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Content
June 2009, Volume 5, Issue 2
- 109-145 Futures Contract Rates as Monetary Policy Forecasts
by Giuseppe Ferrero & Andrea Nobili - 147-179 Firm-Specific Capital and Welfare
by Tommy Sveen & Lutz Weinke - 181-212 Instability and Nonlinearity in the Euro-Area Phillips Curve
by Alberto Musso & Livio Stracca & Dick van Dijk
March 2009, Volume 5, Issue 1
- 5-37 Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union
by Massimiliano Affinito & Fabio Farabullini - 39-73 Transparency of Regulation and Cross-Border Bank Mergers Analysis of Interest Rate Differentials across the Monetary Union
by Matthias Köhler - 75-95 Efficient Asset Allocations in the Banking Sector and Financial Regulation
by Wolf Wagner - 97-139 Cross-Border Bank Contagion in Europe
by Reint Gropp & Marco Lo Duca & Jukka Vesala - 141-165 Fiscal Burden Sharing in Cross-Border Banking Crises
by Charles Goodhart & Dirk Schoenmaker - y:2009:q:4:a:intro Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking
by Hyun Shin & Reint Gropp
December 2008, Volume 4, Issue 4
- 1-37 Modeling Short-Term Interest Rate Spreads in the Euro Money Market
by Nuno Cassola & Claudio Morana - 39-83 Monetary Policy under Uncertainty about the Nature of Asset-Price Shocks
by David L. Haugh - 85-116 Inflation: Do Expectations Trump the Gap?
by Jeremy M. Piger & Robert H. Rasche - 117-150 Leadership in Groups: A Monetary Policy Experiment
by Alan S. Blinder & John Morgan - 151-192 Inflation Targeting and Traget Instability
by Robert J. Tetlow - 193-226 Central Bank Policy Rate Guidance and Financial Market Functioning
by Richhild Moessner & William R. Nelson
September 2008, Volume 4, Issue 3
- 1-28 Monetary Policy in a Monetary Union: What Role for Regional Information?
by Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese - 29-60 Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence
by Patrick Van Roy - 61-76 Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities
by Alexander Bick & Dieter Nautz - 77-118 Incomplete Interest Rate Pass-Through and Optimal Monetary Policy
by Teruyoshi Kobayashi - 119-143 The Role of the Chairman in Setting Monetary Policy: Individualistic vs. Autocratically Collegial MPCs
by Petra Gerlach-Kristen - 145-185 The Expected Interest Rate Path: Alignment of Expectations vs. Creative Opacity
by Pierre Gosselin & Aileen Lotz & Charles Wyplosz
June 2008, Volume 4, Issue 2
- 1-22 Inflation Forecasts and the New Keynesian Phillips Curve
by Sophocles N. Brissimis & Nicholas S. Magginas - 23-72 Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity
by Eric Jondeau & Jean-Guillaume Sahuc - 73-127 Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate
by Anton Nakov - 129-173 Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model
by Nikola Tarashev & Haibin Zhu - 175-217 The Impact of Central Bank Announcements on Asset Prices in Real Time
by Carlo Rosa & Giovanni Verga - 219-254 The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model
by Alex Brazier & Richard Harrison & Mervyn King & Tony Yates
March 2008, Volume 4, Issue 1
- 1-53 An Empirical Evaluation of Structural Credit-Risk Models
by Nikola A. Tarashev - 55-87 Inflation Targets as Focal Points
by Maria Demertzis & Nicola Viegi - 89-123 Transaction Pricing and the Adoption of Electronic Payments: A Cross-Country Comparison
by Wilko Bolt & David Humphrey & Roland Uittenbogaard - 125-164 Using Securities Market Information for Bank Supervisory Monitoring
by John Krainer & Jose A. Lopez - 165-211 Capital Regulation and Banks' Financial Decisions
by Haibin Zhu - 213-233 Preference Heterogeneity in Monetary Policy Committees
by Alessandro Riboni & Francisco J. Ruge-Murcia
December 2007, Volume 3, Issue 4
- 1-22 Did Prices Really Soar after the Euro Cash Changeover? Evidence from ATM Withdrawals
by Paolo Angelini & Francesco Lippi - 23-76 The Great Inflation and Early Disinflation in Japan and Germany
by Edward Nelson - 77-110 Inflation-Forecast-Based Rules and Indeterminacy: A Puzzle and a Resolution
by Paul Levine & Peter McAdam & Joseph Pearlman - 111-144 Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
by Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin - 145-180 A New Core Inflation Indicator for New Zealand
by Domenico Giannone & Troy D. Matheson - 181-240 Firm-Specific or Household-Specific Sticky Wages in the New Keynesian Model?
by Miguel Casares
September 2007, Volume 3, Issue 3
- 1-46 Interest Rate Setting by the ECB, 1999-2006: Words and Deeds
by Stefan Gerlach - 47-85 Imperfect Knowledge, Adaptive Learning, and the Bias Against Activist Monetary Policies
by Alberto Locarno - 87-117 Economic and Regulatory Capital in Banking: What Is the Difference?
by Abel Elizalde & Rafael Repullo - 119-146 Stock Liquidity Requirements and the Insurance Aspect of the Lender of Last Resort
by Spyros Pagratis - 147-181 Technology Diffusion within Central Banking: The Case of Real-Time Gross Settlement
by Morten L. Bech & Bart Hobijn - 183-204 Fear of Floating and Social Welfare
by Demosthenes N. Tambakis
June 2007, Volume 3, Issue 2
- 1-38 Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
by Julio Carrillo & Patrick Fève & Julien Matheron - 39-60 The Role of the Bias in Crafting Consensus: FOMC Decision Making in the Greenspan Era
by Henry W. Chappell, Jr. & Rob Roy McGregor & Todd A. Vermilyea - 61-93 Low Nominal Interest Rates: A Public Finance Perspective
by Noritaka Kudoh - 95-121 Inflation Convergence and Divergence within the European Monetary Union
by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti - 123-171 Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System
by Hans Degryse & Grégory Nguyen - 173-201 Is Moderate-to-High Inflation Inherently Unstable?
by Michael T. Kiley
March 2007, Volume 3, Issue 1
- 5-36 Optimal Economic Transparency
by Carl E. Walsh - 37-80 The Mystique of Central Bank Speak
by Petra M. Geraats - 81-112 Imperfect Common Knowledge in First-Generation Models of Currency Crises
by Gara Minguez-Afonso - 113-148 Manipulation in Money Markets
by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla - 149-178 Monetary Policy under Imperfect Commitment: Reconciling Theory with Evidence
by A. Hakan Kara - 179-225 Transparency, Disclosure, and the Federal Reserve
by Michael Ehrmann & Marcel Fratzscher - y:2007:q:1:a:8 Transparency, Communication and Commitment
by John Taylor & Hyun Shin & Frank Smets & Kazuo Ueda & Michael Woodford
December 2006, Volume 2, Issue 4
- y:2006:q:4:a:1 Basel II and the Risk Management of Basket Options with Time-Varying Correlations
by Amy S. K. Wong - y:2006:q:4:a:2 Firm-Specific Labor and Firm-Specific Capital: Implications for the Euro-Data New Phillips Curve
by Julien Matheron - y:2006:q:4:a:3 State-Dependent Stock Market Reactions to Monetary Policy
by Troy Davig & Jeffrey R. Gerlach - y:2006:q:4:a:4 Monetary Policy Inertia: Fact or Fiction?
by Glenn D. Rudebusch - y:2006:q:4:a:5 Expectations, Learning, and Discretionary Policymaking
by Christian Jensen - y:2006:q:4:a:6 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
by Jonathan Kearns & Phil Manners
September 2006, Volume 2, Issue 3
- y:2006:q:3:a:1 What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area
by Silvia Fabiani & Martine Druant & Ignacio Hernando & Claudia Kwapil & Bettina Landau & Claire Loupias & Fernando Martins & Thomas Mathä & Roberto Sabbatini & Harald Stahl & Ad Stokman - y:2006:q:3:a:2 Intrinsic and Inherited Inflation Persistence
by Jeffrey C. Fuhrer - y:2006:q:3:a:3 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
by Fabio Milani - y:2006:q:3:a:4 Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting
by Gregory de Walque & Frank Smets & Rafael Wouters - y:2006:q:3:a:5 U.S. Wage and Price Dynamics: A Limited-Information Approach
by Argia M. Sbordone - y:2006:q:3:a:6 Monetary Policy and Inflation Dynamics
by John M. Roberts - y:2006:q:3:a:8 Staggered Pricing Models Face the Facts
by John Taylor & Hyun Shin & Frank Smets & Kazuo Ueda & Michael Woodford
May 2006, Volume 2, Issue 2
- y:2006:q:2:a:1 Global Bond Portfolios and EMU
by Philip R. Lane - y:2006:q:2:a:2 Anticipation of Monetary Policy and Open Market Operations
by Seth B. Carpenter & Selva Demiralp - y:2006:q:2:a:3 Credit Cycles, Credit Risk, and Prudential Regulation
by Gabriel Jiménez & Jesús Saurina - y:2006:q:2:a:4 Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis
by Iman van Lelyveld & Franka Liedorp - y:2006:q:2:a:5 Clustering or Competition? The Foreign Investment Behavior of German Banks
by Claudia M. Buch & Alexander Lipponer - y:2006:q:2:a:6 Factor Model Forecasts for New Zealand
by Troy D. Matheson
March 2006, Volume 2, Issue 1
- y:2006:q:1:a:1 SIGMA: A New Open Economy Model for Policy Analysis
by Christopher J. Erceg & Luca Guerrieri & Christopher Gust - y:2006:q:1:a:2 The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
by María Dolores Gadea & Laura Mayoral - y:2006:q:1:a:3 The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
by Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda - y:2006:q:1:a:4 Using Market Information for Banking System Risk Assessment
by Helmut Elsinger & Alfred Lehar & Martin Summer - y:2006:q:1:a:5 Measuring Investors' Risk Appetite
by Prasanna Gai & Nicholas Vause
December 2005, Volume 1, Issue 3
- y:2005:q:4:a:1 How Should Monetary Policy Respond to Asset-Price Bubbles?
by David Gruen & Michael Plumb & Andrew Stone - y:2005:q:4:a:2 What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?
by Neville R. Francis & Michael T. Owyang & Athena T. Theodorou - y:2005:q:4:a:3 One Market, One Money, One Price?
by Nigel F.B. Allington & Paul A. Kattuman & Florian A. Waldmann - y:2005:q:4:a:4 Understanding and Comparing Factor-Based Forecasts
by Jean Boivin & Serena Ng - y:2005:q:4:a:5 Inflation Targeting and Inflation Behavior: A Successful Story?
by Marco Vega & Diego Winkelried - y:2005:q:4:a:6 Optimal Policy Projections
by Lars E.O. Svensson & Robert J. Tetlow
September 2005, Volume 1, Issue 2
- y:2005:q:3:a:1 Firm-Specific Capital and the New Keynesian Phillips Curve
by Michael Woodford - y:2005:q:3:a:2 Liquidity, Risk Taking, and the Lender of Last Resort
by Rafael Repullo - y:2005:q:3:a:3 Learning about Monetary Policy Rules when Long-Horizon Expectations Matter
by Bruce Preston - y:2005:q:3:a:4 Where Are We Now? Real-Time Estimates of the Macroeconomy
by Martin D. D. Evans - y:2005:q:3:a:5 Dollar Shortages and Crises
by Raghuram G. Rajan & Ioannis Tokatlidis
May 2005, Volume 1, Issue 1
- y:2005:q:2:a:1 Monetary Policy with Judgment: Forecast Targeting
by Lars E O Svensson - y:2005:q:2:a:2 Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
by Refet S Gürkaynak & Brian Sack & Eric Swanson - y:2005:q:2:a:3 The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
by Ramón Adalid & Günter Coenen & Peter McAdam & Stefano Siviero - y:2005:q:2:a:4 Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand
by Edward Nelson - y:2005:q:2:a:5 Committees Versus Individuals: An Experimental Analysis of Monetary Policy Decision-Making
by Clare Lombardelli & James Proudman & James Talbot - y:2005:q:2:a:6 Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective
by Ricardo Caballero & Arvind Krishnamurthy