Report NEP-MON-2020-01-06

This is the archive for NEP-MON, a report on new working papers in the area of Monetary Economics. Bernd Hayo issued this report. It is usually issued weekly.

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Other reports in NEP-MON

The following items were announced in this report:

• 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.
• Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez-Marmolejo, 2019. "Mexico’s Monetary Policy Communication and Money Markets," Post-Print hal-02402656, HAL.
• d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020. "Unconventional monetary policy and funding liquidity risk," Working Paper Series 2350, European Central Bank.
• Chen, Natalie & Chung, Wanyu & Novy, Dennis, 2019. "Vehicle currency pricing and exchange rate pass-through," LSE Research Online Documents on Economics 102748, London School of Economics and Political Science, LSE Library.
• Alex Carrasco & David Florian Hoyle & Rafael Nivin, 2019. "SFX Interventions, Financial Intermediation, and External Shocks in Emerging Economies," Working Papers 160, Peruvian Economic Association.
• Aiste Juskaite & Sigitas Siaudinis & Tomas Reichenbachas, 2019. "CBDC – in a whirlpool of discussion," Bank of Lithuania Occasional Paper Series 29, Bank of Lithuania.
• 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.
• Byrne, David & Zekaite, Zivile, 2019. "Euro area longer-term inflation expectations revisited," Economic Letters 12/EL/19, Central Bank of Ireland.
• Dennis Bonam & Gabriele Galati & Irma Hindrayanto & Marco Hoeberichts & Anna Samarina & Irina Stanga, 2019. "Inflation in the euro area since the Global Financial Crisis," DNB Occasional Studies 1703, Netherlands Central Bank, Research Department.
• Carlos Altavilla & Miguel Boucinha & José-Luis Peydró & Frank Smets, 2019. "Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers," Economics Working Papers 1684, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2020.
• Yosuke Uno & Ko Adachi, 2019. ""Don't know" Tells: Calculating Non-Response Bias in Firms' Inflation Expectations Using Machine Learning Techniques," Bank of Japan Working Paper Series 19-E-17, Bank of Japan.
• 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.
• 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).
• 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, revised 2019.
• 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.
• Mansur, Alfan, 2019. "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," MPRA Paper 97883, University Library of Munich, Germany, revised 02 Oct 2019.
• 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.
• Alex Lamarche-Perrin & André Orléan & Pablo Jensen, 2018. "Coexistence of several currencies in presence of increasing returns to adoption," Post-Print hal-01531277, HAL.
• Walter, Timo, 2019. "Janus Face of Inflation Targeting_Walter_PrePrint," OSF Preprints 9fmhe, Center for Open Science.
• 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).
• Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
• Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," NBER Working Papers 26560, National Bureau of Economic Research, Inc.
• Engert, Walter & Fung, Ben & Segendorf, Björn, 2019. "A Tale of Two Countries: Cash Demand in Canada and Sweden," Working Paper Series 376, Sveriges Riksbank (Central Bank of Sweden).
• 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.
• Michael Held, 2019. "U.S. Regulations and Approaches to Cryptocurrencies," Speech 86638, Federal Reserve Bank of New York.
• 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.
• Tayyar Buyukbasaran & Cem Cebi & Erdal Yilmaz, 2019. "Interaction of Monetary and Fiscal Policies in Turkey," Working Papers 1935, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.