Report NEP-CBA-2011-10-09

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:

• Claudio Borio, 2011, "Central banking post-crisis: What compass for uncharted waters?," BIS Working Papers, Bank for International Settlements, number 353, Sep.
• Fernando M. Martin, 2011, "Government policy in monetary economies," Working Papers, Federal Reserve Bank of St. Louis, number 2011-026, DOI: 10.20955/wp.2011.026.
• Giancarlo Corsetti & Keith Kuester & Andre Meier & Gernot J. Müller, 2011, "Soverign risk and the effects of fiscal retrenchment in deep recessions," Working Papers, Federal Reserve Bank of Philadelphia, number 11-43.
• Andrew T. Foerster, 2011, "Financial crises, unconventional monetary policy exit strategies, and agents' expectations," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 11-04.
• Ippei Fujiwara & Yasuo Hirose, 2011, "Indeterminacy and forecastability," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 91.
• Stefano Eusepi & Bruce Preston, 2011, "Learning the fiscal theory of the price level: some consequences of debt management policy," Staff Reports, Federal Reserve Bank of New York, number 515, Sep.
• David O. Lucca & Emanuel Moench, 2011, "The pre-FOMC announcement drift," Staff Reports, Federal Reserve Bank of New York, number 512.
• Michael D. Bauer & Glenn D. Rudebusch, 2011, "The signaling channel for Federal Reserve bond purchases," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-21.
• Mariana Rojas-Breu, 2011, "Debt enforcement and the return on money," Working papers, Banque de France, number 345.
• Lubos Pastor & Pietro Veronesi, 2011, "Political Uncertainty and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 17464, Sep.
• Willem Van Zandweghe & Alexander L. Wolman, 2011, "Discretionary monetary policy in the Calvo model," Working Paper, Federal Reserve Bank of Richmond, number 11-03.
• Barbara Rossi, 2011, "Advances in Forecasting Under Instability," Working Papers, Duke University, Department of Economics, number 11-20.
• Michael Dotsey & Shigeru Fujita & Tom Stark, 2011, "Do Phillips curves conditionally help to forecast inflation?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-40.
• Philip Arestis & Michail Karouglou & Kostas Mouratidis, 2011, "Monetary Policy Preferences of the European Monetary Union and the UK," Working Papers, The University of Sheffield, Department of Economics, number 2011019, Sep.
• Roman Horvath & Jakub Mateju, 2011, "How are Inflation Targets Set?," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/06, Jul.
• Bernd Hayo & Ummad Mazhar, 2011, "Monetary Policy Committee Transparency: Measurement,Determinants, and Economic Effects," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201140.
• Shigeto Kitano & Kenya Takaku, 2011, "Optimal Government Spending Reversal in a Small Open Economy," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2011-26, Sep, revised Oct 2012.
• Tadanobu NEMOTO & Yoshiaki OGURA & Wako WATANABE, 2011, "An Estimation of the Inside Bank Premium," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 11067, Sep.
• Michael D. Bauer, 2011, "Nominal interest rates and the news," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-20.
• Bartzsch, Nikolaus & Rösl, Gerhard & Seitz, Franz, 2011, "Der Auslandsumlauf deutscher Euro-Banknoten: Schätzung mit indirekten Ansätzen," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,21.
• Bartzsch, Nikolaus & Rösl, Gerhard & Seitz, Franz, 2011, "Foreign demand for euro banknotes issued in Germany: Estimation using indirect approaches," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,21e.
• Item repec:dgr:uvatin:20110135 is not listed on IDEAS anymore

• Hess, Dieter & Orbe, Sebastian, 2011, "Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-13.
• Todd E. Clark & Michael W. McCracken, 2011, "Tests of equal forecast accuracy for overlapping models," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1121.
• Todd E. Clark & Michael W. McCracken, 2011, "Tests of equal forecast accuracy for overlapping models," Working Papers, Federal Reserve Bank of St. Louis, number 2011-024, DOI: 10.20955/wp.2011.024.
• António Afonso & João Tovar Jalles, 2011, "A Longer-run Perspective on Fiscal Sustainability," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/17, Aug.
• Piotr Keblowski & Aleksander Welfe, 2011, "A Risk-Driven Approach to Exchange-Rate Modelling," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 57, Sep.
• Yunus Aksoy & Giovanni Melina, 2011, "An Empirical Investigation of US Fiscal Expenditures and Macroeconomic Outcomes," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1105, Sep.
• Item repec:rwi:repape:0281 is not listed on IDEAS anymore

• Don Bredin & Stilianos Fountas, 2011, "US Inflation and inflation uncertainty in a historical perspective: The impact of recessions," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_13, Sep, revised Sep 2011.
• Ahrens, Steffen & Sacht, Stephen, 2011, "Estimating a high-frequency New Keynesian Phillips curve," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2011-08.
• António Afonso & João Tovar Jalles, 2011, "Assessing fiscal episodes," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/15, Aug.
• Iacopo Mastromatteo & Elia Zarinelli & Matteo Marsili, 2011, "Reconstruction of financial network for robust estimation of systemic risk," Papers, arXiv.org, number 1109.6210, Sep, revised Feb 2012.
• Peter Neary & Robert C. Feenstra & Hong Ma and D.S. Prasada Rao, 2011, "Who Shrunk China? Puzzles in the Measurement of Real GDP," Economics Series Working Papers, University of Oxford, Department of Economics, number 566, Sep.
• Susanto Basu & Brent Bundick, 2011, "Uncertainty Shocks in a Model of Effective Demand," Boston College Working Papers in Economics, Boston College Department of Economics, number 774, Sep, revised 01 Nov 2015.
• Tara M. Sinclair & H.O. Stekler, 2011, "Differences in Early GDP Component Estimates Between Recession and Expansion," Working Papers, The George Washington University, Institute for International Economic Policy, number 2011-05, Feb.
• Ronny Nilsson & Gyorgy Gyomai, 2011, "Cycle Extraction: A Comparison of the Phase-Average Trend Method, the Hodrick-Prescott and Christiano-Fitzgerald Filters," OECD Statistics Working Papers, OECD Publishing, number 2011/4, May, DOI: 10.1787/5kg9srt7f8g0-en.
• S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011, "Improving GDP measurement: a forecast combination perspective," Working Papers, Federal Reserve Bank of Philadelphia, number 11-41.
• Zhi Da & Qianqiu Liu & Ernst Schaumburg, 2011, "Decomposing short-term return reversal," Staff Reports, Federal Reserve Bank of New York, number 513.
• Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2011, "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Working Papers, University of Pretoria, Department of Economics, number 201118, Sep.
• Item repec:acb:camaaa:2011-33 is not listed on IDEAS anymore

• Item repec:rza:wpaper:247 is not listed on IDEAS anymore

• Montiel, Peter J & Spilimbergo, Antonio & Mishra, Prachi, 2011, "How Effective Is Monetary Transmission in Developing Countries? A Survey of the Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8577, Sep.
• Zoltán Szalai, 2011, "Asset prices and financial imbalances in CEE countries: macroeconomic risks and monetary strategy," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2011/8.

Report NEP-CBA-2011-10-09

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: