Report NEP-CBA-2012-01-03

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:

• Item repec:bfi:wpaper:2011-006 is not listed on IDEAS anymore

• Eric van Wincoop, 2011, "International Contagion Through Leveraged Financial Institutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 17686, Dec.
• Alan J Auerbach, 2011, "Long-term fiscal sustainability in major economies," BIS Working Papers, Bank for International Settlements, number 361, Nov.
• Francesco Giavazzi & Alberto Giovannini, 2011, "Central Banks and the Financial System," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 425.
• Han Chen & Vasco Curdia & Andrea Ferrero, 2011, "The macroeconomic effects of large-scale asset purchase programs," Staff Reports, Federal Reserve Bank of New York, number 527.
• Jaroslav Borovicka & Lars Peter Hansen, 2012, "Examining macroeconomic models through the lens of asset pricing," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2012-01.
• Item repec:bfi:wpaper:2011-012 is not listed on IDEAS anymore

• Peter Sinclair, 2011, "Inflation Targeting Dilemmas," Discussion Papers, Department of Economics, University of Birmingham, number 11-23, Dec.
• Farhi, Emmanuel & Gopinath, Gita & Itskhoki, Oleg, 2011, "Fiscal Devaluations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8721, Dec.
• Emmanuel Farhi & Gita Gopinath & Oleg Itskhoki, 2011, "Fiscal Devaluations," NBER Working Papers, National Bureau of Economic Research, Inc, number 17662, Dec.
• Łukasz Rawdanowicz & Eckhard Wurzel & Patrice Ollivaud, 2011, "Current Issues in Managing Government Debt and Assets," OECD Economics Department Working Papers, OECD Publishing, number 923, Dec, DOI: 10.1787/5kg0kp6s6c0s-en.
• Item repec:dnb:dnbwpp:325 is not listed on IDEAS anymore

• Item repec:bfi:wpaper:2011-004 is not listed on IDEAS anymore

• Charles Goodhart, 2011, "Global Macroeconomic and Financial Supervision: Where Next?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17682, Dec.
• Olivier Blanchard & Marianna Riggi, 2011, "Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices in the US," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 835, Nov.
• Sámano Daniel, 2011, "In the Quest of Macroprudential Policy Tools," Working Papers, Banco de México, number 2011-17, Dec.
• Francesco Giavazzi & Luigi Spaventa, 2011, "Why the current account may matter in a monetary union. Lesson from the financial crisis in the Euro area," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 426.
• Nicolas Coeurdacier & Hélène Rey, 2011, "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 17691, Dec.
• Junsang Lee & Keisuke Otsu, 2011, "The Credit Spread and U.S. Business Cycles," Studies in Economics, School of Economics, University of Kent, number 1123, Nov.
• Luis Felipe Céspedes & Andrés Velasco, 2011, "Was This Time Different?: Fiscal Policy in Commodity Republics," BIS Working Papers, Bank for International Settlements, number 365, Nov.
• Reuven Glick & Sylvain Leduc, 2011, "Central bank announcements of asset purchases and the impact on global financial and commodity markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-30.
• Christoffel, Kai & Kilponen, Juha & Jaccard, Ivan, 2011, "Government bond risk premia and the cyclicality of fiscal policy," Working Paper Series, European Central Bank, number 1411, Dec.
• Körner, Finn Marten, 2011, "An equilibrium model of 'global imbalances' revisited," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung", University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk, number 33/2011, Jul.
• Eric M. Leeper & Todd B. Walker, 2011, "Perceptions and misperceptions of fiscal inflation," BIS Working Papers, Bank for International Settlements, number 364, Nov.
• Joshua Aizenman & Sebastian Edwards & Daniel Riera-Crichton, 2011, "Adjustment patterns to commodity terms of trade shocks: the role of exchange rate and international reserves policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 17692, Dec.
• Item repec:bfi:wpaper:2011-005 is not listed on IDEAS anymore

• Chakraborty, Ratula & Dobson, Paul & Seaton, Jonathan S. & Waterson, Michael, 2011, "Pricing in inflationary times- the penny drops," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 975.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2011, "Do Low Interest Rates Sow the Seeds of Financial Crises?," Staff Working Papers, Bank of Canada, number 11-31, DOI: 10.34989/swp-2011-31.
• Michal Franta & Jozef Barunik & Roman Horvath & Katerina Smidkova, 2011, "Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/10, Nov.
• Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang, 2011, "The information content of the embedded deflation pption in TIPS," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-58.
• Adrian Pagan & Tim Robinson, 2011, "Assessing Some Models of the Impact of Financial Stress upon Business Cycles," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2011-04, Dec.
• Roman Horváth & Kateøina Šmídková & Jan Zápal, 2011, "Central Banks’ Voting Records and Future Policy," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/37, Dec, revised Dec 2011.
• Macchiarelli, Corrado, 2011, "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series, European Central Bank, number 1405, Dec.
• Ian Christensen & Césaire Meh & Kevin Moran, 2011, "Bank Leverage Regulation and Macroeconomic Dynamics," Staff Working Papers, Bank of Canada, number 11-32, DOI: 10.34989/swp-2011-32.
• Ian Christensen & Césaire Meh & Kevin Moran, 2011, "Bank Leverage Regulation and Macroeconomic Dynamics," CIRANO Working Papers, CIRANO, number 2011s-76, Dec.
• Philip Turner, 2011, "Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?," BIS Working Papers, Bank for International Settlements, number 367, Dec.
• Valeriya Dinger, 2011, "Bank mergers and deposit interest rate rigidity," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1131.
• Acharya, Viral & Mora, Nada, 2011, "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8706, Dec.
• Item repec:dnb:dnbwpp:327 is not listed on IDEAS anymore

• Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011, "Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?," Studies in Economics, School of Economics, University of Kent, number 1125, Nov.
• Scheffknecht, Lukas & Geiger, Felix, 2011, "A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 37-2011.
• Mohamed Tahar Benkhodja, 2011, "Monetary Policy and the Dutch Disease in a Small Open Oil Exporting Economy," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1134.
• Macchiarelli, Corrado, 2011, "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information," Working Paper Series, European Central Bank, number 1404, Dec.
• Badarinza, Cristian & Gross, Marco, 2011, "Macroeconomic vulnerability and disagreement in expectations," Working Paper Series, European Central Bank, number 1407, Dec.
• Item repec:hhs:bofitp:2011_034 is not listed on IDEAS anymore

• Alan K. Detmeister, 2011, "The usefulness of core PCE inflation measures," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-56.
• Ben R. Craig & Falko Fecht, 2011, "Substitution between net and gross settlement systems: A concern for financial stability?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1132.
• Cimadomo, Jacopo, 2011, "Real-time data and fiscal policy analysis: a survey of the literature," Working Paper Series, European Central Bank, number 1408, Dec.
• Stéphanie Guichard & Elena Rusticelli, 2011, "Reassessing the NAIRUs after the Crisis," OECD Economics Department Working Papers, OECD Publishing, number 918, Dec, DOI: 10.1787/5kg0kp712f6l-en.
• Gbaguidi, David Sedo, 2011, "Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate," MPRA Paper, University Library of Munich, Germany, number 35481, Oct.
• Item repec:hal:journl:dumas-00647031 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:330 is not listed on IDEAS anymore

• Martin Menner, 2011, ""Gesell Tax" and Efficiency of Monetary Exchange," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-26, Dec.
• Reinhold Heinlein & Hans-Martin Krolzig, 2011, "Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?," Studies in Economics, School of Economics, University of Kent, number 1124, Dec.
• Ansgar Belke & Niklas Potrafke, 2011, "Does Government Ideology Matter in Monetary Policy? A Panel Data Analysis for OECD Countries," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-48, Dec.
• Ansgar Belke & Niklas Potrafke, 2011, "Does Government Ideology Matter in Monetary Policy?: A Panel Data Analysis for OECD Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1180.
• Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011, "The world is not enough! Small open economies and regional dependence," Working Paper, Norges Bank, number 2011/16, Dec.
• Riccardo Fiorentini, 2011, "Global Imbalances, the International Crisis and the Role of the Dollar," Working Papers, University of Verona, Department of Economics, number 18/2011, Dec.
• STANOVA, Nadja, 2011, "Output and price behaviour in a system dynamics model," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2011022, Dec.
• Antonia Lòpez-Villavicencio & Jacques Mazier & Jamel Saadaoui, 2012, "Temporal Dimension and Equilibrium Exchange Rate: a FEER / BEER Comparison," Post-Print, HAL, number halshs-00535907, Mar.
• Christopher Ragan, 2011, "The Roads Not Taken: Why the Bank of Canada Stayed With Inflation Targeting," e-briefs, C.D. Howe Institute, number 125, Nov.
• Eickmeier, Sandra & Ng, Tim, 2011, "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8720, Dec.
• Carolina Arteaga cabrales & Joan Camilo Granados Castro & Jair Ojeda Joya, 2011, "The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices," Borradores de Economia, Banco de la Republica, number 9199, Dec.
• Bonci, Riccardo, 2011, "Monetary policy and the flow of funds in the euro area," Working Paper Series, European Central Bank, number 1402, Dec.
• Christian Calmès & Raymond Théoret, 2011, "Bank systemic risk and the business cycle: An empirical investigation using Canadian data," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp322011, Dec.
• Item repec:hhs:bofitp:2011_035 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2011_030 is not listed on IDEAS anymore

• Lahura, Erick & Vega, Marco, 2011, "Wavelet-based Core Inflation Measures: Evidence from Peru," Working Papers, Banco Central de Reserva del Perú, number 2011-019, Dec.

Report NEP-CBA-2012-01-03

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: