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Content
June 2023, Volume 19, Issue 2
- 1-93 The Rise in Inequality, the Decline in the Natural Interest Rate, and the Increase in Household Debt
by Ansgar Rannenberg - 95-144 Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World
by Michele Ca’ Zorzi & Luca Dedola & Georgios Georgiadis & Marek Jarocinski & Livio Stracca & Georg Strasser - 145-197 Central Bank Credibility and Monetary Policy
by Kwangyong Park - 199-249 After the Storm: Natural Disasters and Bank Solvency
by Dieter Gramlich & Thomas Walker & Yunfei Zhao & Mohammad Bitar - 251-293 On the Structural Determinants of Growth-at-Risk
by Martin Gächter & Martin Geiger & Elias Hasler - 295-349 Share Buybacks, Monetary Policy and the Cost of Debt
by Assia Elgouacem & Riccardo Zago - 351-388 Macroeconomic Surprises and the Demand for Information about Monetary Policy
by Peter Tillmann - 389-472 Which Monetary Shocks Matter in Small Open Economies? Evidence from Canada
by Jongrim Ha & Inhwan So - 473-542 Shifts in ECB Communication: A Textual Analysis of the Press Conference
by Justyna Klejdysz & Robin L. Lumsdaine - 543-600 Central Banks in Parliaments: A Text Analysis of the Parliamentary Hearings of the Bank of England, the European Central Bank, and the Federal Reserve
by Nicolò Fraccaroli & Alessandro Giovannini & Jean-François Jamet & Eric Persson
March 2023, Volume 19, Issue 1
- 1-54 LSIs’ Exposures to Climate-Change-Related Risks: An Approach to Assess Physical Risks
by Maria Sole Pagliari - 55-110 Transmission of Global Financial Shocks: Which Capital Flows Matter?
by Bada Han - 111-158 International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
by Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius Rodriguez - 159-242 Targeting Financial Stability: Macroprudential or Monetary Policy?
by David Aikman & Julia Giese & Sujit Kapadia & Michael McLeay - 243-300 Bank Lending and the European Debt Crisis: Evidence from a New Survey
by Andrea Orame - 301-340 The Natural Rate of Interest in a Non-linear DSGE Model
by Yasuo Hirose & Takeki Sunakawa - 341-364 The Euro and Price Convergence in Central and Eastern Europe
by Filip Lurka & Paul Kattuman - 365-416 Monetary Policy and Stock Market Valuation
by Olli-Matti Laine - 417-450 Container Trade and the U.S. Recovery
by Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou - 451-493 Global Confidence, Uncertainty, and Business Cycles
by Jongrim Ha & Inhwan So
December 2022, Volume 18, Issue 5
- 1-31 The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate
by Itamar Caspi & Amit Friedman & Sigal Ribon - 1-42 Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework
by Markus Behn & Giacomo Mangiante & Laura Parisi & Michael Wedow - 1-47 Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union
by Javier Andres & Oscar Arce & Jesus Fernandez-Villaverde & Samuel Hurtado - 1-50 The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area
by Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov - 1-52 Sovereign Debt Holding and Bank Sensitivity toward Market Risk: An Alternative View of the Bank–Sovereign Problem
by Aneta Hryckiewicz & Petra Pawlowski & Piotr Michal Mazur & Marcin Borsukb - 1-53 Financial Stability Committees and the Basel III Countercyclical Capital Buffer
by Rochelle M. Edge & J. Nellie Liang - 1-53 The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach
by Helmut Herwartz & Simone Maxand & Hannes Rohloff - 1-58 Deleverage and Defaults in the United Kingdom
by Mario Lupoli
October 2022, Volume 18, Issue 4
- 1-52 What Do Online Listings Tell Us about the Housing Market?
by Michele Loberto & Andrea Luciani & Marco Pangallo - 1-52 Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk
by Elien Meuleman & Rudi Vander Vennet - 1-52 Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation
by Qazi Haque - 1-52 Excess Persistence in Employment of Disadvantaged Workers
by Bruce Fallick & Pawel Krolikowski - 1-52 Is Inflation Domestic or Global? Evidence from Emerging Markets
by Rudolfs Bems & Francesca Caselli & Francesco Grigoli & Bertrand Gruss - 1-52 Withering Cash: Is Sweden Ahead of the Curve or Just Special?
by Hanna Armelius & Carl Andreas Claussen & André Reslow - 1-52 What Drives Dollar Funding Stress in Distress?
by Yuewen Tang & Alfred Wong - 1-52 How Has Monetary and Regulatory Policy Affected Trading Relationships in the U.S. Repo Market?
by Sriya Anbil & Zeynep Senyuz
September 2022, Volume 18, Issue 3
- 1-45 Optimal Inflation Rates in a Non-linear New Keynesian Model: The Case of Japan and the United States
by Tomohide Mineyama & Wataru Hirata & Kenji Nishizaki - 47-87 Why So Low for So Long? A Long-Term View of Real Interest Rates
by Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul - 89-124 De jure Benchmark Bonds
by Eli Remolona & James Yetman - 125-171 Credit Schocks and Allocative Efficiency during a Financial Crisis
by Andrea Linarello & Andrea Petrella & Enrico Sette - 173-227 Monetary Policy and Regional House-Price Appreciation
by Daniel Cooper & María José Luengo-Prado & Giovanni P. Olivei - 229-280 The Reliability of Equilibrium Exchange Rate Models: A Forecasting Perspective
by Michele Ca' Zorzi & Adam Cap & Andrej Mijakovic & Michal Rubaszek - 281-320 Confidence Cycles and Liquidity Hoarding
by Volha Audzei - 321-397 The Real Effects of Credit Line Drawdowns
by Jose M. Berrospide & Ralf R. Meisenzahl
June 2022, Volume 18, Issue 2
- 1-49 Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings
by Karel Janda & Oleg Kravtsov - 51-105 Exiting from an Exchange Rate Floor in a Small Open Economy: Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment
by Michal Franta & Tomas Holub & Branislav Saxa - 107-148 ECB Corporate QE and the Loan Supply to Bank-Dependent Firms
by Frank Betz & Roberto A. De Santis - 149-192 Have Inflation Expectations Become Un-anchored? The Role of Oil Prices and Global Aggregate Demand
by Nathan Sussman & Osnat Zohar - 193-243 Some Like it Hot: Assessing Longer-Term Labor Market Benefits from a High-Pressure Economy
by Julie L. Hotchkiss & Robert E. Moore - 245-282 Finding a Role for Slack in Real-Time Inflation Forecasting
by N. Kundan Kishor & Evan F. Koenig - 283-347 The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?
by Chen Zheng & Adrian (Wai Kong) Cheung & Tom Cronje - 349-401 Capital Requirement Reductions, Heterogeneity, and Real Economic Outcomes
by Elif C. Arbatli-Saxegaard & Ragnar E. Juelsrud
March 2022, Volume 18, Issue 1
- 3-39 Does Policy Communication during COVID Work?
by Olivier Coibion & Yuriy Gorodnichenko & Michael Weber - 41-80 Monetary Policy and COVID-19
by Michal Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski - 81-130 Central Bank Independence and Systemic Risk
by Alin Marius Andries & Anca Maria Podpiera & Nicu Sprincean - 151-197 Optimal Credit, Monetary, and Fiscal Policy under Occasional Financial Frictions and the Zero Lower Bound
by Shifu Jiang - 199-238 The Role of Expectations in Changed Inflation Dynamics
by Damjan Pfajfar & Damjan Pfajfar - 239-275 Exchange Rate Shocks and Inflation Co-movement in the Euro Area
by Danilo Leiva-Leon & Jaime Martinez-Martin & Eva Ortega - 277-329 Applying Lessons from the Past? Exploring Historical Analogies in ECB Speeches through Text Mining, 1997–2019
by Anselm Küsters - 331-348 Trends in Monetary Policy Transparency: Further Updates
by Nergiz Dincer & Barry Eichengreen & Petra Geraats
December 2021, Volume 17, Issue 71
- 1-31 Ethics, Culture, and Higher Purpose in Banking: Post-Crisis Governance Developments
by Anjan V. Thakor - 1-40 Systemic Bank Risk and Monetary Policy
by Ester Faiaa & Sören Karau - 1-40 Systemic Bank Risk and Monetary Policy
by Ester Faiaa & Sören Karau - 1-41 Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR
by Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan - 1-41 Monetary Policy and the Top 1%: Evidence from a Century of Modern Economic History
by Mehdi El Herradi & Aurélien Leroy - 1-45 Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Korean Bank Loan Officer Survey
by Sangyup Choi - 1-47 Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending
by Christoph Bertsch & Isaiah Hull & Xin Zhang - 1-57 The Power of Forward Guidance and the Fiscal Theory of the Price Level
by Nigel McClung
October 2021, Volume 17, Issue 70
- 1-31 Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters
by Mathias Drehmann & James Yetman - 1-31 Monetary Policy Transmission via Loan Contract Terms in the United States
by Esteban Argudo - 1-34 The Impact of Regime Change on the Influence of the Central Bank's Inflation Forecasts: Evidence from Japan's Shift to Inflation Targeting
by Masazumi Hattori & Steven Kong & Frank Packer & Toshitaka Sekine - 1-36 The Single Resolution Fund and the Credit Default Swap: What Is the Coasian Fair Price of Their Insurance Services?
by Anna Naszodi - 1-46 Policy Performance and the Behavior of Inflation Expectations
by Eda Gülşen & Hakan Kara - 1-48 Asset Purchase Programs and Financial Markets: Lessons from the Euro Area
by Carlo Altavilla & Giacomo Carboni & Roberto Motto - 1-52 On the Optimal Labor Income Share
by Jakub Growiec & Peter McAdam & Jakub Mućk - 1-62 International Trade Finance and the Cost Channel of Monetary Policy in Open Economies
by Nikhil Patel
September 2021, Volume 17, Issue 3
- 1-60 Inflation News and Euro-Area Inflation Expectations
by Juan Angel García & Sebastian E. V. Werner - 61-94 Monetary Policy Credibility and Exchange Rate Pass-Through
by Yan Carrière-Swallow & Bertrand Gruss & Nicolas E. Magud & Fabián Valencia - 95-153 Fiscal Transfers without Moral Hazard?
by Roel Beetsma & Simone Cima & Jacopo Cimadomo - 155-202 The Determinants of European Banks' Capital Structure: Is There a Difference between Public and Private Banks?
by Vitor Oliveira & Clara Raposo - 203-239 The Effect of the Single Currency on Exports: Comparative Firm-Level Evidence
by Tibor Lalinsky & Jaanika Meriküll - 241-272 Household Wealth and Resilience to Financial Shocks in Italy
by Daniel Garcia-Macia - 271-336 Rethinking Capital Regulation: The Case for a Dividend Prudential Target
by Manuel A. Muñoz - 337-383 Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus
by Nikolay Hristov & Oliver Hülsewig & Johann Scharler
June 2021, Volume 17, Issue 2
- 1-42 Broadening Narrow Money: Monetary Policy with a Central Bank Digital Currency
by Jack Meaning & Ben Dyson & James Barker & Emily Clayton - 43-80 Population Aging and the Macroeconomy
by Noëmie Lisack & Rana Sajedi & Gregory Thwaites - 81-123 Central Bank Communication and Disagreement about the Natural Rate Hypothesis
by Carola Conces Binder - 125-169 What Does "Below, but Close to, 2 Percent" Mean? Assessing the ECB's Reaction Function with Real-Time Data
by Maritta Paloviita & Markus Haavio & Pirkka Jalasjoki & Juha Kilponen - 171-206 Deposit Insurance and Banks' Deposit Rates: Evidence from the 2009 EU Policy
by Matteo Gatti & Tommaso Oliviero - 207-253 "Unconventional" Monetary Policy as Conventional Monetary Policy: A Perspective from the United States in the 1920s
by Mark Carlson & Burcu Duygan-Bump - 255-296 Policy and Macro Signals from Central Bank Announcements
by Paul Hubert & Becky Maule - 297-338 Optimal Monetary Policy in Small Open Economies: Producer-Currency Pricing
by Mikhail Dmitriev & Jonathan Hoddenbagh
March 2021, Volume 17, Issue 1
- 3-34 Alternative Models of Interest Rate Pass-Through in Normal and Negative Territory
by Mauricio Ulate - 35-65 The Rise of Fintech Lending to Small Businesses: Businesses' Perspectives on Borrowing
by Brett Barkley & Mark Schweitzer - 67-106 Monetary Policy with Negative Interest Rates: De-linking Cash from Digital Money
by Katrin Assenmacher & Signe Krogstrup - 107-141 Modeling the Consumption Response to the CARES Act
by Christopher D. Carroll & Edmund Crawley & Jiri Slacalek & Matthew N. White - 143-190 The First Line of Defense: The Discount Window during the Early Stages of the Financial Crisis
by Elizabeth Klee - 191-230 International Inflation Spillovers: The Role of Different Shocks
by Gregor Bäurle & Matthias Gubler & Diego R. Känzig - 231-283 Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis
by Massimiliano Affinito & Matteo Piazza - 285-330 Pension Funds' Herding
by Dirk W.G.A. Broeders & Damiaan H.J. Chen & Peter A. Minderhoud & C.J. Willem Schudel
December 2020, Volume 16, Issue 6
- 1-37 Trust in the Central Bank and Inflation Expectations
by Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij - 39-95 What Rule for the Federal Reserve? Forecast Targeting
by Lars E.O. Svensson - 97-136 The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments VAR Approach
by Lucas Hafemann & Peter Tillmann - 137-184 Contagion in the CoCos Market? A Case Study of Two Stress Events
by Pierluigi Bologna & Arianna Miglietta & Anatoli Segura - 185-232 Risk Shocks and Monetary Policy in the New Normal
by Martin Seneca - 233-286 Independent Central Banks: Low Inflation at No Cost? A Model with Fiscal Policy
by Montserrat Ferré & Carolina Manzano - 287-329 Residential Investment and Economic Activity: Evidence from the Past Five Decades
by Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek - 331-393 Monetary Policy as an Optimum Currency Area Criterion
by Dominik Groll
October 2020, Volume 16, Issue 5
- 1-47 The Effects of Borrower-Based Macroprudential Policy: An Empirical Application to Korea
by Thorsten Franz - 49-94 To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China
by Hongyi Chen & Michael Funke & Ivan Lozev & Andrew Tsang - 95-142 The Impact of the Designation of Global Systemically Important Banks on Their Business Model
by Aurélien Violon & Dominique Durant & Oana Toader - 143-178 Measuring the Liquidity Profile of Mutual Funds
by Sirio Aramonte & Chiara Scotti & Ilknur Zer - 179-218 How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?
by Monica Jain & Christopher S. Sutherland - 219-267 Credit Risk, Liquidity, and Lies
by Thomas B. King & Kurt F. Lewis - 269-308 How Would U.S. Banks Fare in a Negative Interest Rate Environment?
by David M. Arseneau - 309-347 Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area
by Jonas Dovern & Geoff Kenny
September 2020, Volume 16, Issue 4
- 1-46 Aggregation Level in Stress-Testing Models
by Galina Hale & John Krainer & Erin McCarthy - 47-99 The Information Content and Statistical Properties of Diffusion Indexes
by Santiago Pinto & Pierre-Daniel Sarte & Robert Sharp - 101-144 Bank Standalone Credit Ratings
by Michael R. King & Steven Ongena & Nikola Tarashev - 145-197 Narrow Banking with Modern Depository Institutions: Is There a Reason to Panic?
by Hugo Rodríguez Mendizábal - 199-250 The Limits of Central Bank forward Guidance under Learning
by Stephen J. Cole - 251-292 Regulating the Doom Loop
by Spyros Alogoskoufis & Sam Langfield - 293-325 Systemic risk and the Fallacy of Composition: Empirical Evidence from Japanese Regional Bank
by Naohisa Hirakata & Yosuke Kido & Jie Liang Thum - 327-378 Finite Horizons and the Monetary/Fiscal Policy Mix
by Kostas Mavromatis
June 2020, Volume 16, Issue 3
- 1-50 Agglomeration and Industry Spillover Effects in the Aftermath of a Credit Shock
by José Jorge & Joana Rocha - 51-94 Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model
by Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - 95-139 Real Term Structure and New Keynesian Models
by Burçin Kısacıkoğlu - 141-179 Credit, Financial Conditions, and Monetary Policy Transmission
by David Aikman & Andreas Lehnert & Nellie Liang & Michele Modungno - 181-209 What Can the Data Tell Us about the Equilibrium Real Interest Rate?
by Michael T. Kiley - 211-238 Reserves for All? Central Bank Digital Currency, Deposits, and Their (Non)-Equivalence
by Dirk Niepelt - 239-277 The Surprising Recovery of Currency Usage
by Jonathan Ashworth & Charles A.E. Goodhart - 279-316 From Window Guidance to Interbank Rates: Tracing the Transition of Monetary Policy in Japan and China
by Stefan Angrick & Naoyuki Yoshino
March 2020, Volume 16, Issue 2
- 3-43 Oil Prices and Consumption across Countries and U.S. States
by Andrea De Michelis & Thiago Ferreira & Matteo Iacoviello - 45-79 Monetary Policy, Commodity Prices, and Misdiagnosis Risk
by Andrew J. Filardo & Marco J. Lombardi & Carlos Montoro & Massimo Minesso Ferrari - 81-123 The Continuing Validity of Monetary Policy Autonomy under Floating Exchange Rates
by Edward Nelson - 125-152 Output Gaps and Robust Monetary Policy Rules
by Roberto M. Billi - 153-201 Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?
by Thomas Lustenberger & Enzo Rossi - 203-248 Stress Tests of the Household Sector Using Microdata from Survey and Administrative Sources
by Jaanika Meriküll & Tairi Rõõm - 249-291 Bank Capital: A Seawall Approach
by Jihad Dagher & Giovanni Dell'Ariccia & Luc Laeven & Massimo Lev Ratnovski & Massimo Hui Tong - 293-342 Relaxed Lending Standards and the 2007 Mortgage Crisis: Changes in Household Debt and Borrowing Behaviors
by Seda Durguner
February 2020, Volume 16, Issue 1
- 5-71 The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment
by Janice C. Eberly & James H. Stock & Jonathan H. Wright - 73-132 Global Dimensions of U.S. Monetary Policy
by Maurice Obstfeld - 133-193 Monetary Policy Strategies for the Federal Reserve
by Lars E.O. Svensson - 195-230 Are QE and Conventional Monetary Policy Substitutable?
by Eric Sims & Cynthia Wu - 231-266 Financial Stability Considerations and Monetary Policy
by Anil K. Kashyap & Caspar Siegert
December 2019, Volume 15, Issue 5
- 1-46 The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme
by Giovanna Bua & Peter G. Dunne - 47-99 What Are the Effects of Changes in Taxation and New Types of Mortgages on the Real Economy? The Case of Denmark during the 2000s
by Jesper Pedersen - 101-135 The Role of Counterparty Risk and Asymmetric Information in the Interbank Market
by Giuseppe Cappelletti & Giovanni Guazzarotti - 137-173 Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin - 175-205 The Heterogeneity of the Inflation Expectations of Italian Firms along the Business Cycle
by Laura Bartiloro & Marco Bottone & Alfonso Rosolia - 207-254 Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico
by Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández - 255-306 Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa - 307-360 Understanding the United Kingdom's Wageless Recovery
by Benjamin D. Nelson
October 2019, Volume 15, Issue 4
- 1-54 Budget-Neutral Labor Tax Wedge Reductions: A Sumulation-Based Analysis for the Euro Area
by Maria-Grazia Attinasi & Doris Prammer & Nikolai Stähler & Martino Tasso & Stefan van Parys - 55-80 Using Payment System Data to Forecast Economic Activity
by Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte - 81-126 Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired?
by Nils Jannsen & Galina Potjagailo & Maik H. Wolters - 127-163 Spillovers from the ECB's Non-standard Monetary Policy Measures on Southeastern Europe
by Isabella Moder - 165-205 Effects of Changing Monetary and Regulatory Policy on Money Markets
by Elizabeth Klee & Zeynep Senyuz & Emre Yoldas - 207-240 The Determinants of Credit Union Failure: Insights from the United Kingdom
by Jamie Coen & William B. Francis & May Rostom - 241-265 Revisions to PCE Inflation Measures: Implications for Monetary Policy
by Dean Croushore - 267-311 Cross-Border Macroprudential Policy Spillovers and Bank Risk-Taking
by Fergal McCann & Conor O'Toole
September 2019, Volume 15, Issue 3
- 1-25 Optimal Negative Interest Rate under Uncertainty
by Kuk Mo Jung - 27-58 Exchange Rate Pass-Through: What Has Changed Since the Crisis?
by Martina Jašová & Richhild Moessner & Elöd Takáts - 59-87 What Drives the Strength of Monetary Policy Transmission?
by Jakub Matějů - 89-135 Banks' Wealth, Banks' Creation of Money, and Central Banking
by Tianxi Wang - 137-204 Macroeconomic Effects of Banking-Sector Losses across Structural Models
by Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queralto & Jae Sim - 205-251 Deleveraging and Consumer Credit Supply in the Wake of the 2008-09 Financial Crisis
by Reint Gropp & John Krainer & Elizabeth Laderman - 253-283 What Drives Bank-Intermediated Trade Finance? Evidence from Cross-Country Analysis
by José María Serena Garralda & Garima Vasishtha - 285-320 Comparing Fiscal Consolidation Multipliers across Models in Europe
by Juha Kilponen & Massimiliano Pisani & Sebastian Schmidt & Vesna Corbo & Tibor Hledik & Josef Hollmayr & Samuel Hurtado & Paulo Júlio & Dmitry Kulikov & Matthieu Lemoine & Matija Lozej & Henrik Lundvall & José R. Maria & Brian Micallef & Dimitris Papageorgiou & Jakub Rysanek & Dimitrios Sideris & Carlos Thomas & Gregory de Walque
June 2019, Volume 15, Issue 2
- 1-42 The Tradeoff between Monetary Policy and Bank Stability
by Martien Lamers & Frederik Mergaerts & Elien Meuleman & Rudi Vander Vennet - 43-74 Asset Price Spillovers from Unconventional Monetary Policy: A Global Empirical Perspective
by Domenico Lombardi & Pierre L. Siklos & Samantha St. Amand - 75-100 Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach
by Alain Kabundi & Eric Schaling & Modeste Some - 101-150 Liquidity Risk and Collective Moral Hazard
by Diana Bonfim & Moshe Kim - 151-178 Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland
by Alain Galli & Christian Hepenstrick & Rolf Scheufele - 179-234 Currency Option Trading Strategies as an Alternative Tool for Central Bank Foreign Exchange Interventions
by Helena Glebocki Keefe & Erick W. Rengifo - 235-299 External Shocks, Banks, and Optimal Monetary Policy: A Recipe for Emerging Market Central Banks
by Yasin Mimir & Enes Sunel - 301-321 International Monetary Policy Coordination through Communication: Chasing the Loch Ness Monster
by Serkan Imisiker & Bedri Kamil Onur Tas
March 2019, Volume 15, Issue 1
- 1-59 Calibrating Macroprudential Policy to Forecasts of Financial Stability
by Scott A. Brave & Jose A. Lopez - 61-105 Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum
by Elöd Takáts & Judit Temesvary - 107-156 Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small?
by Wayne Passmore & Alexander H. von Hafften - 157-197 Home Bias in Bank Sovereign Bond Purchases and the Bank-Sovereign Nexus
by Desislava C. Andreeva & Thomas Vlassopoulos - 199-232 Missing Disinflation and Missing Inflation: A VAR Perspective
by Elena Bobeica & Marek Jarociński - 233-277 Deflation Probability and the Scope for Monetary Loosening in the United Kingdom
by Alex Haberis & Riccardo M. Masolo & Kate Reinold - 279-326 Financial Stability and Optimal Interest Rate Policy
by Andrea Ajello & Thomas Laubach & David López-Salido & Taisuke Nakata - 327-362 The Synchronization of Business Cycles and Financial Cycles in the Euro Area
by William Oman
December 2018, Volume 14, Issue 5
- 1-53 Taylor-Rule Exit Policies for the Zero Lower Bound
by Siddartha Chattopadhyay & Betty C. Daniel - 55-101 Decaying Expectations: What Inflation Forecasts Tell Us about the Anchoring of Inflation Expectations
by Aaron Mehrotra & James Yetman - 103-152 Unconventional Monetary Policy and the Dollar: Conventional Signs, Unconventional Magnitudes
by Reuven Glick & Sylvain Leduc - 153-191 Leverage and Risk-Weighted Capital Requirements
by Leonardo Gambacorta & Sudipto Karmakar - 193-222 The Effect of ECB Forward Guidance on the Term Structure of Interest Rates
by Paul Hubert & Fabien Labondance - 223-258 Information Design, Signaling, and Central Bank Transparency
by Wataru Tamura - 259-304 The Cost of Quantitative Easing: Liquidity and Market Functioning Effects of Federal Reserve MBS Purchases
by John Kandrac - 305-346 A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound
by Marco J. Lombardi & Feng Zhu
September 2018, Volume 14, Issue 4
- 1-42 A Narrative indicator of Monetary Conditions in China
by Rongrong Sun - 43-92 Do Phillips Curves Conditionally Help to Forecast Inflation?
by Michael Dotsey & Shigeru Fujita & Tom Stark - 93-161 The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms
by Michael Kühl - 163-185 Central Banks' Predictability: An Assessment by Financial Market Participants
by Bernd Hayo & Matthias Neuenkirch - 187-228 Crises and Rescues: Liquidity Transmission through Global Banks
by Claudia Buch & Cathérine Koch & Michael Koetter - 229-274 The Impact of Monetary Strategies on Inflation Persistence
by Evžen Kočenda & Balázs Varga