Report NEP-CBA-2010-04-11

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CBA

The following items were announced in this report:

• Alberto F. Alesina & Andrea Stella, 2010. "The Politics of Monetary Policy," NBER Working Papers 15856, National Bureau of Economic Research, Inc.
• Klaus Adam & Albert Marcet, 2010. "Booms and Busts in Asset Prices," IMES Discussion Paper Series 10-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
• Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2010. "Investor Overconfidence and the Forward Premium Puzzle," NBER Working Papers 15866, National Bureau of Economic Research, Inc.
• Jean Tirole, 2010. "Illiquidity and all its friends," BIS Working Papers 303, Bank for International Settlements.
• Douglas W Diamond, 2010. "Fear of fire sales and the credit freeze," BIS Working Papers 305, Bank for International Settlements.
• Stephen Cecchetti & Madhusudan Mohanty & Fabrizio Zampolli, 2010. "The future of public debt: prospects and implications," BIS Working Papers 300, Bank for International Settlements.
• Jordi Galí, 2010. "Monetary Policy and Unemployment," NBER Working Papers 15871, National Bureau of Economic Research, Inc.
• Zheng Liu & Pengfei Wang & Tao Zha, 2010. "Do credit constraints amplify macroeconomic fluctuations?," FRB Atlanta Working Paper 2010-01, Federal Reserve Bank of Atlanta.
• Marcus Miller & Joseph E. Stiglitz, 2010. "Leverage and Asset Bubbles: Averting Armageddon with Chapter 11?," NBER Working Papers 15817, National Bureau of Economic Research, Inc.
• Troy Davig & Eric M. Leeper & Todd B. Walker, 2010. "\"Unfunded liabilities\" and uncertain fiscal financing," Research Working Paper RWP 10-09, Federal Reserve Bank of Kansas City.
• Alberto Martin & Jaume Ventura, 2010. "Economic Growth with Bubbles," NBER Working Papers 15870, National Bureau of Economic Research, Inc.
• Manfred Gilli & Stefan Große & Enrico Schumann, 2010. "Calibrating the Nelson–Siegel–Svensson model," Working Papers 031, COMISEF.
• Pier Francesco Asso & George A. Kahn & Robert Leeson, 2010. "The Taylor rule and the practice of central banking," Research Working Paper RWP 10-05, Federal Reserve Bank of Kansas City.
• Hyun Song Shin, 2010. "Financial intermediation and the post-crisis financial system," BIS Working Papers 304, Bank for International Settlements.
• Stephen G. Cecchetti & Craig S. Hakkio, 2010. "Inflation targeting and private sector forecasts," Research Working Paper RWP 10-01, Federal Reserve Bank of Kansas City.
• Russell W. Cooper & John Haltiwanger & Jonathan L. Willis, 2010. "Euler-equation estimation for discrete choice models: a capital accumulation application," Research Working Paper RWP 10-04, Federal Reserve Bank of Kansas City.
• Shigenori Shiratsuka & Wataru Takahashi & Kozo Ueda, 2009. "Financial System and Monetary Policy Implementation: Summary of the 2009 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," IMES Discussion Paper Series 09-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
• Bertola, Giuseppe & Dabusinskas, Aurelijus & Hoeberichts, Marco M. & Izquierdo, Mario & Kwapil, Claudia & Montornès, Jérémi & Radowski, Daniel, 2010. "Price, wage and employment response to shocks: evidence from the WDN survey," Working Paper Series 1164, European Central Bank.
• Kendall, Jake & Mylenko, Nataliya & Ponce, Alejandro, 2010. "Measuring financial access around the world," Policy Research Working Paper Series 5253, The World Bank.
• Jarkko Jääskelä & Rebecca McKibbin, 2010. "Learning in an Estimated Small Open Economy Model," RBA Research Discussion Papers rdp2010-02, Reserve Bank of Australia.
• Dellas, H. & Diba, B. & Loisel, O., 2010. "Financial Shocks and Optimal Policy," Working papers 277, Banque de France.
• Filippo Taddei, 2010. "Liquidity and Economic Fluctuations," Carlo Alberto Notebooks 138, Collegio Carlo Alberto.
• Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
• Klaus Adam & Roberto M. Billi, 2010. "Distortionary fiscal policy and monetary policy goals," Research Working Paper RWP 10-10, Federal Reserve Bank of Kansas City.
• Willem Van Zandweghe & Alexander L. Wolman, 2010. "Discretionary monetary policy in the Calvo model," Research Working Paper RWP 10-06, Federal Reserve Bank of Kansas City.
• Fabrizio Coricelli & Isabelle Roland, 2010. "Credit and recessions," Documents de travail du Centre d'Economie de la Sorbonne 10022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Vlieghe, Gertjan, 2010. "Imperfect credit markets: implications for monetary policy," Bank of England working papers 385, Bank of England.
• Garcí­a, Juan Angel & Werner, Thomas, 2010. "Inflation risks and inflation risk premia," Working Paper Series 1162, European Central Bank.
• Sylvain Leduc & Keith Sill, 2010. "Expectations and economic fluctuations: an analysis using survey data," Working Papers 10-6, Federal Reserve Bank of Philadelphia.
• Faia, Ester & Lechthaler, Wolfgang & Merkl, Christian, 2010. "Fiscal Multipliers and the Labour Market in the Open Economy," IZA Discussion Papers 4849, Institute of Labor Economics (IZA).
• Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010. "Diagnosis and Prediction of Market Rebounds in Financial Markets," Papers 1003.5926, arXiv.org, revised Mar 2011.
• Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010. "The impact of global imbalances: Does the current account balance help to predict banking crises in OECD countries?," National Institute of Economic and Social Research (NIESR) Discussion Papers 351, National Institute of Economic and Social Research.
• Gambacorta, Leonardo & Altunbas, Yener & Marqués-Ibáñez, David, 2010. "Does monetary policy affect bank risk-taking?," Working Paper Series 1166, European Central Bank.
• Ana Rincon-Aznar, 2009. "Rates of return and alternative measures of capital input: 14 countries and 10 branches, 1971-2005," National Institute of Economic and Social Research (NIESR) Discussion Papers 347, National Institute of Economic and Social Research.
• A. H. Ahmad & Eric J. Pentecost, 2010. "Terms of Trade Shocks and Economic Performance Under Different Exchange Rate Regimes," Discussion Paper Series 2010_08, Department of Economics, Loughborough University, revised Mar 2010.
• Martin Fukac & Adrian R. Pagan, 2010. "Structural macro-econometric modelling in a policy environment," Research Working Paper RWP 10-08, Federal Reserve Bank of Kansas City.
• Martin Fukac, 2010. "Impulse response identification in DSGE models," Research Working Paper RWP 10-07, Federal Reserve Bank of Kansas City.
• Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell, 2009. "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," National Institute of Economic and Social Research (NIESR) Discussion Papers 343, National Institute of Economic and Social Research.
• Junko Koeda & Ryo Kato, 2010. "The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective," CIRJE F-Series CIRJE-F-724, CIRJE, Faculty of Economics, University of Tokyo.
• Gara M. dup Afonso & Anna Kovner & Antoinette Schoar, 2010. "Stressed, not frozen: the Federal Funds market in the financial crisis," Staff Reports 437, Federal Reserve Bank of New York.
• Andreas Fuster & Paul S. Willen, 2010. "Insuring consumption using income-linked assets," Working Papers 10-1, Federal Reserve Bank of Boston.
• Joshua Aizenman & Menzie D. Chinn & Hiro Ito, 2010. "Surfing the Waves of Globalization: Asia and Financial Globalization in the Context of the Trilemma," NBER Working Papers 15876, National Bureau of Economic Research, Inc.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
• Mora, Nada & Logan, Andrew, 2010. "Shocks to bank capital: evidence from UK banks at home and away," Bank of England working papers 387, Bank of England.
• Carlos Carvalho & Fernanda Nechio, 2010. "Aggregation and the PPP puzzle in a sticky-price model," Working Paper Series 2010-06, Federal Reserve Bank of San Francisco.
• Sebastian Sienknecht, 2010. "Adjustment Cost-Driven Inflation Inertia," Jena Economics Research Papers 2010-023, Friedrich-Schiller-University Jena.
• Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
• Mumtaz, Haroon, 2010. "Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR," Bank of England working papers 386, Bank of England.
• Yanping Chong & Òscar Jordà & Alan M. Taylor, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," NBER Working Papers 15868, National Bureau of Economic Research, Inc.
• Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramirez & Diego Vilán, 2010. "Investment-specific technology shocks and international business cycles: an empirical assessment," FRB Atlanta Working Paper 2010-03, Federal Reserve Bank of Atlanta.
• Rowena Pecchenino, 2010. "Preferences, Choice, Goal Attainment, Satisfaction:That’s Life?," Economics Department Working Paper Series n205-10.pdf, Department of Economics, National University of Ireland - Maynooth.
• Jean Pietro Bonaldi, 2010. "Identification problems in the solution of linearized DSGE models," Borradores de Economia 6859, Banco de la Republica.
• Gary S. Anderson, 2010. "A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models," Finance and Economics Discussion Series 2010-13, Board of Governors of the Federal Reserve System (U.S.).
• Forte, Antonio, 2010. "Some empirical evidence of the euro area monetary policy," MPRA Paper 21785, University Library of Munich, Germany.
• Marcellino, Massimiliano & Musso, Alberto, 2010. "Real time estimates of the euro area output gap: reliability and forecasting performance," Working Paper Series 1157, European Central Bank.
• Wyplosz, Charles, 2010. "The Eurozone in the Current Crisis," ADBI Working Papers 207, Asian Development Bank Institute.
• de Bondt, Gabe & Maddaloni, Angela & Peydró, José-Luis & Scopel, Silvia, 2010. "The euro area Bank Lending Survey matters: empirical evidence for credit and output growth," Working Paper Series 1160, European Central Bank.
• Ferrara, L. & Koopman, S J., 2010. "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers 275, Banque de France.
• Item repec:hal:wpaper:halshs-00435836_v4 is not listed on IDEAS anymore

• Musso, Alberto & Neri, Stefano & Stracca, Livio, 2010. "Housing, consumption and monetary policy: how different are the US and the euro area?," Working Paper Series 1161, European Central Bank.
• John Muellbauer, 2010. "Household decisions, credit markets and the macroeconomy: implications for the design of central bank models," BIS Working Papers 306, Bank for International Settlements.
• de Bandt, O. & Barhoumi, K. & Bruneau, C., 2010. "The international transmission of house price shocks," Working papers 274, Banque de France.
• Darrell Duffie, 2010. "The failure mechanics of dealer banks," BIS Working Papers 301, Bank for International Settlements.
• Habib, Maurizio Michael, 2010. "Excess returns on net foreign assets: the exorbitant privilege from a global perspective," Working Paper Series 1158, European Central Bank.
• Cette, G. & Kocoglu, Y. & Mairesse, J., 2010. "Productivity Growth and Levels in France, Japan, the United Kingdom and the United States in the Twentieth Century," Working papers 271, Banque de France.
• Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6, Halle Institute for Economic Research.
• Item repec:nsr:niesrd:348 is not listed on IDEAS anymore

• Bhattacharya, Joydeep & Haslag, Joseph & Martin, Antoine, 2007. "Why Does Overnight Liquidity Cost More Than Intraday Liquidity?," Staff General Research Papers Archive 13096, Iowa State University, Department of Economics.
• Jeffrey A. Frankel, 2010. "The Natural Resource Curse: A Survey," NBER Working Papers 15836, National Bureau of Economic Research, Inc.
• Yao, Fang, 2010. "Aggregate hazard function in price-setting: A bayesian analysis using macro data," SFB 649 Discussion Papers 2010-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Thomas A. Garrett & Howard J. Wall, 2010. "Personal-bankruptcy cycles," Working Papers 2010-010, Federal Reserve Bank of St. Louis.
• Janett Neugebauer & Dennis Wesselbaum, 2010. "Staggered Wages, Sticky Prices, and Labor Market Dynamics in Matching Models," Kiel Working Papers 1608, Kiel Institute for the World Economy.
• Marcelo Bianconi & Joe A. Yoshino, 2010. "Firm Value, Investment and Monetary Policy," Discussion Papers Series, Department of Economics, Tufts University 0748, Department of Economics, Tufts University.
• James P. Gander, 2010. "Firm Debt Structure and Firm Size: A Micro Approach," Working Paper Series, Department of Economics, University of Utah 2010_05, University of Utah, Department of Economics.
• Yoshiharu Oritani, 2010. "Public governance of central banks: an approach from new institutional economics," BIS Working Papers 299, Bank for International Settlements.
• Thomas J. Holmes & James A. Schmitz, 2010. "Competition and productivity: a review of evidence," Staff Report 439, Federal Reserve Bank of Minneapolis.
• Roberto Cortes Conde, 2010. "The Monetary and Banking Reforms During the 1930 Depression in Argentina," Working Papers 98, Universidad de San Andres, Departamento de Economia, revised Feb 2010.