Publications
Year
Author
- Gerdien Meijerink (2)
- Kan Ji (2)
- Arjan Lejour (1)
- Bart Voogt (1)
- Beau Soederhuizen (1)
- Benedikt Vogt (1)
- Douwe Kingma (1)
- Ernest Berkhout (1)
- Harro van Heuvelen (1)
- Hugo Rojas-Romagosa (1)
- Johannes Bollen (1)
- Jos Ebregt (1)
- Katharina Ziegler (1)
- Leon Bettendorf (1)
- Maurits van Kempen (1)
- Natasha Kalara (1)
- Nicole Bosch (1)
- Rob Euwals (1)
- Rutger Teulings (1)
- Show all
Type
Frontier firms and followers in the Netherlands: estimating productivity and identifying the frontier
This study shows that constructing a large dataset, which sufficiently covers all firm sizes, is a prerequisite for studying the divergence hypothesis. We merge datasets of individual firm and employee data in the years 20062015 for the Netherlands, resulting in a representative sample of corporations. We find no evidence of diverging productivity between firms on the national frontier and laggard firms. →
How do the Dutch Finance their Own House? – Descriptive Evidence from Administrative Data
We investigate the major financing components which are used to purchase a house in the Netherlands. This is important to shed more light on the effects of changing lending norms. We look at the full universe of housing transactions in the Netherlands by making use of administrative data from Statistics Netherlands (CBS) for the period 2006-2014. →
A Review on ESBies - The senior tranche of sovereign bond-backed securities
Safe assets, assets with low risk and high liquidity, are the cornerstone for modern financial systems. The biggest holders of safe assets are banks, which need to hold safe assets to meet capital and liquidity requirements. Safe assets also provide high-quality, liquid collateral for banks’ repo transactions. Besides, safe assets provide benchmarks for the price formation of other financial assets. →
Capital position of banks in the EMU: an analysis of Banking Union scenarios
This CPB Background Document provides details of the simulations of shocks to the capital position of banks in the EMU that underpins the Financial Risk Report 2018 of the CPB. This involves investigating the potential impact of two legacy problems on the capital position of banks. These problems are the high amount of government debt, especially in Italy, and the high level of non-performing loans on banks’ balance sheets. →
Forecasting long-term interest rates
The long-term interest rate in the Euro area is an important exogenous input in CPB macro-econometric models to project the world economy and the Dutch economy, so it is important to have a reliable projection for it. However, there were concerns about the CPB practice of forecasting the long-term interest rate, especially over the inconsistency of long-term interest rate projections in the short and medium term. Therefore, this document compares the old CPB practice with several alternative forecasting methods for long-term interest rates, and evaluates these methods. →