Report NEP-CBA-2011-09-16

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:

• Otmar Issing, 2011. "Lessons for monetary policy: what should the consensus be?," Globalization Institute Working Papers 81, Federal Reserve Bank of Dallas.
• Maurice Obstfeld, 2011. "International Liquidity: The Fiscal Dimension," NBER Working Papers 17379, National Bureau of Economic Research, Inc.
• Wickens, Michael R., 2011. "A DSGE model of banks and financial intermediation with default risk," CEPR Discussion Papers 8556, C.E.P.R. Discussion Papers.
• Kosuke Aoki & Kalin Nikolov, 2011. "Bubbles, Banks, and Financial Stability," CARF F-Series CARF-F-253, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Tommaso Monacelli & Vincenzo Quadrini & Antonella Trigari, 2011. "Financial Markets and Unemployment," NBER Working Papers 17389, National Bureau of Economic Research, Inc.
• Nyborg, Kjell G. & Fecht, Falko & Rocholl, Jörg, 2011. "The price of liquidity: the effects of market conditions and bank characteristics," Working Paper Series 1376, European Central Bank.
• Joshua Aizenman & Michael M. Hutchison & Yothin Jinjarak, 2011. "What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk," NBER Working Papers 17407, National Bureau of Economic Research, Inc.
• Karen K. Lewis, 2011. "Global asset pricing," Globalization Institute Working Papers 88, Federal Reserve Bank of Dallas.
• Barry Eichengreen & Nergiz Dincer, 2011. "Who Should Supervise? The Structure of Bank Supervision and the Performance of the Financial System," NBER Working Papers 17401, National Bureau of Economic Research, Inc.
• Michael D. Bordo & Agnieszka Markiewicz & Lars Jonung, 2011. "A Fiscal Union for the Euro: Some Lessons from History," NBER Working Papers 17380, National Bureau of Economic Research, Inc.
• Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2011. "The Federal Reserve as an informed foreign-exchange trader: 1973-1995," Working Papers (Old Series) 1118, Federal Reserve Bank of Cleveland.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
• David Cook & Michael B. Devereux, 2011. "Sharing the burden: monetary and fiscal responses to a world liquidity trap," Globalization Institute Working Papers 84, Federal Reserve Bank of Dallas.
• Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," CAMA Working Papers 2011-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2011. "Indexed debt contracts and the financial accelerator," Working Papers (Old Series) 1117, Federal Reserve Bank of Cleveland.
• Gale, Douglas M & Allen, Franklin & Carletti, Elena, 2011. "Money, Financial Stability and Efficiency," CEPR Discussion Papers 8553, C.E.P.R. Discussion Papers.
• Rose, Andrew & Spiegel, Mark, 2011. "Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis," CEPR Discussion Papers 8557, C.E.P.R. Discussion Papers.
• Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2011. "Sovereigns, Upstream Capital Flows, and Global Imbalances," NBER Working Papers 17396, National Bureau of Economic Research, Inc.
• Michele Berardi, 2011. "Heterogeneous sunspots solutions under learning and replicator dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 160, Economics, The University of Manchester.
• Liam Graham, 2011. "Individual rationality, model-consistent expectations and learning," CDMA Working Paper Series 201112, Centre for Dynamic Macroeconomic Analysis.
• Liam Graham, 2011. "Learning, information and heterogeneity," CDMA Working Paper Series 201113, Centre for Dynamic Macroeconomic Analysis.
• Gerlach, Stefan & Moretti, Laura, 2011. "Monetary Policy and TIPS Yields before the Crisis," CEPR Discussion Papers 8560, C.E.P.R. Discussion Papers.
• Tara M. Sinclair & H.O. Stekler, 2011. "Examining the Quality of Early GDP Component Estimates," Working Papers 2011-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Dec 2011.
• Michael R. King & Carol Osler & Dagfinn Rime, 2011. "Foreign exchange market structure, players and evolution," Working Paper 2011/10, Norges Bank.
• Sahel, Benjamin & Scalia, Antonio, 2011. "Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management," Working Paper Series 1377, European Central Bank.
• Gaston Giordana & Ingmar Schumacher, 2011. "The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study," BCL working papers 61, Central Bank of Luxembourg.
• Bo Becker & Victoria Ivashina, 2011. "Cyclicality of Credit Supply: Firm Level Evidence," NBER Working Papers 17392, National Bureau of Economic Research, Inc.
• Bilbiie, Florin & Straub, Roland, 2011. "Asset Market Participation, Monetary Policy Rules and the Great Inflation," CEPR Discussion Papers 8555, C.E.P.R. Discussion Papers.
• J. Scott Davis & Kevin X. D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization Institute Working Papers 85, Federal Reserve Bank of Dallas.
• Kentaro Iwatsubo & Satoshi Kawanishi, 2011. "The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?," Discussion Papers 1116, Graduate School of Economics, Kobe University.
• Olivier Ledoit & Sébastien Lotz, 2011. "The coexistence of commodity money and fiat money," ECON - Working Papers 024, Department of Economics - University of Zurich.
• De Graeve, Ferre & Walentin, Karl, 2011. "Refining Stylized Facts from Factor Models of Inflation," Working Paper Series 254, Sveriges Riksbank (Central Bank of Sweden), revised 01 Oct 2013.
• Thorvardur Tjörvi Ólafsson & Ásgerdur Pétursdóttir & Karen Á. Vignisdóttir, 2011. "Price setting in turbulent times," Economics wp54, Department of Economics, Central bank of Iceland.
• Luis E. Rojas, 2011. "Professional Forecasters: How to Understand and Exploit Them Through a DSGE Model," Borradores de Economia 8945, Banco de la Republica.
• Emi Nakamura & Jón Steinsson, 2011. "Fiscal Stimulus in a Monetary Union: Evidence from U.S. Regions," NBER Working Papers 17391, National Bureau of Economic Research, Inc.
• António Rua, 2011. "Money growth and inflation in the euro area: a time-frequency view," Working Papers w201122, Banco de Portugal, Economics and Research Department.
• Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011. "Do banking shocks matter for the U.S. economy?," Globalization Institute Working Papers 86, Federal Reserve Bank of Dallas.
• De la Serve, M-E. & Lemoine, M., 2011. "Measuring the NAIRU: a complementary approach," Working papers 342, Banque de France.
• Raghbendra Jha & Tu Dang, 2011. "Inflation variability and the relationship between inflation and growth," ASARC Working Papers 2011-08, The Australian National University, Australia South Asia Research Centre.
• Alessandro Calza & Andrea Zaghini, 2011. "Welfare costs of inflation and the circulation of U. S. currency abroad," Globalization Institute Working Papers 78, Federal Reserve Bank of Dallas.
• Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive 11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Carin van der Cruijsen & Jakob de Haan & David-Jan Jansen & Robert Mosch, 2011. "Household savings behaviour in crisis times," DNB Working Papers 315, Netherlands Central Bank, Research Department.
• Ramon Gomez-Salvador & Adriana Lojschova & Thomas Westermann, 2011. "Household Sector Borrowing in the Euro Area: A Micro Data Persective," BCL working papers 58, Central Bank of Luxembourg.
• Alfonso Palacio-Vera, 2011. "Quantitative Easing, Functional Finance, and the "Neutral" Interest Rate," Economics Working Paper Archive wp_685, Levy Economics Institute.
• Patrick Leblond, 2011. "The Global Financial Crisis and the European Integration Project," CIRANO Working Papers 2011s-55, CIRANO.
• Filipa Sa & Tomasz Wieladek, 2011. "Monetary policy, capital inflows, and the housing boom," Globalization Institute Working Papers 80, Federal Reserve Bank of Dallas.
• Filipa Sa & Pascal Towbin & Tomasz Wieladek, 2011. "Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation," Globalization Institute Working Papers 79, Federal Reserve Bank of Dallas.
• Sandra Gomes, 2011. "Housing Market Dynamics: Any News?," Working Papers w201121, Banco de Portugal, Economics and Research Department.
• Jaqueson K. Galimberti & Marcelo L. Moura, 2011. "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series 159, Economics, The University of Manchester.
• Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
• Paul Beaumont & Yaniv Jerassy-Etzion, 2011. "Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method," Working Papers wp2011_08_03, Department of Economics, Florida State University.
• Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011. "Price setting in a leading Swiss online supermarket," Globalization Institute Working Papers 83, Federal Reserve Bank of Dallas.
• Jósef Sigurdsson & Rannveig Sigurdardottir, 2011. "Evidence of Nominal Wage Rigidity and Wage Setting from Icelandic Microdata," Economics wp55, Department of Economics, Central bank of Iceland.
• Hongyi Chen & Qianying Chen & Stefan Gerlach, 2011. "The Implementation of Monetary Policy in China: The Interbank Market and Bank Lending," Working Papers 262011, Hong Kong Institute for Monetary Research.
• Christian Dreger & Yanqun Zhang, 2011. "The Chinese Impact on GDP Growth and Inflation in the Industrial Countries," Discussion Papers of DIW Berlin 1151, DIW Berlin, German Institute for Economic Research.
• Jan Babecky & Ales Bulir & Katerina Smidkova, 2011. "Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change?," Working Papers 2011/01, Czech National Bank.
• Borek Vasicek, 2011. "Is Monetary Policy in the New EU Member States Asymmetric?," Working Papers 2011/05, Czech National Bank.
• Stefan Gerlach & Peter Tillmann, 2011. "Inflation Targeting and Inflation Persistence in Asia-Pacific," Working Papers 252011, Hong Kong Institute for Monetary Research.
• Galo Nuño & Pedro Tedde & Alessio Moro, 2011. "Money dynamics with multiple banks of issue: evidence from Spain 1856-1874," Working Papers 1119, Banco de España.
• Francisco de Castro & Laura Fernández-Caballero, 2011. "The effects of fiscal shocks on the exchange rate in Spain," Working Papers 1121, Banco de España.