Report NEP-CBA-2008-06-27

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:

• Malin Adolfson & Stefan Laséen & Jesper Lindé & Lars E.O. Svensson, 2008, "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 14092, Jun.
• Peter N. Ireland, 2008, "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 14098, Jun.
• John A Carlson & Christian M. Dahl & Carol L. Osler, 2008, "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-01, Jan.
• Barry Eichengreen, 2008, "Exchange Rate Regimes and Capital Mobility: How Much of the Swoboda Thesis Survives?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14100, Jun.
• Wen Bin Lim & Charles Goodhart, 2008, "Interest Rate Forecasts: A Pathology," FMG Discussion Papers, Financial Markets Group, number dp612, Jun.
• Sven Blank & Claudia M. Buch, 2007, "International Bank Portfolios: Short- and Long-Run Responses to the Business Cycle," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 29, Mar.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007, "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-20, Aug.
• Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6878, Jun.
• Strulik, Holger, 2008, "Fiscal, Monetary, and Financial Interactions in Dynamic General Equilibrium," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-402, Jun.
• Panagiotis Chronis & Aspassia Strantzalou, 2008, "Monetary and Fiscal Policy Interaction: What is the Role of the Transaction Cost of the Tax System in Stabilisation Policies?," Working Papers, Bank of Greece, number 71, May.
• Paul Söderlind, 2008, "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-12, Jun.
• Syed A. Basher & Josep Lluis Carrión-i-Silvestre, 2008, "Deconstructing Shocks and Persistence in OECD Real Exchange Rates," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2008-06, Jun, revised Jun 2008.
• Martin Møller Andreasen, 2008, "Ensuring the Validity of the Micro Foundation in DSGE Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-26, May.
• Ippei Fujiwara & Yuki Teranishi, 2008, "Real Exchange Rate Dynamics under Staggered Loan Contracts," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-11, Jun.
• Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig & Kleshchelski, Isaac, 2008, "Do Peso Problems Explain the Returns to the Carry Trade?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6873, Jun.
• Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008, "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers, University of Pretoria, Department of Economics, number 200810, Jun.
• Koen De Backer & Norihiko Yamano, 2007, "The Measurement of Globalisation using International Input-Output Tables," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2007/8, Dec, DOI: 10.1787/242020221356.
• Nicola Cetorelli & Linda S. Goldberg, 2008, "Banking Globalization, Monetary Transmission, and the Lending Channel," NBER Working Papers, National Bureau of Economic Research, Inc, number 14101, Jun.
• Meixing DAI & Eleftherios SPYROMITROS, 2008, "Monetary policy, asset prices and model uncertainty," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2008-15.
• Takashi Kano, 2008, "Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-572, Jun.
• Søren Johansen & Anders Rygh Swensen, 2007, "Exact rational expectations, cointegration, and reduced rank regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-41, Dec.
• Patrick A. Pintus & Yi Wen, 2008, "Resuscitating the credit cycle," Working Papers, Federal Reserve Bank of St. Louis, number 2008-014, DOI: 10.20955/wp.2008.014.
• Pierre-Richard Agenor & Joshua Aizenman, 2008, "Capital Market Imperfections and the Theory of Optimum Currency Areas," NBER Working Papers, National Bureau of Economic Research, Inc, number 14088, Jun.
• Carmen Broto & Esther Ruiz, 2008, "Testing for conditional heteroscedasticity in the components of inflation," Working Papers, Banco de España, number 0812, Jun.
• Martin Møller Andreasen, 2008, "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-33, Jun.
• Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007, "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-44, Dec.
• C. Baumeister & G. Peersman, 2008, "Time-Varying Effects of Oil Supply Shocks on the US Economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/515, Apr.
• Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008, "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-03, Jan.
• Item repec:san:cdmawp:0805 is not listed on IDEAS anymore

• Ferre De Graeve, 2008, "The external finance premium and the macroeconomy: US post-WWII evidence," Working Papers, Federal Reserve Bank of Dallas, number 0809.
• Alessandro Calza, 2008, "Globalisation, domestic inflation and the global output gaps: evidence from the Euro era," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 13.
• Corrinne Ho, 2008, "Implementing monetary policy in the 2000s: operating procedures in Asia and beyond," BIS Working Papers, Bank for International Settlements, number 253, Jun.
• Adamcik, Santiago, 2008, "Efectos de la Globalizacion sobre la Inflacion y la politica Monetaria Domestica
  [Globalization Effect on both Inflation and Domestic Monetary Policy]," MPRA Paper, University Library of Munich, Germany, number 9242, Feb.
• Minford, Patrick & Meenagh, David & Theodoridis, Konstantinos, 2008, "Testing a Model of the UK by the Method of Indirect Inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6849, Jun.
• Crafts, Nicholas & Toniolo, Gianni, 2008, "European Economic Growth, 1950-2005: An Overview," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6863, Jun.
• Katherine Lyford Milkman & Dolly Chugh & Max H. Bazerman, 2008, "How Can Decision Making Be Improved?," Harvard Business School Working Papers, Harvard Business School, number 08-102, Jun, revised Jul 2008.
• Marco Del Negro & Frank Schorfheide, 2008, "Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile," Staff Reports, Federal Reserve Bank of New York, number 329.
• Tito Nícias Teixeira da Silva Filho, 2008, "Searching for the Natural Rate of Unemployment in a Large Relative Price Shocks' Economy: the Brazilian Case," Working Papers Series, Central Bank of Brazil, Research Department, number 163, May.

Report NEP-CBA-2008-06-27

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: