Report NEP-CBA-2011-11-21

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:

• Levine, Paul & Pearlman, Joseph, 2011. "Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints," Dynare Working Papers 10, CEPREMAP.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
• Anton Nakov & Carlos Thomas, 2011. "Optimal monetary policy with state-dependent pricing," Working Papers 1130, Banco de España.
• Anton Nakov & Carlos Thomas, 2011. "Optimal monetary policy with state-dependent pricing," Finance and Economics Discussion Series 2011-48, Board of Governors of the Federal Reserve System (U.S.).
• James Costain & Anton Nakov, 2011. "Distributional dynamics under smoothly state-dependent pricing," Finance and Economics Discussion Series 2011-50, Board of Governors of the Federal Reserve System (U.S.).
• Hatcher, Michael C., 2011. "Inflation versus price-level targeting and the zero lower bound: Stochastic simulations from the Smets-Wouters US model," Cardiff Economics Working Papers E2011/24, Cardiff University, Cardiff Business School, Economics Section.
• Dixon, Huw David & Bihan, Herv Le, 2011. "Generalized Taylor and Generalized Calvo price and wage-setting: micro evidence with macro implications," Cardiff Economics Working Papers E2011/25, Cardiff University, Cardiff Business School, Economics Section.
• Item repec:esx:essedp:700 is not listed on IDEAS anymore

• Antonio De Socio, 2011. "The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"," Temi di discussione (Economic working papers) 819, Bank of Italy, Economic Research and International Relations Area.
• Charles A. Fleischman & John M. Roberts, 2011. "From many series, one cycle: improved estimates of the business cycle from a multivariate unobserved components model," Finance and Economics Discussion Series 2011-46, Board of Governors of the Federal Reserve System (U.S.).
• Adam Elbourne & Coen Teulings, 2011. "The potential of a small model," CPB Discussion Paper 193, CPB Netherlands Bureau for Economic Policy Analysis.
• Stefan Avdjiev, 2011. "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers 358, Bank for International Settlements.
• Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Temi di discussione (Economic working papers) 830, Bank of Italy, Economic Research and International Relations Area.
• Gabriel Desgranges & Stéphane Gauthier, 2011. "Privileged information exacerbates market volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639813, HAL.
• Alessio Anzuini & Fabio Fornari, 2011. "Macroeconomic determinants of carry trade activity," Temi di discussione (Economic working papers) 817, Bank of Italy, Economic Research and International Relations Area.
• David Bolder & Simon Deeley, 2011. "The Canadian Debt-Strategy Model: An Overview of the Principal Elements," Discussion Papers 11-3, Bank of Canada.
• Horvath, Roman & Rusnak, Marek & Smidkova, Katerina & Zapal, Jan, 2011. "Dissent voting behavior of central bankers: what do we really know?," MPRA Paper 34638, University Library of Munich, Germany.
• Michael Brei & Leonardo Gambacorta & Goetz von Peter, 2011. "Rescue packages and bank lending," BIS Working Papers 357, Bank for International Settlements.
• Veronica Guerrieri & Guido Lorenzoni, 2011. "Credit Crises, Precautionary Savings, and the Liquidity Trap," NBER Working Papers 17583, National Bureau of Economic Research, Inc.
• Item repec:dgr:kubcen:2011118 is not listed on IDEAS anymore

• Hanna Samaryna & Jakob de Haan, 2011. "Right on Target: Exploring the Determinants of Inflation Targeting Adoption," DNB Working Papers 321, Netherlands Central Bank, Research Department.
• Leonardo Gambacorta & Paolo Emilio Mistrulli, 2011. "Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?," BIS Working Papers 359, Bank for International Settlements.
• Item repec:hhs:bofrdp:2011_023 is not listed on IDEAS anymore

• Ron Alquist & Olivier Gervais, 2011. "The Role of Financial Speculation in Driving the Price of Crude Oil," Discussion Papers 11-6, Bank of Canada.
• Item repec:hhs:bofrdp:2011_022 is not listed on IDEAS anymore

• Guy Mayraz, 2011. "Wishful Thinking," CEP Discussion Papers dp1092, Centre for Economic Performance, LSE.
• Shepherd, Ben, 2011. "When are adaptive expectations rational? A generalization," MPRA Paper 34644, University Library of Munich, Germany.
• Flint Brayton, 2011. "Two practical algorithms for solving rational expectations models," Finance and Economics Discussion Series 2011-44, Board of Governors of the Federal Reserve System (U.S.).
• Guonan Ma & Yan Xiandong & Kostas Liu Xi, 2011. "China's evolving reserve requirements," BIS Working Papers 360, Bank for International Settlements.
• Olivier Gervais & Lawrence L. Schembri & Lena Suchanek, 2011. "External Stability, Real Exchange Rate Adjustment and the Exchange Rate Regime in Emerging-Market Economies," Discussion Papers 11-5, Bank of Canada.
• Carlos Vieira & Isabel Vieira, 2011. "Assessing The Endogeneity Of Oca Conditions In Emu," GEE Papers 0042, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Nov 2011.
• Frank A.G. den Butter & Harro B.J.B. Maas, 2011. "From Expert Judgment to Model based Monetary Analysis: The Case of the Dutch Central Bank in the Postwar Period," Tinbergen Institute Discussion Papers 11-161/3, Tinbergen Institute.
• Douglas A. Irwin, 2011. "Gold Sterilization and the Recession of 1937-38," NBER Working Papers 17595, National Bureau of Economic Research, Inc.
• David Laidler, 2011. "Professor Fisher and the Quantity Theory - A Significant Encounter," University of Western Ontario, Departmental Research Report Series 20111, University of Western Ontario, Department of Economics.
• Andrew Filardo, 2011. "The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective," BIS Working Papers 356, Bank for International Settlements.
• Gordon Wilkinson, 2011. "The Behaviour of Consumer Prices Across Provinces," Discussion Papers 11-2, Bank of Canada.
• Yavuz Arslan & Evren Ceritoglu, 2011. "Quality Growth versus Inflation in Turkey," Working Papers 1121, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.