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Content
September 2015, Volume 11, Issue 4
- 295-352 Day Two Keynote Address: Goals and Rules in Central Bank Design
by Carl E. Walsh - 353-382 Is Optimal Monetary Policy Always Optimal?
by Troy Davig & Refet S. Gürkaynak - 395-429 Applying an Inflation-Targeting Lens to Macroprodential Policy "Institutions"
by Günes Kamber & Özer Karagedikli & Christie Smith
June 2015, Volume 11, Issue 3
- 9-63 Capital Regulation in a Macroeconomic Model with Three Layers of Default
by Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis - 75-117 Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area?
by Jean-Stéphane Mésonnier & Allen Monks - 127-139 The Road to Financial Stability: Capital Regulation, Liquidity Regulation, and Resolution
by Stephen G. Cecchetti - 141-177 Large Banks, Loan Rate Markup, and Monetary Policy
by Vincenzo Cuciniello & Federico M. Signoretti - 193-227 Systemic Risk and the Solvency-Liquidity Nexus of Banks
by Diane Pierret - 241-297 CEO Compensation, Regulation, and Risk in Banks: Theory and Evidence from the Financial Crisis
by Vittoria Cerasi & Tommaso Oliviero - 303-327 Liquidity Hoarding and Inefficient Abundant Funding
by Enisse Kharroubi - 329-377 Centrality-Based Capital Allocations
by Adrian Alter & Ben R. Craig & Peter Raupach - 385-401 Multi-Polar Regulation
by Andrew G. Haldane
March 2015, Volume 11, Issue 2
- 1-40 Inflation Expectations and the News
by Michael D. Bauer - 41-64 Explaining Interest Rate Decisions when the MPC Members Believe in Different Stories
by Carl Andreas Claussen & Øistein Røisland - 65-112 Do Publicly Owned Banks Lend Against the Wind?
by Thibaut Duprey - 113-155 Real-Time Model Uncertainty in the United States: "Robust" Policies Put to the Test
by Robert J. Tetlow - 157-197 On the Slope and the Persistence of the Italian Phillips Curve
by Marianna Riggi & Sergio Santoro - 199-236 Central Banks' Quasi-Fiscal Policies and Inflation
by Seok Gil Park - 237-283 The Federal Reserve's Balance Sheet and Earnings: A Primer and Projections
by Seth Carpenter & Jane Ihrig & Elizabeth Klee & Daniel Quinn & Alexander Boote - 285-323 Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads
by Juha Kilponen & Helinä Laakkonen & Jouko Vilmunen
January 2015, Volume 11, Issue 1
- 1-41 Imbalances and Rebalancing in an Estimated Structural Model for Spain
by Jan in ’t Veld & Andrea Pagano & Rafal Raciborski & Marco Ratto & Werner Roeger - 43-70 The Comeback of Inflation as an Optimal Public Finance Tool
by Giovanni Di Bartolomeo & Patrizio Tirelli & Nicola Acocella - 71-101 Risk Shifting with Fuzzy Capital Constraints
by Simon Dubecq & Benoit Mojon & Xavier Ragot - 103-149 Ordering Policy Rules with an Unconditional Welfare Measure
by Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan - 151-190 Responses to the Financial Crisis, Treasury Debt, and the Impact on Short-Term Money Markets
by Warren B. Hrunga & Jason S. Seligman - 191-224 Lessons from the Historical Use of Reserve Requirements in the United States to Promote Bank Liquidity
by Mark Carlson - 225-250 How Monetary Policy Is Made: Two Canadian Tales
by Pierre L. Siklos & Matthias Neuenkirch - 251-289 Large Excess Reserves in the United States: A View from the Cross-Section of Banks
by Huberto M. Ennis & Alexander L. Wolman
December 2014, Volume 10, Issue 4
- 1-30 Monetary and Labor Interactions in a Monetary Union
by Vincenzo Cuciniello - 31-68 Financial Stability and Central Bank Governance
by Michael Koetter & Kasper Roszbach & Giancarlo Spagnolo - 69-104 The Aggregate Demand Effects of Short- and Long-Term Interest Rates
by Michael T. Kiley - 105-142 Introducing Funding Liquidity Risk in a Macro Stress-Testing Framework
by Céline Gauthier & Moez Souissi & Xuezhi Liu - 143-172 The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers
by Evangelos Benos & Rodney J. Garratt & Peter Zimmerman - 173-214 Bank Market Power and Monetary Policy Transmission
by Sophocles N. Brissimis & Manthos D. Delis & Maria Iosifidi - 215-248 Nowcasting Norway
by Matteo Luciani & Lorenzo Ricci - 249-298 News, Housing Boom-Bust Cycles, and Monetary Policy
by Birol Kanik & Wei Xiao
September 2014, Volume 10, Issue 3
- 1-47 Inflation Risk Premia in the Euro Area and the United States
by Peter Hördahl & Oreste Tristani - 1-47 Asset Illiquidity and Dynamic Bank Capital Requirements
by Hajime Tomura - 49-94 Optimal Monetary Policy with State-Dependent Pricing
by Anton Nakov & Carlos Thomas - 95-128 On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?
by Robert Kelly & Kieran McQuinn - 129-161 Asset Class Diversification and Delegation of Responsibilities between a Central Bank of Sovereign Wealth Fund
by Joshua Aizenman & Reuven Glick - 163-204 Wealth and Consumption: French Households in the Crisis
by Luc Aroondel & Frédérique Savignac & Kévin Tracol - 205-231 When Capital Adequacy and Interest Rate Policy Are Substitutes (And When They Are Not)
by Stephen G. Cecchetti & Marion Kohler - 233-289 The Signaling Channel for Federal Reserve Bond Purchases
by Michael D. Bauer & Glenn D. Rudebusch
June 2014, Volume 10, Issue 2
- 7-54 Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment
by Günter Coenen & Anders Warne - 63-96 Fiscal Policy and the Inflation Target
by Peter Tulip - 103-114 Inflation Targeting and "Leaning against the Wind"
by Lars E.O. Svensson - 115-160 The Risk Channel of Monetary Policy
by Oliver de Groot - 169-236 Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area
by Dominic Quint & Pau Rabanal - 249-261 Financial Frictions and Macroprudential Policy
by Michal Brzoza-Brzezina - 263-300 Financial Stability and Monetary Policy: How Closely Interlinked?
by Frank Smets - 301-326 Do Inflation-Targeting Central Banks Implicitly Target the Price Level?
by Francisco Ruge-Murcia - 337-400 Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
by Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak - 405-412 Establishing and Maintaining a Firm Nominal Anchor
by Andrew Levin
March 2014, Volume 10, Issue 1
- 1-42 Real Term Structure and Inflation Compensation in the Euro Area
by Marcello Pericoli - 43-94 Financial Frictions and Optimal Monetary Policy in an Open Economy
by Marcin Kolasa & Giovanni Lombardo - 95-136 Does Monetary Policy Affect Bank Risk?
by Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez - 137-158 ECB Reaction Functions and the Crisis of 2008
by Stefan Gerlach & John Lewis - 159-188 Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests
by Michal Franta & Jozef Baruník & Roman Horváth & Katerina Smídková - 189-259 Central Bank Transparency and Independence: Updates and New Measures
by N. Nergiz Dincer & Barry Eichengreen
December 2013, Volume 9, Issue 4
- 1-38 Fiscal Consolidation in a Small Euro-Area Economy
by Vanda Almeida & Gabriela Castro & Ricardo Mourinho Félix & José R. Maria - 39-76 Transmission Lags of Monetary Policy: A Meta-Analysis
by Tomas Havranek & Marek Rusnak - 77-98 The Safety of Cash and Debit Cards: A Study on the Perception and Behavior of Dutch Consumers
by Anneke Kosse - 99-152 Commitment vs. Discretion in the UK: An Empirical Investigation of the Monetary and Fiscal Policy Regime
by Tatiana Kirsanova & Stephanus le Roux - 153-174 A Retrospective Analysis of the House Prices Macro-Relationship in the United States
by Ibrahim Ahamada & Jose Luis Diaz Sanchez - 175-224 The Transmission of Monetary Policy Through Conventional and Islamic Banks
by Sajjad Zaheer & Steven Ongena & Sweder J.G. van Wijnbergen
September 2013, Volume 9, Issue 3
- 6-37 Fiscal Shocks and the Real Exchange Rate
by A. S. Benetrix & P. R. Lane - 38-77 Granularity Adjustment for Regulatory Capital Assessment
by M. B. Gordy & E. Lutkebohmert - 78-124 (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System
by F. Verona & M. M. F. Martins & I. Drumond - 125-150 The Impact of Monetary Policy Shocks on Commodity Prices
by A. Anzuini & M. J. Lombardi & P. Pagano - 150-197 Policymakers’ Interest Rate Preferences: Recent Evidence for Three Monetary Policy Committees
by A. Jung - 198-243 Capital Regulation, Monetary Policy, and Financial Stability
by R. P. Agenor & K. Alper & L. Pereira da Silva
June 2013, Volume 9, Issue 2
- 13-44 Global Imbalances and Taxing Capital Flows
by C. A. Goodhart & M. U. Peiris & D. P. Tsomocos - 57-82 Like a Good Neighbor: Monetary Policy, Financial Stability, and the Distribution of Risk
by Evan F. Koenig - 89-100 Imbalances and Policies
by Vincenzo Quadrini - 101-145 Capital Injection, Monetary Policy, and Financial Accelerators
by Naohisa Hirakata & Nao Sudo & Kozo Ueda - 155-163 Financial Frictions
by Robert E. Hall - 165-212 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
by Christiane Baumeister & Luca Benati - 219-276 House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
by Paolo Gelain & Kevin J. Lansing & Caterina Mendicino - 287-293 Like a Good Neighbor: The Importance of Non-Linearities and Expectations in the Recent Crisis
by John Leahy
January 2013, Volume 9, Issue 1
- 5-53 QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool
by Mark Gertler & Peter Karadi - 69-108 Monetary Aggregates and the Central Bank’s Financial Stability Mandate
by Hyun Jeong Kim & Hyun Song Shin & Jacho Yun - 109-144 An Integrated Framework for Analyzing Multiple Financial Regulations
by Charles A. E. Goodhart & Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis - 167-204 Complexity and Monetary Policy
by Athanasios Orphanides & Volker Wieland - 229-250 Unconventional Monetary Policy Measures: Principles-Conditions-Raison d’etre
by Jean-Claude Trichet - 251-280 Replumbing Our Financial System: Uneven Progress
by Darrell Duffie - 291-351 A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market
by Viral V. Acharya & T. Sabri Öncü - 359-366 Challenges for the Future
by Mervyn King - 367-372 Central Banking in a Balance Sheet Recession
by Jaime Caruana - 373-387 Central Banking: Before, During, and After the Crisis
by Masaaki Shirakawa
March 2013, Volume 9, Issue 1
- 3-39 Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms
by Canlin Li & Min Wei - 45-104 The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis
by Alan M. Rai - 109-120 A European History Lesson for Today’s Central Bankers
by Hanno Lustig - 121-169 Monetary Policy, macroprudential Policy, and Banking Stability: Evidence from the Euro Area
by Angela Maddalonia & Jose-Luis Peydro - 183-225 Banks' Equity Capital Frictions, Capital Ratios, and Interest Rates: Evidence from Spanish Banks
by Alfredo Martin-Oliver & Sonia Ruano & Vicente Salas-Fumas - 233-285 Capital Flows and Financial Stability: Monetary Policy and Macroprudential Responses
by D. Filiz Unsal - 287-297 Commentary on Macroprudential Policies
by Gianluca Benigno - 299-313 Hong Kong’s Approach to Financial Stability
by Dong He
December 2012, Volume 8, Issue 4
- 1-19 Central Banks' Voting Records and Future Policy
by Roman Horváth & Katerina Šmídková & Jan Zápal - 21-60 Extracting Deflation Probability Forecasts from Treasury Yields
by Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - 61-95 DSGE Model Restrictions for Structural VAR Identification
by Philip Liu & Konstantinos Theodoridis - 97-119 Using Estimated Models to Assess Nominal and Real Rigidities in the United Kingdom
by Günes Kamber & Stephen Millard - 121-173 Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market
by Blaise Gadanecz & Kostas Tsatsaronis & Yener Altunbasb - 175-195 Modeling the Share of Cash Payments in the Economy: An Application to France
by Yassine Bouhdaoui & David Bounie
September 2012, Volume 8, Issue 3
- 1-53 The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?
by Michael Ehrmann & David Sondermann - 55-86 The Rise and Fall of U.S. Inflation Persistence
by Meredith Beechey & Pär Österholm - 87-139 How Informative Are Central Bank Assessments of Macroeconomic Risks?
by Malte Knüppel & Guido Schultefrankenfeld - 141-175 Global Banking and the Balance Sheet Channel of Monetary Transmission
by Sami Alpanda & Uluc Aysun - 177-206 Contagion in the Interbank Market with Stochastic Loss Given Default
by Christoph Memmel & Angelika Sachs & Ingrid Stein
June 2012, Volume 8, Issue 2
- 1-42 Estimated Impact of the Federal Reserve’s Mortgage-Backed Securities Purchase Program
by Johannes Stroebel & John B. Taylor - 43-85 Discretionary Fiscal Policies over the Cycle: New Evidence Based on the ESCB Disaggregated Approach
by Luca Agnello & Jacopo Cimadomo - 111-142 Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds
by Richard Finlay & Sebastian Wende - 143-189 Is Exchange Rate Stabilization an Appropriate Cure for the Dutch Disease?
by Chris Kubelec & Filipa Sá - 191-239 Diagnosing the Financial System: Financial Conditions and Financial Stress
by Scott Brave & R. Andrew Butters - 241-266 A Review of Allan Meltzer’s A History of the Federal Reserve, Volume 2
by Edward Nelson
March 2012, Volume 8, Issue 1
- 5-46 Is Exchange Rate Stabilization an Appropriate Cure for the Dutch Disease?
by Ruy Lama & Juan Pablo Medina - 53-64 DSGE Models: I Smell a Rat (and It Smells Good)
by Jon Faust - 65-114 Reserve Requirements for Price and Financial Stability: When Are They Effective?
by Christian Glocker & Pascal Towbin - 127-160 The Federal Reserve as an Informed Foreign Exchange Trader: 1973–1995
by Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz - 167-178 Central Banking in an Open Economy
by Robert G. King - 179-218 Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy
by Gianluigi Ferrucci & Rebeca Jiménez-Rodríguez & Luca Onorantea - 227-266 Tailwinds and Headwinds: How Does Growth in the BRICs Affect Inflation in the G-7?
by Anna Lipínska & Stephen Millard - 271-279 Import Prices and Inflation
by James D. Hamilton
June 2012, Volume 8, Issue 1
- 87-109 Traditional versus New Keynesian Phillips Curves: Evidence from Output Effects
by Werner Roeger & Bernhard Herz
December 2011, Volume 7, Issue 4
- 3-41 A Pigovian Approach to Liquidity Regulation
by Enrico Perotti & Javier Suarez - 49-113 Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area
by Matthieu Darracq Pariès & Christoffer Kok Sørensen & Diego Rodriguez-Palenzuela - 123-163 Capital Regulation and Tail Risk
by Enrico Perotti & Lev Ratnovski & Razvan Vlahu - 171-187 The Capital Conundrum
by Richard J. Herring - 189-240 Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates
by Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis - 261-298 The Unreliability of Credit-to-GDP Ratio Gaps in Real Time: Implications for Countercyclical Capital Buffers
by Rochelle M. Edge & Ralf R. Meisenzahl
September 2011, Volume 7, Issue 3
- 1-35 Anticipated Alternative policy Rate Paths in Plicy Simulations
by Stefan Laséen & Lars E.O. Svensson - 37-78 A Bivariate Model of Federal Reserve and ECB Main Policy Rates
by Chiara Scotti - 79-90 Interest Rate Smoothing and "Calvo-Type" Interest Rate Rules: A Comment on Levine, McAdam, and Pearlman (2007)
by Ida Wolden Bache & Øistein Røislanda & Kjersti Næss Torstensen - 91-111 Does Monetary Policy React to Asset Prices? Some International Evidence
by Francesco Furlanetto - 113-161 The Financial Market Impact of Quantitative Easing in the United Kingdom
by Michael A. S. Joyce & Ana Lasaosa & Ibrahim Stevens & Matthew Tong - 163-204 Determinants of House Prices in Nine Asia-Pacific Economies
by Eloisa T. Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu
June 2011, Volume 7, Issue 2
- 3-39 Imperfect Central Bank Communication: Information versus Distraction
by Spencer Dale & Athanasios Orphanides & Pär Österholm - 41-83 Inflation Conservatism and Monetary-Fiscal Policy Interactions
by Andrew P. Blake & Tatiana Kirsanova - 85-111 Endogenous Central Bank Information and the Optimal Degree of Transparency
by Romain Baeriswyl - 113-133 Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
by Paul Söderlind - 135-171 Interest Rate Forecasts: A Pathology
by Charles A. E. Goodhart & Charles Wen Bin Lim - 173-216 Endogenous Exposure to Systemic Liquidity Risk
by Jin Cao & Gerhard Illing
March 2011, Volume 7, Issue 1
- 3-43 The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases
by Joseph Gagnon & Matthew Raskin & Julie Remache & Brian Sack - 53-115 On the Quantitative Effects of Unconventional Monetry Policies in Small Open Economies
by Javier Garcia-Cicco - 121-130 Commentary: Remarks on Unconventional Monetary Policy
by Lawrence Christiano - 131-160 Did Easy Money in the Dollar Bloc Fuel the Oil Price Run-Up?
by Christopher Erceg & Luca Guerrieri & Steven B. Kamin - 167-207 Did the Crisis Affect Inflation Expectations?
by Gabriela Galati & Steven Poelhekke & Chen Zhou - 217-223 Commentary: Some Methodological Suggestions
by Fumio Hayashi - 225-274 The Effects of Housing Prices and Monetary Policy in a Currency Union
by Oriol Aspachs-Bracons & Pau Rabanal - 285-335 Risky Mortgages in a DSGE Model
by Chiara Forlati & Luisa Lambertini - 345-355 Monetary Policy and Housing Booms
by John C. Williams
December 2010, Volume 6, Issue 34
- 1-50 The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean?
by Jose M. Berrospide & Rochelle M. Edge - 71-117 Banks' Financial Conditions and the Transmission of Monetary Policy: A FAVAR Approach
by Ramona Jimborean & Jean-Stéphane Méesonnier - 125-135 Commentary: Banking Crises and Real Activity: Identifying the Linkages
by Mark Gertler - 137-173 Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence
by Francisco Covas & Shigeru Fujita - 187-204 The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean?
by Douglas Gale - 205-250 Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions
by Chen Zhou - 259-276 Commentary: Systemic Risk: Changing the Regulatory Perspective
by Jean-Charles Rochet - 277-330 It’s Broke, Let’s Fix It: Rethinking Financial Regulation
by Alan S. Blinder
September 2010, Volume 6, Issue 3
- 1-49 Communication, Decision making, and the Optimal Degree of Transparency of Monetary Policy Committees
by Anke Weber - 51-99 Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy
by Michael Bordo & Ali Dib & Lawrence Schembri - 101-118 The Impact of Banks’ Cumulative Reserve Position on Federal Funds Rate Behavior
by Spence Hilton & Warren B. Hrung - 119-144 The Sub-Prime Crisis and UK Monetary Policy
by Christopher Martin & Costas Milas - 145-167 Central Bank Communication and Multiple Equilibria
by Kozo Ueda - 169-209 Estimation of Monetary Policy Preferences in a Forward-Looking Model: A Bayesian Approach
by Pelin lbas - 211-247 Bank of England Interest Rate Announcements and the Foreign Exchange Market
by Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor
June 2010, Volume 6, Issue 2
- 1-29 Discretion Rather Than Rules? When Is Discretionary Policymaking Better Than the Timeless Perspective?
by Stephan Sauer - 31-52 Optimal Monetary Policy in Response to Cost-Push Shocks: The Impact of Central Bank Communication
by Romain Baeriswyl & Camille Cornand - 53-79 Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing?
by Jacob A. Bikker & Dirk W.G.A. Broeders & Dirk Jan de Dreu - 81-115 The Role of Asset Prices in Best-Practice Monetary Policy
by Robert Pavasuthipaisit - 117-146 Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions
by Magnus Andersson - 147-197 The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks
by Roberto A. De Santis - 199-230 Fixed- and Variable-Rate Tenders in the Management of Liquidity by the Eurosystem: Implications of the Recent Credit Crisis
by Margarida Catalão-Lopes
March 2010, Volume 6, Issue 1
- 5-37 Cross-Border Spillovers from Fiscal Stimulus
by Giancarlo Corsetti & André Meier & Gernot J. Müller - 39-50 Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts
by Volker Wieland - 51-84 Commentary: Has Globalization Changed the Phillips Curve? Firm-Level Evidence on the Effect of Activity on Prices
by Eugenio Gaiotti - 93-102 Commentary: Inflation Pressures and Monetary Policy in a Global Economy
by Jordi Galí - 103-134 The Zero Lower Bound and Monetary Policy in a Global Economy: A Simple Analytical Investigation
by Ippei Fujiwara & Nao Sudo & Yuki Teranishi - 143-189 Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
by Andrew Levin & David López-Salido & Edward Nelson & Yack Yun - 205-213 Commentary: Commentary on Policy at the Zero Lower Bound
by Christopher A. Sims - 215-252 Policies to Rebalance the Global Economy After the Financial Crisis
by Charles Freedman & Michael Kumhof & Douglas Laxton & Dirk Muir - 259-270 Commentary: Using Models for Monetary Policy Analysis
by Carl E. Walsh
December 2009, Volume 5, Issue 4
- 5-43 Interbank Lending, Credit-Risk Premia, and Collateral
by Florian Heider & Marie Hoerova - 51-86 Liquidity, Moral Hazard, and Interbank Market Collapse
by Enisse Kharroubi & Edouard Vidon - 95-122 Credit, Asset Prices, and Financial Stress
by Miroslav Misina & Greg Tkacz - 131-142 Prices and Quantities in the Monetary Policy Transmission Mechanism
by Tobias Adrian & Hyun Song Shin - 143-172 Strategic Trading in Multiple Assets and the Effects on Market Volatiliy
by Chenghuan Sean Chu & Andreas Lehnert & Wayne Passmore - 177-199 When Everyone Runs for the Exit
by Lasse Pedersen
September 2009, Volume 5, Issue 3
- 9-45 Stress Testing Credit Risk: A Survey of Authorities' Aproaches
by Antonella Foglia - 47-81 Towards a Framework for Quantifying Systemic Stability
by Piergiorgio Alessandri & Prasanna Gai & Sujit Kapadia & Nada Mora & Claus Puhr - 83-110 Interdependencies between Expected Default Frequency and the Macro Economy
by Per Asberg Sommar & Hovick Shahnazarian - 111-138 Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach
by Eivind Bernhardsen & Bjorne Dyre Syversten - 139-175 Crash Testing German Banks
by Klaus Duellmann & Martin Erdelmeier - 177-204 Macroeconomic efault Modeling and Stress Testing
by Dietske Simons & Ferdinand Rolwes - 205-224 How to Find Plausible, Severe and Useful Stress Scenarios
by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer
June 2009, Volume 5, Issue 2
- 1-39 Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment
by Spyros Pagratis & Marco Stringa - 42-84 Explaining Monetary Policy in Press Conferences
by Michael Ehrmann & Marcel Fratzscher - 85-108 The Interest Rate Conditioning Assumption
by Charles Goodhart