Report NEP-CBA-2008-04-12

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:

• Item repec:dnb:dnbwpp:170 is not listed on IDEAS anymore

• Obstfeld, Maurice & Taylor, Alan M. & Shambaugh, Jay, 2008, "Financial Stability, the Trilemma, and International Reserves," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6693, Feb.
• Blanchard, Olivier & Galí, Jordi, 2008, "Labour Markets and Monetary Policy: A New Keynesian Model with Unemployment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6765, Mar.
• Blanchard, Olivier & Galí, Jordi, 2008, "The Macroeconomic Effects of Oil Shocks: Why are the 2000s so Different from the 1970s?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6631, Jan.
• Flood, Robert P & Rose, Andrew, 2008, "Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6714, Feb.
• Corsetti, Giancarlo, 2008, "A Modern Reconsideration of the Theory of Optimal Currency Areas," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6712, Feb.
• Eichengreen, Barry, 2008, "Sui Generis EMU," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6642, Jan.
• Charles Goodhart, 2008, "Liquidity and Money Market Operations," FMG Special Papers, Financial Markets Group, number sp179, Apr.
• Honkapohja, Seppo & Evans, George W., 2008, "Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6640, Jan.
• Honkapohja, Seppo & Evans, George W., 2008, "Robust Learning Stability with Operational Monetary Policy Rules," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6641, Jan.
• Wieland, Volker, 2008, "Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6749, Mar.
• Pesenti, Paolo & Martin, Philippe & Corsetti, Giancarlo, 2008, "Varieties and the Transfer Problem: the Extensive Margin of Current Account Adjustment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6660, Jan.
• Ravn, Morten & Uribe, Martín & Schmitt-Grohé, Stephanie, 2008, "Incomplete Cost Pass-Through Under Deep Habits," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6674, Feb.
• Galí, Jordi & Gambetti, Luca, 2008, "On the Sources of the Great Moderation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6632, Jan.
• Marco Del Negro & Frank Schorfheide, 2008, "Monetary policy analysis with potentially misspecified models," Staff Reports, Federal Reserve Bank of New York, number 321.
• Marco Del Negro & Frank Schorfheide, 2008, "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Staff Reports, Federal Reserve Bank of New York, number 320, Mar.
• Canova, Fabio & López-Salido, J David & Michelacci, Claudio, 2008, "The Effects of Technology Shocks on Hours and Output: A Robustness Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6720, Feb.
• Mumtaz, Haroon & Surico, Paolo, 2008, "Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6767, Mar.
• Orphanides, Athanasios & Wieland, Volker, 2008, "Economic Projections and Rules-of-Thumb for Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6748, Mar.
• Eichenbaum, Martin & Rebelo, Sérgio & Jaimovich, Nir, 2008, "Reference Prices and Nominal Rigidities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6709, Feb.
• Pesenti, Paolo & Laxton, Doug & Muir, Dirk & Elekdag, Selim & Lalonde, Rene, 2008, "Oil Price Movements and the Global Economy: A Model-Based Assessment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6700, Feb.
• Gersbach, Hans & Hahn, Volker, 2008, "Monetary Policy Inclinations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6761, Mar.
• Sarno, Lucio & Valente, Giorgio, 2008, "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6638, Jan.
• Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008, "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6738, Mar.
• Item repec:dnb:dnbwpp:169 is not listed on IDEAS anymore

• Hughes Hallett, Andrew & Bernoth, Kerstin & Lewis, John, 2008, "Did Fiscal Policy Makers Know What They Were Doing? Reassessing Fiscal Policy with Real Time Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6758, Mar.
• Paul De Grauwe & Frauke Skudelny, 2000, "Inflation and Productivity Differentials in EMU," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0015, Mar.
• Giacomini, Raffaella & Rossi, Barbara, 2008, "Forecast Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 08-04.
• Rigobon, Roberto & Pavlova, Anna, 2008, "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6647, Jan.
• Vines, David & Stehn, Sven Jari, 2008, "Debt Stabilisation Bias and the Taylor Principle: Optimal Policy in a New Keynesian Model with Government Debt and Inflation Pe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6696, Feb.
• M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008, "Forecasting economic and financial variables with global VARs," Staff Reports, Federal Reserve Bank of New York, number 317.
• Paul De Grauwe & Hans Dewachter & Yunus Aksoy, 1999, "From EMS to EMU: Are we better off?," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces9921, Mar.
• van Wincoop, Eric & Tille, Cédric, 2008, "International Capital Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6705, Feb.
• Buiter, Willem, 2008, "Economic, Political, and Institutional Prerequisites for Monetary Union Among the Members of the Gulf Cooperation Council," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6639, Jan.
• Milesi-Ferretti, Gian Maria & Lane, Philip, 2008, "Where Did All The Borrowing Go? A Forensic Analysis of the U.S. External Position," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6655, Jan.
• von Hagen, Jurgen & Paustian, Matthias, 2008, "The Role of Contracting Schemes for Assessing the Welfare Costs of Nominal Rigidities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6726, Feb.
• Raquel Fonseca & Lise Patureau & Thepthida Sopraseuth, 2008, "Divergence in Labor Market Institutions and International Business Cycles," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-14.
• Beetsma, Roel & Giuliodori, Massimo, 2008, "Fiscal Adjustment to Cyclical Developments in the OECD: An Empirical Analysis Based on Real-Time Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6692, Feb.
• Fischer, Andreas & Ranaldo, Angelo, 2008, "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6753, Mar.
• Kristien Smedts, 2004, "International Dynamic Asset Allocation and the Effect of the Exchange Rate," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0404, Mar.
• Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008, "Investment shocks and business cycles," Staff Reports, Federal Reserve Bank of New York, number 322.
• Giavazzi, Francesco & Favero, Carlo A., 2008, "Should the Euro Area be Run as a Closed Economy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6654, Jan.
• Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008, "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6746, Mar.
• Campa, Jose M. & Gonzalez, Jose M. & Sebastia, Maria, 2008, "Non-linear adjustment of import prices in the European Union," IESE Research Papers, IESE Business School, number D/734, Feb.
• Hans Dewachter & Marco Lyrio, 2003, "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0304, Mar.
• Yunus Aksoy, 1999, "Real Exchange Rates and Monetary Policy Effectiveness in EMU," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces9920, Mar.
• Pelin Ilbas, 2006, "Optimal Monetary Policy rules for the Euro area in a DSGE framework," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0613, Mar.
• Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2008, "Cross-border returns differentials," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 921.
• Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2008, "Investment Shocks and Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6739, Mar.
• Item repec:ete:ceswps:ces9923 is not listed on IDEAS anymore

