Report NEP-MON-2022-11-21

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:

• Zahner, Johannes & Baumgärtner, Martin, 2022. "Whatever it Takes to Understand a Central Banker – Embedding their Words Using Neural Networks," VfS Annual Conference 2022 (Basel): Big Data in Economics 264019, Verein für Socialpolitik / German Economic Association.
• Stempel, Daniel & Neyer, Ulrike, 2022. "Should Central Banks Consider Household Inflation Heterogeneity?," VfS Annual Conference 2022 (Basel): Big Data in Economics 264053, Verein für Socialpolitik / German Economic Association.
• Isaac Gross & Andrew Leigh, 2022. "Assessing Australian Monetary Policy in the Twenty-First Century," CESifo Working Paper Series 9959, CESifo.
• Michaelis, Henrike, 2022. "Going below zero - How do banks react?," Discussion Papers 33/2022, Deutsche Bundesbank.
• Dobson, Anya, 2022. "Impacts of ECB Unconventional Monetary Policy onEurozone sovereign risk: A Cross-Country Analysis," Warwick-Monash Economics Student Papers 33, Warwick Monash Economics Student Papers.
• Martin Feldkircher & Paul Hofmarcher & Pierre L. Siklos, 2022. "Cacophony in Central Banking? Evidence from euro area speeches on monetary policy," CAMA Working Papers 2022-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Avichai Snir & Haipeng Allan Chen & Daniel Levy, 2022. "Zero-Ending Prices, Cognitive Convenience, and Price Rigidity," Working Papers hal-03793887, HAL.
• Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022. "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers 39/2022, Deutsche Bundesbank.
• Leonie Bräuer & Harald Hau, 2022. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series 22-77, Swiss Finance Institute.
• Cloyne, James S. & Hürtgen, Patrick & Taylor, Alan M., 2022. "Global monetary and financial spillovers: Evidence from a new measure of Bundesbank policy shocks," Discussion Papers 34/2022, Deutsche Bundesbank.
• Daniel Levy & Avichai Snir, 2022. "Zero-Ending Prices, Cognitive Convenience, and Price Rigidity," Working Papers 2022-07, Bar-Ilan University, Department of Economics.
• Böhl, Gregor, 2022. "Endogenous Money, Excess Reserves and Unconventional Monetary Policy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264141, Verein für Socialpolitik / German Economic Association.
• Kroczek, Martin & Kugler, Philipp, 2022. "Heterogeneous Effects of Monetary and Non-Monetary Job Characteristics on Job Attractiveness in Nursing," VfS Annual Conference 2022 (Basel): Big Data in Economics 264108, Verein für Socialpolitik / German Economic Association.
• Kai Schellekens & Patty Duijm, 2022. "Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic," Working Papers 752, DNB.
• Gautier, Erwan & Conflitti, Cristina & Faber, Riemer P. & Fabo, Brian & Fadejeva, Ludmila & Jouvanceau, Valentin & Menz, Jan-Oliver & Messner, Teresa & Petroulas, Pavlos & Roldan-Blanco, Pau & Rumler,, 2022. "New facts on consumer price rigidity in the euro area," Discussion Papers 32/2022, Deutsche Bundesbank.
• Roland Meeks & Francesca Monti, 2022. "Heterogeneous Beliefs and the Phillips Curve," CAMA Working Papers 2022-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Matschke, Johannes & Lovchikova, Marina, 2022. "Capital Controls and the Global Financial Cycle," VfS Annual Conference 2022 (Basel): Big Data in Economics 264039, Verein für Socialpolitik / German Economic Association.
• Mangal Goswami & Victor Pontines & Yassier Mohammed, 2022. "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," Working Papers wp48, South East Asian Central Banks (SEACEN) Research and Training Centre.
• Drott, Constantin & Goldbach, Stefan & Jochem, Axel, 2022. "Determinants of TARGET2 transactions of European banks based on micro-data," Discussion Papers 40/2022, Deutsche Bundesbank.
• Callum Jones & Mariano Kulish & James Morley, 2022. "A Structural Measure of the Shadow Federal Funds Rate," CAMA Working Papers 2022-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Wahyoe Soedarmono & Iman Gunadi & Sudiro Pambudi & Tika Nurhayati, 2021. "The Bank Lending Channel Revisited: Evidence From Indonesia," Working Papers WP/04/2021, Bank Indonesia.
• Coleman, Winnie & Nautz, Dieter, 2022. "Inflation Expectations, Inflation Target Credibility and the COVID-19 Pandemic: New Evidence from Germany," VfS Annual Conference 2022 (Basel): Big Data in Economics 264094, Verein für Socialpolitik / German Economic Association.
• Guillaume Plantin & Eric Mengus & Jean Barthelemy, 2022. "The Central Bank, the Treasury, or the Market: Which One Determines the Price Level?," Working Papers hal-03792094, HAL.
• Drott, Constantin & Goldbach, Stefan & Nitsch, Volker, 2022. "The effects of sanctions on Russian banks in TARGET2 transactions data," Discussion Papers 38/2022, Deutsche Bundesbank.
• Reichlin, Lucrezia & Ricco, Giovanni & Matthieu Tarbe, 2022. "Monetary-Fiscal Crosswinds in the European Monetary Union," The Warwick Economics Research Paper Series (TWERPS) 1432, University of Warwick, Department of Economics.
• Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei, 2022. "Commodity currencies revisited: The role of global commodity price uncertainty," EconomiX Working Papers 2022-24, University of Paris Nanterre, EconomiX.
• Solikin M. Juhro & Prayudhi Azwar, 2021. "Fx Intervention Strategy And Exchange Rate Stability In Indonesia," Working Papers WP/03/2021, Bank Indonesia.
• Guillaume Plantin, 2021. "Asset Bubbles and Inflation as Competing Monetary Phenomena," Working Papers hal-03792088, HAL.
• Ferry Syarifuddin & Toni Bakhtiar, 2021. "Monetary Policy Strategy In The Presence Of Central Bank Digital Currency," Working Papers WP/09/2021, Bank Indonesia.
• Melchisedek Joslem Ngambou Djatche, 2021. "The Most Expected Things Often Come as a Surprise: Analysis of the Impact of Monetary Surprises on the Bank's Risk and Activity," Working Papers hal-03807034, HAL.
• Tischer, Johannes, 2022. "Quantitative Easing, Safe Asset Scarcity and Bank Lending," VfS Annual Conference 2022 (Basel): Big Data in Economics 264035, Verein für Socialpolitik / German Economic Association.