Report NEP-CBA-2011-06-18

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:

• Charles Engel, 2011. "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," NBER Working Papers 17116, National Bureau of Economic Research, Inc.
• Dées, Stéphane & Soares Brinca, Pedro, 2011. "Consumer confidence as a predictor of consumption spending: evidence for the United States and the euro area," Working Paper Series 1349, European Central Bank.
• Antoine Martin & James J. McAndrews & David R. Skeie, 2011. "A note on bank lending in times of large bank reserves," Staff Reports 497, Federal Reserve Bank of New York.
• G. Camera & M. Casari, 2011. "The coordination value of monetary exchange: Experimental evidence," Working Papers wp754, Dipartimento Scienze Economiche, Universita' di Bologna.
• Kenneth Kuttner, 2011. "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers 2011-04, Department of Economics, Williams College, revised Jun 2011.
• Sylvain Leduc & Jean-Marc Natal, 2011. "Should central banks lean against changes in asset prices?," Working Paper Series 2011-15, Federal Reserve Bank of San Francisco.
• Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2011. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 252, Economic Studies, University of Dundee.
• Christian Bredemeier & Henry Goecke, 2011. "Sticky Prices vs. Sticky Information – A Cross-Country Study of Inflation Dynamics," Ruhr Economic Papers 0255, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Jan Filacek & Branislav Saxa, 2010. "Central Bank Forecasts as a Coordination Device," Working Papers 2010/13, Czech National Bank.
• Francis Breedon & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Economics wp53, Department of Economics, Central bank of Iceland.
• Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2010. "Financial Integration at Times of Financial Instability," Working Papers 2010/09, Czech National Bank.
• Bindseil, Ulrich & Jabłecki, Juliusz, 2011. "The optimal width of the central bank standing facilities corridor and banks' day-to-day liquidity management," Working Paper Series 1350, European Central Bank.
• Galina Hale, 2011. "Bank relationships, business cycles, and financial crisis," Working Paper Series 2011-14, Federal Reserve Bank of San Francisco.
• Stefan Reitz & Jan-Christoph Rülke & Georg Stadtmann, 2011. "Nonlinear Expectations in Speculative Markets - Evidence from the ECB Survey of Professional Forecasters," Kiel Working Papers 1706, Kiel Institute for the World Economy.
• M. Salto & T. Pietra, 2011. "Welfare and excess volatility of exchange rates," Working Papers wp758, Dipartimento Scienze Economiche, Universita' di Bologna.
• Vetlov, Igor & Pisani, Massimiliano & Hlédik, Tibor & Jonsson, Magnus & Kucsera, Henrik, 2011. "Potential output in DSGE models," Working Paper Series 1351, European Central Bank.
• Volker Clausen & Hans-Werner Wohltmann, 2011. "Oil Price Shocks and Cyclical Dynamics in an Asymmetric Monetary Union," Ruhr Economic Papers 0247, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Fossati, Sebastian, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-5, University of Alberta, Department of Economics, revised 01 Feb 2012.
• Fabio Milani & John Treadwell, 2011. "The Effects of Monetary Policy "News" and "Surprises"," Working Papers 101109, University of California-Irvine, Department of Economics.
• Thorsten Drautzburg & Harald Uhlig, 2011. "Fiscal Stimulus and Distortionary Taxation," NBER Working Papers 17111, National Bureau of Economic Research, Inc.
• Julia Darby & Jacques Melitz, 2011. "Joint Estimates of Automatic and Discretionary Fiscal Policy: the OECD 1981-2003," Working Papers 2011-14, CEPII research center.
• Ke Pang & Pierre L. Siklos, 2010. "Financial Frictions and Credit Spreads," Working Papers 2010/15, Czech National Bank.
• Eduardo Olaberría, 2011. "The Optimal Inflation Tax in the Presence of Imperfect Deposit – Currency Substitution," Working Papers Central Bank of Chile 619, Central Bank of Chile.
• Wolfgang J. Luhan & Michael W.M. Roos & Johann Scharler, 2011. "An Experiment on Consumption Responses to Future Prices and Interest Rates," Ruhr Economic Papers 0248, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Menno Middeldorp, 2011. "Central bank transparency, the accuracy of professional forecasts, and interest rate volatility," Staff Reports 496, Federal Reserve Bank of New York.
• Jorge Fornero, 2011. "Introducing Financial Assets into Structural Models," Working Papers Central Bank of Chile 625, Central Bank of Chile.
• Mario Jovanovic, 2011. "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers 0240, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Holden, Steinar & Sparrman, Victoria, 2011. "Do Government Purchases Affect Unemployment?," Memorandum 17/2011, Oslo University, Department of Economics.
• Gauti B. Eggertsson, 2011. "Fiscal Multipliers and Policy Coordination," Working Papers Central Bank of Chile 628, Central Bank of Chile.
• Roth, Felix & Gros, Daniel & Nowak-Lehmann D., Felicitas, 2012. "Has the financial crisis eroded citizens' trust in the European Central Bank? Panel data evidence for the Euro area, 1999-2011," University of Göttingen Working Papers in Economics 124, University of Goettingen, Department of Economics.
• Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 0252, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Daniela Gabor, 2011. "Paradigm shift? A critique of the IMF’s new approach to capital controls," Working Papers 1109, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
• Pablo Pincheira B. & Nicolás Fernández, 2011. "Jaque Mate a las Proyecciones de Consenso," Working Papers Central Bank of Chile 630, Central Bank of Chile.
• Gaetano D’Adamo, 2011. "Estimating Central Bank preferences in a small open economy: Sweden 1995-2009," Working Papers 1111, Department of Applied Economics II, Universidad de Valencia.
• Detmers, Gunda-Alexandra & Nautz, Dieter, 2011. "The information content of central bank interest rate projections: Evidence from New Zealand," SFB 649 Discussion Papers 2011-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Filip Novotny & Marie Rakova, 2010. "Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective," Working Papers 2010/14, Czech National Bank.
• Pablo Pincheira B., 2011. "Un Test Conjunto de Superioridad Predictiva para los Pronósticos de Inflación Chilena," Working Papers Central Bank of Chile 620, Central Bank of Chile.
• Eduardo Engel & Christopher Neilson & Rodrigo Valdés, 2011. "Chile’s Fiscal Rule as Social Insurance," Working Papers Central Bank of Chile 627, Central Bank of Chile.
• Marcus Cobb & Gonzalo Echavarría & Pablo Filippi & Macarena García & Carolina Godoy & Wildo González & Carlos Medel & Marcela Urrutia, 2011. "Short-Term GDP Forecasting Using Bridge Models: a Case for Chile," Working Papers Central Bank of Chile 626, Central Bank of Chile.
• Catik, A. Nazif & Karaçuka, Mehmet, 2011. "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," DICE Discussion Papers 20, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).