Report NEP-CBA-2021-06-14

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:

• Corradin, Stefano & Grimm, Niklas & Schwaab, Bernd, 2021, "Euro area sovereign bond risk premia during the Covid-19 pandemic," Working Paper Series, European Central Bank, number 2561, May.
• Hidehiko Matsumoto, 2021, "Monetary and Macroprudential Policies under Dollar-Denominated Foreign Debt," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-04, May.
• Andrea Fabiani & Martha López & José-Luis Peydró & Paul E. Soto, 2021, "Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy," Borradores de Economia, Banco de la Republica de Colombia, number 1162, Jun, DOI: https://doi.org/10.32468/be.1162.
• Ochs, A. C. R., 2021, "A New Monetary Policy Shock with Text Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2148, Jun.
• Francois-Michel Boire & Thibaut Duprey & Alexander Ueberfeldt, 2021, "Shaping the future: Policy shocks and the GDP growth distribution," Staff Working Papers, Bank of Canada, number 21-24, May, DOI: 10.34989/swp-2021-24.
• Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur, 2021, "Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies," Working Paper Series, European Central Bank, number 2564, Jun.
• Gianluca Benigno & Pierpaolo Benigno, 2021, "Interest, Reserves, and Prices," Staff Reports, Federal Reserve Bank of New York, number 971, Jun.
• De la Peña Rogelio, 2021, "Should monetary policy lean against the wind in a small-open economy? Revisiting the Tinbergen rule," Working Papers, Banco de México, number 2021-01, Apr.
• Emilio Ocampo, 2021, "Fiscal and Monetary Anomie in Argentina: The Legacy of Endemic Populism," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 791, May.
• Daniel Gründler & Eric Mayer & Johann Scharler, 2021, "Monetary Policy Announcements, Information Schocks, and Exchange Rate Dynamics," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-16.
• Servaas Storm, 2021, "Cordon of Conformity:Why DSGE models Are Not the Future of Macroeconomics," Working Papers Series, Institute for New Economic Thinking, number inetwp148, Feb, DOI: 10.36687/inetwp148.
• Dean Corbae & Pablo D'Erasmo, 2021, "Capital Buffers in a Quantitative Model of Banking Industry Dynamics," Working Papers, Federal Reserve Bank of Minneapolis, number 779, May, DOI: 10.21034/wp.779.
• Austen Sanders & Matthew Willison, 2021, "Measure for measure: evidence on the relative performance of regulatory requirements for small and large banks," Bank of England working papers, Bank of England, number 922, May.
• Marco Onofri & Gert Peersman & Frank R. Smets, 2021, "The Effectiveness Of A Negative Interest Rate Policy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1015, May.
• Brandt, Lennart & Saint Guilhem, Arthur & Schröder, Maximilian & Van Robays, Ine, 2021, "What drives euro area financial markets? The role of US spillovers and global risk," Working Paper Series, European Central Bank, number 2560, May.
• Ehrmann, Michael, 2021, "Point targets, tolerance bands, or target ranges? Inflation target types and the anchoring of inflation expectations," Working Paper Series, European Central Bank, number 2562, May.
• Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021, "On the effectiveness of macroprudential policy," Working Paper Series, European Central Bank, number 2559, May.
• Raphael Auer & Rainer Boehme, 2021, "Central bank digital currency: the quest for minimally invasive technology," BIS Working Papers, Bank for International Settlements, number 948, Jun.
• Tomas Domonkos & Boris Fisera & Maria Siranova, 2021, "Income Inequality as Long-term Conditioning Factor of Monetary Transmission to Bank Interest Rates in EA Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/15, May, revised May 2021.
• Faria-e-Castro, Miguel, 2021, "A quantitative analysis of the countercyclical capital buffer," ESRB Working Paper Series, European Systemic Risk Board, number 120, Jun.
• Guy Segal, 2021, "Using Conventional Monetary Policy Unconventionally: Overturning Inflation and Output Gap Dynamics Using a Super-Inertial Interest Rate Rule," Bank of Israel Working Papers, Bank of Israel, number 2021.05, May.
• Jan C. van Ours, 2022, "How Retirement Affects Mental Health, Cognitive Skills and Mortality; an Overview of Recent Empirical Evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-050/V, Aug.
• Yoshihiko Norimasa & Kazuki Ueda & Tomohiro Watanabe, 2021, "Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-5, May.
• Shesadri Banerjee & M S Mohanty, 2021, "US monetary policy and the financial channel of the exchange rate: evidence from India," BIS Working Papers, Bank for International Settlements, number 945, May.
• Jan Kregel, 2021, "Another Bretton Woods Reform Moment: Let Us Look Seriously at the Clearing Union," Economics Public Policy Brief Archive, Levy Economics Institute, number ppb_154, Feb.
• Kuikeu, Oscar, 2021, "The Relevance on assessing Real Exchange Rate Misalignment under lessons from covid-19 crisis," MPRA Paper, University Library of Munich, Germany, number 108047, May.
• Bittner, Christian & Fecht, Falko & Georg, Co-Pierre, 2021, "Contagious zombies," Discussion Papers, Deutsche Bundesbank, number 15/2021.
• Heng Chen & Walter Engert & Kim Huynh & Daneal O’Habib, 2021, "An Exploration of First Nations Reserves and Access to Cash," Discussion Papers, Bank of Canada, number 2021-8, May, DOI: 10.34989/sdp-2021-8.
• Uddin, Godwin, 2021, "Financial system regulation in a pandemic: Evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 108052, May.
• Zaghini, Andrea, 2021, "The Covid pandemic in the market: infected, immune and cured bonds," Working Paper Series, European Central Bank, number 2563, Jun.
• Daniel Nathan, 2021, "Decomposing the Israeli Term Structure of Interests Rates," Bank of Israel Working Papers, Bank of Israel, number 2021.04, Mar.
• Ojo/Roedl, Marianne, 2021, "Sustainable finance, current and future implications for banks and monetary policy: assessing COVID impacts," MPRA Paper, University Library of Munich, Germany, number 108119, Jun.
• Littke, Helge & Ossandon Busch, Matias, 2021, "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," Discussion Papers, Deutsche Bundesbank, number 16/2021.
• Jurado Pedroza Wilfrido, 2021, "Around-the-Clock USD/MXN Volatility: Macroeconomic Announcement Spillovers and FX Market Intervention Mechanisms," Working Papers, Banco de México, number 2021-05, Jun.
• Jorge Fornero & Markus Kirchner & Carlos Molina, 2021, "Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors," Working Papers Central Bank of Chile, Central Bank of Chile, number 915, May.
• Richard K. Green, 2021, "Is housing still the business cycle? Perhaps not," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_024, May.
• Florian B¨oser & Chiara Colesanti Senni, 2021, "CAROs: Climate Risk-Adjusted Refinancing Operations," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 21/354, May.
• Tanweer Akram, 2021, "A Keynesian Approach to Modeling the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_988, Jun.

Report NEP-CBA-2021-06-14

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: