Report NEP-BAN-2024-11-11

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Sergio Castellanos-Gamboa issued this report. It is usually issued weekly.

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Other reports in NEP-BAN

The following items were announced in this report:

• Juan J. Ospina-Tejeiro & José Vicente Romero, 2024. "Monetary policy transparency in Colombia," Borradores de Economia 1285, Banco de la Republica de Colombia.
• Inaki Aldasoro & Giulio Cornelli & Massimo Ferrari Minesso & Leonardo Gambacorta & Maurizio Michael Habib, "undated". "Stablecoins, money market funds and monetary policy," BIS Working Papers 1219, Bank for International Settlements.
• Rodolfo G. Campos & Jesús Fernández-Villaverde & Galo Nuño & Peter Paz, 2024. "Navigating by Falling Stars: Monetary Policy with Fiscally Driven Natural Rates," Working Papers 2439, Banco de España.
• Drydakis, Nick, 2024. "Discrimination and Health Outcomes in England's Black Communities Amid the Cost-of-Living Crisis: Evaluating the Role of Inflation and Bank Rates," GLO Discussion Paper Series 1500, Global Labor Organization (GLO).
• Robert M. Adams & Vitaly M. Bord & Haja Sannoh, 2024. "Rising Auto Loan Delinquencies and High Monthly Payments," FEDS Notes 2024-09-26, Board of Governors of the Federal Reserve System (U.S.).
• Jonathan Chiu & Cyril Monnet, 2024. "Public and Private Money Creation for Distributed Ledgers: Stablecoins, Tokenized Deposits, or Central Bank Digital Currencies?," Staff Working Papers 24-35, Bank of Canada.
• Daniel Dejuan-Bitria & Wayne R. Landsman & Sergio Mayordomo & Irene Roibás, 2024. "How do changes in financial reporting standards affect relationship lending?," Working Papers 2437, Banco de España.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024. "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive 24-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Itamar Caspi & Nadav Eshel & Nimrod Segev, 2024. "The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption," Papers 2410.02445, arXiv.org.
• Georgarakos, Dimitris & Gorodnichenko, Yuriy & Coibion, Olivier & Kenny, Geoff, 2024. "The Causal Effects of Inflation Uncertainty on Households' Beliefs and Actions," IZA Discussion Papers 17317, Institute of Labor Economics (IZA).
• Antonio Diez de los Rios, 2024. "Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program," Staff Working Papers 24-34, Bank of Canada.
• Ahmed Hefnaoui & Ibnouzahir Youssef, 2024. "Efficiency of Monetary policy after the Adoption of Inflation Targeting: The Case of Bank Al-Maghreb [Efficacité de la Politique Monétaire après l'adoption du ciblage d'inflation : Cas de Bank-Al M," Post-Print hal-04737587, HAL.
• Mendelson Haim & Zhu Mingxi, 2024. "Optimal Information Acquisition Strategies: The Case of Online Lending," Papers 2410.05539, arXiv.org.
• Bandoni, Emil & Pratap Singh, Anuj, 2024. "Who uses the Help to Buy scheme? Stylised facts and trends," Financial Stability Notes 6/FS/24, Central Bank of Ireland.
• Duraj, Kamila & Grunow, Daniela & Chaliasos, Michael & Laudenbach, Christine & Siegel, Stephan, 2024. "Rethinking the stock market participation puzzle: A qualitative approach," IMFS Working Paper Series 210, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Nigar Karimova, 2024. "Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs," Papers 2410.05330, arXiv.org.
• Hempell, Hannah S. & Silva, Fatima & Scalone, Valerio & Cornacchia, Wanda & Di Virgilio, Domenica & Palligkinis, Spyros & Velez, Anatoli Segura & Borkó, Tamás & Espic, Aurélien & Garcia, Salomón & Hei, 2024. "Implications of higher inflation and interest rates for macroprudential policy stance," Occasional Paper Series 358, European Central Bank.
• Miroslav Gabrovski & Ioannis Kospentaris & Lucie Lebeau, 2024. "The Macroeconomics of Labor, Credit and Financial Market Imperfections," Working Papers 2409, Federal Reserve Bank of Dallas.
• Borchert, Lea & de Haas, Ralph & Kirschenmann, Karolin & Schultz, Alison, 2024. "Broken relationships: De-risking by correspondent banks and international trade," BOFIT Discussion Papers 10/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
• Simionescu, Mihaela & Schneider, Nicolas & Gavurova, Beata, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus," LSE Research Online Documents on Economics 125580, London School of Economics and Political Science, LSE Library.
• Alicia Aguilar & Ricardo Gimeno, 2024. "Discrete Probability Forecasts: What to expect when you are expecting a monetary policy decision," Working Papers 2438, Banco de España.
• Federico Daniel Forte, 2024. "Forecasting short-term inflation in Argentina with Random Forest Models," Papers 2410.01175, arXiv.org.
• Marijn A. Bolhuis & Sonali Das & Bella Yao, 2024. "A New Dataset of High-Frequency Monetary Policy Shocks," IMF Working Papers 2024/224, International Monetary Fund.
• Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024. "Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?," Staff Working Papers 24-38, Bank of Canada.
• Felipe Alves & Giovanni L. Violante, 2024. "From Micro to Macro Hysteresis: Long-Run Effects of Monetary Policy," Staff Working Papers 24-39, Bank of Canada.
• Ana Aguilar & Rafael Guerra & Berenice Martinez, "undated". "Global inflation, inflation expectations and central banks in emerging markets," BIS Working Papers 1217, Bank for International Settlements.
• Harald Hau & Tim-Ole Radach & Marcel Thum, 2024. "Is Insufficient Supervisory Board Competence a Risk Factor for Banks?," EconPol Policy Brief 64, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• William A. Barnett & JoonSoo Lee & Naowar Mohiuddin, 2024. "Constructing Divisia Monetary Aggregates for the Asian Tigers," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202413, University of Kansas, Department of Economics.
• Alejandro Casado & David Martínez-Miera, 2024. "Local lending specialization and monetary policy," Working Papers 2440, Banco de España.
• Angeloni, Ignazio & Haselmann, Rainer & Heider, Florian & Pelizzon, Loriana & Schlegel, Jonas & Tröger, Tobias, 2024. "Can Banking Union foster market integration, and what lessons does that hold for capital markets union?," SAFE White Paper Series 107, Leibniz Institute for Financial Research SAFE.
• Qian, Jing & Vreeland, James R & Zhao, Jianzhi J, 2024. "In-Group Punishment in International Relations: U.S. Reactions to the Founding of China’s AIIB," Institute on Global Conflict and Cooperation, Working Paper Series qt3b86x9v6, Institute on Global Conflict and Cooperation, University of California.
• Zachary Bethune & Joaquín Saldain & Eric R. Young, 2024. "Consumer Credit Regulation and Lender Market Power," Staff Working Papers 24-36, Bank of Canada.
• Romain Bouis & Mr. Gaston Gelos & Fumitaka Nakamura & Mr. Paavo A Miettinen & Erlend Nier & Gabriel Soderberg, 2024. "Central Bank Digital Currencies and Financial Stability: Balance Sheet Analysis and Policy Choices," IMF Working Papers 2024/226, International Monetary Fund.
• Yasin Kürsat Önder & Jose Villagas, 2024. "Credit Guarantees, Firm Response, and Macroeconomics," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1097, Ghent University, Faculty of Economics and Business Administration.
• Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024. "Using structural models to understand macroeconomic tail risks," Occasional Paper Series 357, European Central Bank.
• Iustina Alina Boitan & Wafaa Shabban, 2024. "Environmental profile of selected European countries and key banking indicators ? A causality approach," Proceedings of Economics and Finance Conferences 14516428, International Institute of Social and Economic Sciences.
• Valentin Burban & Bruno De Backer & Andreea Liliana Vladu, 2024. "Inflation (De-)Anchoring in the Euro Area," Working papers 965, Banque de France.
• Yang Liu & Ran Pan & Rui Xu, 2024. "Mending the Crystal Ball: Enhanced Inflation Forecasts with Machine Learning," IMF Working Papers 2024/206, International Monetary Fund.
• Jorge Abad & David Martínez-Miera & Javier Suárez, 2024. "A macroeconomic model of banks’ systemic risk taking," Working Papers 2441, Banco de España.
• Tomas Sestorad & Natalie Dvorakova, 2024. "Origins of Post-COVID-19 Inflation in Central European Countries," Working Papers IES 2024/36, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2024.
• Jingyi TIAN & Jun NAGAYASU, 2024. "AI and Financial Systemic Risk in the Global Market," TUPD Discussion Papers 55, Graduate School of Economics and Management, Tohoku University.
• Sylvain Catherine & Mehran Ebrahimian & Constantine Yannelis, 2024. "How Do Income-Driven Repayment Plans Benefit Student Debt Borrowers?," NBER Working Papers 33059, National Bureau of Economic Research, Inc.