datasets

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Blog Post

An update: Sovereign bond holdings in the euro area – the impact of QE

Since the ECB’s announcement of its QE programme in January 2015, national central banks have been buying government and national agency bonds. In this post we look at the effect of QE on sectoral holdings of government bonds, updating our calculations published in May and November 2016.

By: Pia Hüttl and Inês Goncalves Raposo Topic: European Macroeconomics & Governance Date: March 9, 2017
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Blog Post

An update: Sovereign bond holdings in the euro area – the impact of QE

Since the ECB’s announcement of its QE programme in January 2015, national central banks have been buying government and national agency bonds. In this post we look at the effect of QE on sectoral holdings of government bonds, based on our recently updated dataset.

By: Pia Hüttl and Silvia Merler Topic: European Macroeconomics & Governance Date: November 22, 2016
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Blog Post

Update of the EFIGE dataset

The EFIGE dataset on firms' competitivenes was recently updated by extending the panel-level balance sheet data until the year 2014. This post highlights the main features of the brand new data.

By: Tommaso Aquilante and Domenico Favoino Topic: Innovation & Competition Policy Date: August 22, 2016
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Blog Post

Sovereign bond holdings in the euro area - the impact of QE

Since the announcement of the QE programme by the European Central Bank (ECB) on 22 January 2015, national central banks have been buying government and national agency bonds. In this post we look at the effect of QE on sectoral holdings of government bonds, based on our recently updated dataset.

By: Pia Hüttl and Silvia Merler Topic: European Macroeconomics & Governance Date: May 19, 2016
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Policy Contribution

Financial regulatory transparency: new data and implications for EU policy

This paper introduces a new international financial regulatory data transparency index - the Financial Regulatory Transparency (FRT) Index - in order to address the exisiting gap in measuring regulatory transparency.

By: Mark Copelovitch, Christopher Gandrud and Mark Hallerberg Topic: Finance & Financial Regulation Date: December 10, 2015
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Blog Post

Real exchange rates in conflict zones

Several countries experiencing conflict have been able to maintain a stable nominal exchange rate and thereby their real exchange rates were either stable or even increased due to high inflation. In contrast, nominal exchange rates have recently crashed in Syria, Ukraine and Russia, but high inflation has partially or fully counteracted its impact on the real exchange rate.

By: Zsolt Darvas Topic: European Macroeconomics & Governance Date: November 26, 2015
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External Publication

Does money matter in the euro area? Evidence from a new Divisia index

Zsolt Darvas created a a dataset on euro-area Divisia-money aggregates. In this paper, Zsolt estimates theoretically correct responses to money, user cost and interest rate shocks using structural vector-autoregressions. 

By: Zsolt Darvas Topic: European Macroeconomics & Governance Date: June 17, 2015
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Blog Post

Real exchange rates after the Swiss tsunami

The surprise abolition of the 1.2 Swiss franc/euro exchange rate floor by the Swiss National Bank sent shock waves to currency markets. The instant reaction was more than 30 percent appreciation of the Swiss franc, which corrected somewhat later and other currency rates have changed too. Today the franc is traded at a rate of about 1 to the euro, implying 20 percent nominal appreciation.

By: Zsolt Darvas Topic: European Macroeconomics & Governance Date: January 19, 2015
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Working Paper

The EU-EFIGE/Bruegel-Unicredit dataset

This paper describes the EU-EFIGE/Bruegel-UniCredit dataset (in short the EFIGE dataset), a database recently collected within the EFIGE project (European Firms in a Global Economy: internal policies for external competitiveness) supported by the Directorate General Research of the European Commission through its 7th Framework Programme and coordinated by Bruegel. • The database, for the first […]

By: Carlo Altomonte and Tommaso Aquilante Topic: Energy & Climate, Innovation & Competition Policy Date: October 4, 2012
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Blog Post

Introducing the Bruegel dataset of sovereign bonds holdings (and more)

Early this year Jean Pisani-Ferry and I wrote a policy contribution titled “Who’s afraid of sovereign bonds”, where we were investigating the role of euro area banks in holding of domestic government debt securities, one of the important aspects of the sovereign-banking crisis loop. In order to do so, we needed to know how the […]

By: Silvia Merler Topic: European Macroeconomics & Governance Date: August 27, 2012
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Working Paper

Real effective exchange rates for 178 countries: a new database

Using data on exchange rates and consumer price indices and a weighting matrix, we calculate up-to-date consumer price index-based REER (the real effective exchange rate) for 178 countries – many more than in any other publicly available database – plus for the euro area. The database will be irregularly updated.

By: Zsolt Darvas Topic: Global Economics & Governance Date: March 15, 2012