posted: 25 Feb 2007
Ramón Adalid and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 783 (37,805)
Citation 6

Abstract:

Loading...

Liquidity shocks, asset price booms, money and credit aggregates, role of money, monetary policy, real estate prices

4.
Downloads 361 ( 99,510)
Citation 17

The Euro and International Capital Markets

Number of pages: 55 Posted: 11 Dec 2002
Carsten Detken and Philipp Hartmann
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 339 (106,048)

Abstract:

Loading...

International Capital Markets, International Currencies, Euro, Dollar, Yen, EMU, Capital Flows, International Monetary System, Portfolio Selection, Money Markets, Bond Markets, Equity Markets, Bank Lending

The Euro and International Capital Markets

Number of pages: 66 Posted: 21 Mar 2001
Philipp Hartmann and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 22 (619,584)
Citation 2
  • Add to Cart

Abstract:

Loading...

The Euro and International Capital Markets

Posted: 15 Jul 2003
Carsten Detken and Philipp Hartmann
European Central Bank (ECB) and European Central Bank (ECB)

Abstract:

Loading...

international capital markets, international currencies, euro, dollar, yen, EMU, capital flows, international monetary system, portfolio selection, bond markets, equity markets, bank lending

5.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE), European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in Prague
Downloads 337 (107,470)
Citation 28

Abstract:

Loading...

Early warning systems, financial crisis, Bayesian model averaging

6.

Setting Countercyclical Capital Buffers Based on Early Warning Models: Would it Work?

ECB Working Paper No. 1604
Number of pages: 44 Posted: 08 Nov 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 247 (148,876)
Citation 3

Abstract:

Loading...

Basel III; CRD IV; countercyclical capital buffer; financial regulation; banking crises; early warning model

7.

Model Uncertainty and the Equilibrium Value of the Real Effective Euro Exchange Rate

Number of pages: 52 Posted: 27 Apr 2003
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Universidad de Murcia and European Central Bank (ECB)
Downloads 217 (168,534)

Abstract:

Loading...

Equilibrium exchange rate, euro, model uncertainty

8.

Monetary Policy and Fears of Financial Instability

Number of pages: 46 Posted: 11 Dec 2001
Vincent Brousseau and Carsten Detken
European Central Bank, Directorate General Economics and European Central Bank (ECB)
Downloads 197 (184,449)

Abstract:

Loading...

financial stability, price stability, optimal monetary policy, sunspot equilibria, Bellman principle, time inconsistency

9.

Identifying Excessive Credit Growth and Leverage

ECB Working Paper No. 1723
Number of pages: 51 Posted: 22 Aug 2014
Lucia Alessi and Carsten Detken
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 190 (190,576)
Citation 17

Abstract:

Loading...

early warning systems, banking crises, macroprudential policy, decision trees, random forest

10.

Fiscal Policy Effectiveness and Neutrality Results in a Non-Ricardian World

Number of pages: 30 Posted: 02 Dec 2002
Carsten Detken
European Central Bank (ECB)
Downloads 168 (212,098)

Abstract:

Loading...

Monetary and Fiscal Policy Regimes, Fiscal Policy Effectiveness, Ricardian Equivalence, Central Bank Independence, Stability and Growth Pact

11.

A New Database for Financial Crises in European Countries: ECB/ESRB EU Crises Database

ECB Occasional Paper No. 194
Number of pages: 62 Posted: 03 Aug 2017
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, Halmstad University, European Central Bank (ECB), European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 167 (213,195)
Citation 18

Abstract:

Loading...

Financial Crises, Macroprudential, Crises Database, Early Warning Models, Central Bank Statistics

12.

Maintaining Price Stability Under Free-Floating: A Fearless Way Out of the Corner?

Number of pages: 28 Posted: 02 Dec 2003
Carsten Detken and Vitor Gaspar
European Central Bank (ECB) and European Commission
Downloads 131 (259,837)

Abstract:

Loading...

Price stability, small open economy, flexible exchange rates, managed floating, uncovered interest rate parity

13.

On Prosperity and Posterity: The Need for Fiscal Discipline in a Monetary Union

Number of pages: 42 Posted: 20 Dec 2004
Carsten Detken, Vitor Gaspar and Bernhard Winkler
European Central Bank (ECB), European Commission and European Central Bank (ECB)
Downloads 99 (316,709)

Abstract:

Loading...

fiscal spillover effects, common pool, overlapping generations, bond market integration, fiscal discipline, fiscal rules, European Monetary Union

14.

Macroprudential Policy at the ECB: Institutional Framework, Strategy, Analytical Tools and Policies

ECB Occasional Paper No. 227
Number of pages: 88 Posted: 23 Jul 2019
European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 95 (325,180)
Citation 2

Abstract:

Loading...

ESRB, financial imbalances, financial regulation, Financial stability, macroprudential, monetary policy, SSM, stress testing, systemic risk

15.

Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches

Number of pages: 33 Posted: 13 Jan 2003
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Universidad de Murcia
Downloads 33 (534,848)
Citation 1
  • Add to Cart

Abstract:

Loading...

16.

Operationalising the Countercyclical Capital Buffer: Indicator Selection, Threshold Identification and Calibration Options

ESRB: Occasional Paper Series No. 2014/5
Number of pages: 95 Posted: 05 Nov 2020
European Central Bank (ECB), affiliation not provided to SSRN, affiliation not provided to SSRN, Banco de Portugal, European Central Bank (ECB), Banco de España, affiliation not provided to SSRN, affiliation not provided to SSRN, Bank of England, affiliation not provided to SSRN, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and European Central Bank
Downloads 10 (685,349)
Citation 6

Abstract:

Loading...

banking regulation, countercyclical capital buffer, systemic risk

17.

Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors

ESRB: Working Paper Series No. 2016/29
Number of pages: 38 Posted: 05 Nov 2020
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and De Nederlandsche Bank
Downloads 3 (739,705)
Citation 1

Abstract:

Loading...

early-warning model, banking crises, signalling approach, systemic risk