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Displaying results 1 to 9 of 9.

  1. The Eurosystem Household Finance and Consumption Survey
    Methodological report for the first wave / Eurosystem Household Finance and Consumption Network
    Published: [2013]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    This report summarises the methodologies used in the first wave of the Eurosystem Household Finance and Consumption Survey, which provides household-level data collected in a harmonised way in 15 euro area countries for a sample of more than 62,000... more

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    Resolving-System (kostenfrei)
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Unlimited inter-library loan, copies and loan

     

    This report summarises the methodologies used in the first wave of the Eurosystem Household Finance and Consumption Survey, which provides household-level data collected in a harmonised way in 15 euro area countries for a sample of more than 62,000 households. The report presents the methodologies applied in areas such as data collection, sample design, weighting, imputation, and variance estimation. It also analyses issues like differential unit and item non-response and other issues that may have an effect on the comparability of the survey data across countries.

     

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/154636
    Parent title:
    Series: Statistics paper series / European Central Bank ; no 1 (April 2013)
    Subjects: microeconomics; household consumption; consumer survey; household; data collection; data processing; distribution of wealth; statistical method
    Scope: 1 Online-Ressource (circa 114 Seiten), Illustrationen
  2. The Eurosystem Household Finance and Consumption Survey
    Results from the first wave / Eurosystem Household Finance and Consumption Network
    Published: [2013]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    This report summarises key stylised facts from the first wave of the Eurosystem Household Finance and Consumption Survey, which provides household-level data collected in a harmonised way in 15 euro area countries for a sample of more than 62,000... more

    Access:
    Resolving-System (kostenfrei)
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Unlimited inter-library loan, copies and loan

     

    This report summarises key stylised facts from the first wave of the Eurosystem Household Finance and Consumption Survey, which provides household-level data collected in a harmonised way in 15 euro area countries for a sample of more than 62,000 households. The report presents results on household assets and liabilities, income, and indicators of consumption and credit constraints.

     

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    Content information
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/154637
    Parent title:
    Series: Statistics paper series / European Central Bank ; no 2 (April 2013)
    Subjects: microeconomics; household consumption; consumer survey; household; data collection; data processing; distribution of wealth; statistical method; euro area; debt; financial situation
    Scope: 1 Online-Ressource (circa 114 Seiten), Illustrationen
  3. Quality measures in non-random sampling
    MFI interest rate statistics
    Contributor: Bojaruniec, Piotr (MitwirkendeR); Huerga, Javier (MitwirkendeR); Pérez-Duarte, Sébastien (MitwirkendeR); Puigvert, Josep Maria (MitwirkendeR); Sandars, Patrick (MitwirkendeR); Wijas-Jensen, Justyna Anna (MitwirkendeR); Kofoed, Mandsberg, Rasmus (MitwirkendeR); Hofer, Christiane (MitwirkendeR); Reddig, Jörg (MitwirkendeR); Goggin, Jean (MitwirkendeR); Eleni, Starida (MitwirkendeR); Georgakopoulos, Vasilis (MitwirkendeR); Nega, Stamatina (MitwirkendeR); Casado, Antonio (MitwirkendeR); Montornes, Jérémi (MitwirkendeR); Buzzi, Maria Rosaria (MitwirkendeR); Stacchini, Massimiliano (MitwirkendeR); Švedas, Tomas (MitwirkendeR); Goes, Wim (MitwirkendeR); Bartmann, Martin (MitwirkendeR); Ciesla, Norbert (MitwirkendeR); Maitland-Smith, Fenella (MitwirkendeR); Anisha, Tibrewal (MitwirkendeR)
    Published: [2013]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    Traditional literature on sampling techniques focuses mainly on statistical samples and covers non-random (non-statistical) samples only marginally. Nevertheless, there has been a recent revival of interest in non-statistical samples, given their... more

    Access:
    Resolving-System (kostenfrei)
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Unlimited inter-library loan, copies and loan

     

    Traditional literature on sampling techniques focuses mainly on statistical samples and covers non-random (non-statistical) samples only marginally. Nevertheless, there has been a recent revival of interest in non-statistical samples, given their widespread use in certain fields like government surveys and marketing research, or for audit purposes. This paper attempts to set up common rules for non-statistical samples in which only data on the largest institutions within each stratum are collected. This is done by focusing on the statistics compiled by the European System of Central Banks (ESCB) on the interest rates of monetary financial institutions (MFIs) in countries of the European Union. The paper concludes by proposing a way of establishing common rules for non-statistical samples based on a synthetic measurement of a mean of absolute errors.

     

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    Source: Staatsbibliothek zu Berlin
    Contributor: Bojaruniec, Piotr (MitwirkendeR); Huerga, Javier (MitwirkendeR); Pérez-Duarte, Sébastien (MitwirkendeR); Puigvert, Josep Maria (MitwirkendeR); Sandars, Patrick (MitwirkendeR); Wijas-Jensen, Justyna Anna (MitwirkendeR); Kofoed, Mandsberg, Rasmus (MitwirkendeR); Hofer, Christiane (MitwirkendeR); Reddig, Jörg (MitwirkendeR); Goggin, Jean (MitwirkendeR); Eleni, Starida (MitwirkendeR); Georgakopoulos, Vasilis (MitwirkendeR); Nega, Stamatina (MitwirkendeR); Casado, Antonio (MitwirkendeR); Montornes, Jérémi (MitwirkendeR); Buzzi, Maria Rosaria (MitwirkendeR); Stacchini, Massimiliano (MitwirkendeR); Švedas, Tomas (MitwirkendeR); Goes, Wim (MitwirkendeR); Bartmann, Martin (MitwirkendeR); Ciesla, Norbert (MitwirkendeR); Maitland-Smith, Fenella (MitwirkendeR); Anisha, Tibrewal (MitwirkendeR)
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/154638
    Series: Statistics paper series / European Central Bank ; no 3 (September 2013)
    Subjects: data collection; data processing; financial institution; monetary cooperation; economic statistics; sampling; statistical method; interest; economic survey; macroeconomics
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  4. The bonsai and the gardener
    using flow data to better assess financial sector leverage
    Published: 2013
    Publisher:  Europ. Comm., Directorate-General for Economic and Financial Affairs, Brussels

    This paper discusses the concept of leverage, its components and how to measure and monitor it. It proposes an innovative approach to assessing leverage based on flows using the concept of a marginal leverage ratio, which reveals the leverage related... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    EDZ online a
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 289 (500)
    No inter-library loan

     

    This paper discusses the concept of leverage, its components and how to measure and monitor it. It proposes an innovative approach to assessing leverage based on flows using the concept of a marginal leverage ratio, which reveals the leverage related to new activities, as a valuable supplement to the traditional absolute leverage ratio. The marginal leverage ratio can be used as an early warning tool to signal potential episodes of excessive leverage and to understand if, and how, banks deleverage. Besides capturing the leveraging-deleveraging cycles better than the absolute leverage ratio, the marginal leverage ratio provides an indication of risks that a stable absolute leverage ratio can conceal.

     

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    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789279285820
    Other identifier:
    Series: Array ; 500
    Subjects: Leverage; financial crisis; prudential requirements; data processing; fiscal policy; financial market; indebtedness; monetary crisis; economic indicator
    Scope: Online-Ressource (42 S.), graph. Darst.
  5. Systemic risk and home bias in the euro area
    Published: 2013
    Publisher:  Europ. Comm., Directorate-General for Economic and Financial Affairs, Brussels

    According to conventional indicators, the euro-area financial integration has receded since 2007, mainly in the money market, sovereign debt market and uncollateralized credit markets. But pricebased measures of debt market segmentation are... more

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    Resolving-System (kostenfrei)
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    EDZ online a
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 289 (494)
    No inter-library loan

     

    According to conventional indicators, the euro-area financial integration has receded since 2007, mainly in the money market, sovereign debt market and uncollateralized credit markets. But pricebased measures of debt market segmentation are inappropriate when solvency risk differs across countries: only the component of yield differentials that is not a reward for the issuer's credit risk may reflect segmentation. We apply this idea to the euro sovereign debt market, using a dynamic factor model to decompose yield differentials in a country-specific and a common (or systemic) risk component. As the country-specific component dominates, purging yields from it produces much smaller measures of bond market segmentation than conventional ones for the crisis period. We also investigate how the home bias of banks' sovereign portfolios - a quantity-based measure of segmentation - is related to yield differentials, by estimating a vector error-correction model on 2008-12 monthly data. We find that the sovereign exposures of banks in most euro-area countries respond positively to increases in yields, especially in periphery countries. When yield differentials are decomposed in their country-risk and common-risk components, we find that: (i) in the periphery, banks respond to increases in country risk by increasing their domestic exposure, while in core countries they do not; (ii) in contrast, in most euro-area countries banks respond to an increase in the common risk factor by raising their domestic exposures. Finding (i) hints at distorted incentives in periphery banks' response to changes in their own sovereign's risk. Finding (ii) indicates that, when systemic risk increases, all banks tend to increase the home bias of their portfolios, making the euro-area sovereign market more segmented.

     

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  6. The Eurosystem Household Finance and Consumption Survey
    Methodological report for the first wave / Eurosystem Household Finance and Consumption Network
    Published: [2013]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    This report summarises the methodologies used in the first wave of the Eurosystem Household Finance and Consumption Survey, which provides household-level data collected in a harmonised way in 15 euro area countries for a sample of more than 62,000... more

    Access:
    Resolving-System (kostenfrei)
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 536 (1)
    No inter-library loan

     

    This report summarises the methodologies used in the first wave of the Eurosystem Household Finance and Consumption Survey, which provides household-level data collected in a harmonised way in 15 euro area countries for a sample of more than 62,000 households. The report presents the methodologies applied in areas such as data collection, sample design, weighting, imputation, and variance estimation. It also analyses issues like differential unit and item non-response and other issues that may have an effect on the comparability of the survey data across countries.

     

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    Content information
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/154636
    Parent title: The Eurosystem Household Finance and Consumption Survey - Show all bands
    Series: Statistics paper series / European Central Bank ; no 1 (April 2013)
    Subjects: microeconomics; household consumption; consumer survey; household; data collection; data processing; distribution of wealth; statistical method
    Scope: 1 Online-Ressource (circa 114 Seiten), Illustrationen
  7. The Eurosystem Household Finance and Consumption Survey
    Results from the first wave / Eurosystem Household Finance and Consumption Network
    Published: [2013]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    This report summarises key stylised facts from the first wave of the Eurosystem Household Finance and Consumption Survey, which provides household-level data collected in a harmonised way in 15 euro area countries for a sample of more than 62,000... more

    Access:
    Resolving-System (kostenfrei)
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 536 (2)
    No inter-library loan

     

    This report summarises key stylised facts from the first wave of the Eurosystem Household Finance and Consumption Survey, which provides household-level data collected in a harmonised way in 15 euro area countries for a sample of more than 62,000 households. The report presents results on household assets and liabilities, income, and indicators of consumption and credit constraints.

     

    Export to reference management software   RIS file
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    Content information
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/154637
    Parent title: The Eurosystem Household Finance and Consumption Survey - Show all bands
    Series: Statistics paper series / European Central Bank ; no 2 (April 2013)
    Subjects: microeconomics; household consumption; consumer survey; household; data collection; data processing; distribution of wealth; statistical method; euro area; debt; financial situation
    Scope: 1 Online-Ressource (circa 114 Seiten), Illustrationen
  8. Quality measures in non-random sampling
    MFI interest rate statistics
    Contributor: Bojaruniec, Piotr (MitwirkendeR); Huerga, Javier (MitwirkendeR); Pérez-Duarte, Sébastien (MitwirkendeR); Puigvert, Josep Maria (MitwirkendeR); Sandars, Patrick (MitwirkendeR); Wijas-Jensen, Justyna Anna (MitwirkendeR); Kofoed, Mandsberg, Rasmus (MitwirkendeR); Hofer, Christiane (MitwirkendeR); Reddig, Jörg (MitwirkendeR); Goggin, Jean (MitwirkendeR); Eleni, Starida (MitwirkendeR); Georgakopoulos, Vasilis (MitwirkendeR); Nega, Stamatina (MitwirkendeR); Casado, Antonio (MitwirkendeR); Montornes, Jérémi (MitwirkendeR); Buzzi, Maria Rosaria (MitwirkendeR); Stacchini, Massimiliano (MitwirkendeR); Švedas, Tomas (MitwirkendeR); Goes, Wim (MitwirkendeR); Bartmann, Martin (MitwirkendeR); Ciesla, Norbert (MitwirkendeR); Maitland-Smith, Fenella (MitwirkendeR); Anisha, Tibrewal (MitwirkendeR)
    Published: [2013]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    Traditional literature on sampling techniques focuses mainly on statistical samples and covers non-random (non-statistical) samples only marginally. Nevertheless, there has been a recent revival of interest in non-statistical samples, given their... more

    Access:
    Resolving-System (kostenfrei)
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 536 (3)
    No inter-library loan

     

    Traditional literature on sampling techniques focuses mainly on statistical samples and covers non-random (non-statistical) samples only marginally. Nevertheless, there has been a recent revival of interest in non-statistical samples, given their widespread use in certain fields like government surveys and marketing research, or for audit purposes. This paper attempts to set up common rules for non-statistical samples in which only data on the largest institutions within each stratum are collected. This is done by focusing on the statistics compiled by the European System of Central Banks (ESCB) on the interest rates of monetary financial institutions (MFIs) in countries of the European Union. The paper concludes by proposing a way of establishing common rules for non-statistical samples based on a synthetic measurement of a mean of absolute errors.

     

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    Content information
    Source: Staatsbibliothek zu Berlin
    Contributor: Bojaruniec, Piotr (MitwirkendeR); Huerga, Javier (MitwirkendeR); Pérez-Duarte, Sébastien (MitwirkendeR); Puigvert, Josep Maria (MitwirkendeR); Sandars, Patrick (MitwirkendeR); Wijas-Jensen, Justyna Anna (MitwirkendeR); Kofoed, Mandsberg, Rasmus (MitwirkendeR); Hofer, Christiane (MitwirkendeR); Reddig, Jörg (MitwirkendeR); Goggin, Jean (MitwirkendeR); Eleni, Starida (MitwirkendeR); Georgakopoulos, Vasilis (MitwirkendeR); Nega, Stamatina (MitwirkendeR); Casado, Antonio (MitwirkendeR); Montornes, Jérémi (MitwirkendeR); Buzzi, Maria Rosaria (MitwirkendeR); Stacchini, Massimiliano (MitwirkendeR); Švedas, Tomas (MitwirkendeR); Goes, Wim (MitwirkendeR); Bartmann, Martin (MitwirkendeR); Ciesla, Norbert (MitwirkendeR); Maitland-Smith, Fenella (MitwirkendeR); Anisha, Tibrewal (MitwirkendeR)
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/154638
    Series: Statistics paper series / European Central Bank ; no 3 (September 2013)
    Subjects: data collection; data processing; financial institution; monetary cooperation; economic statistics; sampling; statistical method; interest; economic survey; macroeconomics
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  9. Data sources for the timely monitoring of the social situation in EU member states
    Published: 2013
    Publisher:  Publications Office of the European Union, Luxembourg

    This paper reviews the current problems in obtaining timely information on social developments within EU Member States, and reports on a stocktaking exercise of existing national approaches to providing timely social data, as well as the... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    EDZ online a
    No inter-library loan
    Thüringer Universitäts- und Landesbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 422 (2013,2)
    No inter-library loan

     

    This paper reviews the current problems in obtaining timely information on social developments within EU Member States, and reports on a stocktaking exercise of existing national approaches to providing timely social data, as well as the possibilities that are being explored within the framework of the European Statistical System (ESS) to improve the situation. Making use of sources of information going beyond the more traditional indicators available to monitor poverty and inequalities, the paper also presents some illustrative, concise overviews which have been developed to produce a consistent and more timely picture of recent social developments in eight Member States, among those that have been most affected by the crisis. This shows that in the countries reviewed the working age population has been the most affected by the impact of the economic downturn and subsequent fiscal consolidation measures. The most recent data also points to a severe deterioration of social trends in a few countries, including the weakening of safety nets.

     

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    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789279305399
    Other identifier:
    Series: Working paper / European Commission ; 2013,2
    Subjects: Soziale Lage; Dauer; Messung; Armut; Soziale Ausgrenzung; Datenerhebung; Datenverarbeitung; EU-Staaten; social policy; data processing; public finance; public expenditure; EU statistics; social analysis; austerity policy; EU Member State
    Scope: 1 Online-Ressource (circa 75 Seiten), Illustrationen