Report NEP-CBA-2008-12-07

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Alexander Mihailov issued this report. It is usually issued weekly.

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Other reports in NEP-CBA

The following items were announced in this report:

• V. V. Chari & Lawrence J. Christiano & Patrick J. Kehoe, 2008. "Facts and myths about the financial crisis of 2008," Working Papers 666, Federal Reserve Bank of Minneapolis.
• Andrea Ferrero & Mark Gertler & Lars E. O. Svensson, 2008. "Current account dynamics and monetary policy," Working Paper Series 2008-26, Federal Reserve Bank of San Francisco.
• Caroline M. Betts & Timothy J. Kehoe, 2008. "Real exchange rate movements and the relative price of non-traded goods," Staff Report 415, Federal Reserve Bank of Minneapolis.
• Reinhart, Carmen, 2008. "Eight Hundred Years of Financial Folly," MPRA Paper 11864, University Library of Munich, Germany.
• William Barnett & Marcelle Chauvet, 2008. "The End of the Great Moderation?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200814, University of Kansas, Department of Economics, revised Nov 2008.
• James B. Bullard & Jacek Suda, 2008. "The stability of macroeconomic systems with Bayesian learners," Working Papers 2008-043, Federal Reserve Bank of St. Louis.
• Fernando Alvarez & Andrew Atkeson & Chris Edmond, 2008. "Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand," Staff Report 417, Federal Reserve Bank of Minneapolis.
• Stefania D'Amico & Athanasios Orphanides, 2008. "Uncertainty and disagreement in economic forecasting," Finance and Economics Discussion Series 2008-56, Board of Governors of the Federal Reserve System (U.S.).
• Beck, Günter W. & Wieland, Volker, 2008. "Central Bank misperceptions and the role of money in interest rate rules," Working Paper Series 0967, European Central Bank.
• Chadha, J.S. & Corrado, L. & Sun, Q., 2008. "Money, Prices and Liquidity Effects: Separating Demand from Supply," Cambridge Working Papers in Economics 0855, Faculty of Economics, University of Cambridge.
• Jagjit S. Chadha & Luisa Corrado & Qi Sun, 2008. "Money, Prices and Liquidity Effects: Separating Demand from Supply," Studies in Economics 0817, School of Economics, University of Kent.
• Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2008. "Reconnecting Money to Inflation: The Role of the External Finance Premium," Studies in Economics 0816, School of Economics, University of Kent.
• Jagjit S. Chadha, 2008. "Monetary Policy Analysis: An Undergraduate Toolkit," Studies in Economics 0815, School of Economics, University of Kent.
• Vasco J. Gabriel & Paul Levine & Christopher Spencer, 2008. "How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule," NIPE Working Papers 09/2008, NIPE - Universidade do Minho.
• Zheng Liu & Louis Phaneuf, 2008. "Do nominal rigidities matter for the transmission of technology shocks?," Working Paper Series 2008-30, Federal Reserve Bank of San Francisco.
• Gregor B urle, 2008. "Priors from DSGE Models for Dynamic Factor Analysis," Diskussionsschriften dp0803, Universitaet Bern, Departement Volkswirtschaft.
• William Dudley & Michelle Steinberg Ezer & Jennifer E. Roush, 2008. "The case for TIPS: an examination of the costs and benefits," Staff Reports 353, Federal Reserve Bank of New York.
• Manoj Atolia & Santanu Chatterjee & Stephen J. Turnovsky, 2008. "How Misleading is Linearization? Evaluating the Dynamics of the Neoclassical Growth Model," Working Papers wp2008_11_01, Department of Economics, Florida State University, revised Sep 2008.
• Elmar Mertens, 2008. "Managing Beliefs about Monetary Policy under Discretion?," Working Papers 08.02, Swiss National Bank, Study Center Gerzensee.
• Martin Cincibuch & Tomas Holub & Jaromir Hurnik, 2008. "Central Bank Losses and Economic Convergence," Working Papers 2008/3, Czech National Bank.
• Enghin Atalay & Morten L. Bech, 2008. "The topology of the federal funds market," Staff Reports 354, Federal Reserve Bank of New York.
• Lutz Kilian & Clara Vega, 2008. "Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.).
• John Ammer & Clara Vega & Jon Wongswan, 2008. "Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level," International Finance Discussion Papers 952, Board of Governors of the Federal Reserve System (U.S.).
• Vogel, Lukas, 2008. "Interacting nominal and real labour market rigidities," MPRA Paper 11798, University Library of Munich, Germany.
• Damjan Pfajfar & Emiliano Santoro, 2008. "Determinacy, Stock Market Dynamics and Monetary Policy Inertia," Discussion Papers 08-30, University of Copenhagen. Department of Economics.
• Leon W. Berkelmans, 2008. "Imperfect information and monetary models: multiple shocks and their consequences," Finance and Economics Discussion Series 2008-58, Board of Governors of the Federal Reserve System (U.S.).
• Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization Institute Working Papers 22, Federal Reserve Bank of Dallas.
• Christopher F. Baum & Mustafa Caglayan, 2008. "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics 695, Boston College Department of Economics.
• Kristin J. Forbes, 2008. "Why do foreigners invest in the United States?," Working Paper Series 2008-27, Federal Reserve Bank of San Francisco.
• Tatom, John, 2008. "The Fed’s new front in the financial crisis," MPRA Paper 11803, University Library of Munich, Germany.
• Darracq Pariès, Matthieu & Notarpietro, Alessandro, 2008. "Monetary policy and housing prices in an estimated DSGE for the US and the euro area," Working Paper Series 0972, European Central Bank.
• Paul Gomme, 2008. "Measuring the Welfare Costs of Inflation in a Life-cycle Model," Working Papers 08001, Concordia University, Department of Economics.
• Daniel O. Beltran & David Draper, 2008. "Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity," International Finance Discussion Papers 955, Board of Governors of the Federal Reserve System (U.S.).
• Adam B. Ashcraft & Morten L. Bech & W. Scott Frame, 2008. "The Federal Home Loan Bank System: the lender of next-to-last resort?," Staff Reports 357, Federal Reserve Bank of New York.
• Cars Hommes & Thomas Lux, 2008. "Individual Expectations and Aggregate Behavior in Learning to Forecast Experiments," Kiel Working Papers 1466, Kiel Institute for the World Economy.
• Marco Bonomo & Carlos Carvalho, 2008. "Imperfectly credible disinflation under endogenous time-dependent pricing," Staff Reports 355, Federal Reserve Bank of New York.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008. "When bonds matter: home bias in goods and assets," Working Paper Series 2008-25, Federal Reserve Bank of San Francisco.
• Nils Herger, 2008. "Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?," Working Papers 08.04, Swiss National Bank, Study Center Gerzensee.
• Meredith J. Beechey & Erik Hjalmarsson & Pär Österholm, 2008. "Testing the expectations hypothesis when interest rates are near integrated," International Finance Discussion Papers 953, Board of Governors of the Federal Reserve System (U.S.).
• Evan F. Koenig, 2008. "Keynesian economics without the LM and IS curves: a dynamic generalization of the Taylor-Romer model," Working Papers 0813, Federal Reserve Bank of Dallas.
• Angela Redish & Warren E. Weber, 2008. "Coin sizes and payments in commodity money systems," Staff Report 416, Federal Reserve Bank of Minneapolis.
• Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
• Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
• Fratzscher, Marcel & Mehl, Arnaud, 2008. "Do China and oil exporters influence major currency configurations?," Working Paper Series 0973, European Central Bank.
• Gregor Bäurle & Tobias Menz, 2008. "Monetary Policy in a Small Open Economy Model: A DSGE-VAR Approach for Switzerland," Working Papers 08.03, Swiss National Bank, Study Center Gerzensee.
• Morten L. Bech & James T. E. Chapman & Rod Garratt, 2008. "Which bank is the \\"central\\" bank? an application of Markov theory to the Canadian Large Value Transfer System," Staff Reports 356, Federal Reserve Bank of New York.
• Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S., 2008. "Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia," MPRA Paper 11925, University Library of Munich, Germany.