Central Bank Research Hub - What's new

Title Author(s)

Added onto the Research Hub on 14.09.2014

Residential property price statistics across the globe

Bank for International Settlements Quarterly Review [View] (2014-09, 14.09.2014)

JEL: R30, R31

Asset managers in emerging market economies

Bank for International Settlements Quarterly Review [View] (2014-09, 14.09.2014)

JEL: G11, G15, G23

Risks related to EME corporate balance sheets: the role of leverage and currency mismatch

Bank for International Settlements Quarterly Review [View] (2014-09, 14.09.2014)

JEL: D21, F31, G32

Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals

Bank for International Settlements Quarterly Review [View] (2014-09, 14.09.2014)

JEL: F34, G15, G21

Added onto the Research Hub on 12.09.2014

Exploiting the monthly data flow in structural forecasting

Bank of England Working papers [View] (2014-09-12, 12.09.2014)

JEL: C33, C53, E30

Institutional investor portfolio allocation, quantitative easing and the global financial crisis

Bank of England Working papers [View] (2014-09-12, 12.09.2014)

JEL: C22, C23, E61, E65, G11

How does credit supply respond to monetary policy and bank minimum capital requirements?

Bank of England Working papers [View] (2014-09-05, 05.09.2014)

JEL: E44, E51, E52, G18, G21

One currency, one price? Euro changeover-related inflation in Estonia

European Central Bank Working papers [View] (2014-09-12, 12.09.2014)

JEL: D49, E58, P46

Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

European Central Bank Working papers [View] (2014-09-12, 12.09.2014)

JEL: C11, C13, C33, C53

Added onto the Research Hub on 11.09.2014

The impact of financial

Bank of Spain Working Papers [View] (2014-09, 11.09.2014)

JEL: C11, F32, F41, G28

Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters

Cleveland Fed Working papers [View] (2014-09, 11.09.2014)

JEL: G20, G21

Trade Partner Diversification and Growth: How Trade Links Matter

Dallas Fed Institute Working Papers [View] (2013-09, 11.09.2014)

JEL: F13, G2, O19

What Drives Housing Dynamics in China? A Sign Restrictions VAR Approach

Dallas Fed Institute Working Papers [View] (2014-09, 11.09.2014)

JEL: E30, F44, R21, R31

Added onto the Research Hub on 10.09.2014

Do federal reserve bank presidents have a regional bias?

European Central Bank Working papers [View] (2014-09-10, 10.09.2014)

JEL: C12, C3, D72, E58

Monetary analysis and the global financial cycle: an Asian central bank perspective

Bank for International Settlements Working papers [View] (2014-09-10, 10.09.2014)

JEL: E42, E58, F42

Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic

European Central Bank Working papers [View] (2014-09-10, 10.09.2014)

JEL: C15, C32, E51

The Extent and Cyclicality of Career Changes: Evidence for the U.K.

San Francisco Fed Working Papers [View] (2014-08, 10.09.2014)

JEL: G10, J63, J64

Predicting Dwelling Prices with Consideration of the Sales Mechanism

Reserve Bank of Australia Research Discussion Papers [View] (2014-09, 10.09.2014)

JEL: D44, R31

Added onto the Research Hub on 09.09.2014

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Sveriges Riksbank Working Papers [View] (2014-09-09, 09.09.2014)

JEL: G21

A policy model to analyze macroprudential regulations and monetary policy

Bank for International Settlements Working papers [View] (2014-09-09, 09.09.2014)

JEL: E17, E32, E44, F41

The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru

Bank for International Settlements Working papers [View] (2014-09-09, 09.09.2014)

JEL: E58, F31, G14

Spillovers, capital flows and prudential regulation in small open economies

Bank for International Settlements Working papers [View] (2014-09-08, 09.09.2014)

JEL: E21, E23, E32, E44, G01, O11, O16

Traditional and matter-of-fact financial frictions in a DSGE model for Brazil: the role of macroprudential instruments and monetary policy

Bank for International Settlements Working papers [View] (2014-09-09, 09.09.2014)

JEL: E4, E5, E6

Have Standard VARs Remained Stable since the Crisis?

Cleveland Fed Working papers [View] (2014-09, 09.09.2014)

JEL: C11, C33, C53, E17

Added onto the Research Hub on 08.09.2014

The Great (De)leveraging in the GIIPS Countries. Domestic Credit and Net Foreign Liabilities 1998-2013

Bank of Estonia Working papers [View] (2014-09-08, 08.09.2014)

JEL: C32, E44, E51, F32

What Predicts U.S. Recessions?

New York Fed Staff reports [View] (2014-09, 08.09.2014)

JEL: C52, C53, E32, E37

Added onto the Research Hub on 06.09.2014

State Mandated Financial Education and the Credit Behavior of Young Adults

Board of Governors of the Federal Reserve System FEDS series [View] (2014-09-05, 06.09.2014)

Added onto the Research Hub on 05.09.2014

On the Changes in the Sustainability of European External Debt: What Have We Learned

Bank of Estonia Working papers [View] (2014-09-04, 04.09.2014)

JEL: C22, E31, E32

Financial Fire Sales: Evidence from Bank Failures

Board of Governors of the Federal Reserve System FEDS series [View] (2014-09-04, 05.09.2014)

The Effects of Unemployment Benefits on Unemployment and Labor Force Participation: Evidence from 35 Years of Benefits Extensions

Board of Governors of the Federal Reserve System FEDS series [View] (2014-09-04, 05.09.2014)

JEL: E24, J6

Credit Status and College Investment: Implications for Student Loan Policies

Board of Governors of the Federal Reserve System FEDS series [View] (2014-09-04, 05.09.2014)

JEL: D53, E21, I22, I28

Added onto the Research Hub on 04.09.2014

Labor Force Participation: Recent Developments and Future Prospects

Cleveland Fed Working papers [View] (2014-09, 04.09.2014)

JEL: E24, E32, E66, J21, J26

Can interest rate spreads stabilize the euro area?

National Bank of Poland Working papers [View] (2000, 04.09.2014)

JEL: E32, E43, E52

Labor Force Participation: Recent Developments and Future Prospects

Board of Governors of the Federal Reserve System FEDS series [View] (2014-09-04, 04.09.2014)

The Shimer puzzle(s) in a New Keynesian framework

Bank of France Working Papers [View] (2014-09, 04.09.2014)

JEL: E24, E32, J60

On the Changes in the Sustainability of European External Debt: What Have We Learned

Bank of Estonia Working papers [View] (2014-09-04, 04.09.2014)

JEL: C22, E31, E32

Added onto the Research Hub on 03.09.2014

Transmission of the Financial Crisis in 1907: An Empirical Investigation

Cleveland Fed Working papers [View] (2014-09, 03.09.2014)

JEL: E44, G01, N11, N21

What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach

Board of Governors of the Federal Reserve System FEDS series [View] (2014-09-02, 03.09.2014)

Financial Condition and Product Market Cooperation

Board of Governors of the Federal Reserve System FEDS series [View] (2014-09-02, 03.09.2014)

Monetary Policy, Financial Conditions, and Financial Stability

New York Fed Staff reports [View] (2014-09, 03.09.2014)

JEL: E52, G01, G28

Added onto the Research Hub on 02.09.2014

Cross-border banking and global liquidity

Bank for International Settlements Working papers [View] (2014-09-01, 02.09.2014)

JEL: F32, F33, F34

The international monetary and financial system: a capital account historical perspective

Bank for International Settlements Working papers [View] (2014-09-01, 02.09.2014)

JEL: E40, E43, E44, E50, E52, F30, F40

Added onto the Research Hub on 01.09.2014

The international monetary and financial system: its Achilles heel and what to do about it

Bank for International Settlements Working papers [View] (2014-09-01, 01.09.2014)

JEL: E40, E43, E44, E50, E52, F30, F40

Financial stress and economic dynamics: the transmission of crises

European Central Bank Working papers [View] (2014-09-01, 01.09.2014)

JEL: C11, C32, E44

Flight to liquidity and the Great Recession

European Central Bank Working papers [View] (2014-09-01, 01.09.2014)

JEL: E22, E32, E44

Price-setting behaviour in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (2014-09, 01.09.2014)

JEL: D40, E30

Added onto the Research Hub on 30.08.2014

On Central Bank Interventions in the Mexican Peso/Dollar Foreign Exchange Market

Bank of Mexico Working Papers [View] (2014-08, 30.08.2014)

JEL: E5, F31

Are Information Disclosure Mandates Effective? Evidence from the Credit Card Market

Bank of Mexico Working Papers [View] (2014-08, 30.08.2014)

