Report NEP-CBA-2011-04-23

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:

• Franklin Allen & Elena Carletti, 2010, "The Global Financial Crisis," Working Papers Central Bank of Chile, Central Bank of Chile, number 575, May.
• Barry Eichengreen & Gisela Rua, 2011, "Exchange Rates and Global Rebalancing," ADBI Working Papers, Asian Development Bank Institute, number 278, Apr.
• Hoffmann, Mathias & Krause, Michael & Laubach, Thomas, 2011, "Long-run growth expectations and 'global imbalances'," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,01.
• Gianluca Benigno & Hande Küçük-Tuger, 2011, "Portfolio Allocation and International Risk Sharing," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1048, Apr.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2010, "Revisiting Overborrowing and its Policy Implications," Working Papers Central Bank of Chile, Central Bank of Chile, number 582, Jun.
• James D. Hamilton & Jing Cynthia Wu, 2011, "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers, National Bureau of Economic Research, Inc, number 16956, Apr.
• Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2011, "Foresight and Information Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 16951, Apr.
• Eric Leeper, 2010, "Anchors Away: How Fiscal Policy Can Undermine "Good" Monetary Policy," Working Papers Central Bank of Chile, Central Bank of Chile, number 580, May.
• Rodrigo Vergara, 2010, "Monetary Policy after the Crisis: Some Issues Regarding Targets and Instruments," Economic Policy Papers Central Bank of Chile, Central Bank of Chile, number 38, Oct.
• José De Gregorio, 2010, "The Role of Central Banks after the Financial Crisis," Economic Policy Papers Central Bank of Chile, Central Bank of Chile, number 36, Jun.
• Sofía Bauducco & Rodrigo Caputo, 2010, "Price Level Targeting and Inflation Targeting: a Review," Working Papers Central Bank of Chile, Central Bank of Chile, number 601, Dec.
• Luis Felipe Céspedes & Roberto Chang & Diego Saravia, 2010, "Monetary Policy Under Financial Turbulence: an Overview," Working Papers Central Bank of Chile, Central Bank of Chile, number 594, Sep.
• Luis Felipe Céspedes & Roberto Chang & Javier García-Cicco, 2010, "Heterodox Central Banking," Working Papers Central Bank of Chile, Central Bank of Chile, number 586, Jul.
• Rodrigo Alfaro & Andrés Sagner, 2011, "Stress Tests for Banking Sector: A Technical Note," Working Papers Central Bank of Chile, Central Bank of Chile, number 610, Feb.
• Javier García-Cicco, 2010, "On the Quantitative Effects of Unconventional Monetary Policies," Working Papers Central Bank of Chile, Central Bank of Chile, number 573, Apr.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/12, Feb.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2011, "Systemic risk diagnostics: coincident indicators and early warning signals," Working Paper Series, European Central Bank, number 1327, Apr.
• Bianca De Paoli & Pawel Zabczyk, 2011, "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers, Bank of England, number 418, Apr.
• Michael Coopersmith, 2011, "Interest Rates and Inflation," Papers, arXiv.org, number 1104.2344, Apr.
• Gerke, Rafael & Hammermann, Felix, 2011, "Robust monetary policy in a new Keynesian model with imperfect interest rate pass-through," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,02.
• Guido Menzio & Shouyong Shi & Hongfei Sun, 2011, "A Monetary Theory with Non-Degenerate Distributions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-009, Mar.
• Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011, "Floats, Pegs and the Transmission of Fiscal Policy," Working Papers Central Bank of Chile, Central Bank of Chile, number 608, Jan.
• Modugno, Michele, 2011, "Nowcasting inflation using high frequency data," Working Paper Series, European Central Bank, number 1324, Apr.
• Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011, "The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,05.
• Iryna Kaminska & Andrew Meldrum & James Smith, 2011, "A global model of international yield curves: no-arbitrage term structure approach," Bank of England working papers, Bank of England, number 419, Apr.
• Sofía Bauducco, 2011, "Seigniorage and Distortionary Taxation in a Model with Heterogeneous Agents and Idiosyncratic Uncertainty," Working Papers Central Bank of Chile, Central Bank of Chile, number 611, Feb.
• Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011, "On Identification of Bayesian DSGE Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5638, Apr.
• Stephen Hall & George S. Tavlas, 2011, "The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/21, Mar.
• Calza, Alessandro & Zaghini, Andrea, 2011, "Welfare costs of inflation and the circulation of US currency abroad," Working Paper Series, European Central Bank, number 1326, Apr.
• Monica Correa Lopez & Agustin Garcia Serrador & Ana Cristina Mingorance, 2010, "Product Market Competition and Inflation Dynamics: Evidence from a Panel of OECD Countries," Working Papers, BBVA Bank, Economic Research Department, number 1025, Oct.
• Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2011, "U.S. Intervention During the Bretton Woods Era: 1962-1973," NBER Working Papers, National Bureau of Economic Research, Inc, number 16946, Apr.
• Stéphane Auray & Beatriz de Blas & Aurélien Eyquem, 2011, "Ramsey Policies in a Small Open Economy with Sticky Prices and Capital," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1115.
• Pablo Pincheira, 2011, "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile, Central Bank of Chile, number 607, Jan.
• Michael Devereux, 2010, "Fiscal Deficits, Debt, and Monetary Policy in a Liquidity Trap," Working Papers Central Bank of Chile, Central Bank of Chile, number 581, May.
• Stähler, Nikolai & Thomas, Carlos, 2011, "FiMod - a DSGE model for fiscal policy simulations," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,06.
• Mohr, Matthias & Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2011, "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Paper Series, European Central Bank, number 1323, Apr.
• Baum, Anja & Koester, Gerrit B., 2011, "The impact of fiscal policy on economic activity over the business cycle - evidence from a threshold VAR analysis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,03.
• Falch, Nina Skrove & Nymoen, Ragnar, 2011, "The accuracy of a forecast targeting central bank," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2011-6.
• Uluc Aysun, 2011, "The implications of dynamic financial frictions for DSGE models," Working papers, University of Connecticut, Department of Economics, number 2011-07, Apr.
• Alistair Dieppe & Alberto González Pandiella & Stephen Hall & Alpo Willman, 2011, "The ECB's New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/27, Apr.
• Mauricio Calani & Kevin Cowan & Pablo García S., 2010, "Inflation Targeting in Financially Stable Economies: Has it been Flexible Enough?," Working Papers Central Bank of Chile, Central Bank of Chile, number 587, Jul.
• Benjamín García, 2010, "Evidence on the variability of the monetary policy inertia for inflation-targeting countries," Working Papers Central Bank of Chile, Central Bank of Chile, number 592, Sep.
• Item repec:dgr:uvatin:20110064 is not listed on IDEAS anymore

• Fahr, Stephan & Abbritti, Mirko, 2011, "Macroeconomic implications of downward wage rigidities," Working Paper Series, European Central Bank, number 1321, Apr.
• Rodrigo Caputo & Juan Pablo Medina & Claudio Soto., 2010, "The Financial Accelerator Under Learning and The Role of Monetary Policy," Working Papers Central Bank of Chile, Central Bank of Chile, number 590, Sep.
• Shin-ichi Fukuda, 2011, "Market-specific and Currency-specific Risk During the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," NBER Working Papers, National Bureau of Economic Research, Inc, number 16962, Apr.
• Charles Amélie & Darné Olivier & Claude Diebolt, 2011, "A Revision of the US Business-Cycles Chronology 1790–1928," Working Papers, Association Française de Cliométrie (AFC), number 11-01.
• Alfredo Pistelli & Víctor Riquelme, 2010, "Auge y caída de precios de commodities y su impacto sobre precios domésticos: Comparación internacional," Working Papers Central Bank of Chile, Central Bank of Chile, number 567, Apr.
• Juan Carlos Berganza & Carmen Broto, 2011, "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Working Papers, Banco de España, number 1105, Apr.
• Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011, "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,04.
• Jeffrey Frankel, 2011, "A Solution to Fiscal Procyclicality: the Structural Budget Institutions Pioneered by Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 604, Jan.
• Jeffrey A. Frankel, 2011, "A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile," NBER Working Papers, National Bureau of Economic Research, Inc, number 16945, Apr.
• Michael Pedersen, 2010, "Propagation of Inflationary Shocks in Chile and an International Comparison of Progagation of Shocks to food and Energy Prices," Working Papers Central Bank of Chile, Central Bank of Chile, number 566, Apr.
• Luis Catão & Adrian Pagan, 2010, "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 579, May.
• Majuca, Ruperto P., 2011, "An Estimated (Closed Economy) Dynamic Stochastic General Equilibrium Model for the Philippines: Are There Credibility Gains from Committing to an Inflation Targeting Rule?," Discussion Papers, Philippine Institute for Development Studies, number DP 2011-04, DOI: https://doi.org/10.62986/dp2011.04.
• Hisali, Eria, 2010, "Fiscal policy consistency and implications for macroeconomic aggregates: the case of Uganda," Research Reports, Economic Policy Research Centre (EPRC), number 102489, Jun, DOI: 10.22004/ag.econ.102489.

Report NEP-CBA-2011-04-23

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: