Report NEP-CBA-2011-04-02

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:

• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2011, "Financial Crises and Macro-Prudential Policies," Research Department Publications, Inter-American Development Bank, Research Department, number 4710, Feb.
• Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011, "Capital Injection, Monetary Policy, and Financial Accelerators," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-10, Mar.
• Sean D. Campbell & Daniel M. Covitz & William R. Nelson & Karen M. Pence, 2011, "Securitization markets and central banking: an evaluation of the term asset-backed securities loan facility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-16.
• Frankel, Jeffrey A., 2011, "How Can Commodity Exporters Make Fiscal and Monetary Policy Less Procyclical?," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp11-015, Feb.
• Frankel, Jeffrey A., 2011, "A Lesson from the South for Fiscal Policy in the US and Other Advanced Countries," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp11-014, Feb.
• Dixon, H. & Hervé Le Bihan, 2011, "Generalized Taylor and Generalized Calvo price and wage-setting: micro evidence with macro implications," Working papers, Banque de France, number 324.
• Paolo A. Pesenti & Jan J.J. Groen, 2011, "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 440, Mar.
• Douglas Gale & Tanju Yorulmazer, 2011, "Liquidity hoarding," Staff Reports, Federal Reserve Bank of New York, number 488.
• Fernando Martins & Daniel Dias, 2011, "Why Are Some Prices Stickier Than Others? Firm-Data Evidence on Price Adjustment Lags," Working Papers, Banco de Portugal, Economics and Research Department, number w201107.
• Bindseil, Ulrich & Jabłecki, Juliusz, 2011, "A structural model of central bank operations and bank intermediation," Working Paper Series, European Central Bank, number 1312, Mar.
• Guido Menzio & Shouyong Shi & Hongfei Sun, 2011, "A Monetary Theory with Non-Degenerate Distributions," Working Papers, University of Toronto, Department of Economics, number tecipa-425, Mar.
• Item repec:hum:wpaper:sfb649dp2011-019 is not listed on IDEAS anymore

• Clausen, Andrew & Strub, Carlo, 2011, "Money Cycles," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1102, Jan.
• Fernando Martins & Daniel Dias, 2011, "Choosing Between Time and State Dependence: Micro Evidence on Firms' Price-Reviewing Strategies," Working Papers, Banco de Portugal, Economics and Research Department, number w201106.
• Item repec:imf:imfwpa:11/43 is not listed on IDEAS anymore

• Daniel Levy & Dongwon Lee & Haipeng (Allan) Chen & Robert J. Kauffman & Mark Bergen, 2010, "Price Points and Price Rigidity," Working Papers, Bar-Ilan University, Department of Economics, number 2010-21, Dec.
• Luís Cabral & Arthur Fishman, 2011, "Business as Usual: A Consumer Search Theory of Sticky Prices and Asymmetric Price Adjustment," Working Papers, Bar-Ilan University, Department of Economics, number 2011-01, Jan.
• Stephen McKnight, 2011, "Investment and interest rate policy in the open economy," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2011-02, Mar.
• R. Anton Braun & Tomoyuki Nakajima, 2011, "Uninsured countercyclical risk: an aggregation result and application to optimal monetary policy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-04.
• Neville Francis & Eric Ghysels & Michael T. Owyang, 2011, "The low-frequency impact of daily monetary policy shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2011-009, DOI: 10.20955/wp.2011.009.
• Item repec:imf:imfwpa:11/60 is not listed on IDEAS anymore

• Rochelle M. Edge & Refet S. Gürkaynak, 2011, "How useful are estimated DSGE model forecasts?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-11.
• Surico, Paolo & ,, 2011, "A Century of Inflation Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8292, Mar.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-03.
• Daniel Levy & Frank Smets, 2010, "Price Setting and Price Adjustment in Some European Union Countries: Introduction to the Special Issue," Working Papers, Bar-Ilan University, Department of Economics, number 2010-22, Dec.
• Vives, Xavier & Cespa, Giovanni, 2011, "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8303, Mar.
• Item repec:imf:imfwpa:11/46 is not listed on IDEAS anymore

• Francesco Furlanetto & Martin Seneca, 2011, "New perspectives on depreciation shocks as a source of business cycle fluctuations," Working Paper, Norges Bank, number 2011/02, Mar.
• Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2011, "Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 441, Mar.
• Item repec:imf:imfwpa:11/45 is not listed on IDEAS anymore

• Liebermann, Joelle, 2011, "Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters," Research Technical Papers, Central Bank of Ireland, number 3/RT/11, Mar.
• Libo Wu & Jing Li & ZhongXiang Zhang, 2011, "Inflationary effect of oil-price shocks in an imperfect market: a partial transmission input-output analysis," Economics Study Area Working Papers, East-West Center, Economics Study Area, number 115, Mar.
• Yi Wen, 2011, "Input and output inventory dynamics," Working Papers, Federal Reserve Bank of St. Louis, number 2011-008, DOI: 10.20955/wp.2011.008.
• Badarinza, Cristian & Margaritov, Emil, 2011, "News and policy foresight in a macro-finance model of the US," Working Paper Series, European Central Bank, number 1313, Mar.
• Jouchi Nakajima, 2011, "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-08, Mar.
• Evgeny Zhelobodko & Sergey Kokovin & Mathieu Parenti & Jacques-François Thisse, 2011, "Monopolistic Competition in General Equilibrium: Beyond the CES," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2011-16, Mar.
• István P. Székely & Werner Roeger & Jan in 't Veld, 2011, "Fiscal policy in the EU in the crisis: a model-based approach," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 423, Mar.
• Pedro Teles & Emmanuel Farhi, 2011, "Unconventional Fiscal Policy at the Zero Bound," Working Papers, Banco de Portugal, Economics and Research Department, number w201103.
• Item repec:imf:imfwpa:11/52 is not listed on IDEAS anymore

• L. Marattin & P. Paesani & S. Salotti, 2011, "Fiscal shocks, public debt, and long-term interest rate dynamics," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp740, Mar.
• Item repec:imf:imfwpa:11/48 is not listed on IDEAS anymore

• Gabriela Castro & José R. Maria & Vanda Almeida, 2011, "Fiscal Consolidation in a Small Euro Area Economy," Working Papers, Banco de Portugal, Economics and Research Department, number w201105.
• Item repec:imf:imfwpa:11/61 is not listed on IDEAS anymore

• Pedro Gomes, 2011, "Fiscal policy and the labour market: the effects of public sector employment and wages," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 439, Feb.
• Item repec:imf:imfwpa:11/41 is not listed on IDEAS anymore

• Luisa Lambertini, 2011, "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers, Banco de Portugal, Economics and Research Department, number w201108.
• Michael G. Arghyrou & Alexandros Kontonikas, 2011, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 436, Feb.
• Item repec:imf:imfwpa:11/42 is not listed on IDEAS anymore

• Yamin Ahmad & William D. Craighead, 2011, "Temporal Aggregation and Purchasing Power Parity Persistence," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2011-001, Feb, DOI: 10.1016/j.jimonfin.2011.05.008.
• Item repec:kie:kieliw:1690 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:11/51 is not listed on IDEAS anymore

• Michael S. Barr & Jane K. Dokko & Eleanor M. Feit, 2011, "Preferences for banking and payment services among low- and moderate-income households," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-13.
• Rakesh Mohan, 2011, "Emerging Contours of Financial Regulation: Challenges and Dynamics," ADBI Working Papers, Asian Development Bank Institute, number 271, Mar.
• Peltonen, Tuomas A. & Lo Duca, Marco, 2011, "Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," Working Paper Series, European Central Bank, number 1311, Mar.
• Angelini, P. & Laurent Clerc & C rdia, V. & Leonardo Gambacorta & Gerali, A. & Locarno, A. & Motto, R. & Roeger, W. & Van den Heuvel, S. & Vlcek, J., 2011, "BASEL III: Long-term impact on economic performance and fluctuations," Working papers, Banque de France, number 323.
• Bertram, Philip & Sibbertsen, Philipp & Stahl, Gerhard, 2011, "About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-469, Mar.
• C. Randall Henning, 2011, "Coordinating Regional and Multilateral Financial Institutions," Working Paper Series, Peterson Institute for International Economics, number WP11-9, Mar.
• Item repec:dgr:uvatin:20110054 is not listed on IDEAS anymore

• David G. Mayes & Maria J. Nieto & Larry D. Wall, 2011, "Creating an EU-level supervisor for cross-border banking groups: Issues raised by the U.S. experience with dual banking," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-06.
• Jouchi Nakajima, 2011, "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-09, Mar.
• Item repec:imf:imfwpa:11/65 is not listed on IDEAS anymore

• Kelly, Robert & McQuinn, Kieran & Stuart, Rebecca, 2011, "Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland," Research Technical Papers, Central Bank of Ireland, number 1/RT/11, Mar.
• Item repec:imf:imfwpa:11/59 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:11/57 is not listed on IDEAS anymore

Report NEP-CBA-2011-04-02

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: