Report NEP-CBA-2011-06-11

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.

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Other reports in NEP-CBA

The following items were announced in this report:

• Martin, Alberto & Ventura, Jaume, 2011. "Theoretical notes on bubbles and the current crisis," Working Paper Series 1348, European Central Bank.
• Giannitsarou, Chryssi & CHALLE, Edouard, 2011. "Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach," CEPR Discussion Papers 8387, C.E.P.R. Discussion Papers.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2010. "Financial Crises and Macro-Prudential Policies," CEP Discussion Papers dp1032, Centre for Economic Performance, LSE.
• Gopinath, Shyamala, 2011. "Macroprudential Approach to Regulation-Scope and Issues," ADBI Working Papers 286, Asian Development Bank Institute.
• Alessandro Riboni & Francisco J. Ruge-Murcia, 2011. "Dissent in Monetary Policy Decisions," Working Paper series 27_11, Rimini Centre for Economic Analysis.
• Philippe Bacchetta & Eric van Wincoop, 2011. "Modeling Exchange Rates with Incomplete Information," Cahiers de Recherches Economiques du Département d'économie 11.03, Université de Lausanne, Faculté des HEC, Département d’économie.
• William R. Cline & John Williamson, 2011. "Estimates of Fundamental Equilibrium Exchange Rates, May 2011," Policy Briefs PB11-5, Peterson Institute for International Economics.
• Jan Willem Slingenberg & Jakob de Haan, 2011. "Forecasting Financial Stress," DNB Working Papers 292, Netherlands Central Bank, Research Department.
• Igor Vetlov & Tibor Hlédik & Magnus Jonsson & Henrik Kucsera & Massimiliano Pisani, 2011. "Potential Output in DSGE Models," Bank of Lithuania Working Paper Series 9, Bank of Lithuania.
• Charlotte Christiansen, 2011. "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers 2011-20, Department of Economics and Business Economics, Aarhus University.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," NBER Working Papers 17102, National Bureau of Economic Research, Inc.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Center for Development Economics 2011-06, Department of Economics, Williams College.
• Muellbauer, John & Williams, David M, 2011. "Credit Conditions and the Real Economy: The Elephant in the Room," CEPR Discussion Papers 8386, C.E.P.R. Discussion Papers.
• Deborah Gefang & Gary Koop & Simon Potter, 2011. "The Dynamics of UK and US Inflation Expectations," Working Papers 1120, University of Strathclyde Business School, Department of Economics.
• Svatopluk Kapounek & Lubor Lacina, 2011. "Inflation Perception and Anticipation Gaps in the Eurozone," MENDELU Working Papers in Business and Economics 2011-05, Mendel University in Brno, Faculty of Business and Economics.
• Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
• Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2010. "Bank Bailouts, International Linkages and Cooperation," CEP Discussion Papers dp1023, Centre for Economic Performance, LSE.
• Deborah Gefang & Gary Koop & Simon Potter, 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Papers 1114, University of Strathclyde Business School, Department of Economics.
• Leo de Haan & Jan Willem van den End, 2011. "Banks' responses to funding liquidity shocks: lending adjustment, liquidity hoarding and fire sales," DNB Working Papers 293, Netherlands Central Bank, Research Department.
• Item repec:hhs:bofrdp:2011_013 is not listed on IDEAS anymore

• Hielscher, Kai, 2011. "Monetary Policy Delegation and Transparency of Policy Targets: A Positive Analysis," Working Paper 113/2011, Helmut Schmidt University, Hamburg.
• Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2011. "Is there a trade-off between inflation and output stabilization?," CEPR Discussion Papers 8407, C.E.P.R. Discussion Papers.
• Maria Demertzis, 2011. "Public versus Private Information," DNB Working Papers 290, Netherlands Central Bank, Research Department.
• Item repec:hhs:bofrdp:2011_015 is not listed on IDEAS anymore

• Carlsson, Mikael & Nordström Skans, Oskar, 2011. "Evaluating microfoundations for aggregate price rigidities: evidence from matched firm-level data on product prices and unit labor cost," Working Paper Series 2011:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Gary Koop & Luca Onorante, 2011. "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers 1109, University of Strathclyde Business School, Department of Economics.
• Christopher Reicher & Johannes Utlaut, 2011. "The effect of inflation on real commodity prices," Kiel Working Papers 1704, Kiel Institute for the World Economy.
• Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
• Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
• Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
• Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
• Julia Darby & Jacques Melitz, 2011. "Joint estimates of automatic and discretionary fiscal policy for the OECD," Working Papers 1122, University of Strathclyde Business School, Department of Economics.
• Marco M. Sorge, 2011. "News Shocks or Correlated Sunspots? An Observational Equivalence Result in Linear Rational Expectations Model," EERI Research Paper Series EERI_RP_2011_09, Economics and Econometrics Research Institute (EERI), Brussels.
• Snower, Dennis & Graham, Liam, 2011. "Hyperbolic Discounting and Positive Optimal Inflation," CEPR Discussion Papers 8390, C.E.P.R. Discussion Papers.
• Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J., 2011. "Forecasting the Price of Oil," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers.
• Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.
• Kilian, Lutz & Inoue, Atsushi, 2011. "Inference on Impulse Response Functions in Structural VAR Models," CEPR Discussion Papers 8419, C.E.P.R. Discussion Papers.
• Perlin, Marcelo & Schanz, Jochen, 2011. "System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis," Bank of England working papers 427, Bank of England.
• Tomas Otahal, 2011. "Rent-Seeking Origins of Central Banks: The Case of the Federal Reserve System," MENDELU Working Papers in Business and Economics 2011-08, Mendel University in Brno, Faculty of Business and Economics.
• Berlemann, Michael & Hielscher, Kai, 2011. "A Time-varying Indicator of Effective Monetary Policy Conservatism," Working Paper 112/2011, Helmut Schmidt University, Hamburg.
• FUKUYAMA Mitsuhiro & OIKAWA Keita & YOSHIHARA Masayoshi & NAKAZONO Yoshiyuki, 2010. "Macro-econometric Models and the Outline of the MEAD-RIETI Model (Japanese)," Discussion Papers (Japanese) 10045, Research Institute of Economy, Trade and Industry (RIETI).
• John E. Floyd, 2011. "Canadian Monetary Policy and Real and Nominal Exchange Rates," Working Papers tecipa-430, University of Toronto, Department of Economics.
• Andrés González G. & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia 8737, Banco de la Republica.
• Item repec:nsb:wpaper:18 is not listed on IDEAS anymore

• Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers 201112, University of Pretoria, Department of Economics.