Jeffery Amato

Research papers

Date Research papers
Mar 2006

Macro factors in the term structure of credit spreads

Working Papers No 203

Other authors: Maurizio Luisi

Nov 2005

The pricing of unexpected credit losses

Working Papers No 190

Other authors: Eli M Remolona

Jun 2005

Research on exchange rates and monetary policy: an overview

Working Papers No 178

Other authors: Andrew Filardo, Gabriele Galati, Feng Zhu and Goetz von Peter

Mar 2005

The role of the natural rate of interest in monetary policy

Working Papers No 171

Sep 2003

Public and private information in monetary policy models

Working Papers No 138

Other authors: Hyun Song Shin

Feb 2003

Are credit ratings procyclical?

Working Papers No 129

Other authors: Craig Furfine

Jan 2003

Communication and monetary policy

Working Papers No 123

Other authors: Stephen Morris and Hyun Song Shin

Nov 2002

Implications of habit formation for optimal monetary policy

Working Papers No 121

Other authors: Thomas Laubach

Nov 2001

Modelling the transmission mechanism of monetary policy in emerging market countries using prior information

BIS Papers No 8

Other authors: Stefan Gerlach

Dec 2000

The real-time predictive content of money for output

Working Papers No 96

Other authors: Norman Swanson