Report NEP-CBA-2020-01-06

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

• Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis & Smets, Frank, 2020. "Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers," Working Paper Series 2349, European Central Bank.
• Ippei Fujiwara & Yuichiro Waki, 2019. "Private news and monetary policy - Forward guidance as Bayesian persuasion," CAMA Working Papers 2019-91, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Elizaveta Lukmanova & Katrin Rabitsch, 2018. "New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks," Working Papers of Department of Economics, Leuven 630040, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Walter, Timo & Wansleben, Leon, 2018. "How Central Bankers Learned to Love Financialization: The Fed, the Bank, and the Enlisting of Unfettered Markets in the Conduct of Monetary Policy," OSF Preprints gzyp6, Center for Open Science.
• d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020. "Unconventional monetary policy and funding liquidity risk," Working Paper Series 2350, European Central Bank.
• Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Müller, Karsten, 2019. "Electoral cycles in macroprudential regulation," ESRB Working Paper Series 106, European Systemic Risk Board.
• Caballero, Diego & Lucas, Andr e & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 382, Sveriges Riksbank (Central Bank of Sweden).
• Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez-Marmolejo, 2019. "Mexico’s Monetary Policy Communication and Money Markets," Post-Print hal-02402656, HAL.
• Boh, Samo & Borgioli, Stefano & Coman, Andra & Chiriacescu, Bogdan & Koban, Anne & Kusmierczyk, Piotr & Pirovano, Mara & Schepens, Thomas & Veiga, Joao, 2019. "European macroprudential database," Statistics Paper Series 32, European Central Bank.
• Stephen J. Cole & Enrique Martínez García, 2019. "The Effect of Central Bank Credibility on Forward Guidance in an Estimated New Keynesian Model," Globalization Institute Working Papers 375, Federal Reserve Bank of Dallas, revised 20 Mar 2021.
• Fitri Ami Handayani & Febrio Nathan Kacaribu, 2019. "Asymmetric Transmission of the Monetary Policy: Empirical Evidence from the Consumer Credit Rates in Indonesia," LPEM FEBUI Working Papers 201938, LPEM, Faculty of Economics and Business, University of Indonesia.
• Aiste Juskaite & Sigitas Siaudinis & Tomas Reichenbachas, 2019. "CBDC – in a whirlpool of discussion," Bank of Lithuania Occasional Paper Series 29, Bank of Lithuania.
• Andrei Sirchenko, 2019. "A regime-switching model for the federal funds rate target," UvA-Econometrics Working Papers 19-01, Universiteit van Amsterdam, Dept. of Econometrics.
• Raphaël Chiappini & Dominique Torre & Elise Tosi, 2019. "Romania's Unsustainable Stabilization: 1929-1933," GREDEG Working Papers 2019-43, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Luis Eduardo Castillo & David Florián Hoyle, 2019. "Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru," Working Papers 159, Peruvian Economic Association.
• Aleksei Kiselev & Aleksandra Zhivaykina, 2019. "The role of global relative price changes in international comovement of inflation," Bank of Russia Working Paper Series wps53, Bank of Russia.
• Goodhead, Robert, 2019. "The Economic Impact of Yield Curve Compression: Evidence from Euro Area Conventional and Unconventional Monetary Policy," Economic Letters 13/EL/19, Central Bank of Ireland.
• António Afonso & Nuno Verdial, 2019. "Sovereign debt crisis in Portugal and in Spain," Working Papers REM 2019/0112, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Byrne, David & Zekaite, Zivile, 2019. "Euro area longer-term inflation expectations revisited," Economic Letters 12/EL/19, Central Bank of Ireland.
• Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
• Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019. "Dynamic effects of persistent shocks," Working Papers 1944, Banco de España.
• Paul Pelzl & María Teresa Valderrama, 2019. "Capital regulations and the management of credit commitments during crisis times," DNB Working Papers 661, Netherlands Central Bank, Research Department.
• Marcella Lucchetta & Bruno Maria Parigi & Jean-Charles Rochet, 2019. "Bank Restructuring without Government Intervention," Swiss Finance Institute Research Paper Series 19-63, Swiss Finance Institute.