Report NEP-CBA-2011-09-16

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:

• Otmar Issing, 2011, "Lessons for monetary policy: what should the consensus be?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 81.
• Maurice Obstfeld, 2011, "International Liquidity: The Fiscal Dimension," NBER Working Papers, National Bureau of Economic Research, Inc, number 17379, Sep.
• Wickens, Michael R., 2011, "A DSGE model of banks and financial intermediation with default risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8556, Sep.
• Kosuke Aoki & Kalin Nikolov, 2011, "Bubbles, Banks, and Financial Stability," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-253, Aug.
• Tommaso Monacelli & Vincenzo Quadrini & Antonella Trigari, 2011, "Financial Markets and Unemployment," NBER Working Papers, National Bureau of Economic Research, Inc, number 17389, Sep.
• Nyborg, Kjell G. & Fecht, Falko & Rocholl, Jörg, 2011, "The price of liquidity: the effects of market conditions and bank characteristics," Working Paper Series, European Central Bank, number 1376, Sep.
• Joshua Aizenman & Michael M. Hutchison & Yothin Jinjarak, 2011, "What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 17407, Sep.
• Karen K. Lewis, 2011, "Global asset pricing," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 88.
• Barry Eichengreen & Nergiz Dincer, 2011, "Who Should Supervise? The Structure of Bank Supervision and the Performance of the Financial System," NBER Working Papers, National Bureau of Economic Research, Inc, number 17401, Sep.
• Michael D. Bordo & Agnieszka Markiewicz & Lars Jonung, 2011, "A Fiscal Union for the Euro: Some Lessons from History," NBER Working Papers, National Bureau of Economic Research, Inc, number 17380, Sep.
• Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2011, "The Federal Reserve as an informed foreign-exchange trader: 1973-1995," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1118.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011, "Can oil prices forecast exchange rates?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-34.
• David Cook & Michael B. Devereux, 2011, "Sharing the burden: monetary and fiscal responses to a world liquidity trap," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 84.
• Item repec:acb:camaaa:2011-30 is not listed on IDEAS anymore

• Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2011, "Indexed debt contracts and the financial accelerator," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1117.
• Gale, Douglas M & Allen, Franklin & Carletti, Elena, 2011, "Money, Financial Stability and Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8553, Sep.
• Rose, Andrew & Spiegel, Mark, 2011, "Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8557, Sep.
• Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2011, "Sovereigns, Upstream Capital Flows, and Global Imbalances," NBER Working Papers, National Bureau of Economic Research, Inc, number 17396, Sep.
• Michele Berardi, 2011, "Heterogeneous sunspots solutions under learning and replicator dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 160.
• Item repec:san:cdmawp:1112 is not listed on IDEAS anymore

• Item repec:san:cdmawp:1113 is not listed on IDEAS anymore

• Gerlach, Stefan & Moretti, Laura, 2011, "Monetary Policy and TIPS Yields before the Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8560, Sep.
• Tara M. Sinclair & H.O. Stekler, 2011, "Examining the Quality of Early GDP Component Estimates," Working Papers, The George Washington University, The Center for Economic Research, number 2011-001, Feb, revised Dec 2011.
• Michael R. King & Carol Osler & Dagfinn Rime, 2011, "Foreign exchange market structure, players and evolution," Working Paper, Norges Bank, number 2011/10, Aug.
• Sahel, Benjamin & Scalia, Antonio, 2011, "Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management," Working Paper Series, European Central Bank, number 1377, Sep.
• Gaston Giordana & Ingmar Schumacher, 2011, "The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study," BCL working papers, Central Bank of Luxembourg, number 61, Jun.
• Bo Becker & Victoria Ivashina, 2011, "Cyclicality of Credit Supply: Firm Level Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 17392, Sep.
• Bilbiie, Florin & Straub, Roland, 2011, "Asset Market Participation, Monetary Policy Rules and the Great Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8555, Sep.
• J. Scott Davis & Kevin X. D. Huang, 2011, "Optimal monetary policy under financial sector risk," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 85.
• Kentaro Iwatsubo & Satoshi Kawanishi, 2011, "The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?," Discussion Papers, Graduate School of Economics, Kobe University, number 1116, Aug.
• Olivier Ledoit & Sébastien Lotz, 2011, "The coexistence of commodity money and fiat money," ECON - Working Papers, Department of Economics - University of Zurich, number 024, Aug.
• De Graeve, Ferre & Walentin, Karl, 2011, "Refining Stylized Facts from Factor Models of Inflation," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 254, Aug, revised 01 Oct 2013.
• Thorvardur Tjörvi Ólafsson & Ásgerdur Pétursdóttir & Karen Á. Vignisdóttir, 2011, "Price setting in turbulent times," Economics, Department of Economics, Central bank of Iceland, number wp54, Jul.
• Luis E. Rojas, 2011, "Professional Forecasters: How to Understand and Exploit Them Through a DSGE Model," Borradores de Economia, Banco de la Republica, number 8945, Aug.
• Emi Nakamura & Jón Steinsson, 2011, "Fiscal Stimulus in a Monetary Union: Evidence from U.S. Regions," NBER Working Papers, National Bureau of Economic Research, Inc, number 17391, Sep.
• António Rua, 2011, "Money growth and inflation in the euro area: a time-frequency view," Working Papers, Banco de Portugal, Economics and Research Department, number w201122.
• Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011, "Do banking shocks matter for the U.S. economy?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 86.
• Marie-Elisabeth de la Serve & Matthieu Lemoine, 2011, "Measuring the NAIRU: a complementary approach," Working papers, Banque de France, number 342.
• Raghbendra Jha & Tu Dang, 2011, "Inflation variability and the relationship between inflation and growth," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2011-08.
• Alessandro Calza & Andrea Zaghini, 2011, "Welfare costs of inflation and the circulation of U. S. currency abroad," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 78.
• Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011, "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-028, Sep.
• Item repec:dnb:dnbwpp:315 is not listed on IDEAS anymore

• Ramon Gomez-Salvador & Adriana Lojschova & Thomas Westermann, 2011, "Household Sector Borrowing in the Euro Area: A Micro Data Persective," BCL working papers, Central Bank of Luxembourg, number 58, Feb.
• Alfonso Palacio-Vera, 2011, "Quantitative Easing, Functional Finance, and the "Neutral" Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_685, Sep.
• Patrick Leblond, 2011, "The Global Financial Crisis and the European Integration Project," CIRANO Working Papers, CIRANO, number 2011s-55, Aug.
• Filipa Sa & Tomasz Wieladek, 2011, "Monetary policy, capital inflows, and the housing boom," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 80.
• Filipa Sa & Pascal Towbin & Tomasz Wieladek, 2011, "Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 79.
• Sandra Gomes, 2011, "Housing Market Dynamics: Any News?," Working Papers, Banco de Portugal, Economics and Research Department, number w201121.
• Jaqueson K. Galimberti & Marcelo L. Moura, 2011, "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 159.
• Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-28, Aug.
• Paul Beaumont & Yaniv Jerassy-Etzion, 2011, "Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method," Working Papers, Department of Economics, Florida State University, number wp2011_08_03, Aug.
• Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011, "Price setting in a leading Swiss online supermarket," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 83.
• Jósef Sigurdsson & Rannveig Sigurdardottir, 2011, "Evidence of Nominal Wage Rigidity and Wage Setting from Icelandic Microdata," Economics, Department of Economics, Central bank of Iceland, number wp55, Aug.
• Hongyi Chen & Qianying Chen & Stefan Gerlach, 2011, "The Implementation of Monetary Policy in China: The Interbank Market and Bank Lending," Working Papers, Hong Kong Institute for Monetary Research, number 262011, Aug.
• Christian Dreger & Yanqun Zhang, 2011, "The Chinese Impact on GDP Growth and Inflation in the Industrial Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1151.
• Jan Babecky & Ales Bulir & Katerina Smidkova, 2011, "Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change?," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/01, Aug.
• Borek Vasicek, 2011, "Is Monetary Policy in the New EU Member States Asymmetric?," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/05, Jul.
• Stefan Gerlach & Peter Tillmann, 2011, "Inflation Targeting and Inflation Persistence in Asia-Pacific," Working Papers, Hong Kong Institute for Monetary Research, number 252011, Aug.
• Galo Nuño & Pedro Tedde & Alessio Moro, 2011, "Money dynamics with multiple banks of issue: evidence from Spain 1856-1874," Working Papers, Banco de España, number 1119, Sep.
• Francisco de Castro & Laura Fernández-Caballero, 2011, "The effects of fiscal shocks on the exchange rate in Spain," Working Papers, Banco de España, number 1121, Oct.

Report NEP-CBA-2011-09-16

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: