Report NEP-MON-2020-07-27

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:

• Dräger, Lena & Kolaiti, Theoplasti & Sibbertsen, Philipp, 2020, "Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-675, Jul, revised Feb 2021.
• Item repec:imf:imfwpa:20/89 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:20/93 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:20/97 is not listed on IDEAS anymore

• Auclert, Adrien & Rognlie, Matthew & Straub, Ludwig, 2020, "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14279, Jan.
• Item repec:rza:wpaper:811 is not listed on IDEAS anymore

• Massimo Guidolin & Alexei Orlov, 2020, "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20146.
• Laurent Ferrara & Joseph Yapi, 2020, "Measuring Exchange Rate Risks During Periods of Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-60, Jun.
• Heng Chen & Walter Engert & Kim Huynh & Gradon Nicholls & Mitchell Nicholson & Julia Zhu, 2020, "Cash and COVID-19: The impact of the pandemic on demand for and use of cash," Discussion Papers, Bank of Canada, number 2020-6, Jul, DOI: 10.34989/sdp-2020-6.
• David Tuckett & Douglas Holmes & Alice Pearson & Graeme Chaplin, 2020, "Monetary policy and the management of uncertainty: a narrative approach," Bank of England working papers, Bank of England, number 870, Jun.
• Nesterova, Kristina (Нестерова, Кристина), 2020, "Features of monetary policy at low rates
  [Особенности Денежно-Кредитной Политики В Условиях Низких Ставок]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 032044, Mar.
• Anne Kathrin Funk, 2018, "Quantitative easing in the euro area and SMEs’ access to finance: Who benefits the most?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 18-447, Dec, DOI: 10.3929/ethz-b-000312397.
• Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2019, "The Role of ECB Communication in Guiding Markets," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-464, Oct, DOI: 10.3929/ethz-b-000368196.
• Asongu, Simplice & Nnanna, Joseph, 2019, "REER Imbalances and Macroeconomic Adjustments: evidence from the CEMAC zone," MPRA Paper, University Library of Munich, Germany, number 101858, Jan.
• Cuciniello, Vincenzo & di Iasio, Nicola, 2020, "Determinants of the credit cycle: a flow analysis of the extensive margin," Working Paper Series, European Central Bank, number 2445, Jul.
• McMahon, Michael & Haldane, Andrew & Macaulay, Alistair, 2020, "The 3 E’s of Central Bank Communication with the Public," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14265, Jan.
• Mr. Nils O Maehle, 2020, "Monetary Policy Implementation: Operational Issues for Countries with Evolving Monetary Policy Frameworks," IMF Working Papers, International Monetary Fund, number 2020/026, Feb.
• Matthew Higgins & Thomas Klitgaard, 2020, "Japan’s Experience with Yield Curve Control," Liberty Street Economics, Federal Reserve Bank of New York, number 20200622, Jun.
• Assia Elgouacem & Riccardo Zago, 2020, "Share Buybacks, Monetary Policy and the Cost of Debt," Working papers, Banque de France, number 773.
• Javier Andrés & Óscar Arce & Jesús Fernández-Villaverde & Samuel Hurtado, 2020, "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," NBER Working Papers, National Bureau of Economic Research, Inc, number 27347, Jun.
• Balatti, Mirco, 2020, "Inflation volatility in small and large advanced open economies," Working Paper Series, European Central Bank, number 2448, Jul.
• Boonlert Jitmaneeroj & Michael Lamla, 2018, "The Implications of Central Bank Transparency for Uncertainty and Disagreement," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 18-445, Nov, DOI: 10.3929/ethz-b-000305642.
• Haelim Anderson & Jin-Wook Chang & Adam Copeland, 2020, "The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-050, Jun, DOI: 10.17016/FEDS.2020.050.
• Callum Jones & Mariano Kulish & Daniel Rees, 2020, "International spillovers of forward guidance shocks," BIS Working Papers, Bank for International Settlements, number 870, Jul.
• Corsetti, Giancarlo & Bodenstein, Martin & Guerrieri, Luca, 2020, "The Elusive Gains from Nationally-Oriented Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14359, Jan.
• Polo, Andrea & Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & , & Sette, Enrico, 2019, "Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14233, Dec.
• Kyungmin Kim & Thomas Laubach & Min Wei, 2020, "Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-047, Jun, DOI: 10.17016/FEDS.2020.047.
• Violante, Giovanni & , & Tristani, Oreste, 2019, "Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14245, Dec.
• Item repec:imf:imfsdn:20/05 is not listed on IDEAS anymore

• Michael Junho Lee & Antoine Martin, 2020, "Bitcoin Is Not a New Type of Money," Liberty Street Economics, Federal Reserve Bank of New York, number 20200618, Jun.
• Item repec:rza:wpaper:814 is not listed on IDEAS anymore

• Ivan Khotulev, 2020, "Shock-Dependent Exchange Rate Pass-Through in Russia," Bank of Russia Working Paper Series, Bank of Russia, number note20, Jun.
• Cour-Thimann, Philippine & Jung, Alexander, 2020, "Interest rate setting and communication at the ECB," Working Paper Series, European Central Bank, number 2443, Jul.
• Item repec:imf:imfwpa:20/101 is not listed on IDEAS anymore

• de Groot, Oliver & Haas, Alexander, 2020, "The Signalling Channel of Negative Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14268, Jan.
• Ida Hjortsoe & John Lewis, 2020, "Non-linearities, asymmetries and dollar currency pricing in exchange rate pass-through: evidence from the sectoral level," Bank of England working papers, Bank of England, number 868, Jun.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2020, "Inflation in the G7 Countries: Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 8349.
• Saten Kumar, 2020, "Firms' Asset Holdings and Inflation Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-61, Jun.
• Fornaro, Luca, 2019, "Monetary Union and Financial Integration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14216, Dec.
• Roberto M. Billi & Jordi Galí, 2020, "Gains from wage Flexibility and the Zero Lower Bound," NBER Working Papers, National Bureau of Economic Research, Inc, number 27386, Jun.
• Romain Plassard, 2020, "Making a Breach: The Incorporation of Agent-Based Models into the Bank of England's Toolkit," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2020-30, Jun.
• Jordi Galí, 2020, "Insider-Outsider Labor Markets, Hysteresis and Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 27385, Jun.
• Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Mr. Thomas Harjes & Ms. Ratna Sahay & Yi Xue, 2020, "Monetary Policy Transmission in Emerging Markets and Developing Economies," IMF Working Papers, International Monetary Fund, number 2020/035, Feb.
• Bitros, George C., 2020, "Thinking ahead of the next big crash: Clues from Athens in classical times," MPRA Paper, University Library of Munich, Germany, number 101217, Jun.
• Item repec:imf:imfwpa:20/90 is not listed on IDEAS anymore

• Daisuke Miyakawa & Koki Oikawa & Kozo Ueda, 2020, "Reallocation Effects of Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-59, Jun.
• Adam, Klaus & Weber, Henning, 2020, "Estimating the Optimal Inflation Target from Trends in Relative Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14335, Jan.
• Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019, "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14201, Dec.
• Forbes, Kristin, 2019, "Inflation Dynamics: Dead, Dormant, or Determined Abroad?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14195, Dec.
• Mertens, Karel & Lewis, Daniel & Makridis, Christos, 2020, "Do Monetary Policy Announcements Shift Household Expectations?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14360, Jan.
• Daiki Maeda & Yuki Saito, 2020, "Effects of Monetary Policy in a Model with Cash-in-Advance Constraints on R&D and Capital Accumulation," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1076r, Feb, revised Jun 2020.
• Döttling, Robin & Ratnovski, Lev, 2020, "Monetary policy and intangible investment," Working Paper Series, European Central Bank, number 2444, Jul.
• Luis J. Álvarez & Mónica Correa-López, 2020, "Inflation expectations in euro area Phillips curves," Occasional Papers, Banco de España, number 2018, Jul.
• Katharina Bergant & Michael Fidora & Martin Schmitz, 2020, "International Capital Flows at the Security Level – Evidence from the ECB’s Asset Purchase Programme," IMF Working Papers, International Monetary Fund, number 2020/046, Feb.

Report NEP-MON-2020-07-27

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: