Central Bank Research Hub - What's new

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

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

JEL: C53, E37

Signaling asset price bubbles with time-series methods

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

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

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)

Wealth effects in emerging economies

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)

Forecasting economic activity with higher frequency targeted predictors

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)

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

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

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

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

Capital controls and foreign exchange policy,

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 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)

Credit contagion between financial systems

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

Is Increased Price Flexibility Stabilizing? Redux

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)

Transitions in the German labor market: structure and crisis

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

Bargaining Power in the Repo Market

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)

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)

A Variance Decomposition of Index-Linked Bond Returns

Central Bank of Iceland 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)

Smoothing shocks and balancing budgets in a currency union

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

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

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

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

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

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)

How Does Quality Impact on Import Prices?

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

Monetary Policy Implications of Financial Frictions in the Czech Republic

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

Has the Euro affected the choice of invoicing currency?,

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

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

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)

Quantity rationing of credit

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

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

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

Heterogeneous Inflation Expectations, Learning, and Market Outcomes

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)

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)

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)

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

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

Expectations-driven cycles in the housing market

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

Public-private wage gaps in the period prior to the adoption of the euro: an application based on longitudinal data

Bank of Portugal Working papers [View] (2012-01, 10.01.2012)

Supply Constraints and Housing Market Dynamics

Board of Governors of the Federal Reserve System FEDS series [View] (2012-01-09, 10.01.2012)

Financial crises and monetary expansion

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-01-10, 10.01.2012)

Fiscal Volatility Shocks and Economic Activity

Philadelphia Fed Working Papers [View] (2011-01, 06.01.2012)

Australia's Prosperous 2000s: Housing and the Mining Boom Jonathan Kearns and Philip Lowe

Reserve Bank of Australia Research Discussion Papers [View] (2011-12, 06.01.2012)

Community-Based Well Maintenance in Rural Haiti

Cleveland Fed Working papers [View] (2012-01, 06.01.2012)

Independence within Government. A comparative perspective on central banking in Norway 1945-1970

Central Bank of Norway (Norges Bank) Working Papers [View] (2012-01-05, 05.01.2012)

Global value chains during the great trade collapse: a bullwhip effect?

European Central Bank Working papers [View] (2012-01-04, 05.01.2012)

Corporate culture and behaviour: A survey

Netherlands Bank DNB Working Papers [View] (2011-12-29, 03.01.2012)

Financial dollarization in Russia: causes and consequences

Bank of Finland BOFIT Discussion Papers [View] (2012-01-02, 02.01.2012)

Experimental Evidence on Rational Inattention

Dallas Fed Working Papers [View] (2011-12, 29.12.2011)