Report NEP-MON-2022-09-05

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:

• Coleman, Winnie & Nautz, Dieter, 2022. "Inflation target credibility in times of high inflation," Discussion Papers 2022/5, Free University Berlin, School of Business & Economics.
• Paolo Cavallino & Boris Hofmann, 2022. "Capital flows and monetary policy trade-offs in emerging market economies," BIS Working Papers 1032, Bank for International Settlements.
• Toshitaka Sekine & Frank Packer & Shunichi Yoneyama, 2022. "Individual Trend Inflation," Working Papers on Central Bank Communication 042, University of Tokyo, Graduate School of Economics.
• Ryan Niladri Banerjee & Valerie Boctor & Aaron Mehrotra & Fabrizio Zampolli, 2022. "Fiscal deficits and inflation risks: the role of fiscal and monetary policy regimes," BIS Working Papers 1028, Bank for International Settlements.
• Ethan Struby & Michael F. Connolly, 2022. "Shadow Rate Models and Monetary Policy," Working Papers 2022-03, Carleton College, Department of Economics.
• Enrique Alberola-Ila & Gong Cheng & Andrea Consiglio & Stavros A. Zenios, 2022. "Debt sustainability and monetary policy: the case of ECB asset purchases," BIS Working Papers 1034, Bank for International Settlements.
• Lilian Muchimba, 2022. "Connectedness of money market instruments: A time-varying vector autoregression approach," Working Papers in Economics & Finance 2022-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Mr. Natan P. Epstein & Lucyna Gornicka & Nga Ha & Karel Musil & Valeriu Nalban, 2022. "Quarterly Projection Model for Vietnam: A Hybrid Approach for Monetary Policy Implementation," IMF Working Papers 2022/125, International Monetary Fund.
• James Costain & Galo Nuño & Carlos Thomas, 2022. "The Term Structure of Interest Rates in a Heterogeneous Monetary Union," CESifo Working Paper Series 9844, CESifo.
• Juhana Hukkinen & Matti Viren, 2022. "Is globalization the root cause of declining inflation?," Discussion Papers 153, Aboa Centre for Economics.
• Erwan Gautier & Cristina Conflitti & Riemer P. Faber & Brian Fabo & Ludmila Fadejeva & Valentin Jouvanceau & Jan-Oliver Menz & Teresa Messner, & Pavlos Petroulas & Pau Roldan-Blanco & Fabio Rumler & S, 2022. "New facts on consumer price rigidity in the euro area," Working Paper Research 408, National Bank of Belgium.
• Sergio Ocampo & Raphael Schoenle & Dominic A. Smith, 2022. "Extending the Range of Robust PCE Inflation Measures," Papers 2207.12494, arXiv.org, revised Jul 2023.
• Gabriele Camera, 2022. "Introducing New Forms of Digital Money: Evidence from the Laboratory," Working Papers 22-11, Chapman University, Economic Science Institute.
• Serdar Birinci & Fatih Karahan & Yusuf Mercan & Kurt See, 2022. "Labor Market Shocks and Monetary Policy," Working Papers 2022-016, Federal Reserve Bank of St. Louis, revised Sep 2023.
• Gern, Klaus-Jürgen & Kooths, Stefan & Reents, Jan & Sonnenberg, Nils & Stolzenburg, Ulrich, 2022. "World Economy Summer 2022 - Inflation is curbing global growth," Open Access Publications from Kiel Institute for the World Economy 261362, Kiel Institute for the World Economy (IfW Kiel).
• Mr. Johannes Wiegand, 2022. "Pictures of a Revolution: Analyzing the Transition from Global Bimetallism to the Gold Standard in the 1860s and 1870s," IMF Working Papers 2022/119, International Monetary Fund.
• Sidney Caetano & Nelson da Silva & Guilherme Moura, 2022. "Persistência e Volatilidade do Gap de Inflação," Working Papers Series 562, Central Bank of Brazil, Research Department.
• Max Ole Liemen & Olaf Posch, 2022. "FTPL and the Maturity Structure of Government Debt in the New Keynesian Model," CESifo Working Paper Series 9840, CESifo.
• Adrien Auclert & Rodolfo D. Rigato & Matthew Rognlie & Ludwig Straub, 2022. "New Pricing Models, Same Old Phillips Curves?," NBER Working Papers 30264, National Bureau of Economic Research, Inc.
• Mario Giarda, 2021. "The Labor Earnings Gap, Heterogeneous Wage Phillips Curves, and Monetary Policy," Working Papers Central Bank of Chile 934, Central Bank of Chile.
• Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022. "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series 561, Central Bank of Brazil, Research Department.
• Christopher D. Cotton & Vaishali Garga, 2022. "The Role of Industrial Composition in Driving the Frequency of Price Change," Working Papers 22-9, Federal Reserve Bank of Boston.
• Charles de Beauffort, 2022. "Optimal deficit‑spending in a liquidity trap with long‑term government debt," Working Paper Research 409, National Bank of Belgium.
• Anastasia Burya & Rui Mano & Mr. Yannick Timmer & Miss Anke Weber, 2022. "Monetary Policy Under Labor Market Power," IMF Working Papers 2022/128, International Monetary Fund.
• William Craighead, 2022. "Pandemic Preference Shocks and Inflation in a New Keynesian Model," Working Papers 2022-06, Department of Economics and Geosciences, US Air Force Academy.
• Florian Huber & Luca Onorante & Michael Pfarrhofer, 2022. "Forecasting euro area inflation using a huge panel of survey expectations," Papers 2207.12225, arXiv.org.
• Li, Boyao, 2022. "The macroeconomic effects of Basel III regulations with endogenous credit and money creation," MPRA Paper 113873, University Library of Munich, Germany.
• José Manuel Carbó & Sergio Gorjón, 2022. "Application of machine learning models and interpretability techniques to identify the determinants of the price of bitcoin," Working Papers 2215, Banco de España.
• Christian Julliard & Gabor Pinter & Karamfil Todorov & Kathy Yuan, 2022. "What drives repo haircuts? Evidence from the UK market," BIS Working Papers 1027, Bank for International Settlements.
• Bindseil, Ulrich & Pantelopoulos, George, 2022. "Towards the holy grail of cross-border payments," Working Paper Series 2693, European Central Bank.
• Natkamon Tovanich & R'emy Cazabet, 2022. "Pattern Analysis of Money Flow in the Bitcoin Blockchain," Papers 2207.07315, arXiv.org.
• Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2022. "Risk capacity, portfolio choice and exchange rates," BIS Working Papers 1031, Bank for International Settlements.
• Mitsuru Katagiri & Koji Takahashi & Junnosuke Shino, 2022. "Bank of Japan's ETF purchase program and equity risk premium: a CAPM interpretation," BIS Working Papers 1029, Bank for International Settlements.
• James B. Bullard, 2022. "Reflections on the Disinflationary Methods of Poincaré and Thatcher," Speech 94556, Federal Reserve Bank of St. Louis.
• Dean Karlan & Matt Lowe & Robert Darko Osei & Isaac Osei-Akoto & Benjamin N. Roth & Christopher R. Udry, 2022. "Social Protection and Social Distancing During the Pandemic: Mobile Money Transfers in Ghana," NBER Working Papers 30309, National Bureau of Economic Research, Inc.
• Paul Bergin & Kyunghun Kim & Ju H. Pyun, 2022. "Fear of Appreciation and Current Account Adjustment," NBER Working Papers 30281, National Bureau of Economic Research, Inc.