Report NEP-CBA-2013-08-16

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Maria Semenova 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:

• Lamont K. Black & Ricardo Correa & Xin Huang & Hao Zhou, 2013. "The systemic risk of European banks during the financial and sovereign debt crises," International Finance Discussion Papers 1083, Board of Governors of the Federal Reserve System (U.S.).
• Uluc Aysun, 2013. "Bank size and macroeconomic shock transmission: Are there economic volatility gains from shrinking large, too big to fail banks?," Working Papers 2013-02, University of Central Florida, Department of Economics.
• Bartholomew Moore, 2013. "Monetary Policy Regimes and Inflation in the New-Keynesian Model," Fordham Economics Discussion Paper Series dp2013-08, Fordham University, Department of Economics.
• Christian Murray & Nikolsko-Rzhevskyy Alex & Papell David, 2013. "Markov Switching and the Taylor Principle," Working Papers 2013-219-06, Department of Economics, University of Houston.
• Michael D. Bauer & Glenn D. Rudebusch, 2013. "Monetary Policy Expectations at the Zero Lower Bound," Working Paper Series 2013-18, Federal Reserve Bank of San Francisco.
• Vespignani, Joaquin L. & Ratti, Ronald A, 2013. "Chinese monetary expansion and the U.S. economy," MPRA Paper 48974, University Library of Munich, Germany.
• Robert L. Hetzel, 2013. "ECB monetary policy in the recession: a New Keynesian (old monetarist) critique," Working Paper 13-07, Federal Reserve Bank of Richmond.
• Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," Working Paper 13-08, Federal Reserve Bank of Richmond.
• Item repec:cge:warwcg:131 is not listed on IDEAS anymore

• Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda, 2013. "Systemic Risk Measures," Working Papers Series 321, Central Bank of Brazil, Research Department.
• Bruno Martins & Ricardo Schechtman, 2013. "Loan Pricing Following a Macro Prudential Within-Sector Capital Measure," Working Papers Series 323, Central Bank of Brazil, Research Department.
• Jing Li & Mingxin Xu, 2013. "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Papers 1308.2324, arXiv.org.
• Ronald Fischer & Patricio Valenzuela, 2013. "Financial Openness, Market Structure and Private Credit: An Empirical Investigation," Documentos de Trabajo 297, Centro de Economía Aplicada, Universidad de Chile.
• Schreiber, Sven, 2013. "(When) does money growth help to predict Euro-area inflation at low frequencies?," Discussion Papers 2013/10, Free University Berlin, School of Business & Economics.
• Item repec:cge:warwcg:132 is not listed on IDEAS anymore

• Andrew Binning, 2013. "Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution," Working Paper 2013/18, Norges Bank.
• Uluc Aysun & Sanglim Lee, 2013. "The determinants of the deviations from the interest rate parity condition," Working Papers 2013-03, University of Central Florida, Department of Economics.
• Bijapur, Mohan, 2013. "Are Credit Shocks Supply or Demand Shocks?," MPRA Paper 49005, University Library of Munich, Germany.
• George Kaufman, 2013. "Too big to fail in Banking: What does it mean?," FMG Special Papers sp222, Financial Markets Group.