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Central Bank Research Hub - IJCB International Journal of Central Banking



An Empirical Evaluation of Structural Credit-Risk Models (JEL C13, E44, G28, G33)

by by Nikola A. Tarashev08q1a1
(Feb 2008)
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Inflation Targets as Focal Points (JEL C71, C78, E52)

by by Maria Demertzis and Nicola Viegi08q1a2
(Feb 2008)
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Transaction Pricing and the Adoption of Electronic Payments: A Cross-Country Comparison (JEL D12, G21)

by by Wilko Bolt, David Humphrey and Roland Uittenbogaard08q1a3
(Feb 2008)
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Using Securities Market Information for Bank Supervisory Monitoring (JEL G14, G21)

by by John Krainer and Jose A. Lopez08q1a4
(Feb 2008)
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Capital Regulation and Banks' Financial Decisions (JEL G21, G28)

by by Haibin Zhu08q1a5
(Feb 2008)
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Preference Heterogeneity in Monetary Policy Committees (JEL D7, E4, E5)

by by Alessandro Riboni and Francisco J. Ruge-Murcia08q1a6
(Feb 2008)
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2007

Did Prices Really Soar after the Euro Cash Changeover? Evidence from ATM Withdrawals (JEL E31, E41, E50)

by by Paolo Angelini and Francesco Lippi07q4a1
(Dec 2007)
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The Great Inflation and Early Disinflation in Japan and Germany (JEL E52, E58, E64, E65)

by by Edward Nelson07q4a2
(Dec 2007)
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Inflation-Forecast-Based Rules and Indeterminacy: A Puzzle and a Resolution (JEL E37, E52, E58)

by by Paul Levine, Peter McAdam and Joseph Pearlman07q4a3
(Dec 2007)
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Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks (JEL E37, E47, E52)

by by Malin Adolfson, Michael K. Andersson, Jesper Lindé, Mattias Villani and Anders Vredin07q4a4
(Dec 2007)
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A New Core Inflation Indicator for New Zealand (JEL C32, E31, E32, E52)

by by Domenico Giannone and Troy D. Matheson07q4a5
(Dec 2007)
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Firm-Specific or Household-Specific Sticky Wages in the New Keynesian Model? (JEL E12, E24, E32, J30)

by by Miguel Casares07q4a6
(Dec 2007)
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Interest Rate Setting by the ECB, 1999-2006: Words and Deeds (JEL E43, E52, E58)

by by Stefan Gerlach07q3a1
(Sep 2007)
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Imperfect Knowledge, Adaptive Learning, and the Bias Against Activist Monetary Policies (JEL D84, E31, E52)

by by Alberto Locarno07q3a2
(Sep 2007)
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Economic and Regulatory Capital in Banking: What Is the Difference? (JEL G21, G28)

by by Abel Elizalde and Rafael Repullo07q3a3
(Sep 2007)
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Stock Liquidity Requirements and the Insurance Aspect of the Lender of Last Resort (JEL E58, G28)

by by Spyros Pagratis07q3a4
(Sep 2007)
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Technology Diffusion within Central Banking: The Case of Real-Time Gross Settlement (JEL C72, E58)

by by Morten L. Bech and Bart Hobijn07q3a5
(Sep 2007)
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Fear of Floating and Social Welfare (JEL E52, E58, F33)

by by Demosthenes N. Tambakis07q3a6
(Sep 2007)
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Monetary Policy Inertia or Persistent Shocks: a DSGE Analysis (JEL C52, E31, E32, E52)

by by Julio Carrillo, Patrick Fève, and Julien Matheron07q2a1
(May 2007)
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The Role of the Bias in Crafting Consensus: FOMC Decision Making in the Greenspan Era (JEL E52, E58)

by by Henry W. Chappell, Jr., Rob Roy McGregor, and Todd A. Vermilyea07q2a2
(May 2007)
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Low Nominal Interest Rates: A Public Finance Perspective (JEL E31, E43, E58, H63)

by by Noritaka Kudoh07q2a3
(May 2007)
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Inflation Convergence and Divergence within the European Monetary Union (JEL C12, C22, C32, E31)

by by Fabio Busetti, Lorenzo Forni, Andrew Harvey, and Fabrizio Venditti07q2a4
(May 2007)
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Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System (JEL G15, G20)

by by Hans Degryse and Grégory Nguyen07q2a5
(May 2007)
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Is Moderate-to-High Inflation Inherently Unstable? (JEL E3, E5)

by by Michael T. Kiley07q2a6
(May 2007)
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Optimal Economic Transparency (JEL E31, E52, E58)

by by Carl E. Walsh07q1a1
(Feb 2007)
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The Mystique of Central Bank Speak (JEL D82, E52, E58)

by by Petra M. Geraats07q1a2
(Feb 2007)
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Imperfect Common Knowledge in First-Generation Models of Currency Crises (JEL D82, E58, F31)

by by Gara Mínguez-Afonso07q1a3
(Feb 2007)
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Manipulation in Money Markets (JEL D84, E52)

by by Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla07q1a4
(Feb 2007)
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Monetary Policy under Imperfect Commitment: Reconciling Theory with Evidence (JEL E52, E58)

by by A. Hakan Kara07q1a5
(Feb 2007)
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Transparency, Disclosure and the Federal Reserve (JEL E43, E52, E58, G12)

by by Michael Ehrmann and Marcel Fratzscher07q1a6
(Feb 2007)
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2006

Basel II and the Risk Management of Basket Options with Time-Varying Correlations (JEL G15, G21)

by by Amy S. K. Wong06q4a1
(Dec 2006)
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Firm-Specific Labor and Firm-Specific Capital: Implications for the Euro-Data New Phillips Curve (JEL E1, E3)

by by Julien Matheron06q4a2
(Dec 2006)
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State-Dependent Stock Market Reactions to Monetary Policy (JEL E44, E52)

by by Troy Davig and Jeffrey R. Gerlach06q4a3
(Dec 2006)
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Monetary Policy Inertia: Fact or Fiction? (JEL E44, E52)

by by Glenn D. Rudebusch06q4a4
(Dec 2006)
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Expectations, Learning, and Discretionary Policymaking (JEL E52, E58, E61)

by by Christian Jensen06q4a5
(Dec 2006)
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The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data (JEL F31, G14)

by by Jonathan Kearns and Phil Manners06q4a6
(Dec 2006)
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What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area (JEL D40, E30)

by by Silvia Fabiani, Martine Druant, Ignacio Hernando, Claudia Kwapil, Bettina Landau, Claire Loupias, Fernando Martins, Thomas Mathä, Roberto Sabbatini, Harald Stahl and Ad Stokman06q3a1
(Sep 2006)
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Intrinsic and Inherited Inflation Persistence (JEL E31, E52)

by by Jeffrey C. Fuhrer06q3a2
(Sep 2006)
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A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? (JEL C11, D84, E30, E50, E52)

by by Fabio Milani06q3a3
(Sep 2006)
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Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting (JEL E1, E3)

by by Gregory de Walque, Frank Smets and Rafael Wouters06q3a4
(Sep 2006)
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U.S. Wage and Price Dynamics: A Limited-Information Approach (JEL C32, C52, E32)

by by Argia M. Sbordone06q3a5
(Sep 2006)
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Monetary Policy and Inflation Dynamics (JEL E31, E32, E52, E61)

by by John M. Roberts06q3a6
(Sep 2006)
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Global Bond Portfolios and EMU (JEL E42, F41, G15)

by by Philip R. Lane06q2a1
(May 2006)
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Anticipation of Monetary Policy and Open Market Operations (JEL E5, E52, E58)

by by Seth B. Carpenter and Selva Demiralp06q2a2
(May 2006)
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Credit Cycles, Credit Risk, and Prudential Regulation (JEL E32, G18, G21)

by by Gabriel Jiménez and Jesús Saurina06q2a3
(May 2006)
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Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis (JEL G15, G20)

by by Iman van Lelyveld and Franka Liedorp06q2a4
(May 2006)
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Clustering or Competition? The Foreign Investment Behavior of German Banks (JEL F0, F21)

by by Claudia M. Buch and Alexander Lipponer06q2a5
(May 2006)
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Factor Model Forecasts for New Zealand (JEL C32, E47)

by by Troy D. Matheson06q2a6
(May 2006)
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SIGMA: A New Open Economy Model for Policy Analysis (JEL E32, F41)

by by Christopher J. Erceg, Luca Guerrieri, and Christopher Gust06q1a1
(Feb 2006)
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The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach (JEL C22, E31)

by by María Dolores Gadea and Laura Mayoral06q1a2
(Feb 2006)
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The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market (JEL E43, E52)

by by Naohiko Baba, Motoharu Nakashima, Yosuke Shigemi, and Kazuo Ueda06q1a3
(Feb 2006)
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Using Market Information for Banking System Risk Assessment (JEL C15, C81, E44, G21)

by by Helmut Elsinger, Alfred Lehar, and Martin Summer06q1a4
(Feb 2006)
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Measuring Investors' Risk Appetite (JEL G10, G12, G13)

by by Prasanna Gai and Nicholas Vause06q1a5
(Feb 2006)
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2005

How Should Monetary Policy Respond to Asset-Price Bubbles? (JEL E32, E52, E60)

by David Gruen, Michael Plumb and Andrew Stone05q4a1
(Dec 2005)
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What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? (JEL C32, E2, E52)

by Neville R. Francis, Michael T. Owyang and Athena T. Theodorou05q4a2
(Dec 2005)
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One Market, One Money, One Price? (JEL E31, E42, F01)

by Nigel F.B. Allington, Paul A. Kattuman and Florian A. Waldmann05q4a3
(Dec 2005)
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Understanding and Comparing Factor-Based Forecasts (JEL C3, C53, E37, E47)

by Jean Boivin and Serena Ng05q4a4
(Dec 2005)
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Inflation Targeting and Inflation Behavior: A Successful Story? (JEL C50, E42, E52)

by Marco Vega and Diego Winkelried05q4a5
(Dec 2005)
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Optimal Policy Projections (JEL E52, E58)

by Lars E.O. Svensson and Robert J. Tetlow05q4a6
(Dec 2005)
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Firm-Specific Capital and the New Keynesian Phillips Curve (JEL E30)

by Michael Woodford05q3a1
(Sep 2005)
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Liquidity, Risk Taking, and the Lender of Last Resort (JEL E58, G21, G28)

by Rafael Repullo05q3a2
(Sep 2005)
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Learning about Monetary Policy Rules when Long-Horizon Expectations Matter (JEL D83, D84, E52)

by Bruce Preston05q3a3
(Sep 2005)
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Where Are We Now? Real-Time Estimates of the Macroeconomy (JEL C32, E37)

by Martin D. D. Evans05q3a4
(Sep 2005)
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Dollar Shortages and Crises (JEL E5, F3, G2)

by Raghuram G. Rajan and Ioannis Tokatlidis05q3a5
(Sep 2005)
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Monetary Policy with Judgment: Forecast Targeting (JEL E42, E52, E58)

by Lars E O Svensson05q2a1
(May 2005)
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Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (JEL E43, E52, E58, G14)

by Refet S Gürkaynak, Brian Sack and Eric Swanson05q2a2
(May 2005)
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The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area (JEL E31, E52, E58, E61)

by Ramón Adalid, Günter Coenen, Peter McAdam and Stefano Siviero05q2a3
(May 2005)
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Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand (JEL E31, E52, E58, E64)

by Edward Nelson05q2a4
(May 2005)
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Committees Versus Individuals: An Experimental Analysis of Monetary Policy Decision-Making (JEL C91, C92, E5)

by Clare Lombardelli, James Proudman and James Talbot05q2a5
(May 2005)
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Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective (JEL E0, E4, E5, F0, F3, F4, G1)

by Ricardo Caballero and Arvind Krishnamurthy05q2a6
(May 2005)
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