Report NEP-MON-2010-11-27
This is the archive for NEP-MON, a report on new working papers in the area of Monetary Economics. Bernd Hayo issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MON
The following items were announced in this report:
- Brad E. Strum, 2010, "Inflation persistence, backward-looking firms, and monetary policy in an input-output economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-55.
- Aleksander Berentsen & Alessandro Marchesiani & Christopher J. Waller, 2010, "Channel systems: why is there a positive spread?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 517, Nov.
- Peter Hördahl & Oreste Tristani, 2010, "Inflation risk premia in the US and the euro area," BIS Working Papers, Bank for International Settlements, number 325, Nov.
- George W. Evans & William A.Branch, 2010, "Monetary Policy and Heterogeneous Expectations," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2010-4, Apr.
- Alfred Guender & Bevan Cook, 2010, "Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/71, Jun.
- Paul Alagidede & Simeon Coleman & Juan Carlos Cuestas, 2010, "Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2010/8, Nov.
- Vitor Castro & Ricardo M. Sousa, 2010, "How Do Central Banks React to Wealth Composition and Asset Prices?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-19, Sep.
- Paul Alagidede & Simeon Coleman & Juan Carlos Cuestas, 2010, "Persistence of Inflationary shocks: Implications for West African Monetary Union Membership," Working Papers, The University of Sheffield, Department of Economics, number 2010020, Nov, revised Nov 2010.
- Alfred Guender & Allan G.J. Wu, 2010, "Operating Procedures and the Expectations Theory of the Term Structure of Interest Rates: A Note on the New Zealand Experience from 1989 to 2008," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/72, Nov.
- George W. Evans & Seppo Honkapohja, 2010, "Expectations, Deflation Traps and Macroeconomic Policy," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2010-5, Jul.
- Martin Bodenstein & Luca Guerrieri & Christopher J. Gust, 2010, "Oil shocks and the zero bound on nominal interest rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1009.
- Daniel L. Thornton, 2010, "The effectiveness of unconventional monetary policy: the term auction facility," Working Papers, Federal Reserve Bank of St. Louis, number 2010-044, DOI: 10.20955/wp.2010.044.
- Pierre L. Siklos, 2010, "Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-26, Nov.
- Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2010, "Macroeconomic factors and micro-level bank risk," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,20.
- Gupta, Abhishek, 2010, "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 26718, Oct.
- George W. Evans, 2010, "The Stagnation Regime of the New Keynesian Model and Current US Policy," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2010-6, Oct.
- Andrea Vaona, 2010, "Six variations on fair wages and the long-run Phillips curve," Working Papers, University of Verona, Department of Economics, number 17/2010, Nov.
- Benavides Guillermo, 2010, "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Working Papers, Banco de México, number 2010-12, Oct.
- Christopher J. Gust & Sylvain Leduc & Robert J. Vigfusson, 2010, "Entry dynamics and the decline in exchange-rate pass-through," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1008.
- Punabantu, Siize, 2010, "Currency Wars & International Trade," MPRA Paper, University Library of Munich, Germany, number 26736, Dec.
- Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2010, "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 10-08, Nov.
- Ulrich Zierahn, 2010, "The Importance of Spatial Autocorrelation for Regional Employment Growth in Germany," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201031.
- Trabelsi, Emna, 2010, "Does asymmetric information play a role in explaining the Asian currency crisis? Application to Indonesian and Malaysian cases using a two-state Markov Switching model," MPRA Paper, University Library of Munich, Germany, number 26785, Nov.
- Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2010, "The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies," Working Paper series, Rimini Centre for Economic Analysis, number 34_10, Jan.
- Luiz de Mello & Pier Carlo Padoan & Linda Rousová, 2010, "Are Global Imbalances Sustainable?: Shedding Further Light on the Causes of Current Account Reversals," OECD Economics Department Working Papers, OECD Publishing, number 813, Nov, DOI: 10.1787/5km4m2x07xhb-en.
Printed from https://ideas.repec.org/n/nep-mon/2010-11-27.html