Nicolas Albacete

Nicolas Albacete

Research interests

  • Financial stability
  • Household consumption and saving behavior
  • The design and collection and analysis of survey data

Selected publications

Albacete, N., Dippenaar, S. T., Lindner, P., Wagner, K. (2018). Eurosystem Household Finance and Consumption Survey 2017. Methodological Notes for Austria. Monetary Policy & the Economy Q4/18 – Addendum.

Albacete, N., Fessler, P., Lindner, P. (2018). One policy to rule them all? On the effectiveness of LTV, DTI and DSTI ratio limits as macroprudential policy tools. Financial Stability Report 35, OeNB, 67-83.

Albacete, N., Andreasch, M., Lindner, P. (2018). Verschuldung der privaten Haushalte in Österreich. Statistiken Sonderheft [in German].

Albacete, N., Ritzberger-Grünwald, D., Waschiczek, W. (2017). FX household loans in Austria – a micro view on a macro issue. In: Banerjee, Fabrizio Coricelli (ed.). Crisis, Credit and Resource Misallocation: Evidence from Europe during the Great Recession, London: CEPR Press, pp. 237-260.

Albacete, N., Lindner, P. (2017). How strong is the wealth channel of monetary policy transmission? A microeconometric evaluation for Austria. Monetary Policy & the Economy Q2/17, OeNB, 32-53.

Albacete, N., Lindner, P. (2017). Simulating the impact of borrower-based macroprudential policies on mortgages and the real estate sector in Austria – evidence from the Household Finance and Consumption Survey 2014. Financial Stability Report 33, OeNB, 52-68.

Albacete, N., Fessler, P.,  Lindner, P. (2016). The Distribution of Residential Property Price Changes across Homeowners and its Implications for Financial Stability in Austria. Financial Stability Report 31/2016, pp. 62–81.

Rodriguez-Palenzuela, D., Dées, S., the Saving and Investment Task Force (2016). Savings and investment behaviour in the euro area. European Central Bank Occasional paper series No 167/2016.

Albacete, N., Lindner, P. (2015). Foreign currency borrowers in Austria evidence from the Household Finance and Consumption Survey. Financial Stability Report 29/2015, pp. 93–109.

Albacete, N. (2014). Multiple Imputation in the Austrian Household Survey on Housing Wealth. Austrian Journal of Statistics, 2014, Vol. 43, pp. 5–28.

Albacete, N., Eidenberger, J., Krenn G., Lindner, P., Sigmund, M. (2014). Risk Bearing Capacity of Households – Linking Microlevel Data to the Macroprudential Toolkit. Financial Stability Report 27/2014, pp. 95–110.