• Item repec:ete:ceswps:ces0022 is not listed on IDEAS anymore

• Annick Bruggeman & Marie Donnay, 2003, "A Monthly Monetary Model with Banking Intermediation for the Euro Area," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0309, Mar.
• Item repec:dnb:dnbwpp:171 is not listed on IDEAS anymore

• Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
• Michiel van Leuvensteijn & C. Kok Sorensen & J.A. Bikker & A.A.R.J.M. Rixtel, 2008, "Impact of bank competition on the interest rate pass-through in the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 103, Apr.
• Marie Donnay & Hans Degryse, 2001, "Bank Lending Rate Pass-Through and Differences in the Transmission of a Single EMU Monetary Policy," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0117, Mar.
• Jeanne, Olivier & Rancière, Romain, 2008, "The Optimal Level of International Reserves For Emerging Market Countries: A New Formula and Some Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6723, Feb.
• Leonardo Bartolini & R. Spence Hilton & James J. McAndrews, 2008, "Settlement delays in the money market," Staff Reports, Federal Reserve Bank of New York, number 319.
• Wolff, Christian & Straetmans, Stefan & Versteeg, Roald, 2008, "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6727, Feb.
• Goldberg, Linda S. & Tille, Cédric, 2008, "Macroeconomic Interdependence and the International Role of the Dollar," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6704, Feb.
• Linda S. Goldberg & Cédric Tille, 2008, "Macroeconomic interdependence and the international role of the dollar," Staff Reports, Federal Reserve Bank of New York, number 316.
• Item repec:ete:ceswps:ces0614 is not listed on IDEAS anymore

• Hans Dewachter & Dirk Veestraeten, 1999, "Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces9902, Mar.
• Yunus Aksoy & Tomasz Piskorski, 2001, "Foreign Holdings of Dollars and Information Value of US Monetary Aggregates," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0107, Mar.
• Paul De Grauwe, 2000, "Controls on Capital Flows and the Tobin Tax," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0002, Mar.
• Vivien Lewis, 2004, "Productivity and the Real Euro-Dollar Exchange Rate," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0406, Mar.
• Eiji OGAWA & Taiyo YOSHIMI, 2008, "Widening Deviation among East Asian Currencies," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 08010, Mar.
• Dirk Veestraeten, 2000, "Pricing of Currency Options in Credible Exchange Rate Target Zones: an Extension and an Alternative Valuation Approach," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0031, Mar.
• Gerlach, Stefan & Assenmacher, Katrin & Sekine, Toshitaka, 2008, "Monetary Factors and Inflation in Japan," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6650, Jan.
• Hernando Vargas Herrera & Carlos Varela, 2008, "Capital Flows and Financial Assets in Colombia: Recent Behavior, Consequences and Challenges for the Central Bank," Borradores de Economia, Banco de la Republica, number 4588, Apr.
• Ravn, Morten & Mertens, Karel, 2008, "The Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks: Theory and Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6673, Feb.
• Danny Leung, 2008, "Markups in Canada: Have They Changed and Why?," Staff Working Papers, Bank of Canada, number 08-7, DOI: 10.34989/swp-2008-7.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002, "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0205, Mar.
• Agnieszka Markiewicz, 2005, "Choice of Exchange Rate Regime in Central and Eastern European Countries: an Empirical Analysis," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0501, Mar.
• Flôres Junior, Renato Galvão, 2008, "Are CGE Models still useful in economic policy making?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 674, Feb.
• Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008, "On equilibrium prices in continuous time," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 672, Feb.
• Banerjee, Anindya & Marcellino, Massimiliano, 2008, "Factor-augmented Error Correction Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6707, Feb.
• Wolf, Nikolaus, 2008, "Scylla and Charybdis. Explaining Europe?s Exit from Gold, January 1928- December 1936," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6685, Feb.
• Item repec:ete:ceswps:ces09908 is not listed on IDEAS anymore

• Romain Houssa, 2004, "Monetary Union in West Africa and Asymmetric Shocks: a Dynamic Structural Factor Model," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0411, Mar.
• Item repec:dgr:kubcen:200832 is not listed on IDEAS anymore

Report NEP-CBA-2008-04-12

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: