Report NEP-MON-2019-10-07

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:

• Aaron Mehrotra & Richhild Moessner & Chang Shu Author-X-Name_First: Chang, 2019, "Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities," BIS Working Papers, Bank for International Settlements, number 814, Sep.
• Hassan Afrouzi & Laura Veldkamp, 2019, "Biased Inflation Forecasts," 2019 Meeting Papers, Society for Economic Dynamics, number 894.
• Markus K. Brunnermeier & Harold James & Jean-Pierre Landau, 2019, "The Digitalization of Money," NBER Working Papers, National Bureau of Economic Research, Inc, number 26300, Sep.
• Dániel Baksa & Zsuzsa Munkácsi, 2019, "More Gray, More Volatile? Aging and (Optimal) Monetary Policy," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 67, Sep.
• Konstantin Egorov & Dmitry Mukhin, 2019, "Optimal Monetary Policy under Dollar Pricing," 2019 Meeting Papers, Society for Economic Dynamics, number 1510.
• Minseong Kim, 2019, "Time-consistent decisions and rational expectation equilibrium existence in DSGE models," Papers, arXiv.org, number 1909.10915, Sep, revised May 2020.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2019, "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/060, Jan.
• David Berger & Fabrice Tourre & Joseph Vavra & Konstantin Milbradt, 2019, "Mortgage Prepayment and Path-Dependent Effects of Monetary Policy," 2019 Meeting Papers, Society for Economic Dynamics, number 175.
• Simone Auer & Marco Bernardini & Martina Cecioni, 2019, "Corporate Leverage and Monetary Policy Effectiveness in the Euro Area," 2019 Meeting Papers, Society for Economic Dynamics, number 1102.
• Haelim Anderson & Guillermo Ordonez & Selman Erol, 2019, "Interbank Networks in the Shadows of the Federal Reserve Act," 2019 Meeting Papers, Society for Economic Dynamics, number 1285.
• Ester Faia & Vincenzo Pezone, 2019, "Monetary Policy and the Cost of Wage Rigidity: Evidence from the Stock Market," 2019 Meeting Papers, Society for Economic Dynamics, number 278.
• Gabriela Cugat, 2019, "Emerging markets, household heterogeneity, and exchange rate policy," 2019 Meeting Papers, Society for Economic Dynamics, number 526.
• Rohan Kekre & Moritz Lenel, 2019, "Macroeconomic Policy and the Price of Risk," 2019 Meeting Papers, Society for Economic Dynamics, number 1423.
• Mordi, Charles N. O. & Adebiyi, Michael A. & Omotosho, Babatunde S., 2019, "Modelling interest rates pass-through in Nigeria: An error correction approach with asymmetric adjustments and structural breaks," MPRA Paper, University Library of Munich, Germany, number 96171, Feb.
• Matteo Leombroni & Ciaran Rogers, 2019, "Heterogeneous Households and the Portfolio Rebalancing Channel of Monetary Policy," 2019 Meeting Papers, Society for Economic Dynamics, number 684.
• Thibaut Piquard & Dilyara Salakhova, 2019, "Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral," Working papers, Banque de France, number 730.
• Klaus Adam & Henning Weber, 2019, "Price Trends over the Product Life Cycle and the Optimal Inflation Target," 2019 Meeting Papers, Society for Economic Dynamics, number 1001.
• Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar, 2019, "Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 201969, Aug.
• John V. Leahy & Aditi Thapar, 2019, "Demographic Effects on the Impact of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26324, Sep.
• Albert Queralto, 2019, "Balance Sheets, Exchange Rates, and International Monetary Spillovers," 2019 Meeting Papers, Society for Economic Dynamics, number 993.
• Pedro Henrique da Silva Castro, 2019, "Earmarked Credit and Monetary Policy Power: micro and macro considerations," Working Papers Series, Central Bank of Brazil, Research Department, number 505, Sep.
• Item repec:vie:viennp:1907 is not listed on IDEAS anymore

• Lutho Mbekeni & Andrew Phiri, 2019, "Can the South African Reserve Bank (SARB) protect the purchasing power of citizens? A new look at Fisher’s hypothesis," Working Papers, Department of Economics, Nelson Mandela University, number 1906, Sep, revised Sep 2019.
• Francesco Zanetti & Tatsushi Okuda & Tomohiro Tsuruga, 2019, "Imperfect Information, Shock Heterogeneity, and Inflation Dynamics," Economics Series Working Papers, University of Oxford, Department of Economics, number 881, Sep.
• Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019, "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers, Society for Economic Dynamics, number 1403.
• Lee Ohanian & Diana Van Patten & Mark Wright & Paulina Restrepo-Echavarria, 2019, "Bretton Woods and the Reconstruction of Europe," 2019 Meeting Papers, Society for Economic Dynamics, number 665.
• Makoto Nirei & Jose Scheinkman, 2019, "Self-Organization of Inflation Volatility," 2019 Meeting Papers, Society for Economic Dynamics, number 1451.
• Francesco Ferrante & Matthias Paustian, 2019, "Nominal Debt and the Heterogeneous Effects of Forward Guidance," 2019 Meeting Papers, Society for Economic Dynamics, number 1256.
• Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019, "Global Trends in Interest Rates," 2019 Meeting Papers, Society for Economic Dynamics, number 77.
• Fausto Cavalli & Ahmad Naimzada & Nicolò Pecora, 2019, "Complex interplay between monetary and fiscal policies in a real economy model," Working Papers, University of Milano-Bicocca, Department of Economics, number 409, May, revised May 2019.
• Jason R. Donaldson & Giorgia Piacentino, 2019, "Money Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 26298, Sep.
• Povilas Lastauskas & Julius Stakénas, 2019, "Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment," CESifo Working Paper Series, CESifo, number 7844.
• Feng Dong & Yi Wen, 2019, "Time-Varying Networks and the Efficacy of Money Without Sticky Prices," 2019 Meeting Papers, Society for Economic Dynamics, number 1464.
• Hördahl, Peter & Tristani, Oreste, 2019, "Modelling yields at the lower bound through regime shifts," Working Paper Series, European Central Bank, number 2320, Oct.
• Federico, Salvatore & Ferrari, Giorgio & Schuhmann, Patrick, 2019, "A Model for the Optimal Management of Inflation," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 624, Sep.
• Georgiadis, Georgios & Mösle, Saskia, 2019, "Introducing dominant currency pricing in the ECB’s global macroeconomic model," Working Paper Series, European Central Bank, number 2321, Oct.
• Item repec:imf:imfwpa:19/197 is not listed on IDEAS anymore

• Roger Farmer & Pawel Zabczyk, 2019, "The Fiscal Theory of the Price Level in Overlapping Generations Models," 2019 Meeting Papers, Society for Economic Dynamics, number 39.
• Fernando Arce & Julien Bengui & Javier Bianchi, 2019, "A Macroprudential Theory of Foreign Reserve Accumulation," Staff Working Papers, Bank of Canada, number 19-43, Oct, DOI: 10.34989/swp-2019-43.
• Valentina MERA & Monica POP SILAGHI & Camélia TURCU, 2019, "Economic sentiments and money demand stability in the CEECs," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2694.
• Vincent Sterk & Wei Cui, 2019, "Quantitative Easing," 2019 Meeting Papers, Society for Economic Dynamics, number 29.
• Jonathan Chiu & Janet Hua Jiang & Seyed Mohammadreza Davoodalhosseini & Yu Zhu, 2019, "Central Bank Digital Currency and Banking," 2019 Meeting Papers, Society for Economic Dynamics, number 862.
• Kozo Ueda, 2019, "Reallocation Effects of Monetary Policy," 2019 Meeting Papers, Society for Economic Dynamics, number 128.
• Nina Biljanovska & Alexandros Vardoulakis & Lucyna Gornicka, 2019, "Optimal Macroprudential Policy and Asset Price Bubbles," 2019 Meeting Papers, Society for Economic Dynamics, number 663.
• Ricardo Lagos & Gaston Navarro, 2019, "Monetary Operating Procedures in the Fed Funds Market: Theory and Policy Analysis," 2019 Meeting Papers, Society for Economic Dynamics, number 1521.
• John Geanakoplos & David Rappoport, 2019, "Credit Surfaces, Economic Activity, and Monetary Policy," 2019 Meeting Papers, Society for Economic Dynamics, number 1516.
• Hoffmann, Peter & Kremer, Manfred & Zaharia, Sonia, 2019, "Financial integration in Europe through the lens of composite indicators," Working Paper Series, European Central Bank, number 2319, Sep.
• Todorov, Karamfil, 2020, "Quantify the quantitative easing: impact on bonds and corporate debt issuance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101665, Feb.
• Ricardo Reyes-Heroles & Gabriel Tenorio, 2019, "Macroprudential Policy in the Presence of External Risks," 2019 Meeting Papers, Society for Economic Dynamics, number 1138.
• Ṣebnem Kalemli-Özcan, 2019, "U.S. Monetary Policy and International Risk Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 26297, Sep.
• Francesco Bianchi & Thilo Kind & Howard Kung, 2019, "Threats to Central Bank Independence: High-Frequency Identification with Twitter," NBER Working Papers, National Bureau of Economic Research, Inc, number 26308, Sep.
• Jonathan Chiu & Thorsten Koeppl, 2019, "The Economics of Cryptocurrencies—Bitcoin and Beyond," Staff Working Papers, Bank of Canada, number 19-40, Sep, DOI: 10.34989/swp-2019-40.

Report NEP-MON-2019-10-07

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: