Central Bank Research Hub - What's new

Title Author(s)

Added onto the Research Hub on 09.02.2012

Fooled by Search: Housing Prices, Turnover and Bubbles

Bank of Canada Working papers [View] (2012-02, 09.02.2012)

Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending

Bank of Canada Working papers [View] (2012-02, 09.02.2012)

The interdependences of central bank's forecasts and economic agents inflation expectations. Empirical study

National Bank of Poland Working papers [View] (2011, 09.02.2012)

Contagion during the Greek Sovereign Debt Crisis

Netherlands Bank DNB Working Papers [View] (2012-02-09, 09.02.2012)

Follow the money: what does the literature on banking tell prudential supervisors on bank business models?

Netherlands Bank DNB Working Papers [View] (2012-02-09, 09.02.2012)

Monetary Conditions and Banks' Behaviour in the Czech Republic

Czech National Bank Working papers [View] (2012-02, 09.02.2012)

Finite sample performance of small versus large scale dynamic factor models

Bank of Spain Working Papers [View] (2012-02, 09.02.2012)

Get Real: Interpreting Nominal Exchange Rate Fluctuations

IJCB International Journal of Central Banking [View] (2012-02, 09.02.2012)

The Role of Expectations in Inflation Dynamics

IJCB International Journal of Central Banking [View] (2012-02, 09.02.2012)

Inflation Targeting: A Canadian Perspective

IJCB International Journal of Central Banking [View] (2012-02, 09.02.2012)

How Flexible Can Inflation Targeting Be and Still Work?.

IJCB International Journal of Central Banking [View] (2012-02, 09.02.2012)

Tactics and Strategy in Monetary Policy: Benjamin Friedman's Thinking and the Swiss National Bank.

IJCB International Journal of Central Banking [View] (2012-02, 09.02.2012)

Added onto the Research Hub on 08.02.2012

Government Spending and the Real Exchange Rate: a Cross - Country Perspective

Central Bank of Chile Working Papers [View] (2012-01, 08.02.2012)

How informative are in - Simple Information Criteria to Forecasting? the Case of Chilean GDP

Central Bank of Chile Working Papers [View] (2012-01, 08.02.2012)

Are American Homeowners Locked into Their Houses? The Impact of Housing Market Conditions on State-to-State Migration

Boston Fed Working papers [View] (2000-02, 08.02.2012)

Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge

New York Fed Staff reports [View] (2012-02, 08.02.2012)

Why Is the U.S. Share of World Merchandise Exports Shrinking?

New York Fed Current issues [View] (2012-02-07, 08.02.2012)

Added onto the Research Hub on 07.02.2012

Extracting non-linear signals from several economic indicators

Bank of Spain Working Papers [View] (2012-02, 07.02.2012)

Short-run forecasting of the euro-dollar exchange rate with economic fundamentals

Bank of Spain Working Papers [View] (2012-02, 07.02.2012)

A hierarchical model of tail dependent asset returns for assessing portfolio credit risk

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (2011-12, 07.02.2012)

Credit at times of stress: Latin American lessons from the global financial crisis

Bank for International Settlements Working papers [View] (2012-02, 07.02.2012)

Optimal Interest Rate Rules and Inflation Stabilization versus Price-Level Stabilization

New York Fed Staff reports [View] (2012-02, 07.02.2012)

Added onto the Research Hub on 06.02.2012

Follow the Money: Quantifying Domestic Effects of Foreign Bank Shocks in the Great Recession

New York Fed Staff reports [View] (2012-02, 06.02.2012)

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Deutsche Bundesbank Discussion Papers [View] (2011-12-30, 06.02.2012)

JEL: C53, E37

Added onto the Research Hub on 04.02.2012

Capital, Finance, and Trade Collapse

St Louis Fed Working Papers [View] (2012-02, 04.02.2012)

Added onto the Research Hub on 03.02.2012

Signaling asset price bubbles with time-series methods

Bank of Finland Discussion Papers [View] (2012-02-01, 02.02.2012)

Determinants of credit to households in a life-cycle model,

European Central Bank Working papers [View] (2012-02-03, 03.02.2012)

Who needs credit and who gets credit in Eastern Europe?,

European Central Bank Working papers [View] (2012-02-03, 03.02.2012)

Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters,

European Central Bank Working papers [View] (2012-02-03, 03.02.2012)

Real term structure and inflation compensation in the euro area

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

Expected inflation and inflation risk premium in the euro area and in the United States

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

Wealth effects in emerging economies

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

How sticky are local expenditures in Italy? Assessing the relevance of the "flypaper effect" through municipal data

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

Welcome to the machine: firms' reaction to low-skilled immigration

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

Forecasting economic activity with higher frequency targeted predictors

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

Bank balance sheets and the transmission of financial shocks to borrowers: evidence from the 2007-2008 crisis

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

The role of financial investments in agricultural commodity derivatives markets

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

Mapping local productivity advantages in Italy: industrial districts, cities or both?

Bank of Italy Working Papers [View] (2012-02, 03.02.2012)

Access to credit in times of crisis: measures to support firms and households

Bank of Italy Occasional Papers [View] (2012-01, 03.02.2012)

Added onto the Research Hub on 02.02.2012

Institutions and export dynamics

National Bank of Belgium Working Papers [View] (2012-02-02, 02.02.2012)

Defaults and Losses on Commercial Real Estate Bonds during the Great Depression Era

New York Fed Staff reports [View] (2012-02, 02.02.2012)

Added onto the Research Hub on 01.02.2012

Why is price discovery in credit default swap markets news-specific?

Bank of Finland Discussion Papers [View] (2012-02-01, 01.02.2012)

Capital controls and foreign exchange policy,

European Central Bank Working papers [View] (2012-02-01, 01.02.2012)

Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis,

European Central Bank Working papers [View] (2012-02-01, 01.02.2012)

Quantifying the qualitative responses of the output purchasing managers index in the US and the Euro area,

European Central Bank Working papers [View] (2012-02-01, 01.02.2012)

The scapegoat theory of exchange rates: the first tests,

European Central Bank Working papers [View] (2012-02-01, 01.02.2012)

The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal,

European Central Bank Working papers [View] (2012-02-01, 01.02.2012)

Hedging Behaviour of Czech Exporting Firms

Czech National Bank Working papers [View] (2011-02, 01.02.2012)

Added onto the Research Hub on 31.01.2012

Credit contagion between financial systems

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (2011-12, 31.01.2012)

Added onto the Research Hub on 30.01.2012

Corporate Governance of Financial Institutions

New York Fed Staff reports [View] (2012-01, 30.01.2012)

Is Increased Price Flexibility Stabilizing? Redux

New York Fed Staff reports [View] (2012-01, 30.01.2012)

House Price Booms, Current Account Deficits, and Low Interest Rates

New York Fed Staff reports [View] (2012-01, 30.01.2012)

Crime, House Prices, and Inequality: The Effect of UPPs in Rio

New York Fed Staff reports [View] (2012-01, 30.01.2012)

The Price Is Right: Updating of Inflation Expectations in a Randomized Price Information Experiment

New York Fed Staff reports [View] (2012-01, 30.01.2012)

Transitions in the German labor market: structure and crisis

Deutsche Bundesbank Discussion Papers [View] (2011-12-30, 30.01.2012)

Added onto the Research Hub on 27.01.2012

Fiscal policy and learning

Bank of Finland Discussion Papers [View] (2012-01-26, 27.01.2012)

Bargaining Power in the Repo Market

Swiss National Bank Working Papers [View] (2012-01-27, 27.01.2012)

K-state switching models with endogenous transition distributions

Swiss National Bank Working Papers [View] (2012-01-27, 27.01.2012)

Optimal savings for retirement: the role of individual accounts and disaster expectations

Deutsche Bundesbank Discussion Papers [View] (2011-12-30, 27.01.2012)

Are Core Inflation Directional Forecasts Informative?

Central Bank of Brazil Working Papers [View] (2012-01, 27.01.2012)

 

Computing DSGE Models with Recursive Preferences and Stochastic Volatility

Board of Governors of the Federal Reserve System FEDS series [View] (2012-01-26, 27.01.2012)

Added onto the Research Hub on 26.01.2012

Why is equity capital expensive for opaque banks?

Bank of Finland Discussion Papers [View] (2012-01-26, 26.01.2012)

A Variance Decomposition of Index-Linked Bond Returns

Central Bank of Iceland Working Papers [View] (2012-01, 26.01.2012)

Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

Bank of Canada Working papers [View] (2012-01, 26.01.2012)

Time-Varying Effects of Oil Supply Shocks on the U.S. Economy

Bank of Canada Working papers [View] (2012-01, 26.01.2012)

The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (2012-01, 26.01.2012)

Added onto the Research Hub on 25.01.2012

Smoothing shocks and balancing budgets in a currency union

Bank of Spain Working Papers [View] (2012-01, 25.01.2012)

Measuring the Effects of Monetary Policy Using Market Expectations

Central Reserve Bank of Peru Working Papers [View] (2012-01, 25.01.2012)

Added onto the Research Hub on 24.01.2012

The recent slowdown of bank lending in Spain: are supply-side factors relevant?

Bank of Spain Working Papers [View] (2012-01, 24.01.2012)

Added onto the Research Hub on 23.01.2012

Making the Case for a Low Intertemporal Elasticity of Substitution

Atlanta Fed Working papers [View] (2012-01-23, 23.01.2012)

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Deutsche Bundesbank Discussion Papers [View] (2011-12-30, 23.01.2012)

Housing Market Dynamics: Any News?

Bank of Portugal Working papers [View] (2011-01, 23.01.2012)

Added onto the Research Hub on 20.01.2012

Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (2012-01-20, 20.01.2012)

The Effect of Endogenous Human Capital Accumulation on Optimal Taxation

Board of Governors of the Federal Reserve System FEDS series [View] (2012-01-19, 20.01.2012)

Added onto the Research Hub on 19.01.2012

How Does Quality Impact on Import Prices?

Austrian National Bank Working Papers [View] (2011-12-31, 19.01.2012)

Added onto the Research Hub on 18.01.2012

Asymmetric Monetary Policy Towards the Stock Market: A DSGE Approach

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (2012-01-18, 18.01.2012)

Monetary Policy Implications of Financial Frictions in the Czech Republic

Czech National Bank Working papers [View] (2011-01, 18.01.2012)

Precarious Slopes? The Great Recession, Federal Stimulus, and New Jersey Schools

New York Fed Staff reports [View] (2012-01, 18.01.2012)

Has the Euro affected the choice of invoicing currency?,

European Central Bank Working papers [View] (2012-01-18, 18.01.2012)

Stress-testing macro stress testing: does it live up to expectations?

Bank for International Settlements Working papers [View] (2012-01, 18.01.2012)

Financial Frictions and the Interest-Rate Differential in a Dollarized Economy

Central Reserve Bank of Peru Working Papers [View] (2012-01, 18.01.2012)

Employment Protection and Business Cycles in Emerging Economies

Central Reserve Bank of Peru Working Papers [View] (2012-01, 18.01.2012)

Estimating Information Rigidity using Firms' Survey Data

Central Reserve Bank of Peru Working Papers [View] (2012-01, 18.01.2012)

Added onto the Research Hub on 17.01.2012

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

National Bank of Belgium Working Papers [View] (2012-01-17, 17.01.2012)

Quantity rationing of credit

Bank of Finland Discussion Papers [View] (2012-01-16, 17.01.2012)

Added onto the Research Hub on 14.01.2012

Using Policy Intervention to Identify Financial Stress

Board of Governors of the Federal Reserve System FEDS series [View] (2012-01-13, 14.01.2012)

Added onto the Research Hub on 13.01.2012

Firm-Level Labour Demand: Adjustment in Good Times and During the Crisis

Czech National Bank Working papers [View] (2011-01, 13.01.2012)

Models for Stress Testing Czech Banks' Liquidity Risk

Czech National Bank Working papers [View] (2011-01, 13.01.2012)

Heterogeneous Inflation Expectations, Learning, and Market Outcomes

New York Fed Staff reports [View] (2012-01, 13.01.2012)

The Hitchhiker's Guide to Missing Import Price Changes and Pass-Through

New York Fed Staff reports [View] (2012-01, 13.01.2012)

How Inflationary Is an Extended Period of Low Interest Rates?

Cleveland Fed Working papers [View] (2012-01, 13.01.2012)

Added onto the Research Hub on 12.01.2012

Regulatory bias in the price structure of local telephone services

Bank of Spain Working Papers [View] (2012-01, 12.01.2012)

Added onto the Research Hub on 11.01.2012

The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-01-11, 11.01.2012)

Basel Accord and Financial Intermediation: The Impact of Policy

St Louis Fed Working Papers [View] (2011-12, 11.01.2012)

Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market

National Bank of Poland Working papers [View] (2011, 11.01.2012)

Optimal Disclosure Policy and Undue Diligence

St Louis Fed Working Papers [View] (2012-01, 11.01.2012)

Extensive and Intensive Trade Margins: A State-by-State View

St Louis Fed Working Papers [View] (2012-01, 11.01.2012)

Added onto the Research Hub on 10.01.2012

Housing market and current account imbalances in the international economy

Bank of Finland Discussion Papers [View] (2012-01-10, 10.01.2012)

Expectations-driven cycles in the housing market

Bank of Finland Discussion Papers [View] (2012-01-10, 10.01.2012)