Money Macro and Finance Research Group

For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:mmf:mmfc06

• 170 Shareholder Protection: A Leximetric Approach
  by Priya P. Lele & Mathias M. Siems [Downloadable!]
• 169 Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited
  by Deborah Lucas [Downloadable!]
• 168 A State Space Approach To The Policymaker's Data Uncertainty Problem
  by Alastair Cunningham & Chris Jeffery & George Kapetanios & Vincent Labhard [Downloadable!]
• 167 A real-time analysis of the Swiss trade account
  by Jan Jacobs & Jan-Egbert Sturm [Downloadable!]
• 166 Financial Development, Openness and Institutions: Evidence from Panel Data
  by Badi Baltagi & Panicos Demetriades & Siong Hook Law [Downloadable!]
• 165 Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models
  by Matthew Canzoneri [Downloadable!]
• 164 Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
  by Domenico Giannone & Lucrezia Reichlin & David H Small [Downloadable!]
• 163 Revisions Analysis for the National Accounts at ONS
  by Heather Robinson [Downloadable!]
• 162 Financial Liberalisation and Breaks in Stock Market Volatility: Evidence from East Asia
  by Panicos Demetriades & Michaeil Karoglou & Siong Hook Law [Downloadable!]
• 161 Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge
  by Vincent Bouvatier [Downloadable!]
• 160 The financial integration of China: New evidence on temporally aggregated data for the A-share market
  by Eric Girardin & Zhenya Liu [Downloadable!]
• 159 The determinants of "domestic" original sin in emerging market economies
  by Julien Reynaud & Arnaud Mehl [Downloadable!]
• 156 Asset pricing implications for a New Keynesian model
  by Bianca De Paoli, Alasdair Scott, Olaf Weeken [Downloadable!]
• 155 Financial System Architecture: The Role of Systemic Risk, Added Value and Liquidity
  by Jose M P Jorge [Downloadable!]
• 153 The Complex Response of Monetary Policy to Asset Prices
  by Ram Kharel & Chris Martin & Costas Milas [Downloadable!]
• 152 Capital Flows, Interest Rates and Precautionary Behaviour: a model of Global Imbalances
  by Marcus Miller & Lei Zhang [Downloadable!]
• 151 Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets
  by Mathias Drehmann & Steffen Sorensen & Marco Stringa [Downloadable!]
• 150 International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility
  by Thomas Flavin & Ekaterini Panopoulou [Downloadable!]
• 149 Endogenous Cycles and Liquidity Risk
  by Jos van Bommel [Downloadable!]
• 148 The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models
  by Huw Dixon [Downloadable!]
• 146 Exchange Rate Monitoring Bands: Theory and Policy
  by Luisa Corrado & Marcus Miller & Lei Zhang [Downloadable!]
• 144 Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence
  by Monika Blaszkiewicz-Schwartzman [Downloadable!]
• 141 Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence
  by Richard Mash [Downloadable!]
• 140 Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities
  by Renatas Kizys & Peter Spencer [Downloadable!]
• 139 Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve
  by Gomes, O. & Mendes, D. A. & Mendes, V. P. & Sousa Ramos, J. [Downloadable!]
• 138 Unemployment, Job Flows and Hours in a New Keynesian Model
  by Richard Holt [Downloadable!]
• 137 Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models
  by Zsolt Darvas & Balázs Varga [Downloadable!]
• 132 Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK
  by Christian Mose Nielsen [Downloadable!]
• 131 On the use of data envelopment analysis in hedge fund performance appraisal
  by NGUYEN-THI-THANH Huyen [Downloadable!]
• 129 Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach
  by Neil Kellard & John Nankervis & Fotis Papadimitriou [Downloadable!]
• 128 Do emerging markets benefit from index inclusion?
  by Burcu Hacibedel & Jos van Bommel [Downloadable!]
• 127 Imperfect Demand Expectations and Endogenous Business Cycles
  by Orlando Gomes [Downloadable!]
• 126 Learning Hyperinflations
  by Atanas Christev [Downloadable!]
• 125 Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries
  by Donal Bredin & Stilianos Fountas [Downloadable!]
• 124 Real exchange rates and current account imbalances in the Euro-area
  by Michael G Arghyrou & Georgios Chortareas [Downloadable!]
• 123 Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment
  by Damjan Pfajfar & Emiliano Santoro [Downloadable!]
• 120 What is global excess liquidity, and does it matter?
  by Rasmus Ruffer & Livio Stracca [Downloadable!]
• 118 Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?
  by Rafael R. Rebitzky [Downloadable!]
• 115 Leading indicator properties of the US corporate spreads
  by Nektarios Aslanidis & Andrea Cipollini [Downloadable!]
• 114 Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt
  by Jens Hilscher & Yves Nosbusch [Downloadable!]
• 113 Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies
  by Juha Kilponen & Marc-Alexandre Sénégas & Jouko Vilmunen [Downloadable!]
• 112 Monetary Policy and the Political Support for a Labor Market Reform
  by ÿlvaro Aguiar & Ana Paula Ribeiro [Downloadable!]
• 111 ICAPM with time-varying risk aversion
  by Paulo Maio [Downloadable!]
• 108 Business Cycles with Endogenous Mark-ups
  by Paulo Brito & Luis Costa & Huw Dixon [Downloadable!]
• 106 The foundations of money, payments and central banking: A review essay
  by Stephen Millard [Downloadable!]
• 105 A Simple Business-Cycle Model with Schumpeterian Features
  by Luis F. Costa & Huw D. Dixon [Downloadable!]
• 103 Credit Cycles in a OLG Economy with Money and Bequest
  by Agliari Anna & Assenza Tiziana & Delli Gatti Domenico & Santoro Emiliano [Downloadable!]
• 102 The predictive content of the real interest rate gap for macroeconomic variables in the euro area
  by Jean-Stéphane MESONNIER [Downloadable!]
• 101 Financial Stability in European Banking: The Role of Common Factors
  by Clemens J.M. Kool [Downloadable!]
• 99 Constructing Historical Euro Area Data
  by Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid [Downloadable!]
• 98 Bank Behaviour and the Cost Channel of Monetary Transmission
  by Eric Mayer & Oliver Hülsewig & Timo Wollmershäuser [Downloadable!]
• 96 Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle
  by Sean Holly & Emiliano Santoro [Downloadable!]
• 95 Does Instrument Independence Matter under the Constrained Discretionof an Inflation Targeting Goal? Lessons from UK Taylor Rule Empirics
  by Alexander Mihailov [Downloadable!]
• 92 The Impact of Paying Interest on Reserves in the Presence of Government Deficit Financing
  by Mark G. Guzman [Downloadable!]
• 87 Assessing Inflation Targeting Through Intervention Analysis
  by Alvaro Angeriz & Philip Arestis [Downloadable!]
• 85 The defense of multilateral XR target zones against contagious crises
  
  by Jean-Sébastien Pentecôte [Downloadable!]
• 84 Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates
  by Zsolt Darvas & Gábor Rappai & Zoltán Schepp [Downloadable!]
• 83 The External Finance Premium and the Macroeconomy: US post-WWII Evidence
  by De Graeve Ferre [Downloadable!]
• 81 Retirement, health, unemployment, the business cycle and automatic stabilization in the OECD
  by Julia Darby & Jacques Mélitz [Downloadable!]
• 80 The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics
  by Luciana Juvenal & Mark P. Taylor [Downloadable!]
• 79 Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?
  by Georgios Chortareas & John Nankervis & Ying Jiang [Downloadable!]
• 78 Money and Monetary Policy in DSGE Models
  by Arnab Bhattacharjee & Christoph Thoenissen [Downloadable!]
• 76 The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange
  by Andros Gregoriou [Downloadable!]
• 75 The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case
  by Riccardo Bonci & Francesco Columba [Downloadable!]
• 73 Macro volatility in a model of the UK Gilt edged bond market
  by Peter Spencer [Downloadable!]
• 71 Learning in a Misspecified Multivariate Self-Referential Linear Stochastic Model
  by Eran Guse [Downloadable!]
• 68 A New Cost Channel of Monetary Policy
  by M. Alper Cenesiz [Downloadable!]
