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Report NEP-CBA-2012-02-15
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:
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012, "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-04.
- R. Anton Braun & Tomoyuki Nakajima, 2012, "Making the case for a low intertemporal elasticity of substitution," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-01.
- Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011, "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper, Norges Bank, number 2011/19, Dec.
- Michael C. Munnix & Takashi Shimada & Rudi Schafer & Francois Leyvraz Thomas H. Seligman & Thomas Guhr & H. E. Stanley, 2012, "Identifying States of a Financial Market," Papers, arXiv.org, number 1202.1623, Feb.
- Ribin Lye & James Peng Lung Tan & Siew Ann Cheong, 2012, "Understanding agent-based models of financial markets: a bottom-up approach based on order parameters and phase diagrams," Papers, arXiv.org, number 1202.0606, Feb.