Report NEP-CBA-2007-04-09

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Sergey Pekarski issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CBA

The following items were announced in this report:

• Matthew Canzoneri, 2007, "Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 165, Feb.
• George-Marios Angeletos & Christian Hellwig & Alessandro Pavan, 2005, "Signaling in a Global Game: Coordination and Policy Traps," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1400, Nov.
• N. Nergiz Dincer & Barry Eichengreen, 2007, "Central Bank Transparency: Where, Why, and with What Effects?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13003, Mar.
• Domenico Giannone & Lucrezia Reichlin & David H Small, 2007, "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 164, Feb.
• Rasmus Ruffer & Livio Stracca, 2007, "What is global excess liquidity, and does it matter?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 120, Feb.
• Rasmus Fatum & Jesper Pedersen, 2007, "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 07-01, Mar.
• Alastair Cunningham & Chris Jeffery & George Kapetanios & Vincent Labhard, 2007, "A State Space Approach To The Policymaker's Data Uncertainty Problem," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 168, Feb.
• Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2007, "Caution or Activism? Monetary Policy Strategies in an Open Economy," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 18, Feb.
• Item repec:acb:camaaa:2006-16 is not listed on IDEAS anymore

• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007, "The New Keynesian Phillips Curve revisited," Discussion Papers, Statistics Norway, Research Department, number 500, Mar.
• Philip Vermeulen & Daniel Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2007, "Price setting in the euro area : some stylised facts from individual producer price data," Working Paper Research, National Bank of Belgium, number 111, Mar.
• Vermeulen, Philip & Gautier, Erwan & Stahl, Harald & Dossche, Maarten & Sabbatini, Roberto & Dias, Daniel & Hernando, Ignacio, 2007, "Price setting in the euro area: some stylised facts from individual producer price data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,03.
• Item repec:acb:camaaa:2006-22 is not listed on IDEAS anymore

• Item repec:ecb:ecbwps:20070738 is not listed on IDEAS anymore

• Bindseil, Ulrich & Nyborg, Kjell G., 2007, "Monetary policy implementation: A European Perspective," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/10, Mar.
• Richard Clarida & Daniel Waldman, 2007, "Is Bad News About Inflation Good News for the Exchange Rate?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13010, Apr.
• Item repec:acb:camaaa:2006-24 is not listed on IDEAS anymore

• Item repec:mea:ivswpa:570 is not listed on IDEAS anymore

• Gomes, O. & Mendes, D. A. & Mendes, V. P. & Sousa Ramos, J., 2007, "Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 139, Feb.
• Item repec:ecb:ecbwps:20070742 is not listed on IDEAS anymore

• David-Jan Jansen & Jakob de Haan, 2007, "Is a word to the wise indeed enough? ECB statements and the predictability of interest rate decisions," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 37, Feb.
• Cinzia Alcidi & Alessandro Flamini & Andrea Fracasso, 2005, "``Taylored'' Rules. Does One Fit All?," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2007/06, Apr, revised Mar 2007.
• Eric Mayer & Oliver Hülsewig & Timo Wollmershäuser, 2007, "Bank Behaviour and the Cost Channel of Monetary Transmission," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 98, Feb.
• Juha Kilponen & Marc-Alexandre Sénégas & Jouko Vilmunen, 2007, "Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 113, Feb.
• Agliari Anna & Assenza Tiziana & Delli Gatti Domenico & Santoro Emiliano, 2007, "Credit Cycles in a OLG Economy with Money and Bequest," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 103, Feb.
• Damjan Pfajfar & Emiliano Santoro, 2007, "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 123, Feb.
• John M Maheu & Stephen Gordon, 2007, "Learning, Forecasting and Structural Breaks," Working Papers, University of Toronto, Department of Economics, number tecipa-284, Mar.
• Sheila Dow & Matthias Klaes & Alberto Montagnoli, 2007, "Risk and Uncertainty in Central Bank Signals: An Analysis of MPC Minutes," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2007/05, Feb.
• Item repec:acb:camaaa:2007-02 is not listed on IDEAS anymore

• Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007, "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 99, Feb.
• Luisa Corrado & Marcus Miller & Lei Zhang, 2007, "Exchange Rate Monitoring Bands: Theory and Policy," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 146, Feb.
• Huw Dixon, 2007, "The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 148, Feb.
• Luciana Juvenal & Mark P. Taylor, 2007, "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 80, Feb.
• Eran Guse, 2007, "Learning in a Misspecified Multivariate Self-Referential Linear Stochastic Model," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 71, Feb.
• Item repec:acb:camaaa:2006-19 is not listed on IDEAS anymore

• Masao Ogaki & Sungwook Park, 2007, "Long-run real exchange rate changes and the properties of the variance of k-differences," Working Papers, Ohio State University, Department of Economics, number 07-05, Feb.
• M. Alper Cenesiz, 2007, "A New Cost Channel of Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 68, Feb.
• Pelin Ilbas, 2007, "Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 59, Feb.
• Alexander Mihailov, 2007, "Does Instrument Independence Matter under the Constrained Discretionof an Inflation Targeting Goal? Lessons from UK Taylor Rule Empirics," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 95, Feb.
• Bernd Hayo, 2007, "Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 36, Feb.
• Item repec:ecb:ecbwps:20070740 is not listed on IDEAS anymore

