Report NEP-CBA-2021-06-28

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:

• Aymeric Ortmans, 2020. "Evolving Monetary Policy in the Aftermath of the Great Recession," Documents de recherche 20-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Isabel Cairó & Jae W. Sim, 2020. "Monetary Policy and Financial Stability," Finance and Economics Discussion Series 2020-101, Board of Governors of the Federal Reserve System (U.S.).
• Caballero, Ricardo & Simsek, Alp, 2022. "Monetary Policy with Opinionated Markets," CEPR Discussion Papers 14830, C.E.P.R. Discussion Papers.
• William A. Barnett & Van H. Nguyen, 2021. "Constructing Divisia Monetary Aggregates for Singapore," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202114, University of Kansas, Department of Economics, revised Jun 2021.
• Vasco Gabriel, 2021. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Working Papers w202106, Banco de Portugal, Economics and Research Department.
• Edward Nelson, 2021. "The Emergence of Forward Guidance As a Monetary Policy Tool," Finance and Economics Discussion Series 2021-033, Board of Governors of the Federal Reserve System (U.S.).
• Shigenori Shiratsuka, 2021. "Monetary Policy Effectiveness under the Ultra-Low Interest Rate Environment: Evidence from Yield Curve Dynamics in Japan," Keio-IES Discussion Paper Series 2021-012, Institute for Economics Studies, Keio University.
• Sekar Utami Setiastuti & Nur Muhammad Adhi Purwanto & Aryo Sasongko, 2020. "Exchange Rate Insulation Properties And The Role Of Macroprudential Policy In A Small Open Economy," Working Papers WP/11/2020, Bank Indonesia.
• Nuno Coimbra & Daisoon Kim & Hélène Rey, 2021. "Central Bank Policy and the Concentration of Risk: Empirical Estimates," NBER Working Papers 28907, National Bureau of Economic Research, Inc.
• Stefania D'Amico & Tim Seida, 2020. "Unexpected Supply Effects of Quantitative Easing and Tightening," Working Paper Series WP-2020-17, Federal Reserve Bank of Chicago.
• Luca Guerrieri & Michele Modugno, 2021. "The Information Content of Stress Test Announcements," Finance and Economics Discussion Series 2021-012, Board of Governors of the Federal Reserve System (U.S.).
• Alex Aronovich & Andrew C. Meldrum, 2021. "High-Frequency Estimates of the Natural Real Rate and Inflation Expectations," Finance and Economics Discussion Series 2021-034, Board of Governors of the Federal Reserve System (U.S.).
• Enrique Alberola-Ila & Carlos Cantú & Paolo Cavallino & Nikola Mirkov, 2021. "Fiscal regimes and the exchange rate," BIS Working Papers 950, Bank for International Settlements.
• Lijun Bo & Tongqing Li & Xiang Yu, 2021. "Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence," Papers 2106.09978, arXiv.org, revised May 2022.
• Jia, Pengfei, 2021. "Understanding a New Keynesian Model with Liquidity," MPRA Paper 108286, University Library of Munich, Germany.
• Gounopoulos, Dimitrios & Luo, Kaisheng & Nicolae, Anamaria & Paltalidis, Nikos, 2021. "Banks' Liquidity Management During the COVID-19 Pandemic," MPRA Paper 108219, University Library of Munich, Germany.
• Stefania D'Amico & Vamsi Kurakula & Stephen M. Lee, 2020. "Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX," Working Paper Series WP-2020-14, Federal Reserve Bank of Chicago.
• Friedman, Milton, 2021. "Fiscal versus Monetary Policy in the 1960s," Studies in Applied Economics 186, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
• Bahaj, Saleem, 2020. "Jumpstarting an International Currency," CEPR Discussion Papers 14793, C.E.P.R. Discussion Papers.
• Georgescu, Oana-Maria & Martín, Diego Vila, 2021. "Do macroprudential measures increase inequality? Evidence from the euro area household survey," Working Paper Series 2567, European Central Bank.
• Lucas Avezum, 2021. "Assessment of the effectiveness of the macroprudential measures implemented in the context of the Covid-19 pandemic," Working Papers w202107, Banco de Portugal, Economics and Research Department.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2021. "Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies," IZA Discussion Papers 14420, Institute of Labor Economics (IZA).
• Haelim Anderson & Kinda Cheryl Hachem & Simpson Zhang, 2021. "Reallocating Liquidity to Resolve a Crisis: Evidence from the Panic of 1873," NBER Working Papers 28870, National Bureau of Economic Research, Inc.
• José R. Maria & Paulo Júlio & Sílvia Santos, 2021. "Risk shocks, due loans, and policy options: When less is more!," Working Papers w202108, Banco de Portugal, Economics and Research Department.
• Karadi, Peter & Schoenle, Raphael & Wursten, Jesse, 2021. "Measuring price selection in microdata: it’s not there," Working Paper Series 2566, European Central Bank.
• Richard H. Clarida & Burcu Duygan-Bump & Chiara Scotti, 2021. "The COVID-19 Crisis and the Federal Reserve's Policy Response," Finance and Economics Discussion Series 2021-035, Board of Governors of the Federal Reserve System (U.S.).
• François Gourio & Phuong Ngo, 2020. "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series WP-2020-01, Federal Reserve Bank of Chicago.
• Adrien Auclert & Matthew Rognlie & Martin Souchier & Ludwig Straub, 2021. "Exchange Rates and Monetary Policy with Heterogeneous Agents: Sizing up the Real Income Channel," NBER Working Papers 28872, National Bureau of Economic Research, Inc.
• Luca Pensieroso & Romain Restout, 2021. "The Gold Standard and the International Dimension of the Great Depression," Working Papers of BETA 2021-21, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2021. "Hierarchical contagions in the interdependent financial network," MPRA Paper 108421, University Library of Munich, Germany.
• Sriya Anbil & Mark A. Carlson & Mary-Frances Styczynski, 2021. "The Effect of the PPPLF on PPP Lending by Commercial Banks," Finance and Economics Discussion Series 2021-030, Board of Governors of the Federal Reserve System (U.S.).
• Sebastian Infante & Zack Saravay, 2020. "What Drives U.S. Treasury Re-use?," Finance and Economics Discussion Series 2020-103r1, Board of Governors of the Federal Reserve System (U.S.), revised 24 Aug 2021.
• Pagliari, Maria Sole & Ferrari Minesso, Massimo, 2021. "No country is an island: international cooperation and climate change," Working Paper Series 2568, European Central Bank.
• Beni Egressy & Roger Wattenhofer, 2021. "Bailouts in Financial Networks," Papers 2106.12315, arXiv.org.
• Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Finance and Economics Discussion Series 2021-014, Board of Governors of the Federal Reserve System (U.S.).
• Barnett, William A. & Park, Hyun & Park, Sohee, 2021. "The Barnett Critique," MPRA Paper 108413, University Library of Munich, Germany.
• Alyssa G. Anderson & Wenxin Du & Bernd Schlusche, 2021. "Arbitrage Capital of Global Banks," Finance and Economics Discussion Series 2021-032, Board of Governors of the Federal Reserve System (U.S.).
• Bojosi Morule & Konstantin Makrelov & Neryvia Pillay Bell, 2021. "Fiscal risks and their impact on banks’ capital buffers in South Africa," Working Papers 862, Economic Research Southern Africa.
• Bo Becker & Efraim Benmelech, 2021. "The Resilience of the U.S. Corporate Bond Market During Financial Crises," NBER Working Papers 28868, National Bureau of Economic Research, Inc.