Central Bank Research Hub - What's new

Title Author(s)

Added onto the Research Hub on 04.04.2013

Currency Demand during the Global Financial Crisis: Evidence from Australia Tom Cusbert and Thomas Rohling Back to Top 2012

Reserve Bank of Australia Research Discussion Papers [View] (2013-01, 04.04.2013)

Industry Dimensions of the Resource Boom: An Input-Output Analysis Vanessa Rayner and James Bishop

Reserve Bank of Australia Research Discussion Papers [View] (2013-02, 04.04.2013)

Implications for the Australian Economy of Strong Growth in Asia Michael Plumb, Christopher Kent and James Bishop

Reserve Bank of Australia Research Discussion Papers [View] (2013-03, 04.04.2013)

Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia

Bank of Finland BOFIT Discussion Papers [View] (2013-04-04, 04.04.2013)

Oil price shocks and monetary policy in a data-rich environment

Central Bank of Norway (Norges Bank) Working Papers [View] (2000-04, 04.04.2013)

Business cycle synchronisation between the V4 countries and the euro Area

National Bank of Slovakia Working Papers [View] (2013-04, 04.04.2013)

Added onto the Research Hub on 03.04.2013

China's role in global inflation dynamics

Deutsche Bundesbank Discussion Papers [View] (2013-04-02, 03.04.2013)

Sovereign default swap market efficiency and country risk in the eurozone

Deutsche Bundesbank Discussion Papers [View] (2013-04-02, 03.04.2013)

Mind the gap! The relative wages of immigrants in the Portuguese labour market

Bank of Portugal Working papers [View] (2013-04, 03.04.2013)

Added onto the Research Hub on 02.04.2013

Credit Default and Business Cycles: an investigation of this relationship in the Brazilian corporate credit market

Central Bank of Brazil Working Papers [View] (2013-03, 02.04.2013)

Asymmetric Information and the Death of ABS CDOs

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2013-03-28, 02.04.2013)

Added onto the Research Hub on 01.04.2013

Banking across Borders with Heterogeneous Banks

New York Fed Staff reports [View] (2013-04, 01.04.2013)

Added onto the Research Hub on 28.03.2013

Estimation of regulatory credit risk models

Bank of Spain Working Papers [View] (2013-03, 27.03.2013)

Transaction Taxes, Capital Gains Taxes and House Prices

Swiss National Bank Working Papers [View] (2013-03-28, 28.03.2013)

Added onto the Research Hub on 27.03.2013

Public debt and changing inflation targets

Deutsche Bundesbank Discussion Papers [View] (2013-03-26, 27.03.2013)

Added onto the Research Hub on 26.03.2013

Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area,

European Central Bank Working papers [View] (2013-03-25, 26.03.2013)

Buyout Activity: The Impact of Aggregate Discount Rates

New York Fed Staff reports [View] (2013-03, 26.03.2013)

Challenges for the Future of Chinese Economic Growth

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2013-03-11, 26.03.2013)

A Theory of Rollover Risk, Sudden Stops, and Foreign Reserves

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2013-03-11, 26.03.2013)

The Cyclicality of Job-to-Job Transitions and Its Implications for Aggregate Productivity

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2013-03-11, 26.03.2013)

Expectations of functions of stochastic time with application to credit risk modeling

Board of Governors of the Federal Reserve System FEDS series [View] (2013-03-25, 26.03.2013)

The Response of Equity Prices to Movements in Long-term Interest Rates Associated With Monetary Policy Statements: Before and After the Zero Lower Bound

Board of Governors of the Federal Reserve System FEDS series [View] (2013-03-25, 26.03.2013)

Monetary Policy Statements, Treasury Yields, and Private Yields: Before and After the Zero Lower Bound

Board of Governors of the Federal Reserve System FEDS series [View] (2013-03-25, 26.03.2013)

Exchange Rates, Monetary Policy Statements, and Uncovered Interest Parity: Before and After the Zero Lower Bound

Board of Governors of the Federal Reserve System FEDS series [View] (2013-03-25, 26.03.2013)

Uncertainty, Risk, and Incentives: Theory and Evidence

Board of Governors of the Federal Reserve System FEDS series [View] (2013-03-25, 26.03.2013)

Added onto the Research Hub on 21.03.2013

Determinants of the rate of the Dutch unsecured overnight money market

Netherlands Bank DNB Working Papers [View] (2013-03-21, 21.03.2013)

Perturbation Methods for Markov-Switching DSGE Models

Atlanta Fed Working papers [View] (2013-03-18, 21.03.2013)

Added onto the Research Hub on 20.03.2013

Expected Regime Change: Transition Toward Nominal Exchange Rate Stability

Czech National Bank Working papers [View] (2013-03, 20.03.2013)

Foreign direct investment and institutional reform: evidence and an application to Portugal

Bank of Portugal Working papers [View] (2013-03, 20.03.2013)

On our own? The Icelandic business cycle in an international context

Central Bank of Iceland Working Papers [View] (2013-03, 20.03.2013)

Added onto the Research Hub on 19.03.2013

Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber

Czech National Bank Working papers [View] (2012-03, 19.03.2013)

Added onto the Research Hub on 18.03.2013

How much does the private sector really borrow - a new database for total credit to the private non-financial sector

Bank for International Settlements Quarterly Review [View] (2013-03, 18.03.2013)

Hedging in derivatives markets: the experience of Chile

Bank for International Settlements Quarterly Review [View] (2013-03, 18.03.2013)

Financial conditions and economic activity: a statistical approach

Bank for International Settlements Quarterly Review [View] (2013-03, 18.03.2013)

Central bank asset purchases and inflation expectations

Bank for International Settlements Quarterly Review [View] (2013-03, 18.03.2013)

Added onto the Research Hub on 16.03.2013

To Link or Not To Link? Netting and Exposures Between Central Counterparties

Bank of Canada Working papers [View] (2013-03, 16.03.2013)

A Tractable Monetary Model Under General Preferences

Bank of Canada Working papers [View] (2013-03, 16.03.2013)

Is Government Spending a Free Lunch? - Evidence from China

St Louis Fed Working Papers [View] (2013-03, 16.03.2013)

Added onto the Research Hub on 15.03.2013

What determines stock market behavior in Russia and other emerging countries?

Bank of Finland BOFIT Discussion Papers [View] (2013-03-15, 15.03.2013)

Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach

Czech National Bank Working papers [View] (2012-03, 14.03.2013)

Using a DSGE Model to Assess the Macroeconomic Effects of Reserve Requirements in Brazil

Central Bank of Brazil Working Papers [View] (2013-01, 15.03.2013)

Implicit intraday interest rate in the UK unsecured overnight money market

Central Bank of Norway (Norges Bank) Working Papers [View] (2000-03, 15.03.2013)

The Icelandic banking collapse: was the optimal policy path chosen?

Central Bank of Iceland Working Papers [View] (2013-03, 15.03.2013)

Identifying Term Interbank Loans from Fedwire Payments Data

New York Fed Staff reports [View] (2013-03, 15.03.2013)

Added onto the Research Hub on 13.03.2013

A dynamic limit order market with fast and slow traders,

European Central Bank Working papers [View] (2013-03-13, 13.03.2013)

Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic

Czech National Bank Working papers [View] (2012-03, 13.03.2013)

Introducing Liquidity Risk in the Contingent-Claim Analysis for the Banks

Central Bank of Chile Working Papers [View] (2013-02, 13.03.2013)

Measurement of Household Financial Risk with the Survey of Household Finances

Central Bank of Chile Working Papers [View] (2013-02, 13.03.2013)

Evolution of a Small Open Emerging Economy's External Vulnerability: Evidence for Chile

Central Bank of Chile Working Papers [View] (2013-02, 13.03.2013)

Precio de Materias Primas y Spread Soberano en Economías Emergentes ¿Importa la Concentración de las Exportaciones?

Central Bank of Chile Working Papers [View] (2013-02, 13.03.2013)

Pronósticos con Métodos Shrinkage utilizando una Gran Base de Datos

Central Bank of Chile Working Papers [View] (2013-02, 13.03.2013)

Understanding global liquidity

Deutsche Bundesbank Discussion Papers [View] (2013-03-11, 13.03.2013)

Robustness and informativeness of systemic risk measures

Deutsche Bundesbank Discussion Papers [View] (2013-03-11, 13.03.2013)

Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance

Deutsche Bundesbank Discussion Papers [View] (2013-03-13, 13.03.2013)

Early warning for currency crises: what is the role of financial openness?

Netherlands Bank DNB Working Papers [View] (2013-03-12, 13.03.2013)

Managing Intraday Liquidity: The Mexican Experience

Bank of Mexico Working Papers [View] (2013, 13.03.2013)

Moving to a Job: The Role of Home Equity, Debt, and Access to Credit

Cleveland Fed Working papers [View] (2013-03, 13.03.2013)

Uncertainty and Sentiment-Driven Equilibria

St Louis Fed Working Papers [View] (2013-03, 13.03.2013)

Federal Reserve Forecasts: Asymmetry and State-Dependence

St Louis Fed Working Papers [View] (2013-03, 13.03.2013)

Exchange Rate Pass-through, Firm Heterogeneity and Product Quality: A Theoretical Analysis

Dallas Fed Institute Working Papers [View] (2012-03, 13.03.2013)

Added onto the Research Hub on 09.03.2013

Liquidity Provision during the Crisis of 1914: Private and Public Sources

Cleveland Fed Working papers [View] (2013-03, 09.03.2013)

Added onto the Research Hub on 08.03.2013

Assessing the Impact of Fiscal Measures on the Czech Economy

Czech National Bank Working papers [View] (2012-03, 08.03.2013)

On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier? - Robert Kelly and Kieran McQuinn

Central Bank of Ireland Research Technical Papers [View] (2013-03-08, 08.03.2013)

Market Structure and Cost Pass-Through in Retail

Bank of Canada Working papers [View] (2013-03, 08.03.2013)

Added onto the Research Hub on 07.03.2013

Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank

Czech National Bank Working papers [View] (2012-03, 07.03.2013)

The pricing of G7 sovereign bond spreads: the times, they are a-changin,

European Central Bank Working papers [View] (2013-03-05, 07.03.2013)

Financial frictions in the euro area: a Bayesian assessment,

European Central Bank Working papers [View] (2013-03-05, 07.03.2013)

What does a financial shock do? First international evidence,

European Central Bank Working papers [View] (2013-03-06, 07.03.2013)

Estimating GVAR weight matrices,

European Central Bank Working papers [View] (2013-03-06, 07.03.2013)

Bank leverage cycles,

European Central Bank Working papers [View] (2013-03-07, 07.03.2013)

Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks,

European Central Bank Working papers [View] (2013-03-07, 07.03.2013)

Italian households' opinions on the difficulty of saving

Bank of Italy Occasional Papers [View] (2013-02, 07.03.2013)

Italian households' saving and wealth during the crisis

Bank of Italy Occasional Papers [View] (2013-02, 07.03.2013)

Household over-indebtedness: definition and measurement with Italian data

Bank of Italy Occasional Papers [View] (2013-02, 07.03.2013)

Traditional industrial districts in the face of globalization: the case of the Marche footwear district

Bank of Italy Occasional Papers [View] (2013-02, 07.03.2013)

Connect them where it hurts. The missing piece of the puzzle

Bank of Italy Occasional Papers [View] (2013-02, 07.03.2013)

Exports from the European regions during the crisis and in the long run

Bank of Italy Occasional Papers [View] (2013-02, 07.03.2013)

The causal effect of credit guarantees for SMEs: evidence from Italy

Bank of Italy Working Papers [View] (2013-02, 07.03.2013)

Banking consolidation and bank-firm credit relationships: the role of geographical features and relationship characteristics

Bank of Italy Working Papers [View] (2013-02, 07.03.2013)

Limited credit records and market outcomes

Bank of Italy Working Papers [View] (2013-02, 07.03.2013)

Evaluating the efficacy of European regional funds for R&D

Bank of Italy Working Papers [View] (2013-02, 07.03.2013)

Portfolio balance effects of the SNB's bond purchase program

Swiss National Bank Working Papers [View] (2013-03-05, 07.03.2013)

Ageing and fiscal sustainability in a small euro area economy

Bank of Portugal Working papers [View] (2013-03, 07.03.2013)

Banks' Equity Capital Frictions, Capital Ratios, and Interest Rates: Evidence from Spanish Banks

IJCB International Journal of Central Banking [View] (2013-02, 07.03.2013)

Monetary Policy, Macroprudential Policy, and Banking Stability: Evidence from the Euro Area

IJCB International Journal of Central Banking [View] (2013-02, 07.03.2013)

A European History Lesson for Today's Central Bankers

IJCB International Journal of Central Banking [View] (2013-02, 07.03.2013)

Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs

IJCB International Journal of Central Banking [View] (2013-02, 07.03.2013)

The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis

IJCB International Journal of Central Banking [View] (2013-02, 07.03.2013)

Perturbation Methods for Markov-Switching DSGE Models

Kansas City Fed Working Papers [View] (2013-02, 07.03.2013)

The pace of potential output growth in the South African economy

South African Reserve Bank Working Papers [View] (2013-03-07, 07.03.2013)

Added onto the Research Hub on 05.03.2013

A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio

Netherlands Bank DNB Working Papers [View] (2013-03-04, 05.03.2013)

Added onto the Research Hub on 04.03.2013

Fiscal composition and long-term growth,

European Central Bank Working papers [View] (2013-03-04, 04.03.2013)

Adverse selection, market access and inter-market competition,

European Central Bank Working papers [View] (2013-03-04, 04.03.2013)

Added onto the Research Hub on 28.02.2013

Discovering the Universe: Measuring the Role of Finance Companies in the U.S. Economy

Board of Governors of the Federal Reserve System FEDS series [View] (2013-02-27, 28.02.2013)

Evaluating the Accuracy of Forecasts from Vector Autoregressions

St Louis Fed Working Papers [View] (2013-02, 28.02.2013)

The Settlement of the United States, 1800 to 2000: The Long Transition Toward Gibrat's Law

Kansas City Fed Working Papers [View] (2013-02, 28.02.2013)

Added onto the Research Hub on 27.02.2013

The Hungarian Monetary Policy Model

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (2013-02, 27.02.2013)

Global and regional business cycles. Shocks and propagations

Central Bank of Norway (Norges Bank) Working Papers [View] (2000-02, 27.02.2013)

Heterogeneity in house price dynamics

Netherlands Bank DNB Working Papers [View] (2013-02-27, 27.02.2013)

It's Not Just for Inflation: The Usefulness of the Median CPI in BVAR Forecasting

Cleveland Fed Working papers [View] (2013-02, 27.02.2013)