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Description: Papers presented at the MMF Conference, University of York, 13-15 September 2006
Series handle: RePEc:mmf:mmfc06
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Content
2007
- 170 Shareholder Protection: A Leximetric Approach
by Priya P. Lele & Mathias M. Siems
- 169 Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited
by Deborah Lucas
- 168 A State Space Approach To The Policymaker's Data Uncertainty Problem
by Alastair Cunningham & Chris Jeffery & George Kapetanios & Vincent Labhard
- 167 A real-time analysis of the Swiss trade account
by Jan Jacobs & Jan-Egbert Sturm
- 166 Financial Development, Openness and Institutions: Evidence from Panel Data
by Badi Baltagi & Panicos Demetriades & Siong Hook Law
- 165 Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models
by Matthew Canzoneri
- 164 Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
by Domenico Giannone & Lucrezia Reichlin & David H Small
- 163 Revisions Analysis for the National Accounts at ONS
by Heather Robinson
- 162 Financial Liberalisation and Breaks in Stock Market Volatility: Evidence from East Asia
by Panicos Demetriades & Michaeil Karoglou & Siong Hook Law
- 161 Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge
by Vincent Bouvatier
- 160 The financial integration of China: New evidence on temporally aggregated data for the A-share market
by Eric Girardin & Zhenya Liu
- 159 The determinants of "domestic" original sin in emerging market economies
by Julien Reynaud & Arnaud Mehl
- 156 Asset pricing implications for a New Keynesian model
by Bianca De Paoli, Alasdair Scott, Olaf Weeken
- 155 Financial System Architecture: The Role of Systemic Risk, Added Value and Liquidity
by Jose M P Jorge
- 153 The Complex Response of Monetary Policy to Asset Prices
by Ram Kharel & Chris Martin & Costas Milas
- 152 Capital Flows, Interest Rates and Precautionary Behaviour: a model of Global Imbalances
by Marcus Miller & Lei Zhang
- 151 Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets
by Mathias Drehmann & Steffen Sorensen & Marco Stringa
- 150 International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility
by Thomas Flavin & Ekaterini Panopoulou
- 149 Endogenous Cycles and Liquidity Risk
by Jos van Bommel
- 148 The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models
by Huw Dixon
- 146 Exchange Rate Monitoring Bands: Theory and Policy
by Luisa Corrado & Marcus Miller & Lei Zhang
- 144 Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence
by Monika Blaszkiewicz-Schwartzman
- 141 Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence
by Richard Mash
- 140 Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities
by Renatas Kizys & Peter Spencer
- 139 Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve
by Gomes, O. & Mendes, D. A. & Mendes, V. P. & Sousa Ramos, J.
- 138 Unemployment, Job Flows and Hours in a New Keynesian Model
by Richard Holt
- 137 Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models
by Zsolt Darvas & Balázs Varga
- 132 Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK
by Christian Mose Nielsen
- 131 On the use of data envelopment analysis in hedge fund performance appraisal
by NGUYEN-THI-THANH Huyen
- 129 Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach
by Neil Kellard & John Nankervis & Fotis Papadimitriou
- 128 Do emerging markets benefit from index inclusion?
by Burcu Hacibedel & Jos van Bommel
- 127 Imperfect Demand Expectations and Endogenous Business Cycles
by Orlando Gomes
- 126 Learning Hyperinflations
by Atanas Christev
- 125 Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries
by Donal Bredin & Stilianos Fountas
- 124 Real exchange rates and current account imbalances in the Euro-area
by Michael G Arghyrou & Georgios Chortareas
- 123 Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment
by Damjan Pfajfar & Emiliano Santoro
- 120 What is global excess liquidity, and does it matter?
by Rasmus Ruffer & Livio Stracca
- 118 Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?
by Rafael R. Rebitzky
- 115 Leading indicator properties of the US corporate spreads
by Nektarios Aslanidis & Andrea Cipollini
- 114 Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt
by Jens Hilscher & Yves Nosbusch
- 113 Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies
by Juha Kilponen & Marc-Alexandre Sénégas & Jouko Vilmunen
- 112 Monetary Policy and the Political Support for a Labor Market Reform
by ÿlvaro Aguiar & Ana Paula Ribeiro
- 111 ICAPM with time-varying risk aversion
by Paulo Maio
- 108 Business Cycles with Endogenous Mark-ups
by Paulo Brito & Luis Costa & Huw Dixon
- 106 The foundations of money, payments and central banking: A review essay
by Stephen Millard
- 105 A Simple Business-Cycle Model with Schumpeterian Features
by Luis F. Costa & Huw D. Dixon
- 103 Credit Cycles in a OLG Economy with Money and Bequest
by Agliari Anna & Assenza Tiziana & Delli Gatti Domenico & Santoro Emiliano
- 102 The predictive content of the real interest rate gap for macroeconomic variables in the euro area
by Jean-Stéphane MESONNIER
- 101 Financial Stability in European Banking: The Role of Common Factors
by Clemens J.M. Kool
- 99 Constructing Historical Euro Area Data
by Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid
- 98 Bank Behaviour and the Cost Channel of Monetary Transmission
by Eric Mayer & Oliver Hülsewig & Timo Wollmershäuser
- 96 Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle
by Sean Holly & Emiliano Santoro
- 95 Does Instrument Independence Matter under the Constrained Discretionof an Inflation Targeting Goal? Lessons from UK Taylor Rule Empirics
by Alexander Mihailov
- 92 The Impact of Paying Interest on Reserves in the Presence of Government Deficit Financing
by Mark G. Guzman
- 87 Assessing Inflation Targeting Through Intervention Analysis
by Alvaro Angeriz & Philip Arestis
- 85 The defense of multilateral XR target zones against contagious crises
by Jean-Sébastien Pentecôte
- 84 Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates
by Zsolt Darvas & Gábor Rappai & Zoltán Schepp
- 83 The External Finance Premium and the Macroeconomy: US post-WWII Evidence
by De Graeve Ferre
- 81 Retirement, health, unemployment, the business cycle and automatic stabilization in the OECD
by Julia Darby & Jacques Mélitz
- 80 The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics
by Luciana Juvenal & Mark P. Taylor
- 79 Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?
by Georgios Chortareas & John Nankervis & Ying Jiang
- 78 Money and Monetary Policy in DSGE Models
by Arnab Bhattacharjee & Christoph Thoenissen
- 76 The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange
by Andros Gregoriou
- 75 The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case
by Riccardo Bonci & Francesco Columba
- 73 Macro volatility in a model of the UK Gilt edged bond market
by Peter Spencer
- 71 Learning in a Misspecified Multivariate Self-Referential Linear Stochastic Model
by Eran Guse
- 68 A New Cost Channel of Monetary Policy
by M. Alper Cenesiz
- 67 Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks
by Johann Scharler & Sylvia Kaufmann
- 65 Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability
by Claudia Kwapil & Johann Scharler
- 64 Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports
by Christopher F Baum & Mustafa Caglayan
- 63 Bond Immunization and Exchange Rate Risk: Some Further Considerations
by Ivan Ivanov & Jason Hecht
- 61 The Effects of Short-Term Liabilities on Profitability: The Case of Germany
by Christopher F. Baum & Dorothea Schaefer & Oleksandr Talavera
- 59 Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework
by Pelin Ilbas
- 55 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
by Nikolaos Giannellis & Athanasios P. Papadopoulos
- 51 Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan
by Paul Mizen & Tae-Hwan Kim & Alan Thanaset
- 50 Expansionary fiscal consolidations in Europe: part of conventional wisdom?
by António Afonso
- 49 Valuing American Style Options by Least Squares Methods
by Mario Cerrato & Kan Kwok Cheung
- 48 Monetary Stabilisation Policy and Long-run Growth
by Galindev Ragchaasuren
- 47 Monetary Policy Amplification Effects through a Bank Capital Channel
by Alvaro Aguiar & Inês Drumond
- 46 The behaviour of the real exchange rate: Evidence from regression quantiles
by Kleopatra Nikolaou
- 42 The impact of Basel I capital regulation on bank deposits and loans: Empirical evidence for Europe
by Birgit Schmitz
- 40 Foreign exchange markets in south-east Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods
by Alex Mandilaras & Graham Bird
- 38 The monetary model of hyperinflation : limits of the model validity
by Alexandre SOKIC
- 37 Is a word to the wise indeed enough? ECB statements and the predictability of interest rate decisions
by David-Jan Jansen & Jakob de Haan
- 36 Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis
by Bernd Hayo
- 35 Understanding Labour Market Frictions: A Tobin’s Q Approach
by Parantap Basu
- 30 Explaining the gaps in labour productivity in some developed countries
by Weshah Razzak
- 29 The Interaction of Inflation and Financial Development with Endogenous Growth
by Max Gillman & Mark N Harris & Michal Kejak
- 27 Inflation Targeting and Fear of Floating
by Reginaldo Pinto Nogueira Junior
- 25 Anatomy of Bid-Ask Spread Empirical Evidence from an Order-driven Market
by Ming-Chang Wang & Lon-Ping Zu & Chau-Jung Kuo
- 24 The narrative approach for the identification of monetary policy shocks in small open economies
by Eleni Angelopoulou
- 19 From Currency Unions to a World Currency: A Possibility?
by Davide Furceri
- 18 Caution or Activism? Monetary Policy Strategies in an Open Economy
by Martin Ellison & Lucio Sarno & Jouko Vilmunen
- 16 Are Euro Interest Rates led by FED Announcements?
by Andrea Monticini & Giacomo Vaciago
- 13 Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies
by Konstantin A. Kholodilin
- 9 Exchange rate regimes and trade
by Christopher Adam & David Cobham
- 8 Underpricing in Turkey: Comparison of the IPO Methods
by Guray Kucukkocaoglu
- 2 The Costs of EMU for Transition Countries
by Alexandra Ferreira Lopes
- 1 Monetary Policy under Rule-of-Thumb Consumers and External Habits
by Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni
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