JEL: D12, D14, D83, G02, G21, G28

Added onto the Research Hub on 29.08.2014

Financial Business Cycles

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2014-08-29, 29.08.2014)

JEL: E32, E44, E47

Employment and Firm Heterogeneity, Capital Allocation, and Countercyclical Labor Market Policies

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (2014-08-29, 29.08.2014)

JEL: E24, E32, J64

Coin Assaying and Commodity Money

Bank of France Working Papers [View] (2014-08, 29.08.2014)

JEL: D82, E42, N23

Asset Illiquidity and Dynamic Bank Capital Requirements

IJCB International Journal of Central Banking [View] (2014-09, 29.08.2014)

JEL: D82, E44, G21

When Capital Adequacy and Interest Rate Policy Are Substitutes (And When They Are Not)

IJCB International Journal of Central Banking [View] (2014-09, 29.08.2014)

JEL: E5, G2

The Signaling Channel for Federal Reserve Bond Purchases

IJCB International Journal of Central Banking [View] (2014-09, 29.08.2014)

JEL: E43, E52

Wealth and Consumption: French Households in the Crisis

IJCB International Journal of Central Banking [View] (2014-09, 29.08.2014)

JEL: C25, D12, E21, E44

Inflation Risk Premia in the Euro Area and the United States

IJCB International Journal of Central Banking [View] (2014-09, 29.08.2014)

JEL: E43, E44

Asset Class Diversification and Delegation of Responsibilities between a Central Bank and Sovereign Wealth Fund

IJCB International Journal of Central Banking [View] (2014-09, 29.08.2014)

JEL: E52, E58, F30

On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?

IJCB International Journal of Central Banking [View] (2014-09, 29.08.2014)

JEL: C58, G21, R30

Optimal Monetary Policy with State-Dependent Pricing

IJCB International Journal of Central Banking [View] (2014-09, 29.08.2014)

JEL: E31

Financial Crises and the Composition of Cross-Border Lending

San Francisco Fed Working Papers [View] (2014-08, 29.08.2014)

JEL: F30, F65, G15

Added onto the Research Hub on 28.08.2014

Income Inequality and Political Polarization: Time Series Evidence Over Nine Decades

Dallas Fed Working Papers [View] (2014-01, 28.08.2014)

JEL: D31, D63, D72

Added onto the Research Hub on 27.08.2014

Do Creditor Rights Increase Employment Risk? Evidence from Loan Covenants

Board of Governors of the Federal Reserve System FEDS series [View] (2014-08-27, 27.08.2014)

Precautionary Volatility and Asset Prices

Board of Governors of the Federal Reserve System FEDS series [View] (2014-08-27, 27.08.2014)

The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors

Board of Governors of the Federal Reserve System FEDS series [View] (2014-08-27, 27.08.2014)

JEL: C23, E43, G10, G12, G19

Filling in the Blanks: Network Structure and Interbank Contagion

Bank for International Settlements Working papers [View] (2014-08, 27.08.2014)

JEL: C63, D85, G21, L14

Bank ownership structure, SME lending and local credit markets

Bank of Finland Discussion Papers [View] (2014, 27.08.2014)

JEL: G21, G28

Fuel Subsidies, the Oil Market and the World Economy

Dallas Fed Working Papers [View] (2014, 27.08.2014)

JEL: E62, F41, Q43

Occupational Hazards and Social Disability Insurance

St Louis Fed Working Papers [View] (2014-08, 27.08.2014)

JEL: E62, I13

Added onto the Research Hub on 26.08.2014

Financial shocks and optimal monetary policy rules

Bank of Finland Discussion Papers [View] (2014, 26.08.2014)

JEL: E32, E44, E52

Understanding the challenges for infrastructure finance

Bank for International Settlements Working papers [View] (2014-08, 26.08.2014)

JEL: G21, G23, H54, O16, O18

The credibility of Hong Kong's currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities

Bank of Finland BOFIT Discussion Papers [View] (2014, 26.08.2014)

JEL: C11, C32, F31, F41

Commodity Price Cycles and Financial Stability

Central Bank of Chile Working Papers [View] (2014-08, 26.08.2014)

Vulnerability to Changes in External Financing Due to Global Factors

Central Bank of Chile Working Papers [View] (2014-08, 26.08.2014)

Uncovering Our Self-Imposed Limits

Central Bank of Chile Working Papers [View] (2014-08, 26.08.2014)

Trade With Asymmetric Information

Central Bank of Chile Working Papers [View] (2014-08, 26.08.2014)

The Long-Term Divergence Between Your CPI and Mine, The Case of Chile

Central Bank of Chile Working Papers [View] (2014-08, 26.08.2014)

Ouside lending in the NYC Call Loan Market

Cleveland Fed Working papers [View] (2014-08, 26.08.2014)

JEL: G01, N21

Risk Matters: The Impact of Nominal Uncertainty in Chile

Central Bank of Chile Working Papers [View] (2014-08, 26.08.2014)

Credit Stabilization Through Public Banks: The Case of Banco Estado

Central Bank of Chile Working Papers [View] (2014-08, 26.08.2014)

Reserve Policy and Bretton Woods

Cleveland Fed Working papers [View] (2014-08, 26.08.2014)

JEL: F31, F33, N1

Added onto the Research Hub on 25.08.2014

Discussion Paper 20/2014: Promoting efficient retail payments in Europe

Bank of Finland Discussion Papers [View] (2014, 25.08.2014)

JEL: G21, G28

The effects of government spending in a small open economy within a monetary union

European Central Bank Working papers [View] (2014-08-25, 25.08.2014)

JEL: E22, E62, H54

Added onto the Research Hub on 23.08.2014

Job Search Behavior over the Business Cycle

New York Fed Staff reports [View] (2014-08, 23.08.2014)

JEL: E24, E32, J22, J64

Added onto the Research Hub on 22.08.2014

Tailwinds from the East: how has the rising share of imports from emerging markets affected import prices?

Bank of England Working papers [View] (2014-08-22, 22.08.2014)

JEL: C23, F40

A Leverage-Based Measure of Financial Instability

New York Fed Staff reports [View] (2014-08, 22.08.2014)

JEL: E58, G01, G10, G20, G21

Estimating time-varying DSGE models using minimum distance methods

Bank of England Working papers [View] (2014-08-22, 22.08.2014)

JEL: C14, C18, E52, E61, E66

Quantitative easing and bank lending: a panel data approach

Bank of England Working papers [View] (2014-08-22, 22.08.2014)

JEL: E52, G21

The cost of human capital depreciation during unemployment

Bank of England Working papers [View] (2014-08-22, 22.08.2014)

JEL: E24, E31, E52

The Two Greatest. Great Recession vs. Great Moderation

Bank of Spain Working Papers [View] (2000-08, 22.08.2014)

JEL: C22, E32

Banks, shadow banking, and fragility

European Central Bank Working papers [View] (2014-08-22, 22.08.2014)

JEL: G21, G23, G28

The Effect of the Mining Boom on the Australian Economy

Reserve Bank of Australia Research Discussion Papers [View] (2014-08, 22.08.2014)

JEL: E17, Q33

Fiscal devaluation in the euro area: a model-based analysis

European Central Bank Working papers [View] (2014-08-22, 22.08.2014)

JEL: F32, F47, H20

Should Icelandic pension funds hedge currency risk in their foreign investments?

Central Bank of Iceland Working Papers [View] (2014-08, 22.08.2014)

JEL: D81, F31, G32

Added onto the Research Hub on 21.08.2014

Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach

European Central Bank Working papers [View] (2014-08-21, 21.08.2014)

JEL: C33, C53, E31, E37

Identifying excessive credit growth and leverage

European Central Bank Working papers [View] (2014-08-21, 21.08.2014)

JEL: C40, E44, E61, G01, G21

Added onto the Research Hub on 20.08.2014

Shifts in the Beveridge Curve

New York Fed Staff reports [View] (2014-08, 20.08.2014)

JEL: E24, J60

Africa Is on Time

New York Fed Staff reports [View] (2014-08, 20.08.2014)

JEL: F63, I32, O15

Capital flows and macroprudential policies - A multilateral assessment of effectiveness and externalities

European Central Bank Working papers [View] (2014-08-20, 20.08.2014)

JEL: F3, F5, G01, G11

How do households allocate their assets? Stylised facts from the Eurosystem Household Finance and Consumption Survey

Bank of France Working Papers [View] (2014-08, 20.08.2014)

JEL: D1, D3

Financial fragility in small open economies: firm balance sheets and the sectoral structure

Bank of France Working Papers [View] (2014-08, 20.08.2014)

JEL: E44, F32, F34, F43, O41