Report NEP-CBA-2011-03-26

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:

• Timothy Cogley & Bianca de Paoli & Christian Matthes & Kalin Nikolov & Tony Yates, 2011, "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Bank of England working papers, Bank of England, number 414, Mar.
• Item repec:eui:euiwps:eco2011/04 is not listed on IDEAS anymore

• Andy Blake & Tatiana Kirsanova & Tony Yates, 2011, "The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies," Bank of England working papers, Bank of England, number 415, Mar.
• Eric T. Swanson, 2011, "Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-08.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Are Forecast Updates Progressive?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 762, Mar.
• Igor Vetlov & Ricardo Mourinho Félix & Laure Frey & Tibor Hlédik & Zoltán Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010, "The Implementation of Scenarios Using DSGE Models," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 8, Aug.
• Roman Horvath & Katerina Smidkova & Jan Zapal, 2010, "Central Banks' Voting Records and Future Policy," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/11, Dec.
• Menno Middeldorp & Stephanie Rosenkranz, 2011, "Central bank transparency and the crowding out of private information in an experimental asset market," Staff Reports, Federal Reserve Bank of New York, number 487.
• Nikola Tarashev & Mathias Drehmann, 2011, "Measuring the systemic importance of interconnected banks," BIS Working Papers, Bank for International Settlements, number 342, Mar.
• Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 761, Mar.
• Paolo Angelini & Laurent Clerc & Vasco Curdia & Leonardo Gambacorta & Andrea Gerali & Skander J. van den Heuvel & Alberto Locarno & Roberto Motto & Werner Roeger & Jan Vlček, 2011, "BASEL III: long-term impact on economic performance and fluctuations," Staff Reports, Federal Reserve Bank of New York, number 485.
• Di Bartolomeo Giovanni & Tirelli Patrizio & Acocella Nicola, 2011, "The optimal inflation rate revisited," wp.comunite, Department of Communication, University of Teramo, number 0069, Mar.
• Christopher M. Gunn & Alok Johri, 2011, "News, Intermediation Efficiency and Expectations-driven Boom-bust Cycles," Department of Economics Working Papers, McMaster University, number 2011-02, Mar.
• Enrique Martínez García, 2011, "A redux of the workhorse NOEM model with capital accumulation and incomplete asset markets," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 74.
• Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2011, "The Euro Changeover and Price Adjustments in Italy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1114.
• Joseph G. Haubrich & George Pennacchi & Peter H. Ritchken, 2011, "Inflation expectations, real rates, and risk premia: evidence from inflation swaps," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1107.
• Andrew Clausen & Carlo Strub, 2011, "Money cycles," ECON - Working Papers, Department of Economics - University of Zurich, number 008, Mar.
• Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011, "Extracting deflation probability forecasts from Treasury yields," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-10.
• Acocella Nicola & Bisio Laura & Di Bartolomeo Giovanni & Pelloni Alessandra, 2011, "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite, Department of Communication, University of Teramo, number 0070, Mar.
• Hatcher, Michael C., 2011, "Price-level targeting versus inflation targeting over the long-term," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/5, Mar.
• Paradiso, Antonio & Rao, B. Bhaskara, 2011, "Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia," MPRA Paper, University Library of Munich, Germany, number 29606, Mar.
• Martin Andreasen, 2011, "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers, Bank of England, number 417, Mar.
• Martin Andreasen & Pawel Zabczyk, 2011, "An efficient method of computing higher-order bond price perturbation approximations," Bank of England working papers, Bank of England, number 416, Mar.
• Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011, "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, number 201101, Mar, revised Mar 2011.
• Prasad S Bhattacharya & Dimitrios D Thomakos, 2011, "Improving forecasting performance by window and model averaging," Working Papers, Deakin University, Department of Economics, number 2011_1, Feb.
• Item repec:eui:euiwps:eco2011/05 is not listed on IDEAS anymore

• Don Bredin & Stilianos Fountas, 2011, "US Infl ation and infl ation uncertainty in a historical perspective: The impact of recessions," Working Papers, Geary Institute, University College Dublin, number 201053, Mar.
• Andres Felipe Garc√≠a-Suaza & Jos√© E. G√≥mez Gonz√°lez, 2011, "A simple test of momentum in foreign exchange markets," Documentos de Trabajo, Universidad del Rosario, number 8170, Mar.
• Kappler, Marcus & Reisen, Helmut & Schularick, Moritz & Turkisch, Edouard, 2011, "The macroeconomic effects of large exchange rate appreciations," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-016.
• Romain Houssa, 2010, "Spatial Propagation of Macroeconomic Shocks in Europe," Working Papers, University of Namur, Department of Economics, number 1009, Apr.
• Engelbert Stockhammer, 2011, "Peripheral Europe’s Debt and German Wages. The Role of Wage Policy in the Euro Area," Discussion Papers, Research on Money and Finance, number 29.
• Sandra Tatierska, 2010, "Do Unit Labor Cost Drive Inflation in the Euro Area?," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2010, Dec.
• Jorg Bibow, 2011, "Financial Markets," Economics Working Paper Archive, Levy Economics Institute, number wp_660, Mar.
• Item repec:eui:euiwps:eco2011/10 is not listed on IDEAS anymore

• Stevenson, Betsey & Wolfers, Justin, 2011, "Trust in Public Institutions over the Business Cycle," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5570, Mar.
• Stan du Plessis & Gideon du Rand, 2011, "On the (non-)equivalence of capital adequacy and monetary policy: A response to Cechetti and Kohler," Working Papers, Stellenbosch University, Department of Economics, number 04/2011.
• Alison Johnston, 2011, "The Revenge of Baumol’s Cost Disease?: Monetary Union and the Rise of Public Sector Wage Inflation," Europe in Question Discussion Paper Series of the London School of Economics (LEQs), London School of Economics / European Institute, number 2, Mar.
• Alison Johnston, 2011, "The Revenge of Baumol's Cost Disease?: Monetary Union and the Rise of Public Sector Wage Inflation," LEQS – LSE 'Europe in Question' Discussion Paper Series, European Institute, LSE, number 32, Mar.
• Roman Horvath & Lubos Komarek & Filip Rozsypal, 2010, "Does Money Help Predict Inflation? An Empirical Assessment for Central Europe," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/05, Dec.
• Moussa, Zakaria, 2010, "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper, University Library of Munich, Germany, number 29429, Oct.
• Item repec:hhs:bofitp:2011_001 is not listed on IDEAS anymore

• Ben Ali, Samir, 2010, "A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity," MPRA Paper, University Library of Munich, Germany, number 29624, Nov.
• Sanusi, Aliyu Rafindadi, 2010, "Exchange rate pass-through to consumer prices in Ghana: Evidence from structural vector auto-regression," MPRA Paper, University Library of Munich, Germany, number 29491, Jun.

Report NEP-CBA-2011-03-26

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: