International Journal of Central Banking

Editor:
For technical questions regarding this series, please contact (Timo Laurmaa)
Series handle: repec:ijc:ijcjou

• 9-45 Stress Testing Credit Risk: A Survey of Authorities' Aproaches
  by Antonella Foglia [Downloadable!]
• 47-81 Towards a Framework for Quantifying Systemic Stability
  by Piergiorgio Alessandri & Prasanna Gai & Sujit Kapadia & Nada Mora & Claus Puhr [Downloadable!]
• 83-110 Interdependencies between Expected Default Frequency and the Macro Economy
  by Per Asberg Sommar & Hovick Shahnazarian [Downloadable!]
• 111-138 Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach
  by Eivind Bernhardsen & Bjorne Dyre Syversten [Downloadable!]
• 139-175 Crash Testing German Banks
  by Klaus Duellmann & Martin Erdelmeier [Downloadable!]
• 177-204 Macroeconomic efault Modeling and Stress Testing
  by Dietske Simons & Ferdinand Rolwes [Downloadable!]
• 205-224 How to Find Plausible, Severe and Useful Stress Scenarios
  by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer [Downloadable!]

• 1-39 Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment
  by Spyros Pagratis & Marco Stringa [Downloadable!]
• 42-84 Explaining Monetary Policy in Press Conferences
  by Michael Ehrmann & Marcel Fratzscher [Downloadable!]
• 85-108 The Interest Rate Conditioning Assumption
  by Charles Goodhart [Downloadable!]
• 109-145 Futures Contract Rates as Monetary Policy Forecasts
  by Giuseppe Ferrero & Andrea Nobili [Downloadable!]
• 147-179 Firm-Specific Capital and Welfare
  by Tommy Sveen & Lutz Weinke [Downloadable!]
• 181-212 Instability and Nonlinearity in the Euro-Area Phillips Curve
  by Alberto Musso & Livio Stracca & Dick van Dijk [Downloadable!]

• 39-73 Transparency of Regulation and Cross-Border Bank Mergers Analysis of Interest Rate Differentials across the Monetary Union
  by Matthias Köhler [Downloadable!]
• 75-95 Efficient Asset Allocations in the Banking Sector and Financial Regulation
  by Wolf Wagner [Downloadable!]
• Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking
  by Hyun Shin & Reint Gropp [Downloadable!]
• 97-139 Cross-Border Bank Contagion in Europe
  by Reint Gropp & Marco Lo Duca & Jukka Vesala [Downloadable!]
• 141-165 Fiscal Burden Sharing in Cross-Border Banking Crises
  by Charles Goodhart & Dirk Schoenmaker [Downloadable!]

• 1-37 Modeling Short-Term Interest Rate Spreads in the Euro Money Market
  by Nuno Cassola & Claudio Morana [Downloadable!]
• 39-83 Monetary Policy under Uncertainty about the Nature of Asset-Price Shocks
  by David L. Haugh [Downloadable!]
• 151-192 Inflation Targeting and Traget Instability
  by Robert J. Tetlow [Downloadable!]
• 193-226 Central Bank Policy Rate Guidance and Financial Market Functioning
  by Richhild Moessner & William R. Nelson [Downloadable!]

• 1-28 Monetary Policy in a Monetary Union: What Role for Regional Information?
  by Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese [Downloadable!]
• 29-60 Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence
  by Patrick Van Roy [Downloadable!]
• 61-76 Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities
  by Alexander Bick & Dieter Nautz [Downloadable!]
• 77-118 Incomplete Interest Rate Pass-Through and Optimal Monetary Policy
  by Teruyoshi Kobayashi [Downloadable!]
• 119-143 The Role of the Chairman in Setting Monetary Policy: Individualistic vs. Autocratically Collegial MPCs
  by Petra Gerlach-Kristen [Downloadable!]
• 145-185 The Expected Interest Rate Path: Alignment of Expectations vs. Creative Opacity
  by Pierre Gosselin & Aileen Lotz & Charles Wyplosz [Downloadable!]

• 1-22 Inflation Forecasts and the New Keynesian Phillips Curve
  by Sophocles N. Brissimis & Nicholas S. Magginas [Downloadable!]
• 23-72 Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity
  by Eric Jondeau & Jean-Guillaume Sahuc [Downloadable!]
• 73-127 Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate
  by Anton Nakov [Downloadable!]
• 129-173 Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model
  by Nikola Tarashev & Haibin Zhu [Downloadable!]
• 175-217 The Impact of Central Bank Announcements on Asset Prices in Real Time
  by Carlo Rosa & Giovanni Verga [Downloadable!]
• 219-254 The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model
  by Alex Brazier & Richard Harrison & Mervyn King & Tony Yates [Downloadable!]

• 1-53 An Empirical Evaluation of Structural Credit-Risk Models
  by Nikola A. Tarashev [Downloadable!]
• 55-87 Inflation Targets as Focal Points
  by Maria Demertzis & Nicola Viegi [Downloadable!]
• 89-123 Transaction Pricing and the Adoption of Electronic Payments: A Cross-Country Comparison
  by Wilko Bolt & David Humphrey & Roland Uittenbogaard [Downloadable!]
• 125-164 Using Securities Market Information for Bank Supervisory Monitoring
  by John Krainer & Jose A. Lopez [Downloadable!]
• 165-211 Capital Regulation and Banks' Financial Decisions
  by Haibin Zhu [Downloadable!]
• 213-233 Preference Heterogeneity in Monetary Policy Committees
  by Alessandro Riboni & Francisco J. Ruge-Murcia [Downloadable!]

• 1-22 Did Prices Really Soar after the Euro Cash Changeover? Evidence from ATM Withdrawals
  by Paolo Angelini & Francesco Lippi [Downloadable!]
• 23-76 The Great Inflation and Early Disinflation in Japan and Germany
  by Edward Nelson [Downloadable!]
• 77-110 Inflation-Forecast-Based Rules and Indeterminacy: A Puzzle and a Resolution
  by Paul Levine & Peter McAdam & Joseph Pearlman [Downloadable!]
• 111-144 Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
  by Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin [Downloadable!]
• 145-180 A New Core Inflation Indicator for New Zealand
  by Domenico Giannone & Troy D. Matheson [Downloadable!]
• 181-240 Firm-Specific or Household-Specific Sticky Wages in the New Keynesian Model?
  by Miguel Casares [Downloadable!]

• 1-46 Interest Rate Setting by the ECB, 1999-2006: Words and Deeds
  by Stefan Gerlach [Downloadable!]
• 47-85 Imperfect Knowledge, Adaptive Learning, and the Bias Against Activist Monetary Policies
  by Alberto Locarno [Downloadable!]
• 87-117 Economic and Regulatory Capital in Banking: What Is the Difference?
  by Abel Elizalde & Rafael Repullo [Downloadable!]
• 119-146 Stock Liquidity Requirements and the Insurance Aspect of the Lender of Last Resort
  by Spyros Pagratis [Downloadable!]
• 147-181 Technology Diffusion within Central Banking: The Case of Real-Time Gross Settlement
  by Morten L. Bech & Bart Hobijn [Downloadable!]
• 183-204 Fear of Floating and Social Welfare
  by Demosthenes N. Tambakis [Downloadable!]

• 1-38 Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
  by Julio Carrillo & Patrick Fève & Julien Matheron [Downloadable!]
• 39-60 The Role of the Bias in Crafting Consensus: FOMC Decision Making in the Greenspan Era
  by Henry W. Chappell, Jr. & Rob Roy McGregor & Todd A. Vermilyea [Downloadable!]
• 61-93 Low Nominal Interest Rates: A Public Finance Perspective
  by Noritaka Kudoh [Downloadable!]
• 95-121 Inflation Convergence and Divergence within the European Monetary Union
  by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti [Downloadable!]
• 123-171 Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System
  by Hans Degryse & Grégory Nguyen [Downloadable!]
• 173-201 Is Moderate-to-High Inflation Inherently Unstable?
  by Michael T. Kiley [Downloadable!]

• 5-36 Optimal Economic Transparency
  by Carl E. Walsh [Downloadable!]
• 37-80 The Mystique of Central Bank Speak
  by Petra M. Geraats [Downloadable!]
• 81-112 Imperfect Common Knowledge in First-Generation Models of Currency Crises
  by Gara Minguez-Afonso [Downloadable!]
• Transparency, Communication and Commitment
  by John Taylor & Hyun Shin & Frank Smets & Kazuo Ueda & Michael Woodford [Downloadable!]
• 113-148 Manipulation in Money Markets
  by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla [Downloadable!]
• 149-178 Monetary Policy under Imperfect Commitment: Reconciling Theory with Evidence
  by A. Hakan Kara [Downloadable!]
• 179-225 Transparency, Disclosure, and the Federal Reserve
  by Michael Ehrmann & Marcel Fratzscher [Downloadable!]

• State-Dependent Stock Market Reactions to Monetary Policy
  by Troy Davig & Jeffrey R. Gerlach [Downloadable!]
• Expectations, Learning, and Discretionary Policymaking
  by Christian Jensen [Downloadable!]
• Firm-Specific Labor and Firm-Specific Capital: Implications for the Euro-Data New Phillips Curve
  by Julien Matheron [Downloadable!]
• Monetary Policy Inertia: Fact or Fiction?
  by Glenn D. Rudebusch [Downloadable!]
• The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
  by Jonathan Kearns & Phil Manners [Downloadable!]
• Basel II and the Risk Management of Basket Options with Time-Varying Correlations
  by Amy S. K. Wong [Downloadable!]

• Monetary Policy and Inflation Dynamics
  by John M. Roberts [Downloadable!]
• Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting
  by Gregory de Walque & Frank Smets & Rafael Wouters [Downloadable!]
• Staggered Pricing Models Face the Facts
  by John Taylor & Hyun Shin & Frank Smets & Kazuo Ueda & Michael Woodford [Downloadable!]
• U.S. Wage and Price Dynamics: A Limited-Information Approach
  by Argia M. Sbordone [Downloadable!]
• A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
  by Fabio Milani [Downloadable!]
• Intrinsic and Inherited Inflation Persistence
  by Jeffrey C. Fuhrer [Downloadable!]
• What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area
  by Silvia Fabiani & Martine Druant & Ignacio Hernando & Claudia Kwapil & Bettina Landau & Claire Loupias & Fernando Martins & Thomas Mathä & Roberto Sabbatini & Harald Stahl & Ad Stokman [Downloadable!]

• Global Bond Portfolios and EMU
  by Philip R. Lane [Downloadable!]
• Factor Model Forecasts for New Zealand
  by Troy D. Matheson [Downloadable!]
• Clustering or Competition? The Foreign Investment Behavior of German Banks
  by Claudia M. Buch & Alexander Lipponer [Downloadable!]
• Anticipation of Monetary Policy and Open Market Operations
  by Seth B. Carpenter & Selva Demiralp [Downloadable!]
• Credit Cycles, Credit Risk, and Prudential Regulation
  by Gabriel Jiménez & Jesús Saurina [Downloadable!]
• Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis
  by Iman van Lelyveld & Franka Liedorp [Downloadable!]

• The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
  by Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda [Downloadable!]
• Measuring Investors' Risk Appetite
  by Prasanna Gai & Nicholas Vause [Downloadable!]
• Using Market Information for Banking System Risk Assessment
  by Helmut Elsinger & Alfred Lehar & Martin Summer [Downloadable!]
• SIGMA: A New Open Economy Model for Policy Analysis
  by Christopher J. Erceg & Luca Guerrieri & Christopher Gust [Downloadable!]
• The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
  by María Dolores Gadea & Laura Mayoral [Downloadable!]

• Understanding and Comparing Factor-Based Forecasts
  by Jean Boivin & Serena Ng [Downloadable!]
• One Market, One Money, One Price?
  by Nigel F.B. Allington & Paul A. Kattuman & Florian A. Waldmann [Downloadable!]
• Inflation Targeting and Inflation Behavior: A Successful Story?
  by Marco Vega & Diego Winkelried [Downloadable!]
• What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?
  by Neville R. Francis & Michael T. Owyang & Athena T. Theodorou [Downloadable!]
• How Should Monetary Policy Respond to Asset-Price Bubbles?
  by David Gruen & Michael Plumb & Andrew Stone [Downloadable!]
• Optimal Policy Projections
  by Lars E.O. Svensson & Robert J. Tetlow [Downloadable!]

• Liquidity, Risk Taking, and the Lender of Last Resort
  by Rafael Repullo [Downloadable!]
• Where Are We Now? Real-Time Estimates of the Macroeconomy
  by Martin D. D. Evans [Downloadable!]
• Dollar Shortages and Crises
  by Raghuram G. Rajan & Ioannis Tokatlidis [Downloadable!]
• Learning about Monetary Policy Rules when Long-Horizon Expectations Matter
  by Bruce Preston [Downloadable!]
• Firm-Specific Capital and the New Keynesian Phillips Curve
  by Michael Woodford [Downloadable!]

• The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
  by Ramón Adalid & Günter Coenen & Peter McAdam & Stefano Siviero [Downloadable!]
• Monetary Policy with Judgment: Forecast Targeting
  by Lars E O Svensson [Downloadable!]
• Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective
  by Ricardo Caballero & Arvind Krishnamurthy [Downloadable!]
• Committees Versus Individuals: An Experimental Analysis of Monetary Policy Decision-Making
  by Clare Lombardelli & James Proudman & James Talbot [Downloadable!]
• Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand
  by Edward Nelson [Downloadable!]
• Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
  by Refet S Gürkaynak & Brian Sack & Eric Swanson [Downloadable!]

Did you know? RePEc and its associated services are free for contributors and users, and do not accept any advertising.

This page was last updated on 2009-10-21.