Central Bank Research Hub - What's new

Title Author(s)

Added onto the Research Hub on 23.04.2015

The impact of fiscal policy announcements by the Italian government on the sovereign spread:a comparative analysis

European Central Bank Working papers [View] (2015-04, 22.04.2015)

JEL: E43, E62, G01, G12

The Sticky Information Phillips Curve: Evidence for Australia

Reserve Bank of Australia Research Discussion Papers [View] (2015-04, 23.04.2015)

JEL: E3, E31

The determinants of sovereign bond yield spreads in the EMU

European Central Bank Working papers [View] (2015-04-22, 22.04.2015)

JEL: C23, E62, H50

Added onto the Research Hub on 21.04.2015

Intermediaries as Information Aggregators: An Application to U.S. Treasury Auctions

New York Fed Staff reports [View] (2015-04, 21.04.2015)

JEL: D04, G24, G28

Added onto the Research Hub on 16.04.2015

Optimal monetary policy response to endogenous oil price fluctuations

National Bank of Belgium Working Papers [View] (2015, 15.04.2015)

JEL: E52, E61, Q43

A dynamic North-South model of demand-induced product cycles

Swiss National Bank Working Papers [View] (2015-04, 16.04.2015)

JEL: F1, O3

The bank lending channel of unconventional monetary policy: the impact of the VLTROs on credit supply in Spain

Bank of Spain Working Papers [View] (2015-04, 16.04.2015)

JEL: E52, E58, G21

Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions

National Bank of Poland Working papers [View] (2015, 15.04.2015)

JEL: C23, E62, F34, H63

Added onto the Research Hub on 15.04.2015

Responding to exchange rates in a globalised world

Bank for International Settlements BIS papers [View] (2015-10, 14.04.2015)

JEL: E58, F62

Inflation and China's monetary policy reaction function: 2002-2013

Bank for International Settlements BIS papers [View] (2013-10, 14.04.2015)

JEL: E52, E58, O11, O52

Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?

Bank for International Settlements BIS papers [View] (2013-10, 14.04.2015)

JEL: E31, E52, F42, F68, Q43

Real globalisation and price spillovers in Asia and the Pacific

Bank for International Settlements BIS papers [View] (2015-10, 14.04.2015)

JEL: E31, F14, F62

Are the Borrowing Costs of Large Financial Firms Unusual?

Board of Governors of the Federal Reserve System FEDS series [View] (2015-04, 14.04.2015)

JEL: G21, G22, G24, G28

On the Welfare Properties of Fractional Reserve Banking

Philadelphia Fed Working Papers [View] (2015-04, 14.04.2015)

JEL: E42, G21

Isoelastic elasticity of substitution production functions

National Bank of Poland Working papers [View] (2015, 14.04.2015)

JEL: E23, O47

Are Income Taxes Destined to Rise? The Fiscal Imbalance and Future Tax Policy

Dallas Fed Working Papers [View] (2014, 15.04.2015)

JEL: D78, H24, H68

Added onto the Research Hub on 14.04.2015

Financial innovation in sovereign borrowing and public provision of liquidity

Bank of Spain Working Papers [View] (2015, 14.04.2015)

JEL: F34, G21, G23, H63

The role of central banks in macroeconomic and financial stability

Bank for International Settlements BIS papers [View] (2013-10, 13.04.2015)

JEL: E52, E58, F34

Real-time forecasting with a MIDAS VAR

Bank of Finland BOFIT Discussion Papers [View] (2015, 13.04.2015)

Financial stability objectives and arrangements - what's new?

Bank for International Settlements BIS papers [View] (2014-10, 13.04.2015)

Insolvency after the 2005 Bankruptcy Reform

New York Fed Staff reports [View] (2015-04, 13.04.2015)

JEL: D12, D14, E65, K35

Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission

New York Fed Staff reports [View] (2015-04, 13.04.2015)

JEL: E52, E58, G20

Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds

New York Fed Staff reports [View] (2015-04, 13.04.2015)

JEL: G01, G12, G17

How much of bank credit risk is sovereign risk? Evidence from the Eurozone

Bank of Italy Working Papers [View] (2014-11-19, 13.04.2015)

JEL: F34, G12, G15

Trade liberalizations and domestic suppliers: evidence from Chile

Bank of Italy Working Papers [View] (2014-12, 13.04.2015)

JEL: D21, F12, L60

Current account "Core-periphery dualism" in the EMU

Bank of Italy Working Papers [View] (2014-12, 13.04.2015)

JEL: F36, F43

Macroeconomic effects of simultaneous implementation of reforms after the crisis

Bank of Italy Working Papers [View] (2014-12-19, 13.04.2015)

JEL: C51, E30, E63

Dynasties in professions: the role of rents

Bank of Italy Working Papers [View] (2014-12, 13.04.2015)

JEL: J44, J62

Added onto the Research Hub on 13.04.2015

Conservatism and Liquidity Traps

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

JEL: E52, E61

Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

JEL: E32, E52, E61, E62, E63

In Search of a Risk-free Asset

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

JEL: D83, D91, G12, G21

Assessing the Change in Labor Market Conditions

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12-19, 13.04.2015)

JEL: E24, E66, J20, J6

Are Concerns About Leveraged ETFs Overblown?

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

Central banks as lender of last resort: experiences during the 2007-2010 crisis and lessons for the future

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

JEL: E58, F31, N1

Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register

Board of Governors of the Federal Reserve System FEDS series [View] (2015-01, 13.04.2015)

JEL: G01, G21, G23

Where Are All the New Banks? The Role of Regulatory Burden in New Charter Creation

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

JEL: E58, G12, G21

The Impact of the Small Business Lending Fund on Community Bank Lending to Small Businesses

Board of Governors of the Federal Reserve System FEDS series [View] (2014-12, 13.04.2015)

Tradability of Output, Business Cycles, and Asset Prices

Board of Governors of the Federal Reserve System FEDS series [View] (2015-02, 13.04.2015)

The Macroeconomic Effects of the Federal Reserve's Unconventional Monetary Policies

Board of Governors of the Federal Reserve System FEDS series [View] (2015-02, 13.04.2015)

JEL: E5

Which Way to Recovery? Housing Market Outcomes and the Neighborhood Stabilization Program

Board of Governors of the Federal Reserve System FEDS series [View] (2015-02, 13.04.2015)

JEL: H5, H7, R1, R3, R5

Bayesian Estimation of Time-Changed Default Intensity Models

Board of Governors of the Federal Reserve System FEDS series [View] (2015-02-02, 13.04.2015)

JEL: C11, C15, C58, G12, G17

The Determinants of Subprime Mortgage Performance Following a Loan Modification

Board of Governors of the Federal Reserve System FEDS series [View] (2015-02, 13.04.2015)

JEL: D12, G21, R20, R28

Mode effects in mixed-mode economic surveys: Insights from a randomized experiment

Board of Governors of the Federal Reserve System FEDS series [View] (2015-02, 13.04.2015)

The Evolution of Retirement Wealth

Board of Governors of the Federal Reserve System FEDS series [View] (2015-02, 13.04.2015)

JEL: D14, H55, J32

The Real Effects of Credit Line Drawdowns

Board of Governors of the Federal Reserve System FEDS series [View] (2015-02, 13.04.2015)

JEL: E22, G01, G31, G32

An adaptive approach to forecasting three key macroeconomic variables for transitional China

Bank of Finland BOFIT Discussion Papers [View] (2015, 13.04.2015)

JEL: E43, E47

Liquidity Windfalls: The Consequences of Repo Rehypothecation

Board of Governors of the Federal Reserve System FEDS series [View] (2015-04, 13.04.2015)

Changing labour market opportunities for young people in Italy and the role of the family of origin

Bank of Italy Working Papers [View] (2015-02, 13.04.2015)

JEL: D6, J2

Ownership networks and aggregate volatility

Bank of Italy Working Papers [View] (2015-03, 13.04.2015)

JEL: C68, D58, E32

Does a public campaign influence debit card usage? Evidence from the Netherlands

Netherlands Bank DNB Working Papers [View] (2015-04, 13.04.2015)

JEL: D24, E42, G21, M31, M37

The Experience of the RePEc Plagiarism Committee in Economics

St Louis Fed Working Papers [View] (2015-04, 11.04.2015)

JEL: A13, A14

Added onto the Research Hub on 10.04.2015

Forecasting Local Inflation with Global Inflation: When Economic Theory Meets the Facts

Dallas Fed Institute Working Papers [View] (2015-04, 10.04.2015)

JEL: E31, F41, F42, F47

The Impact of the Minimum Wage on Capital Accumulation and Employment in a Large-Firm Framework

Central Bank of Chile Working Papers [View] (2015-04, 10.04.2015)

Can a Non-Binding Minimum Wage Reduce Wages and Employment?

Central Bank of Chile Working Papers [View] (2015-04, 10.04.2015)

Sustainable International Monetary Policy Cooperation

Dallas Fed Institute Working Papers [View] (2015-04, 10.04.2015)

JEL: E52, F41, F42

Added onto the Research Hub on 09.04.2015

Austerity Plans and Tax Evasion : Theory and Evidence from Greece.

Bank of France Working Papers [View] (2015-04, 09.04.2015)

JEL: E02, E62, H26

On the modeling of size distributions when technologies are complex

National Bank of Poland Working papers [View] (2015, 08.04.2015)

JEL: E23, L11, O47

Output gap measure based on survey data

National Bank of Poland Working papers [View] (2015, 08.04.2015)

JEL: E32, E37

Spatial and hedonic analysis of house price dynamics in Warsaw

National Bank of Poland Working papers [View] (2015, 08.04.2015)

JEL: D12, R21, R31

Determinants of non-cash payments

National Bank of Poland Working papers [View] (2015, 08.04.2015)

JEL: E42, E58

Structural and cyclical determinants of bank interest rate pass-through in Eurozone

National Bank of Poland Working papers [View] (2015, 08.04.2015)

JEL: C23, D40, E43, E58

Investor sophistication and capital income inequality

National Bank of Poland Working papers [View] (2015, 08.04.2015)

Recourse and Residential Mortgages: The Case of Nevada

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: G21, K11, R20

Weather-Adjusting Employment Data

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: C22, C80

House-Price Expectations, Alternative Mortgage Products, and Default

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

Localized Knowledge Spillovers: Evidence from the Agglomeration of American R&D Labs and Patent Data

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: O31, R12

Stress Tests and Information Disclosure

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

Credit Risk Modeling in Segmented Portfolios: An Application to Credit Cards

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: G20, G32, G33

Insider Bank Runs: Community Bank Fragility and the Financial Crisis of 2007

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: E44, G01, G21, G32, G35

History and the Sizes of Cities

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: F12, N90, R12

A Seniority Arrangement for Sovereign Debt

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: E44, F34, G12, G15

Information Losses in Home Purchase Appraisals

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: D81, G14, G21, G28, L85

Securitization and Mortgage Default

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: D82, G21

Assessing Bankruptcy Reform in a Model with Temptation and Equilibrium Default

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: D91, E21, E44, G18, K35

A Quantitative Analysis of the U.S. Housing and Mortgage Markets and the Foreclosure Crisis

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: E21, E32, E44, G21, H24

A Cost-Benefit Analysis of Judicial Foreclosure Delay and a Preliminary Look at New Mortgage Servicing Rules

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: G21, G28, L85, R21

On the Inherent Instability of Private Money

Philadelphia Fed Working Papers [View] (2015-04, 09.04.2015)

JEL: E42, E44, G21

Do Student Loan Borrowers Opportunistically Default? Evidence from Bankruptcy Reform

Philadelphia Fed Working Papers [View] (2015-04, 08.04.2015)

JEL: D14, G21, I22, K35

Private Money and Banking Regulation

Philadelphia Fed Working Papers [View] (2015-04, 09.04.2015)

JEL: E42, G21, G28

Added onto the Research Hub on 08.04.2015

Declining Female Labor Supply Elasticities in the U.S. and Implications for Tax Policy: Evidence from Panel Data

Dallas Fed Working Papers [View] (2015-01, 08.04.2015)

JEL: H21, H24, H31, J22

Do financial reforms help stabilize inequality?

European Central Bank Working papers [View] (2015-04, 08.04.2015)

JEL: C01, C12, D63, G15

Commercial bank failures during the Great Recession: the real (estate) story

European Central Bank Working papers [View] (2015-04, 08.04.2015)

JEL: G21, G28

Seriously Strengthening the Tax-Benefit Link

Bank of Portugal Working papers [View] (2015-04, 08.04.2015)

JEL: J14, J26, J31

Global Financial Market Impact of the Announcement of the ECB's Extended Asset Purchase Programme

Dallas Fed Institute Working Papers [View] (2015-04, 08.04.2015)

JEL: E52, E58, G15

Evolving Comparative Advantage, Sectoral Linkages, and Structural Change

Dallas Fed Institute Working Papers [View] (2015-04, 08.04.2015)

JEL: F10, F40, O14

Comparing Inflation and Price Level Targeting: the Role of Forward Guidance and Transparency

Bank of Finland Discussion Papers [View] (2015, 07.04.2015)

JEL: E52, E58, E63

Policy Regime Change Against Chronic Deflation? Policy Option Under a Long-term Liquidity Trap

Dallas Fed Institute Working Papers [View] (2013-04, 08.04.2015)

JEL: E47, E50, E60

Added onto the Research Hub on 07.04.2015

European firm adjustment during times of economic crisis

European Central Bank Working papers [View] (2015-04, 07.04.2015)

JEL: J30, J32, J33, J51

Exports and domestic demand pressure: a dynamic panel data model for the euro area countries

European Central Bank Working papers [View] (2015-04, 07.04.2015)

JEL: C22, C50, F10

The Impact of Commodity Price Shocks in a Major Producing Economy. The Case of Copper and Chile.

Central Bank of Chile Working Papers [View] (2015-04, 07.04.2015)

Identification of Earning Dynamics using Rotating Samples over Short Periods: The Case of Chile.

Central Bank of Chile Working Papers [View] (2015-04, 07.04.2015)

Added onto the Research Hub on 04.04.2015

Unpleasant debt dynamics: Can fiscal consolidations raise debt ratios?

Bank of Portugal Working papers [View] (2015-04, 02.04.2015)

JEL: E12, E30, E62, H60

Macroeconomic Forecasting Starting from Survey Nowcasts

Bank of Portugal Working papers [View] (2015-04, 02.04.2015)

JEL: C14, C32, C51, C53

Discussion of Systemic Risk and the Solvency-Liquidity Nexus of Banks

New York Fed Staff reports [View] (2015-04, 03.04.2015)

JEL: G01, G21, G28

Added onto the Research Hub on 02.04.2015

Expectation-driven cycles: time-varying effects

European Central Bank Working papers [View] (2015-04, 02.04.2015)

JEL: C32, E24, E32

Added onto the Research Hub on 01.04.2015

Does fiscal austerity affect public opinion?

European Central Bank Working papers [View] (2015-04, 01.04.2015)

JEL: H2, H3, H5, H6

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

European Central Bank Working papers [View] (2015-04, 01.04.2015)

JEL: C11, C32, C52

Entry barriers to international trade: product versus firm fixed costs

Bank of France Working Papers [View] (2015-03, 30.03.2015)

JEL: F12, F14, F23