Central Bank Research Hub - What's new

Title Author(s)

Added onto the Research Hub on 15.05.2013

A Semiparametric Early Warning Model of Financial Stress Events

Bank of Canada Working papers [View] (2013-05, 15.05.2013)

The effect of foreclosure regulation: evidence for the US mortgage market at state level

Bank of Spain Working Papers [View] (2013-05, 14.05.2013)

Added onto the Research Hub on 13.05.2013

Bank Panics, Government Guarantees and the Long-Run Size of the Financial Sector: Evidence from Free-Banking America

Chicago Fed Working papers [View] (2013-05, 13.05.2013)

Added onto the Research Hub on 10.05.2013

Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation

Deutsche Bundesbank Discussion Papers [View] (2013-05-10, 10.05.2013)

Banking across borders

Deutsche Bundesbank Discussion Papers [View] (2013-05-10, 10.05.2013)

Testing weak exogeneity in cointegrated panels

Bank of Spain Working Papers [View] (2013-05, 10.05.2013)

Added onto the Research Hub on 09.05.2013

The Impact of International Spillovers on the South African Economy

South African Reserve Bank Working Papers [View] (2013-05-09, 09.05.2013)

Added onto the Research Hub on 06.05.2013

Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?,

European Central Bank Working papers [View] (2013-05-02, 02.05.2013)

Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S.

Swiss National Bank Working Papers [View] (2013-05-02, 02.05.2013)

Why Do Borrowers Make Mortgage Refinancing Mistakes?

Chicago Fed Working papers [View] (2013-05, 02.05.2013)

Repo funding and internal capital markets in the financial crisis

Deutsche Bundesbank Discussion Papers [View] (2013-05-03, 03.05.2013)

Central bank liquidity provision, risk-taking and economic efficiency,

European Central Bank Working papers [View] (2013-05-03, 03.05.2013)

Financial imbalances and household welfare: empirical evidence from the EU,

European Central Bank Working papers [View] (2013-05-03, 03.05.2013)

Taxation, Match Quality and Social Welfare

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2013-05-01, 04.05.2013)

Early Withdrawals from Retirement Accounts During the Great Recession

Board of Governors of the Federal Reserve System FEDS series [View] (2013-04-25, 04.05.2013)

Made Poorer by Choice: Worker Outcomes in Social Security v. Private Retirement Accounts

Board of Governors of the Federal Reserve System FEDS series [View] (2013-05-03, 04.05.2013)

Does non-interest income make banks more risky? Retail- versus investment-oriented banks

Deutsche Bundesbank Discussion Papers [View] (2013-05-06, 06.05.2013)

Added onto the Research Hub on 01.05.2013

Reconciling Consumption Inequality with Income Inequality

Minneapolis Fed Working Papers [View] (2013-04, 01.05.2013)

Added onto the Research Hub on 30.04.2013

Political connections and depositor discipline

Bank of Finland BOFIT Discussion Papers [View] (2013-04-29, 30.04.2013)

Added onto the Research Hub on 29.04.2013

Structural and cyclical effects of tax progression

Deutsche Bundesbank Discussion Papers [View] (2013-04-29, 29.04.2013)

Added onto the Research Hub on 26.04.2013

On the low-frequency relationship between public deficits and inflation

Deutsche Bundesbank Discussion Papers [View] (2013-04-22, 22.04.2013)

Time variation in macro-financial linkages

Deutsche Bundesbank Discussion Papers [View] (2013-04-23, 23.04.2013)

Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors

Dallas Fed Institute Working Papers [View] (2013-04, 26.04.2013)

Can macroeconomists forecast risk? Event-based evidence from the euro area SPF

European Central Bank Working papers [View] (2013-04-26, 26.04.2013)

JEL: C22, C53

Restructuring counterparty credit risk

Deutsche Bundesbank Discussion Papers [View] (2013-04-26, 26.04.2013)

JEL: C51, C63, E51, G01, G32, G33

Added onto the Research Hub on 25.04.2013

Statistics and indicators for financial stability analysis and policy

European Central Bank Occasional papers [View] (2013-04, 25.04.2013)

JEL: E60, G21, G22, G28

Age or Size? Determinants of Job Creation

Central Bank of Ireland Research Technical Papers [View] (2013-04-25, 25.04.2013)

Financial Globalization and Monetary Transmission

Dallas Fed Institute Working Papers [View] (2013-04, 25.04.2013)

JEL: E52, F41, F42, F47

Added onto the Research Hub on 24.04.2013

Retained interest in securitisations and implications for bank solvency,

European Central Bank Working papers [View] (2013-04-24, 24.04.2013)

Competition in bank-provided payment services

European Central Bank Working papers [View] (2013-04-24, 24.04.2013)

JEL: G21, L00, L80

Forecasting with Many Models: Model Confidence Sets and Forecast Combination

Bank of Canada Working papers [View] (2013-04, 24.04.2013)

JEL: C53

Credit supply during a sovereign debt crisis

Bank of Italy Working Papers [View] (2013-04, 24.04.2013)

JEL: E44, E51, F34, G21

Asking income and consumption questions in the same survey: what are the risks?

Bank of Italy Working Papers [View] (2013-04, 24.04.2013)

JEL: C25, C42, D31

Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

Bank of Canada Working papers [View] (2013-04, 24.04.2013)

JEL: G12, G17

Geography, productivity and trade: does selection explain why some locations are more productive than others?

Bank of Italy Working Papers [View] (2013-04, 24.04.2013)

JEL: C52, D24, R12

Trust and preferences: evidence from survey data

Bank of Italy Working Papers [View] (2013-04, 24.04.2013)

JEL: D1, D8, Z1

Added onto the Research Hub on 23.04.2013

Looking ahead to Basel 3: Italian banks on the move

Bank of Italy Occasional Papers [View] (2013-04, 23.04.2013)

JEL: G21, G28

Basel 2.5: potential benefits and unintended consequences

Bank of Italy Occasional Papers [View] (2013-04, 23.04.2013)

JEL: G18, G21, G28

Family firms and the Great Recession: out of sight, out of mind?

Bank of Italy Working Papers [View] (2013-04, 23.04.2013)

JEL: C81, J60, M14

Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis

Bank of Italy Working Papers [View] (2013-04, 23.04.2013)

JEL: E62, G01, H62

Public-private wage differentials in euro area countries: evidence from quantile decomposition analysis

Bank of Italy Working Papers [View] (2013-04, 23.04.2013)

JEL: H50, J31, J45, J50

Price discovery in the Italian sovereign bonds market: the role of order flow

Bank of Italy Working Papers [View] (2013-04, 23.04.2013)

JEL: G1, G2

The Financial Crisis at the Kitchen Table: Trends in Household Debt and Credit

New York Fed Current issues [View] (2013-04-22, 23.04.2013)

Predictive likelihood comparisons with DSGE and DSGE-VAR models

European Central Bank Working papers [View] (2013-04-23, 23.04.2013)

JEL: C11, C32, C52, C53, E37

Time variation in macro-financial linkages

Deutsche Bundesbank Discussion Papers [View] (2013-04-23, 23.04.2013)

Prediction using several macroeconomic models

European Central Bank Working papers [View] (2013-04-23, 23.04.2013)

JEL: C11, C51, C53

A Bargaining Theory of Trade Invoicing and Pricing

Dallas Fed Institute Working Papers [View] (2013-04, 23.04.2013)

JEL: F30, F40

A New Linear Estimator for Gaussian Dynamic Term Structure Models

Bank of Canada Working papers [View] (2013-04, 23.04.2013)

JEL: C13, E43, G12

An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt

Bank of Canada Working papers [View] (2013-04, 23.04.2013)

JEL: E21, E44, G11, R21

Added onto the Research Hub on 22.04.2013

On the low-frequency relationship between public deficits and inflation

Deutsche Bundesbank Discussion Papers [View] (2013-04-22, 22.04.2013)

JEL: E42, E58, E61

Added onto the Research Hub on 19.04.2013

Women's Emancipation through Education: A Macroeconomic Analysis

Minneapolis Fed Working Papers [View] (2013-04, 19.04.2013)

JEL: D13, E24, J12

The empirical (ir)relevance of the interest rate assumption for central bank forecasts

Deutsche Bundesbank Discussion Papers [View] (2013-04-19, 19.04.2013)

JEL: C12, C53

Added onto the Research Hub on 18.04.2013

Export performance, invoice currency, and heterogeneous exchange rate pass-through

Reserve Bank of New Zealand Discussion Papers [View] (2013, 18.04.2013)

JEL: D12, F14, F31

Financial Globalization and Monetary Transmission

Swiss National Bank Working Papers [View] (2013-04-18, 18.04.2013)

JEL: E52, F41, F42, F47

On financial risk and the safe haven characteristics of Swiss franc exchange rates

Swiss National Bank Working Papers [View] (2013-04-18, 18.04.2013)

JEL: E32, F44, G15

Optimal sovereign default

Deutsche Bundesbank Discussion Papers [View] (2013-04-12, 18.04.2013)

JEL: E62, F34

The expectations-driven U.S. current account

Deutsche Bundesbank Discussion Papers [View] (2013-04-15, 18.04.2013)

JEL: D83, E13, E32, F32, O40

Added onto the Research Hub on 17.04.2013

Financial Stability Monitoring

Board of Governors of the Federal Reserve System FEDS series [View] (2013-04-16, 17.04.2013)

Added onto the Research Hub on 16.04.2013

Spatial considerations on the PPP debate

European Central Bank Working papers [View] (2013-04-16, 16.04.2013)

JEL: C23, F41

Trade adjustment in the European Union - a structural estimation approach

European Central Bank Working papers [View] (2013-04-16, 16.04.2013)

JEL: C23, F14, F47

Sovereign Debt Crises: Could an International Court Minimize Them?

Dallas Fed Institute Working Papers [View] (2012-04, 16.04.2013)

JEL: D82, F02, K41

Sovereign Debt Restructurings and the IMF: Implications for Future Official Interventions

Dallas Fed Institute Working Papers [View] (2012-04, 16.04.2013)

JEL: F34, F53, H12, H63, O57

Added onto the Research Hub on 15.04.2013

The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?

European Central Bank Working papers [View] (2013-04-15, 15.04.2013)

JEL: E52, E62, F31, F42, G14

Optimal asset structure of a bank - bank reactions to stressful market conditions

European Central Bank Working papers [View] (2013-04-15, 15.04.2013)

The Urban Density Premium across Establishments

Chicago Fed Working papers [View] (2013-04, 15.04.2013)

JEL: R12, R30

Added onto the Research Hub on 11.04.2013

Announcements of interest rate forecasts: Do policymakers stick to them?

Central Bank of Norway (Norges Bank) Working Papers [View] (2000-04, 11.04.2013)

Home Prices and Household Spending

Reserve Bank of Australia Research Discussion Papers [View] (2013-04, 11.04.2013)

The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market

Board of Governors of the Federal Reserve System FEDS series [View] (2013-04-03, 11.04.2013)

Taxation of Human Capital and Wage Inequality: A Cross-Country Analysis

Board of Governors of the Federal Reserve System FEDS series [View] (2013-04-10, 11.04.2013)

Added onto the Research Hub on 10.04.2013

Innocent bystanders: how foreign uncertainty shocks harm exporters,

European Central Bank Working papers [View] (2013-04-10, 10.04.2013)

Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland,

European Central Bank Working papers [View] (2013-04-10, 10.04.2013)

Getting organized to lend in a period of crisis: findings from a survey of Italian banks

Bank of Italy Occasional Papers [View] (2013-04, 10.04.2013)

Does financial education at school work? Evidence from Italy

Bank of Italy Occasional Papers [View] (2013-04, 10.04.2013)

The portfolio allocation strategies of sovereign wealth funds and the financial crisis

Bank of Italy Occasional Papers [View] (2013-04, 10.04.2013)

Revenge of the Steamroller: ABCP as a Workflow on Risk Choices

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2013-04-03, 10.04.2013)

On Returns Differentials

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2013-04-08, 10.04.2013)

A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2013-04-08, 10.04.2013)

Added onto the Research Hub on 09.04.2013

Age Biased Technical and Organisational Change, Training and Employment Prospects of Older Workers

Bank of France Working Papers [View] (2013-04, 09.04.2013)

Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules

Bank of Canada Working papers [View] (2013-04, 09.04.2013)

Added onto the Research Hub on 08.04.2013

The ECB's non-standard monetary policy measures: the role of institutional factors and financial structure,

European Central Bank Working papers [View] (2013-04-08, 08.04.2013)

Fiscal regimes in the EU

European Central Bank Working papers [View] (2013-04-08, 08.04.2013)

Added onto the Research Hub on 04.04.2013

Currency Demand during the Global Financial Crisis: Evidence from Australia

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

Industry Dimensions of the Resource Boom: An Input-Output Analysis

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

Implications for the Australian Economy of Strong Growth in Asia

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

JEL: E02, E20, N15, N17, Q33, Q43

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)