Report NEP-CBA-2021-04-26

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Sergey E. Pekarski issued this report. It is usually issued weekly.

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Other reports in NEP-CBA

The following items were announced in this report:

• Hoshino, Satoshi & Ida, Daisuke, 2021. "Stock prices and monetary policy in Japan: An analysis of a Bayesian DSGE model," MPRA Paper 107301, University Library of Munich, Germany.
• Troy Davig & Andrew Foerster, 2021. "Communicating Monetary Policy Rules," Working Paper Series 2021-12, Federal Reserve Bank of San Francisco.
• Angela Abbate & Dominik Thaler, 2021. "Optimal monetary policy with the risk-taking channel," Working Papers 2021-09, Swiss National Bank.
• Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers 202126, University of Pretoria, Department of Economics.
• Avgouleas, Emilios & Micossi, Stefano, 2021. "On selling sovereigns held by the ECB to the ESM: Institutional and economic policy implications," CEPS Papers 32673, Centre for European Policy Studies.
• Gergo Motyovszki, 2021. "Monetary-Fiscal Interactions and Redistribution in Small Open Economies," Economics Working Papers EUI ECO 2020/03, European University Institute.
• Eduardo Dávila & Itay Goldstein, 2021. "Optimal Deposit Insurance," NBER Working Papers 28676, National Bureau of Economic Research, Inc.
• Gasteiger, Emanuel, 2021. "Optimal Constrained Interest-Rate Rules under Heterogeneous Expectations," ECON WPS - Working Papers in Economic Theory and Policy 04/2021, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
• Blagov, Boris, 2021. "Uncertainty about exchange rates affects import prices in the Euro Area," RWI Impact Notes 233081, RWI - Leibniz-Institut für Wirtschaftsforschung.
• Luyao Zhang & Yulin Liu, 2021. "Optimal Algorithmic Monetary Policy," Papers 2104.07888, arXiv.org, revised Oct 2021.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.
• Mingli Chen & Andreas Joseph & Michael Kumhof & Xinlei Pan & Xuan Zhou, 2021. "Deep Reinforcement Learning in a Monetary Model," Papers 2104.09368, arXiv.org, revised Jan 2023.
• Dominik Meyland & Dorothea Schäfer, 2021. "Home Bias in Sovereign Exposure and the Probability of Bank Default - Evidence from EU Stress Test Data," Discussion Papers of DIW Berlin 1943, DIW Berlin, German Institute for Economic Research.
• Item repec:cdl:econwp:qt7tx7f2xw is not listed on IDEAS anymore

• Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021. "Central Bank Communication on Social Media: What, To Whom, and How?," Discussion Papers 21-05, Department of Economics, University of Birmingham.
• Cecilia R. Caglio & R. Matthew Darst & Ṣebnem Kalemli-Özcan, 2021. "Collateral Heterogeneity and Monetary Policy Transmission: Evidence from Loans to SMEs and Large Firms," NBER Working Papers 28685, National Bureau of Economic Research, Inc.
• Honkapohja, Seppo & McClung, Nigel, 2021. "On robustness of average inflation targeting," Research Discussion Papers 6/2021, Bank of Finland.
• Tetsuji Okazaki & Toshihiro Okubo & Eric Strobl, 2021. "The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan," CARF F-Series CARF-F-511, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Deepa Dhume Datta & Benjamin K. Johannsen & Robert J. Vigfusson, 2021. "Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19," FEDS Notes 2021-04-14, Board of Governors of the Federal Reserve System (U.S.).
• Masahige Hamano & Francesco Pappadà, 2021. "Exchange rate policy and firm dynamics," Working Papers 2018, Waseda University, Faculty of Political Science and Economics.
• Lucas Marc Fuhrer & Nils Herger, 2021. "Real interest rates and demographic developments across generations: A panel-data analysis over two centuries," Working Papers 2021-07, Swiss National Bank.
• Gregori Galofre-Vila, 2021. "The Costs of Hyperinflation: Germany 1923," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 2101, Departamento de Economía - Universidad Pública de Navarra.
• Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2021. "Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?," MPRA Paper 107083, University Library of Munich, Germany.
• De Bromhead, Alan & Jordan, David & Kennedy, Francis & Seddon, Jack, 2021. "How does international monetary leadership end? The Sterling Area revisited," QUCEH Working Paper Series 21-02, Queen's University Belfast, Queen's University Centre for Economic History.
• Jaime Marquez & S Yanki Kalfa, 2021. "The Forecasts of Individual FOMC Members: New Evidence after Ten Years," Working Papers 2021-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Philippe Andrade & Erwan Gautier & Eric Mengus, 2021. "What Matters in Households' Inflation Expectations?," CESifo Working Paper Series 9005, CESifo.