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Central Bank Research Hub Index - S: signalin-simultan



A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z
sacrific - savers | saving - schumpet | schwartz - second | secondar - sections | sector - see | seeking - senior | sense - service | servicer - sets | setters - setting | settled - shares | sharing - shimer | shock - signal | signalin - simultan | sin - skew | skewed - slowdown | sluggish - software | solicite - southeas | southern - spain | span - speciali | specialn - spikes | spill - sprawl | spread - ssi | stabilis - starting | starts - stated | statemen - states | static - stickine | sticky - sting | stochast - strong | stronger - sub | subject - summary | summit - surcharg | surface - surprise | surveill - surveyab | surveyin - swings | swiss - synthesi | syntheti - systemat | systemic - szilárd

Monetary Policy

  Signaling and Movements in the Swedish Term Structure of Interest Rates, by Malin Andersson , Hans Dillén and Peter Sellin (Sveriges Riksbank Working Papers No132)Abstract
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Banks' optimal implementation strategies for a risk sensitive regulatory capital rule: a real options and

  signalling approach, by Kjell Bjřrn Nordal (Central Bank of Norway Working Papers 2006/12)Full text

The use of loan loss provisions for capital management, earnings management and   signalling by Australian banks, by Asokan Anandarajan – Iftekhar Hasan – Cornelia McCarthy (Bank of Finland Discussion Papers 2006/23)Abstract
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The   signalling hypothesis revisited: Evidence from foreign IPOs, by Bill B Francis – Iftekhar Hasan – James R Lothian – Xian Sun (Bank of Finland Discussion Papers 2008/10)Abstract
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Learning Dynamics with Private and Public

  Signals , by Adam Copeland (Federal Reserve Board FEDS series 2004-67)Abstract
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Deteriorating cost efficiency in commercial banks   signals an increasing risk of failure, by Anca Podpiera, Jirí Podpiera (Czech National Bank Working papers 2005/06)Abstract

Speculative attacks, Private   Signals and Intertemporal Trade-offs, by Nikola A. Tarashev (Bank for International Settlements Working papers 254)Abstract
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Equity and bond market   signals as leading indicators of bank fragility, by Reint Gropp (European Central Bank Working papers No.150)Full text

Testing the Strong-Form of Market Discipline: The Effects of Public Market   Signals on Bank Risk, by Simon Kwan (San Francisco Fed Working Papers 2004-19)Full text

Balance of payment crises in emerging markets: how early were the "early" warning   signals?, by Matthieu Bussičre (European Central Bank Working papers 713)Full text

Does the Israeli Yield Spread Contain Leading   Signals? A Trial of Dynamic Ordered Probit, by Suchoy Tanya (Bank of Israel Research - Discussion Papers dp0418)Abstract
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Exchange Rate Risk Premiums In Hong Kong Dollar: A

  Signal-Extraction Approach, by Ip-wing Yu, Laurence Fung and Chen Hongyi (Hong Kong Monetary Authority Working Papers RM2005-18)Full text

Testing the

  Significance of Calendar Effects, by Peter Reinhard Hansen, Asger Lunde, and James M. Nason (Atlanta Fed Working papers 2005-02)Abstract
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A Probabilistic Approach for Assessing the   Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks, by Roberta Blass Staub and Geraldo da Silva e Souza (Central Bank of Brazil Working Papers 150)Abstract
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Interpreting the   Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules, by William B. English, William R. Nelson, and Brian P. Sack (Federal Reserve Board FEDS series 2002-24)Abstract
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Should We Expect   Significant Out-of-Sample Results When Predicting Stock Returns?, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2006-855)Abstract
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Purdah: on the rationale for central bank

  silence around policy meetings, by Michael Ehrmann and Marcel Fratzscher (European Central Bank Working papers 868)Full text

Job-Hopping in

  Silicon Valley: Some Evidence Concerning the Micro-Foundations of a High Technology Cluster, by Bruce Fallick, Charles A. Fleischman, and James B. Rebitzer (Federal Reserve Board FEDS series 2005-11)Abstract
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National Bank Notes and

  Silver Certificates, by Bruce Champ and James B. Thomson (Cleveland Fed Working papers wp0622)Full text

When Do Matched-Model and Hedonic Techniques Yield

  Similar Measures?, by Mark Doms, Ana Aizcorbe and Carol Corrado (San Francisco Fed Working Papers 2003-14)Full text

Do FX traders in Bishkek have   similar perceptions to their London colleagues? Survey evidence of market practitioners' views, by Fischer, Andreas M., Gulzina Isakova and Ulan Termechikov (Swiss National Bank Working Papers 07_01)Full text

Three Decades of Money Demand Studies. Some Differences and Remarkable

  Similarities , by Markus Knell, Helmut Stix (Austrian National Bank Working Papers WP088)Abstract
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Mergers and acquisitions and bank performance in Europe: the role of strategic   similarities , by Yemer Altunbas and David Marqués Ibáńez (European Central Bank Working papers 398)Full text

  Similarities and convergence in G-7 cycles, by Fabio Canova, Matteo Ciccarelli and Eva Ortega (European Central Bank Working papers 312)Full text

  Similarities and convergence in G-7 cycles, by Fabio Canova, Matteo Ciccarelli and Eva Ortega (Bank of Spain Working Papers 0404)Abstract
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The Eurosystem, the US Federal Reserve and the Bank of Japan:   similarities and differences, by Dieter Gerdesmeier (European Central Bank Working papers 742)Full text

An Alternative Definition of Economic Regions in the U.S. Based on   Similarities in State Business Cycles, by Theodore M. Crone (Philadelphia Fed Working Papers wp03-23)Full text

Sibling   Similarities, Differences and Economic Inequality, by Bhashkar Mazumder (Chicago Fed Working papers WP-2004-13)Abstract
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Regulatory discretion and banks' pursuit of "safety in   similarity", by Ryan Stever and James A Wilcox (Bank for International Settlements Working papers 235)Abstract
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Optimal

  Simple and Implementable Monetary and Fiscal Rules, by Stephanie Schmitt-Grohé and Martín Uribe (Atlanta Fed Working papers 2007-24)Abstract
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Relative Export Structures and Vertical Specialization: A   Simple Cross-Country Index, by Joăo Amador, Sónia Cabral, José Ramos Maria (Bank of Portugal Working papers 2007-01)Abstract
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  Simple efficient policy rules and inflation control in Iceland, by Bent Hunt (Central Bank of Iceland Working Papers 30)Abstract

Oil and the U.S. Macroeconomy: An Update and a   Simple Forecasting Exercise, by Kevin L. Kliesen (St Louis Fed Working Papers 2008-009)Full text

The Empirical Relevanceof   Simple Forward- andBackward-looking models:A View from a DynamicGeneral Equilibrium Model, by Jesper Lindé (Sveriges Riksbank Working Papers No130)Abstract
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The   Simple Geometry of Transmission and Stabilizationin Closed and Open Economies, by Giancarlo Corsetti and Paolo Pesenti (New York Fed Staff reports 209)Abstract
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  Simple interest rate rules with a role for money, by Michael Scharnagl, Christina Gerberding, Franz Seitz (Deutsche Bundesbank Discussion Papers 200731)Full text

Examining   Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective, by David Jamieson Bolder and Shudan Liu (Bank of Canada Working papers 2007-49)Abstract
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A   Simple Measure of Underlying Inflation:, by Stefan Gerlach and Matthew Yiu (Hong Kong Monetary Authority Working Papers RM2004-02)Full text

Incomplete Exchange Rate Pass-Through and   Simple Monetary Policy Rules, by Malin Adolfson (Sveriges Riksbank Working Papers No136)Abstract
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Optimal   simple monetary policy rules and non-atomistic wage setters in a New-Keynesian framework, by Stefano Gnocchi (European Central Bank Working papers 690)Full text

  Simple monetary policy rules and exchange rate uncertainty, by Kai Leitemo and Ulf Söderström (Central Bank of Norway Working Papers 2001/06)Full text

  Simple monetary policy rules and exchange rate uncertainty, by Kai Leitemo and Ulf Söderström (Sveriges Riksbank Working Papers No122)Abstract
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  Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model, by Scott Hendry, Wai-Ming Ho, and Kevin Moran (Bank of Canada Working papers 2003-38)Abstract
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Optimal and   Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate, by Anton Nakov (Bank of Spain Working Papers 0637)Abstract
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Optimal and   Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate, by by Anton Nakov (IJCB International Journal of Central Banking 08q2a3)Abstract
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  Simple monetary policymaking without the output gap, by Kai Leitemo and Ingunn Lřnning (Central Bank of Norway Working Papers 2002/09)Full text

Estimating the natural rates in a   simple New Keynesian framework, by Hilde C. Bjřrnland, Kai Leitemo and Junior Maih Research Department (Central Bank of Norway Working Papers 2007/10)Abstract
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Forecasting Inflation and Output: Comparing Data-Rich Models with   Simple Rules, by William T. Gavin, and Kevin L. Kliesen (St Louis Fed Working Papers 2006-054)Full text

How Useful are   Simple Rules for Monetary Policy? The Swedish Experience, by Claes Berg , Per Jansson and Anders Vredin (Sveriges Riksbank Working Papers No169)Abstract
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A Simple Test of   Simple Rules: Can They Improve How Monetary Policy is Implemented with Inflation Targets?, by Rowe, Nicholas and David Tulk (Bank of Canada Working papers 2003-31)Abstract
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A   Simple Search Model of Money with Heterogeneous Agents and Partial Acceptability, by Andrei Shevchenko and Randall Wright (Cleveland Fed Working papers WP0207)Full text

Inflation Targets, Credibility and Persistence In a   Simple Sticky-Price Framework, by Jeremy Rudd and Karl Whelan (Central Bank of Ireland Research Technical Papers 03/RT/06)Abstract
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Inflation Targets, Credibility, and Persistence in a   Simple Sticky-Price Framework, by Jeremy Rudd and Karl Whelan (Federal Reserve Board FEDS series 2003-43)Abstract
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Rounding and the Impact of News: A   Simple Test of Market Rationality, by Meredith Beechey and Jonathan H. Wright (Federal Reserve Board FEDS series 2007-05)Abstract
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A   Simple Test of Simple Rules: Can They Improve How Monetary Policy is Implemented with Inflation Targets?, by Rowe, Nicholas and David Tulk (Bank of Canada Working papers 2003-31)Abstract
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Some   Simple Tests of the Globalization and Inflation Hypothesis, by Jane Ihrig, Steven B. Kamin, Deborah Lindner, and Jaime Marquez (Federal Reserve Board International Financial Discussion Papers 2007-891)Abstract
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  Simple versus Optimal Rules as Guides to Policy, by William A. Brock, Steven N. Durlauf, James M. Nason, and Giacomo Rondina (Atlanta Fed Working papers 2007-07)Abstract
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A   Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism, by Thomas A Lubik (Reserve Bank of New Zealand Discussion Papers DP2005/06)Abstract
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Credit Risk Monte Carlos Simulation Using

  Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling, by Jaqueline Terra Moura Marins and Eduardo Saliby (Central Bank of Brazil Working Papers 132)Abstract
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  Simulating forward-looking models, by Dag Kolsrud (Central Bank of Norway Working Papers 2001/09)Full text

  Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 simulator, by Harry Leinonen - Kimmo Soramäki (Bank of Finland Discussion Papers 2003/23)Abstract
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  Simulating retaliation in payment systems: Can banks control their exposure to a failing participant?, by Elisabeth Ledrut (Netherlands Bank DNB Working Papers 133)Full text

Defined benefit company pensions and corporate valuations:   simulation and empirical evidence from the United Kingdom, by Kamakshya Trivedi and Garry Young (Bank of England Working papers 289)Abstract
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Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A   Simulation Approach, by Neville Arjani (Bank of Canada Working papers 2006-20)Abstract
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Risks and efficiency gains of a tiered structure in large-value payments: a   simulation approach, by Ana Lasaosa and Merxe Tudela (Bank of England Working papers 337)Abstract
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An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio   simulation approach applied to brazilian banks, by Theodore M. Barnhill, Marcos R. Souto and Benjamin M. Tabak (Central Bank of Brazil Working Papers 117)Abstract
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Globalisation and the euro area:   simulation based analysis using the New Area Wide Model., by Roland Straub and Pascal Jacquinot (European Central Bank Working papers 907)Full text

Other stabilisation objectives within an inflation targeting regime: Some stochastic   simulation experiments, by James Twaddle; David Hargreaves; Tim Hampton (Reserve Bank of New Zealand Discussion Papers DP2006/04)Abstract
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Towards a More Complete Debt Strategy   Simulation Framework, by Bolder, David Jamieson (Bank of Canada Working papers 2002-13)Abstract
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A Stochastic   Simulation Framework for the Government of Canada's Debt Strategy, by Bolder, David Jamieson (Bank of Canada Working papers 2003-10)Abstract
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Nested   Simulation in Portfolio Risk Measurement, by Michael B. Gordy and Sandeep Juneja (Federal Reserve Board FEDS series 2008-21)Abstract
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Market power and merger   simulation in retail banking, by József Molnár (Bank of Finland Discussion Papers 2008/04)Abstract
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Aging, Pension Reform, and Capital Flows: A Multi-Country   Simulation Model, by Axel Börsch-Supan, Alexander Ludwig and Joachim Winter (Netherlands Bank DNB Working Papers 065)Full text

Out-Of-The_Money Monte Carlo   Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling, by Jaqueline Terra Moura Marins, Eduardo Saliby and Joséte Florencio do Santos (Central Bank of Brazil Working Papers 116)Abstract
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Labour and product market competition in a small open economy -   Simulation results using a DGE model of the Finnish economy, by Juha Kilponen - Antti Ripatti (Bank of Finland Discussion Papers 2006/05)Abstract
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Optimization in a   Simulation Setting: Use of Function Approximation in Debt Strategy Analysis, by David Jamieson Bolder and Tiago Rubin (Bank of Canada Working papers 2007-13)Abstract
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Money market volatility - A   simulation study, by Michal Kempa (Bank of Finland Discussion Papers 2006/13)Abstract
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Credit Risk Monte Carlos   Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling, by Jaqueline Terra Moura Marins and Eduardo Saliby (Central Bank of Brazil Working Papers 132)Abstract
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Using counterfactual   simulations to assess the danger of contagion in interbank markets, by Christian Upper (Bank for International Settlements Working papers 234)Abstract
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Disinflation   Simulations with a Disaggregated Output Gap Based Model, by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/03)Abstract
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Disinflation   Simulations with a Small Model of an Open Economy, by Péter Benczúr - András Simon - Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2002/04)Abstract
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Household loan loss risk in Finland - estimations and   simulations with micro data, by Risto Herrala – Karlo Kauko (Bank of Finland Discussion Papers 2007/05)Abstract
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  Simulations with the NIGEM Model, by Zoltán M. Jakab - Mihály András Kovács - Explaining the Exchange Rate Pass-Through in Hungary (Magyar Nemzeti Bank Working papers 2003/05)Abstract
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Tax reform and labour-market performance in the euro area: a   simulation-based analysis using the New Area-Wide Model, by Günter Coenen (European Central Bank Working papers 747)Full text

Downward nominal wage rigidity and the long-run Philips Curve:   simulation-based evidence for the euro area, by Günter Coenen (European Central Bank Working papers 270)Full text

  Simulation-based stress testing of banks' regulatory capital adequacy, by Samu Peura - Esa Jokivuolle (Bank of Finland Discussion Papers 2003/04)Abstract
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  Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM model, by Joseph Plasmans, Tomasz Michalak, Jorge Fornero (National Bank of Belgium Working Papers 094)Abstract
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Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2

  simulator , by Harry Leinonen - Kimmo Soramäki (Bank of Finland Discussion Papers 2003/23)Abstract
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Does Monetary Policy Affect Stock Prices and Treasury Yields? An Error Correction and

  Simultaneous Equation Approach, by J. Benson Durham (Federal Reserve Board FEDS series 2003-10)Abstract
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Hedging, Financing, and Investment Decisions: A   Simultaneous Equations Framework, by Chen-Miao Lin and Stephen D. Smith (Atlanta Fed Working papers 2005-05)Abstract
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A   Simultaneous Model of the Swedish Krona, the US Dollar and the Euro, by Hans Lindblad and Peter Sellin (Sveriges Riksbank Working Papers No193)Abstract
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MCMC Method for Markov Mixture   Simultaneous-Equation Models: A Note, by Christopher A. Sims and Tao Zha (Atlanta Fed Working papers 2004-15)Abstract
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sacrific - savers | saving - schumpet | schwartz - second | secondar - sections | sector - see | seeking - senior | sense - service | servicer - sets | setters - setting | settled - shares | sharing - shimer | shock - signal | signalin - simultan | sin - skew | skewed - slowdown | sluggish - software | solicite - southeas | southern - spain | span - speciali | specialn - spikes | spill - sprawl | spread - ssi | stabilis - starting | starts - stated | statemen - states | static - stickine | sticky - sting | stochast - strong | stronger - sub | subject - summary | summit - surcharg | surface - surprise | surveill - surveyab | surveyin - swings | swiss - synthesi | syntheti - systemat | systemic - szilárd

A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z


 


 
 
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