• Alvaro Angeriz & Philip Arestis, 2007, "Assessing Inflation Targeting Through Intervention Analysis," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 87, Feb.
• Arnab Bhattacharjee & Christoph Thoenissen, 2007, "Money and Monetary Policy in DSGE Models," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 78, Feb.
• Jean-Stéphane MESONNIER, 2007, "The predictive content of the real interest rate gap for macroeconomic variables in the euro area," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 102, Feb.
• Richard Mash, 2007, "Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 141, Feb.
• Michael G Arghyrou & Georgios Chortareas, 2007, "Real exchange rates and current account imbalances in the Euro-area," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 124, Feb.
• Andrea Monticini & Giacomo Vaciago, 2007, "Are Euro Interest Rates led by FED Announcements?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 16, Feb.
• Claudia Kwapil & Johann Scharler, 2007, "Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 65, Feb.
• Alexandra Ferreira Lopes, 2007, "The Costs of EMU for Transition Countries," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 2, Feb.
• Eleni Angelopoulou, 2007, "The narrative approach for the identification of monetary policy shocks in small open economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 24, Feb.
• Paul Mizen & Tae-Hwan Kim & Alan Thanaset, 2007, "Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 51, Feb.
• Reginaldo Pinto Nogueira Junior, 2007, "Inflation Targeting and Fear of Floating," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 27, Feb.
• Galindev Ragchaasuren, 2007, "Monetary Stabilisation Policy and Long-run Growth," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 48, Feb.
• Item repec:acb:camaaa:2006-17 is not listed on IDEAS anymore

• Alvaro Aguiar & Inês Drumond, 2007, "Monetary Policy Amplification Effects through a Bank Capital Channel," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 47, Feb.
• Johann Scharler & Sylvia Kaufmann, 2007, "Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 67, Feb.
• Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni, 2007, "Monetary Policy under Rule-of-Thumb Consumers and External Habits," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 1, Feb.
• Ram Kharel & Chris Martin & Costas Milas, 2007, "The Complex Response of Monetary Policy to Asset Prices," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 153, Feb.
• Donal Bredin & Stilianos Fountas, 2007, "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 125, Feb.
• Christopher Adam & David Cobham, 2007, "Exchange rate regimes and trade," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 9, Feb.
• Atanas Christev, 2007, "Learning Hyperinflations," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 126, Feb.
• Christopher F Baum & Mustafa Caglayan, 2007, "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 64, Feb.
• Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2007, "Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 84, Feb.
• Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007, "Asset pricing implications for a New Keynesian model," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 156, Feb.
• Item repec:ecb:ecbwps:20070741 is not listed on IDEAS anymore

• ÿlvaro Aguiar & Ana Paula Ribeiro, 2007, "Monetary Policy and the Political Support for a Labor Market Reform," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 112, Feb.
• Richard Holt, 2007, "Unemployment, Job Flows and Hours in a New Keynesian Model," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 138, Feb.
• Georgios Chortareas & John Nankervis & Ying Jiang, 2007, "Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 79, Feb.
• Davide Furceri, 2007, "From Currency Unions to a World Currency: A Possibility?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 19, Feb.
• Item repec:rwi:dpaper:0042 is not listed on IDEAS anymore

• Shin-ichi Fukuda & Yoshifumi Kon, 2007, "Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia," NBER Working Papers, National Bureau of Economic Research, Inc, number 13004, Apr.
• Oliver Grimm, 2007, "Fiscal Discipline and Stability under Currency Board Systems," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 07/66, Mar.
• Kleopatra Nikolaou, 2007, "The behaviour of the real exchange rate: Evidence from regression quantiles," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 46, Feb.
• Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez, 2007, "Welfare-improving debt constraints," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 541, Mar, revised Dec 2007.
• Jean-Sébastien Pentecôte, 2007, "The defense of multilateral XR target zones against contagious crises," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 85, Feb.
• Stephen Millard, 2007, "The foundations of money, payments and central banking: A review essay," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 106, Feb.
• Item repec:acb:camaaa:2007-01 is not listed on IDEAS anymore

• Philipp Harms & Marco Kretschmann, 2007, "Words, deeds, and outcomes: A survey on the growth effects of exchange rate regimes," Working Papers, Swiss National Bank, Study Center Gerzensee, number 07.03, Mar.
• Item repec:mea:ivswpa:598 is not listed on IDEAS anymore

• Monika Blaszkiewicz-Schwartzman, 2007, "Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 144, Feb.
• Item repec:ecb:ecbwps:20070739 is not listed on IDEAS anymore

• Vincent Bouvatier, 2007, "Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 161, Feb.
• Riccardo Bonci & Francesco Columba, 2007, "The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 75, Feb.
• Item repec:acb:camaaa:2006-25 is not listed on IDEAS anymore

• Roberto Frenkel, 2007, "Argentina: The Central Bank in the Foreign Exchange Market," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2007-03, Feb.
• Item repec:acb:camaaa:2006-23 is not listed on IDEAS anymore

Report NEP-CBA-2007-04-09

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Sergey Pekarski issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CBA

The following items were announced in this report: