Central Bank Research Hub - What's new

Title Author(s)

Added onto the Research Hub on 27.04.2012

Trend growth expextations and U.S. house prices before and after the crisis

Deutsche Bundesbank Discussion Papers [View] (2012-04-27, 27.04.2012)

JEL: D83, E13, E32, O40

Effects of equity capital on the interest rate and the demand for credit. Empirical evidence from Spanish

Bank of Spain Working Papers [View] (2012-04, 27.04.2012)

JEL: D24, G21

The Evolution of Treasury Cash Management during the Financial Crisis

New York Fed Current issues [View] (2012-04-26, 27.04.2012)

Information Disclosure and Exchange Media

St Louis Fed Working Papers [View] (2012-04, 27.04.2012)

Forecasting National Recessions Using State Level Data

St Louis Fed Working Papers [View] (2012-04, 27.04.2012)

JEL: C52, C53, E32, E37

Added onto the Research Hub on 26.04.2012

Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy

Bank of Portugal Working papers [View] (2012-04, 26.04.2012)

JEL: E21, E22, E32, E44

The Information Contentof Central Bank Minutes

Sveriges Riksbank Working Papers [View] (2012-04-26, 26.04.2012)

JEL: D71, D83, E52, E58

Added onto the Research Hub on 25.04.2012

Credit portfolio modelling and its effect on capital requirements

Deutsche Bundesbank Discussion Papers [View] (2012-04-25, 25.04.2012)

JEL: G21, G28, G32

Trade linkages and growth in Latin America: A time-varying SVAR approach

Central Reserve Bank of Peru Working Papers [View] (2012-04, 25.04.2012)

JEL: C32, C50, E32, F44, O54

Entrepreneurial optimism and survival

Bank of Finland Discussion Papers [View] (2012-04-25, 25.04.2012)

JEL: D21, L20

Capital Controls with International Reserve Accumulation: Can this Be Optimal?

Central Reserve Bank of Peru Working Papers [View] (2012-04, 25.04.2012)

Mean Reversion in Stock Prices: Implications for Long-Term Investors

Netherlands Bank DNB Working Papers [View] (2012-04-25, 25.04.2012)

Modelling the liquidity ratio as macroprudential instrument

Netherlands Bank DNB Working Papers [View] (2012-04-25, 25.04.2012)

JEL: C15, E44, G21, G28, G32

The Effects of Mobile Phone Infrastructure: Evidence from Rural Peru

Central Reserve Bank of Peru Working Papers [View] (2012-04, 25.04.2012)

JEL: O1, O3, Q13, Q16

Added onto the Research Hub on 24.04.2012

Capital regulation, liquidity requirements and taxation in a dynamic model of banking

Deutsche Bundesbank Discussion Papers [View] (2012-04-24, 24.04.2012)

JEL: G21, G28, G33

Added onto the Research Hub on 23.04.2012

Economic (in)stability under monetary targeting.

Bank of Italy Working Papers [View] (2012-03, 23.04.2012)

JEL: E41, E5, E52, E58

Monetary policy and the flow of funds in the euro area

Bank of Italy Working Papers [View] (2012-04, 23.04.2012)

JEL: E32, E4, E52, G11

The effects of unemployment benefits in Italy: evidence from an institutional change

Bank of Italy Working Papers [View] (2012-04, 23.04.2012)

JEL: J64, J65

Optimal fiscal policy when agents fear government default

Bank of Italy Working Papers [View] (2012-04, 23.04.2012)

JEL: D83, E62

Elkayam David and Rozenshtrom Irit - MOISE: A DSGE Model for the Israeli Economy

Bank of Israel Research - Discussion Papers [View] (2012-04-23, 23.04.2012)

JEL: C11, E32, E37, F41

Bank regulation and stability: an examination of the Basel market risk framework

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (2012-04, 23.04.2012)

JEL: D81, G11, G21, G28

Added onto the Research Hub on 20.04.2012

Bank regulations and income inequality: Empirical evidence

Bank of Finland Discussion Papers [View] (2012-04-20, 20.04.2012)

JEL: G28, O15, O16

Retail payments and economic growth

Bank of Finland Discussion Papers [View] (2012-04-20, 20.04.2012)

JEL: G20, G21

Risk spillovers in international equity portfolios

Swiss National Bank Working Papers [View] (2012-04-20, 20.04.2012)

JEL: C13, C16, C22, C51, C53, G17

Liquidity Effects of Quantitative Easing on Long-Term Interest Rates

Swiss National Bank Working Papers [View] (2012-04-20, 20.04.2012)

JEL: E43, E52, E58

Added onto the Research Hub on 19.04.2012

Urban agglomeration and CEO compensation

Bank of Finland Discussion Papers [View] (2012-04-18, 19.04.2012)

JEL: D8, G3, J3, R1

Petro populism

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-04-19, 19.04.2012)

JEL: D72, O13, Q33

Measuring sovereign contagion in Europe

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-04-10, 10.04.2012)

JEL: E58, F34, F36, G12, G15

Added onto the Research Hub on 18.04.2012

What determines bank stock price synchronicity? Global evidence

Bank of Finland Discussion Papers [View] (2012-04-18, 18.04.2012)

JEL: G12, G14, G15, G21, G38, N20

Ensuring price stability in post-crisis Asia: lessons from the recovery

Bank for International Settlements Working papers [View] (2012-04, 18.04.2012)

JEL: E3, E5, E6, F4

Added onto the Research Hub on 14.04.2012

Did monetary and fiscal expansions help stabilize expectations during the Great Recession?

New York Fed Current issues [View] (2012-02-23, 14.04.2012)

Subprime Foreclosures and the 2005 Bankruptcy Reform

New York Fed Economic policy review [View] (2012-03, 14.04.2012)

The Microstructure of the TIPS Market

New York Fed Economic policy review [View] (2012-03, 14.04.2012)

Settlement Liquidity and Monetary Policy Implementation -- Lessons from the Financial Crisis

New York Fed Economic policy review [View] (2012-03, 14.04.2012)

Added onto the Research Hub on 13.04.2012

Why do large firms go for Islamic loans?

Bank of Finland BOFIT Discussion Papers [View] (2012-04-13, 13.04.2012)

JEL: G21, G32, O16

Financial Development, Exporting and Firm Heterogeneity in Chile

Central Bank of Chile Working Papers [View] (2012-03, 13.04.2012)

Added onto the Research Hub on 12.04.2012

Corporate governance and cost of bank loan

Bank of Finland Discussion Papers [View] (2012-04-12, 12.04.2012)

JEL: G21, G34

Are firm- and country-specific governance substitutes? Evidence from financial contracts in emerging markets

Bank of Finland Discussion Papers [View] (2012-04-12, 12.04.2012)

JEL: G20, G30, G31, G34, G38

Asymmetric benchmarking in bank credit rating

Bank of Finland Discussion Papers [View] (2012-04-12, 12.04.2012)

JEL: G21, G32, G38

Rapid credit growth and international credit: Challenges for Asia

Bank for International Settlements Working papers [View] (2012-04, 12.04.2012)

JEL: E32, F34, F43

Predicting rating changes for banks: How accurate are accounting and stock market indicators?

Bank of Finland Discussion Papers [View] (2012-04-12, 12.04.2012)

JEL: G21, G28

Do corporate boards affect firm performance? New evidence from the financial crisis

Bank of Finland Discussion Papers [View] (2012-04-12, 12.04.2012)

JEL: G01, G30, G34

Added onto the Research Hub on 11.04.2012

News Shocks and the Slope of the Term Structure of Interest Rates

St Louis Fed Working Papers [View] (2012-04, 11.04.2012)

Systemic risk in global banking: what can available data tell us and what more data are needed?

Bank for International Settlements Working papers [View] (2012-04, 11.04.2012)

JEL: F21, F34, G15, G18, Y1

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

Richmond Fed Working Papers [View] (2012-04, 11.04.2012)

JEL: C11, C32, E32

Price Equalization Does Not Imply Free Trade

St Louis Fed Working Papers [View] (2012-04, 11.04.2012)

The Risk Premium and Long-Run Global Imbalances

St Louis Fed Working Papers [View] (2012-03, 11.04.2012)

JEL: E21, F32, F41, G12

Added onto the Research Hub on 10.04.2012

Combination schemes for turning point predictions

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-04-10, 10.04.2012)

JEL: C11, C15, C53, E37

Measuring sovereign contagion in Europe

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-04-10, 10.04.2012)

JEL: E58, F34, F36, G12, G15

Added onto the Research Hub on 05.04.2012

Loan loss provisioning practices of Asian banks

Bank for International Settlements Working papers [View] (2012-04, 05.04.2012)

JEL: G21, G28

Understanding the Long-Run Decline in Interstate Migration

Minneapolis Fed Working Papers [View] (2012-04, 05.04.2012)

JEL: D83, J11, J24, J61, R12, R23

Added onto the Research Hub on 04.04.2012

Output Gaps and Robust Monetary Policy Rules

Sveriges Riksbank Working Papers [View] (2012-04-04, 04.04.2012)

JEL: E52, E58

Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics

National Bank of Belgium Working Papers [View] (2012, 04.04.2012)

JEL: E44, G21

Co-movement in Inflation Hugo Gerard Back to Top 2011

Reserve Bank of Australia Research Discussion Papers [View] (2012-03, 04.04.2012)

JEL: C33, E31, E32, F44

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

Bank of Canada Working papers [View] (2012-03, 04.04.2012)

JEL: G12, G13

Econometric Modeling of Exchange Rate Volatility and Jumps

St Louis Fed Working Papers [View] (2012-04, 04.04.2012)

JEL: C13, C14, C58, F31

Added onto the Research Hub on 30.03.2012

Learning by disinflating

Bank of Finland Discussion Papers [View] (2012-03-30, 30.03.2012)

JEL: D83, E52, E58

Added onto the Research Hub on 29.03.2012

Market perception of fiscal sustainability: An application to the largest euro area economies

Bank of Portugal Working papers [View] (2012-03, 29.03.2012)

JEL: G12, H63, H68

Added onto the Research Hub on 28.03.2012

Securitization and the dark side of diversification

Netherlands Bank DNB Working Papers [View] (2012-03-28, 28.03.2012)

JEL: G11, G21

Institutions and export dynamics

National Bank of Belgium Working Papers [View] (2012, 28.03.2012)

JEL: F10, F12, L14

Comparative advantage, multi-product firms and trade liberalisation: An empirical test

National Bank of Belgium Working Papers [View] (2012, 28.03.2012)

JEL: F11, F12, F14, L23

Tommaso Padoa-Schioppa and the origins of the euro

National Bank of Belgium Working Papers [View] (2012, 28.03.2012)

JEL: A11, B20, E60, F02, N14, P16

Competition in the Portuguese Economy:An overview of classical indicators

Bank of Portugal Working papers [View] (2012-03, 28.03.2012)

JEL: L10, L60, O50

Added onto the Research Hub on 27.03.2012

Fiscal policy and the great recession in the Euro area,

European Central Bank Working papers [View] (2012-03-26, 27.03.2012)

JEL: C11, E32, E62

Foreign Aid, Illegal Immigration, and Host Country Welfare

St Louis Fed Working Papers [View] (2012-03, 27.03.2012)

JEL: F1, F35, O1

Added onto the Research Hub on 26.03.2012

Fiscal Rules and the Sovereign Default Premium

Richmond Fed Working Papers [View] (2012-03, 26.03.2012)

JEL: F34, F41

(Not so) easy come, (still) easy go? Footloose multinationals revisited?

National Bank of Belgium Working Papers [View] (2012-03-26, 26.03.2012)

JEL: F23

Added onto the Research Hub on 24.03.2012

When Good Investments Go Bad: The Contraction in Community Bank Lending After the 2008 GSE Takeover

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2012-03-23, 24.03.2012)

JEL: E61, G21, G28

Added onto the Research Hub on 23.03.2012

U.S. International Equity Investment

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2012-03-19, 23.03.2012)

JEL: C35, F21, G11

Some Unpleasant Properties of Log-Linearized Solutions When the Nominal Rate Is Zero

Atlanta Fed Working papers [View] (2012-03-23, 23.03.2012)

JEL: E12, E50, E62, H30

Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: C11, C13, F41

Optimal Monetary Policy in a Two Country Model with Firm-Level Heterogeneity

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: E31, E52, F41

Policy Regimes, Policy Shifts, and U.S. Business Cycles

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: C52, E31, E32, E52, E63

Accounting for Real Exchange Rates Using Micro-Data

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: F4

Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis Title

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: C5, E44, F3

Financial Markets Forecasts Revisited: Are They Rational, Herding or Bold?

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: D03, G17

The Perils of Aggregating Foreign Variables in Panel Data Models

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: C12, C31, C33, F41

International Reserves and Gross Capital Flows: Dynamics During Financial Stress

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: F21, F32, F33

A Simple Model of Price Dispersion

Dallas Fed Institute Working Papers [View] (2012-03, 22.03.2012)

JEL: C78, D43

Does Wagner's law ruin the sustainability of German public finances?

Deutsche Bundesbank Discussion Papers [View] (2012-03-23, 23.03.2012)

JEL: E62, H19, H50, H63

Added onto the Research Hub on 22.03.2012

Financial sector in resource-dependent economies

Bank of Finland BOFIT Discussion Papers [View] (2012-03-22, 22.03.2012)

JEL: G20, O16, O57, Q32

Has the Chinese growth model changed? A view from the credit market

Bank of Finland BOFIT Discussion Papers [View] (2012-03-22, 22.03.2012)

JEL: E44, G30, O16

Asset purchase policy at the effective lower bound for interest rates

Bank of England Working papers [View] (2012-03, 22.03.2012)

JEL: E52, E58

The impact of QE on the UK economy - some supportive monetarist arithmetic

Bank of England Working papers [View] (2012-03, 22.03.2012)

Assessing the economy-wide effects of quantitative easing

Bank of England Working papers [View] (2012-03, 22.03.2012)

JEL: C11, C32, E52, E58

Implicit intraday interest rate in the UK unsecured overnight money market

Bank of England Working papers [View] (2012-03, 22.03.2012)

JEL: E42, E58, G21

Does macropru leak? Evidence from a UK policy experiment

Bank of England Working papers [View] (2012-03, 22.03.2012)

JEL: E32, E51, F30, G21, G28

The business cycle implications of banks' maturity transformation

Bank of England Working papers [View] (2012-03, 22.03.2012)

JEL: E22, E32, E44, G21

Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options

Central Bank of Brazil Working Papers [View] (2012-03, 22.03.2012)

JEL: C13, C53, F31, G17

Optimal Capital Flow Taxes in Latin America

Central Bank of Brazil Working Papers [View] (2012-03, 22.03.2012)

JEL: E60, F31, F32, F37, H21

Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach

Central Bank of Brazil Working Papers [View] (2012-03, 22.03.2012)

JEL: F12, F14, F31

The dynamics of capital structure decisions

Bank of Portugal Working papers [View] (2012-03, 22.03.2012)

JEL: G32

Optimal Policy When the Inflation Target is not Optimal

Central Bank of Brazil Working Papers [View] (2012-03, 22.03.2012)

JEL: E31, E52, E58

Added onto the Research Hub on 20.03.2012

Why do banking crises occur? The American subprime crisis compared with the Norwegian banking crisis 1987-92

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-03-20, 20.03.2012)

JEL: E32, E51, G01, G18, N10, N12, N14

Short-term forecasting of the Japanese economy using factor models,

European Central Bank Working papers [View] (2012-03-20, 20.03.2012)

JEL: C50, C53, E37, E47

Central banks under German rule during World War II: The case of Norway

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-03-20, 20.03.2012)

JEL: H56, N44, N94

Net energy analysis in a Ramsey-Hotelling growth model

Bank of Spain Working Papers [View] (2012-03, 20.03.2012)

JEL: O13, Q00, Q43

Added onto the Research Hub on 19.03.2012

The Wage Impact of Undocumented Workers

Atlanta Fed Working papers [View] (2012-03-19, 19.03.2012)

JEL: J15, J30

FX volume during the financial crisis and now

Bank for International Settlements Quarterly Review [View] (2012-03, 19.03.2012)

JEL: C82, F31, G15

The impact of Federal Reserve asset purchase programmes: another twist

Bank for International Settlements Quarterly Review [View] (2012-03, 19.03.2012)

JEL: E52, E63