Report NEP-MON-2021-01-04

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:

• Hamza Bennani & Matthias Neuenkirch, 2020, "The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model," CESifo Working Paper Series, CESifo, number 8740.
• Bratsiotis, George & Theodoridis, Konstantinos, 2020, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/15, Dec.
• Fabio Busetti & Stefano Neri & Alessandro Notarpietro & Massimiliano Pisani, 2020, "Monetary policy strategies in the New Normal: a model-based analysis for the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1308, Dec.
• Szabolcs Deak & Paul Levine & Son T. Pham, 2020, "Mandates and Monetary Rules a New Keynesian Framework," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0120, Aug.
• Florentin Kerschbaumer & Andreas Maschke, 2020, "European Monetary Union and Inequality: A Synthetic Control Approach," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2024, Dec.
• van 't Klooster, Jens & van Tilburg, Rens, 2020, "Targeting a sustainable recovery with Green TLTROs," SocArXiv, Center for Open Science, number 2bx8h, Dec, DOI: 10.31219/osf.io/2bx8h.
• Markus Heckel & Kiyohiko G. Nishimura, 2020, "Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-501, Dec.
• Hiroyuki Kubota & Mototsugu Shintani, 2020, "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-502, Dec.
• Ferrari, Alessandro & Landi, Valerio Nispi, 2020, "Whatever it takes to save the planet? Central banks and unconventional green policy," Working Paper Series, European Central Bank, number 2500, Dec.
• Marco Bernardini & Annalisa De Nicola, 2020, "The market stabilization role of central bank asset purchases: high-frequency evidence from the COVID-19 crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1310, Dec.
• Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020, "Monetary policy and inequality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1761, Dec, revised Mar 2021.
• Valentin Jouvanceau & Ieva Mikaliunaite, 2020, "Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 79, Oct.
• Eren Gürer & Alfons Weichenrieder, 2020, "Pro-Rich Inflation and Optimal Income Taxation," CESifo Working Paper Series, CESifo, number 8796.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers, Tokyo Center for Economic Research, number e154, Dec.
• Kilian, Lutz & Zhou, Xiaoqing, 2020, "Oil prices, exchange rates and interest rates," CFS Working Paper Series, Center for Financial Studies (CFS), number 646.
• Emiliano A. Carlevaro & Leandro M. Magnusson, 2020, "The (in)stability of stock returns and monetary policy interdependence in the US," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-27.
• Ryan Bush & Haitham Jendoubi & Matthew Raskin & Giorgio Topa, 2020, "How Did Market Perceptions of the FOMC’s Reaction Function Change after the Fed’s Framework Review?," Liberty Street Economics, Federal Reserve Bank of New York, number 20201218, Dec.
• Kilian, Lutz & Zhou, Xiaoqing, 2020, "Oil prices, gasoline prices and inflation expectations: A new model and new facts," CFS Working Paper Series, Center for Financial Studies (CFS), number 645.
• Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020, "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series, European Central Bank, number 2501, Dec.
• Jmaes McNeil, 2020, "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers, Dalhousie University, Department of Economics, number daleconwp2020-07, Dec.
• Singh, Gaurav Kumar, 2020, "How informative are quantified survey data? Evidence from RBI household inflation expectations survey," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2020-12-01, Dec.
• Aleksander Berentsen & Hugo van Buggenum & Romina Ruprecht, 2020, "On the negatives of negative interest rates and the positives of exemption thresholds," ECON - Working Papers, Department of Economics - University of Zurich, number 372, Dec.
• Dirk Niepelt, 2020, "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," CESifo Working Paper Series, CESifo, number 8712.
• Patnaik, Ila & Pandey, Radhika, 2020, "Four years of the inflation targeting framework," Working Papers, National Institute of Public Finance and Policy, number 20/325, Nov.
• Sergio Salas, 2020, "Precautionary Money Demand in a Cash-in-Advance Model," Working Papers, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso, number 2020-03, Dec.
• Singh, Gaurav Kumar, 2020, "Expectations formation of household inflation expectations in India," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2020-12-02, Dec.
• Ahmed Anwar, 2020, "From Keynes' Liquidity Preference to Gesell's Basic Interest," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 299, Dec.
• Omar Zulaica, 2020, "What share for gold? On the interaction of gold and foreign exchange reserve returns," BIS Working Papers, Bank for International Settlements, number 906, Nov.
• Maryam Mirfatah & Vasco J. Gabriel & Paul Levine, 2020, "Monetary Growth Rules in an Emerging Open Economy," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0220, Sep.
• Douglas Arner & Raphael Auer & Jon Frost, 2020, "Stablecoins: potential, risks and regulation," BIS Working Papers, Bank for International Settlements, number 905, Nov.
• Fernando Eguren Martin & Mark Joy & Claudia Maurini & Alessandro Moro & Valerio Nispi Landi & Alessandro Schiavone & Carlos van Hombeeck, 2020, "Capital flows during the pandemic: lessons for a more resilient international financial architecture," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 589, Dec.
• Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2020, "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Working Papers, Federal Reserve Bank of St. Louis, number 2020-051, Dec, DOI: 10.20955/wp.2020.051.
• Gustavo Adler & Camila Casas & Mr. Luis M. Cubeddu & Ms. Gita Gopinath & Ms. Nan Li & Sergii Meleshchuk & Ms. Carolina Osorio-Buitron & Mr. Damien Puy & Mr. Yannick Timmer, 2020, "Dominant Currencies and External Adjustment," IMF Staff Discussion Notes, International Monetary Fund, number 2020/005, Jul.
• Daisuke Ikeda, 2020, "Digital Money as a Unit of Account and Monetary Policy in Open Economies," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 20-E-15, Dec.
• Antoine Oustry & Erkan Bunyamin & Romain Svartzman & Pierre-François Weber, 2020, "Climate-related Risks and Central Banks Collateral Policy: a Methodological Experiment," Working papers, Banque de France, number 790.
• Mateane, Lebogang, 2020, "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 227484.
• Han Gao & Mariano Kulish & Juan Pablo Nicolini, 2020, "Two Illustrations of the Quantity Theory of Money Reloaded," Working Papers, Federal Reserve Bank of Minneapolis, number 774, Dec, DOI: 10.21034/wp.774.

Report NEP-MON-2021-01-04

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: