Report NEP-CBA-2011-11-21

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:

• Levine, Paul & Pearlman, Joseph, 2011, "Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints," Dynare Working Papers, CEPREMAP, number 10, Nov.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-37, Nov.
• Anton Nakov & Carlos Thomas, 2011, "Optimal monetary policy with state-dependent pricing," Working Papers, Banco de España, number 1130, Nov.
• Anton Nakov & Carlos Thomas, 2011, "Optimal monetary policy with state-dependent pricing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-48.
• James Costain & Anton Nakov, 2011, "Distributional dynamics under smoothly state-dependent pricing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-50.
• Hatcher, Michael C., 2011, "Inflation versus price-level targeting and the zero lower bound: Stochastic simulations from the Smets-Wouters US model," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/24, Oct.
• Dixon, Huw David & Bihan, Herv Le, 2011, "Generalized Taylor and Generalized Calvo price and wage-setting: micro evidence with macro implications," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/25, Oct.
• Item repec:esx:essedp:700 is not listed on IDEAS anymore

• Antonio De Socio, 2011, "The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 819, Sep.
• Charles A. Fleischman & John M. Roberts, 2011, "From many series, one cycle: improved estimates of the business cycle from a multivariate unobserved components model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-46.
• Adam Elbourne & Coen Teulings, 2011, "The potential of a small model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 193, Nov.
• Stefan Avdjiev, 2011, "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers, Bank for International Settlements, number 358, Nov.
• Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2011, "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 830, Oct.
• Gabriel Desgranges & Stéphane Gauthier, 2011, "Privileged information exacerbates market volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639813, Oct.
• Alessio Anzuini & Fabio Fornari, 2011, "Macroeconomic determinants of carry trade activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 817, Sep.
• David Bolder & Simon Deeley, 2011, "The Canadian Debt-Strategy Model: An Overview of the Principal Elements," Discussion Papers, Bank of Canada, number 11-3, DOI: 10.34989/sdp-2011-3.
• Horvath, Roman & Rusnak, Marek & Smidkova, Katerina & Zapal, Jan, 2011, "Dissent voting behavior of central bankers: what do we really know?," MPRA Paper, University Library of Munich, Germany, number 34638, Nov.
• Michael Brei & Leonardo Gambacorta & Goetz von Peter, 2011, "Rescue packages and bank lending," BIS Working Papers, Bank for International Settlements, number 357, Nov.
• Veronica Guerrieri & Guido Lorenzoni, 2011, "Credit Crises, Precautionary Savings, and the Liquidity Trap," NBER Working Papers, National Bureau of Economic Research, Inc, number 17583, Nov.
• Item repec:dgr:kubcen:2011118 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:321 is not listed on IDEAS anymore

• Leonardo Gambacorta & Paolo Emilio Mistrulli, 2011, "Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?," BIS Working Papers, Bank for International Settlements, number 359, Nov.
• Item repec:hhs:bofrdp:2011_023 is not listed on IDEAS anymore

• Ron Alquist & Olivier Gervais, 2011, "The Role of Financial Speculation in Driving the Price of Crude Oil," Discussion Papers, Bank of Canada, number 11-6, DOI: 10.34989/sdp-2011-6.
• Item repec:hhs:bofrdp:2011_022 is not listed on IDEAS anymore

• Guy Mayraz, 2011, "Wishful Thinking," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1092, Nov.
• Shepherd, Ben, 2011, "When are adaptive expectations rational? A generalization," MPRA Paper, University Library of Munich, Germany, number 34644, Oct.
• Flint Brayton, 2011, "Two practical algorithms for solving rational expectations models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-44.
• Guonan Ma & Yan Xiandong & Kostas Liu Xi, 2011, "China's evolving reserve requirements," BIS Working Papers, Bank for International Settlements, number 360, Nov.
• Olivier Gervais & Lawrence L. Schembri & Lena Suchanek, 2011, "External Stability, Real Exchange Rate Adjustment and the Exchange Rate Regime in Emerging-Market Economies," Discussion Papers, Bank of Canada, number 11-5, DOI: 10.34989/sdp-2011-5.
• Carlos Vieira & Isabel Vieira, 2011, "Assessing The Endogeneity Of Oca Conditions In Emu," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0042, Nov, revised Nov 2011.
• Item repec:dgr:uvatin:20110161 is not listed on IDEAS anymore

• Douglas A. Irwin, 2011, "Gold Sterilization and the Recession of 1937-38," NBER Working Papers, National Bureau of Economic Research, Inc, number 17595, Nov.
• David Laidler, 2011, "Professor Fisher and the Quantity Theory - A Significant Encounter," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20111.
• Andrew Filardo, 2011, "The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective," BIS Working Papers, Bank for International Settlements, number 356, Nov.
• Gordon Wilkinson, 2011, "The Behaviour of Consumer Prices Across Provinces," Discussion Papers, Bank of Canada, number 11-2, DOI: 10.34989/sdp-2011-2.
• Yavuz Arslan & Evren Ceritoglu, 2011, "Quality Growth versus Inflation in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1121.

Report NEP-CBA-2011-11-21

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: