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Report NEP-CBA-2017-02-05
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:
- Thomas Philippon & Pierre Pessarossi & Boubacar Camara, 2017, "Backtesting European Stress Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 23083, Jan.
- Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2016, "Optimal Dynamic Capital Requirements," Working Papers, CEMFI, number wp2016_1614, Dec.
- J. Scott Davis & Mark A. Wynne, 2016, "Central bank communications: a case study," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 283, Sep, DOI: 10.24149/gwp283.
- Item repec:bny:wpaper:8/2016 is not listed on IDEAS anymore
- Item repec:bri:accfin:17/6 is not listed on IDEAS anymore
- Falko Fecht & Kjell G. Nyborg & Jörg Rocholl & Jiri Woschitz, 2016, "Collateral, Central Bank Repos, and Systemic Arbitrage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-66, Nov.
- Mariarosaria Comunale & Davor Kunovac, 2017, "Exchange Rate Pass-Through in the Euro Area," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 38, Jan.
- OKIMOTO, Tatsuyoshi, 2017, "Expected Inflation Regimes in Japan," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-41, Jan.
- Alexius, Annika & Holmberg, Mikaela, 2017, "Pass-through with low inflation and volatile exchange rates," Research Papers in Economics, Stockholm University, Department of Economics, number 2017:1, Jan.
- N. Kundan Kishor & Evan F. Koenig, 2016, "The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting," Working Papers, Federal Reserve Bank of Dallas, number 1613, Nov, DOI: 10.24149/wp1613.
- Kengo Nutahara, 2017, "Asset Prices, Nominal Rigidities, and Monetary Policy: Case of Housing Price," CIGS Working Paper Series, The Canon Institute for Global Studies, number 17-001E, Jan.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2018, "Effects of Quasi-Random Monetary Experiments," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-02, May, DOI: 10.24148/wp2017-02.
- Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2017, "The European sovereign debt crisis: What have we learned?," CFS Working Paper Series, Center for Financial Studies (CFS), number 567.
- Hans Gersbach & Jean-Charles Rochet, 2012, "Aggregate Investment Externalities and Macroprudential Regulation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-03, Jan.
- Erin E. Syron Ferris & Soo Jeong Kim & Bernd Schlusche, 2017, "Confidence Interval Projections of the Federal Reserve Balance Sheet and Income," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-01-13, Jan, DOI: 10.17016/2380-7172.1875.
- Michael D. Bordo & John V. Duca & Christoffer Koch, 2016, "Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades," Working Papers, Federal Reserve Bank of Dallas, number 1605, Jul, DOI: 10.24149/wp1605.
- Chan, Stephanie & Wijnbergen, Sweder, 2017, "CoCo Design, Risk Shifting Incentives and Financial Fragility," ECMI Papers, Centre for European Policy Studies, number 12166, Jan.