• 67 Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks
  by Johann Scharler & Sylvia Kaufmann [Downloadable!]
• 65 Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability
  by Claudia Kwapil & Johann Scharler [Downloadable!]
• 64 Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports
  by Christopher F Baum & Mustafa Caglayan [Downloadable!]
• 63 Bond Immunization and Exchange Rate Risk: Some Further Considerations
  by Ivan Ivanov & Jason Hecht [Downloadable!]
• 61 The Effects of Short-Term Liabilities on Profitability: The Case of Germany
  by Christopher F. Baum & Dorothea Schaefer & Oleksandr Talavera [Downloadable!]
• 59 Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework
  by Pelin Ilbas [Downloadable!]
• 55 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
  by Nikolaos Giannellis & Athanasios P. Papadopoulos [Downloadable!]
• 51 Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan
  by Paul Mizen & Tae-Hwan Kim & Alan Thanaset [Downloadable!]
• 50 Expansionary fiscal consolidations in Europe: part of conventional wisdom?
  by António Afonso [Downloadable!]
• 49 Valuing American Style Options by Least Squares Methods
  by Mario Cerrato & Kan Kwok Cheung [Downloadable!]
• 48 Monetary Stabilisation Policy and Long-run Growth
  by Galindev Ragchaasuren [Downloadable!]
• 47 Monetary Policy Amplification Effects through a Bank Capital Channel
  by Alvaro Aguiar & Inês Drumond [Downloadable!]
• 46 The behaviour of the real exchange rate: Evidence from regression quantiles
  by Kleopatra Nikolaou [Downloadable!]
• 42 The impact of Basel I capital regulation on bank deposits and loans: Empirical evidence for Europe
  by Birgit Schmitz [Downloadable!]
• 40 Foreign exchange markets in south-east Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods
  by Alex Mandilaras & Graham Bird [Downloadable!]
• 38 The monetary model of hyperinflation : limits of the model validity
  by Alexandre SOKIC [Downloadable!]
• 37 Is a word to the wise indeed enough? ECB statements and the predictability of interest rate decisions
  by David-Jan Jansen & Jakob de Haan [Downloadable!]
• 36 Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis
  by Bernd Hayo [Downloadable!]
• 35 Understanding Labour Market Frictions: A Tobin’s Q Approach
  by Parantap Basu [Downloadable!]
• 30 Explaining the gaps in labour productivity in some developed countries
  by Weshah Razzak [Downloadable!]
• 29 The Interaction of Inflation and Financial Development with Endogenous Growth
  by Max Gillman & Mark N Harris & Michal Kejak [Downloadable!]
• 27 Inflation Targeting and Fear of Floating
  by Reginaldo Pinto Nogueira Junior [Downloadable!]
• 25 Anatomy of Bid-Ask Spread Empirical Evidence from an Order-driven Market
  by Ming-Chang Wang & Lon-Ping Zu & Chau-Jung Kuo [Downloadable!]
• 24 The narrative approach for the identification of monetary policy shocks in small open economies
  by Eleni Angelopoulou [Downloadable!]
• 19 From Currency Unions to a World Currency: A Possibility?
  by Davide Furceri [Downloadable!]
• 18 Caution or Activism? Monetary Policy Strategies in an Open Economy
  by Martin Ellison & Lucio Sarno & Jouko Vilmunen [Downloadable!]
• 16 Are Euro Interest Rates led by FED Announcements?
  by Andrea Monticini & Giacomo Vaciago [Downloadable!]
• 13 Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies
  by Konstantin A. Kholodilin [Downloadable!]
• 9 Exchange rate regimes and trade
  by Christopher Adam & David Cobham [Downloadable!]
• 8 Underpricing in Turkey: Comparison of the IPO Methods
  by Guray Kucukkocaoglu [Downloadable!]
• 2 The Costs of EMU for Transition Countries
  by Alexandra Ferreira Lopes [Downloadable!]
• 1 Monetary Policy under Rule-of-Thumb Consumers and External Habits
  by Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni [Downloadable!]

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This page was last updated on 2009-11-13.