Central Bank Research Hub - What's new

Title Author(s)

Added onto the Research Hub on 31.01.2013

Financial Development and the Volatility of Income

Bank of Canada Working papers [View] (2013-01, 31.01.2013)

Incentives through the cycle: microfounded macroprudential regulation

Bank of Italy Working Papers [View] (2013-01, 31.01.2013)

What is a prime bank? A Euribor - OIS spread perspective

Bank of Italy Working Papers [View] (2013-01, 31.01.2013)

Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility

Bank of Italy Working Papers [View] (2013-01, 31.01.2013)

Collective action clauses: how do they weigh on sovereigns?

Bank of Italy Working Papers [View] (2013-01, 31.01.2013)

Firm size and judicial efficiency: evidence from the neighbour's court

Bank of Italy Working Papers [View] (2013-01, 31.01.2013)

A spatial competitive analysis: the carbon leakage effect on the cement industry under the European Emissions Trading Scheme

Bank of Italy Working Papers [View] (2013-01, 31.01.2013)

You never give me your money? Sovereign debt crises, collective action problems, and IMF lending

Bank of Italy Occasional Papers [View] (2013-01, 31.01.2013)

Why are payment habits so heterogeneous across and within countries? Evidence from European countries and Italian regions

Bank of Italy Occasional Papers [View] (2013-01, 31.01.2013)

The Eurosystem's monetary, banking and financial statistics: some reflections on results and future steps

Bank of Italy Occasional Papers [View] (2013-01, 31.01.2013)

The housing wealth of Italian households: a comparison of administrative and survey data

Bank of Italy Occasional Papers [View] (2013-01, 31.01.2013)

Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently?

Central Reserve Bank of Peru Working Papers [View] (2013-01, 31.01.2013)

External competitiveness of EU candidate countries

European Central Bank Occasional papers [View] (2013-01, 31.01.2013)

How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads?

St Louis Fed Working Papers [View] (2013-01, 31.01.2013)

Added onto the Research Hub on 30.01.2013

Distribution Capital and the Short- and Long-Run Import Demand Elasticity

Dallas Fed Institute Working Papers [View] (2012-01, 30.01.2013)

Added onto the Research Hub on 29.01.2013

Real economic convergence and the impact of monetary policy on economic growth of the EU countries: The analysis of time stability and the identification of major turning points based on the Bayesian methods

National Bank of Poland Working papers [View] (2012, 23.01.2013)

Financial Development and Long-Run Volatility Trends

St Louis Fed Working Papers [View] (2013-01, 23.01.2013)

Are Government Spending Multipliers Greater During Periods of Slack? Evidence from 20th Century Historical Data

St Louis Fed Working Papers [View] (2013-01, 23.01.2013)

How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data

Netherlands Bank DNB Working Papers [View] (2013-01-24, 24.01.2013)

Inflation drivers in new EU members

National Bank of Slovakia Working Papers [View] (2012-01, 25.01.2013)

Added onto the Research Hub on 17.01.2013

Firm Entry, Endogenous Markups and the Dynamics of the Labor Share of Income

Netherlands Bank DNB Working Papers [View] (2013-01-15, 17.01.2013)

What drives pension indexation in turbulent times? An empirical examination of Dutch pension funds

Netherlands Bank DNB Working Papers [View] (2013-01-17, 17.01.2013)

Testing the Predictive Power of Mexican Consumers' Inflation Expectations

Bank of Mexico Working Papers [View] (2012, 17.01.2013)

Estimating the Impacts of U.S. LSAPs on Emerging Market Economies' Local Currency Bond Markets

New York Fed Staff reports [View] (2013-01, 17.01.2013)

Added onto the Research Hub on 16.01.2013

Financing Japan's World War II occupation of Southeast Asia

Central Bank of Norway (Norges Bank) Working Papers [View] (2000-01, 16.01.2013)

Monetary policy decisions - comparing theory and "inside" information from MPC members

Central Bank of Norway (Norges Bank) Working Papers [View] (2000-01, 16.01.2013)

International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on U.S.-China Trade

Dallas Fed Institute Working Papers [View] (2012-01, 16.01.2013)

The GVAR Approach and the Dominance of the U.S. Economy

Dallas Fed Institute Working Papers [View] (2012-01, 16.01.2013)

Added onto the Research Hub on 15.01.2013

Financial stability analysis: insights gained from consolidated banking data for the EU

European Central Bank Occasional papers [View] (2013-01, 15.01.2013)

Added onto the Research Hub on 14.01.2013

Monetary policy, banking and heterogeneous agents

National Bank of Poland Working papers [View] (2012, 14.01.2013)

Added onto the Research Hub on 11.01.2013

Real-Time Properties of the Federal Reserve's Output Gap

Board of Governors of the Federal Reserve System FEDS series [View] (2013-01-10, 11.01.2013)

Added onto the Research Hub on 10.01.2013

A General Equilibrium Model with Banks and Default on Loans

Bank of Canada Working papers [View] (2013-01, 10.01.2013)

The production and export structure of the Icelandic economy: An international comparison

Central Bank of Iceland Working Papers [View] (2013-01, 10.01.2013)

Monetary policy and the oil futures market

Deutsche Bundesbank Discussion Papers [View] (2012-12-14, 10.01.2013)

The common drivers of default risk

Deutsche Bundesbank Discussion Papers [View] (2012-12-31, 10.01.2013)

House Prices, Consumption and the Role of Non-Mortgage Debt

Bank of Canada Working papers [View] (2013-01, 10.01.2013)

Added onto the Research Hub on 09.01.2013

Misallocation and the recovery of manufacturing TFP after a financial crisis

Central Bank of Norway (Norges Bank) Working Papers [View] (2000-01, 09.01.2013)

Are Retirement Decisions Vulnerable to Framing Effects? Empirical Evidence from NL and the US

Netherlands Bank DNB Working Papers [View] (2012-12-30, 09.01.2013)

Cyclically adjusted local government balances

Bank of Italy Occasional Papers [View] (2012-12, 09.01.2013)

Regionalization vs. Globalization

St Louis Fed Working Papers [View] (2013-01, 09.01.2013)

Added onto the Research Hub on 08.01.2013

International R&D Spillovers: Technology Transfer vs. R&D Synergies,

European Central Bank Working papers [View] (2013-01-08, 08.01.2013)

The Cyclicality of Sales, Regular and Effective Prices: Business Cycle and Policy Implications

Bank of Canada Working papers [View] (2013-01, 08.01.2013)

Securitization and the Fixed-Rate Mortgage

New York Fed Staff reports [View] (2013-01, 08.01.2013)

Added onto the Research Hub on 07.01.2013

Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment

Swiss National Bank Working Papers [View] (2013-01-07, 07.01.2013)

Research Technical Paper 10RT12

Central Bank of Ireland Research Technical Papers [View] (2012-12-19, 07.01.2013)

Research Technical Paper 08RT12

Central Bank of Ireland Research Technical Papers [View] (2012-12-17, 07.01.2013)

Research Technical Paper 07RT12

Central Bank of Ireland Research Technical Papers [View] (2012-12-16, 07.01.2013)

Added onto the Research Hub on 05.01.2013

Gender Discrimination and Social Identity: Experimental Evidence from Urban Pakistan

New York Fed Staff reports [View] (2013-01, 05.01.2013)

Added onto the Research Hub on 04.01.2013

Too Big to Cheat: Efficiency and Investment in Partnerships

St Louis Fed Working Papers [View] (2013-01, 04.01.2013)

Chinese Exports and U.S. Import Prices

New York Fed Staff reports [View] (2013-01, 04.01.2013)

A Boost in the Paycheck: Survey Evidence on Workers' Response to the 2011 Payroll Tax Cuts

New York Fed Staff reports [View] (2013-01, 04.01.2013)

Added onto the Research Hub on 31.12.2012

The Effect of Local Housing Ordinances

Cleveland Fed Working papers [View] (2012-12, 31.12.2012)

Added onto the Research Hub on 29.12.2012

Predicting quarterly aggregates with monthly indicators

Central Reserve Bank of Peru Working Papers [View] (2012-12, 29.12.2012)

Leverage, Investment, and Optimal Monetary Policy

Cleveland Fed Working papers [View] (2012-12, 29.12.2012)

Privately Optimal Contracts and Suboptimal Outcomes in a Model of Agency Costs

Cleveland Fed Working papers [View] (2012-12, 29.12.2012)

Added onto the Research Hub on 28.12.2012

Cost of borrowing shocks and fiscal adjustment,

European Central Bank Working papers [View] (2012-12-27, 28.12.2012)

Selecting Public Goods Institutions: Who Likes to Punish and Reward?

Boston Fed Working papers [View] (2000-12, 28.12.2012)

Predicting Health Behaviors with Economic Preferences and Perceived Control

Boston Fed Working papers [View] (2000-12, 28.12.2012)

The Cyclical Behavior of Equilibrium Unemployment and Vacancies across OECD Countries

Cleveland Fed Working papers [View] (2012-12, 28.12.2012)

Financial Stress Index: A Lens for Supervising the Financial System

Cleveland Fed Working papers [View] (2012-12, 28.12.2012)

Added onto the Research Hub on 27.12.2012

Traded and nontraded goods prices, and international risk sharing: an empirical investigation

Bank of Spain Working Papers [View] (2012-12, 27.12.2012)

Growth empirics in panel data under model uncertainty and weak exogeneity

Bank of Spain Working Papers [View] (2012-12, 27.12.2012)

Currency mismatch and the sub-prime crisis: firm-level stylised facts from Hungary

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (2012-12, 27.12.2012)

Assessing changes of the Hungarian tax and transfer system: A general-equilibrium microsimulation approach

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (2012-12, 27.12.2012)

Added onto the Research Hub on 24.12.2012

Contagious Bank Runs: Experimental Evidence

Netherlands Bank DNB Working Papers [View] (2012-12-20, 24.12.2012)

The Impact of the LCR on the Interbank Money Market

Netherlands Bank DNB Working Papers [View] (2012-12-20, 24.12.2012)

Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts

Netherlands Bank DNB Working Papers [View] (2012-12-24, 24.12.2012)

Added onto the Research Hub on 22.12.2012

Financial Stress and Economic Dynamics: the transmission of crises

Board of Governors of the Federal Reserve System FEDS series [View] (2012-12-21, 22.12.2012)

The Empirical Implications of the Interest-Rate Lower Bound

Board of Governors of the Federal Reserve System FEDS series [View] (2012-12-21, 22.12.2012)

Estimates of the Size and Source of Price Declines Due to Nearby Foreclosures

Board of Governors of the Federal Reserve System FEDS series [View] (2012-12-21, 22.12.2012)

Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models

New York Fed Staff reports [View] (2012-12, 22.12.2012)

The Federal Reserve's Large-Scale Asset Purchase Programs: Rationale and Effects

Board of Governors of the Federal Reserve System FEDS series [View] (2012-12-21, 22.12.2012)

Added onto the Research Hub on 21.12.2012

Financial Crisis Resolution

Bank of Canada Working papers [View] (2012-12, 21.12.2012)

On the Welfare Effects of Credit Arrangements

Bank of Canada Working papers [View] (2012-12, 21.12.2012)

Heterogeneity and cross-country spillovers in macroeconomic-financial linkages

Bank of Spain Working Papers [View] (2012-12, 21.12.2012)

Uncertainty Shocks in a Model of Effective Demand

Boston Fed Working papers [View] (2000-12, 21.12.2012)

The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters

New York Fed Staff reports [View] (2012-12, 21.12.2012)

No Good Deals-No Bad Models

New York Fed Staff reports [View] (2012-12, 21.12.2012)

How Effective Is Central Bank Forward Guidance?

St Louis Fed Working Papers [View] (2012-12, 21.12.2012)

Added onto the Research Hub on 20.12.2012

Money in monetary policy

National Bank of Poland Working papers [View] (2012, 20.12.2012)

Liquidity Regulation, Funding Costs and Corporate Lending

Netherlands Bank DNB Working Papers [View] (2012-12-20, 20.12.2012)

Retail Payment Systems: Competition, Innovation, and Implications

Netherlands Bank DNB Working Papers [View] (2012-12-20, 20.12.2012)

A History of Australian Corporate Bonds

Reserve Bank of Australia Research Discussion Papers [View] (2012-12, 20.12.2012)

Home Production Technology and Time Allocation: Empirics, Theory, and Implications

Atlanta Fed Working papers [View] (2012-12-18, 20.12.2012)

Housing Wealth and Wage Bargaining

Atlanta Fed Working papers [View] (2012-12-18, 20.12.2012)

Agglomeration and Job Matching among College Graduates

New York Fed Staff reports [View] (2012-12, 20.12.2012)

Analysis of Numerical Errors

St Louis Fed Working Papers [View] (2012-12, 20.12.2012)

Added onto the Research Hub on 19.12.2012

On aggregating human capital across heterogeneous cohorts

National Bank of Poland Working papers [View] (2012, 19.12.2012)

Research Technical Paper 09RT12

Central Bank of Ireland Research Technical Papers [View] (2012-12-19, 19.12.2012)

Consumer Interest Rates and Retail Mutual Fund Flows

Bank of Canada Working papers [View] (2012-12, 19.12.2012)

The Effects of Oil Price Uncertainty on the Macroeconomy

Bank of Canada Working papers [View] (2012-12, 19.12.2012)

Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy

Bank of Canada Working papers [View] (2012-12, 19.12.2012)

Estimation and Solution of Models with Expectations and Structural Changes

Reserve Bank of Australia Research Discussion Papers [View] (2012-12, 19.12.2012)

The Dynamic Effects of Information on Political Corruption: Theory and Evidence from Puerto Rico

Bank of Mexico Working Papers [View] (2012, 19.12.2012)

Do Agricultural Contracts Affect Grain Prices? Evidence from Mexico

Bank of Mexico Working Papers [View] (2012, 19.12.2012)

Default Risk and Economic Activity: A Small Open Economy Model with Sovereign Debt and Default

Bank of Mexico Working Papers [View] (2012, 19.12.2012)

The Mexican Experience in How the Settlement of Large Payments is Performed in the Presence of a High Volume of Small Payments

Bank of Mexico Working Papers [View] (2012, 19.12.2012)

Lobbying for a Common External Tariff from Inside and Out

St Louis Fed Working Papers [View] (2012-12, 19.12.2012)

Inflation and Output in New Keynesian Models with a Transient Interest Rate Peg

Cleveland Fed Working papers [View] (2012-12, 19.12.2012)

Fiscal Multipliers under an Interest Rate Peg of Deterministic vs. Stochastic Duration

Cleveland Fed Working papers [View] (2012-12, 19.12.2012)