46 documents matched the search for the 2007-04-09 issue of the NEP report on Monetary Economics (nep-mon), currently edited by Bernd Hayo.
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111213141
A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate,
Fousseni Chabi-Yo and Jun Yang,
from Bank of Canada
(2007)
Keywords: Debt management; Exchange rates; Interest rates; Financial markets; Econometric and statistical methods
Are Euro Interest Rates led by FED Announcements?,
Andrea Monticini and Giacomo Vaciago,
from Money Macro and Finance Research Group
(2007)
Keywords: Monetary Policy, Term structure of interest rates, Interdependence
Inflation Targeting and Fear of Floating,
Reginaldo Pinto Nogueira Junior,
from Money Macro and Finance Research Group
(2007)
Keywords: Inflation Targeting, Exchange Rate Pass-through, Fear of Floating
The monetary model of hyperinflation: limits of the model validity,
Alexandre Sokic,
from Money Macro and Finance Research Group
(2007)
Keywords: hyperinflation, seigniorage, hyperinflationary bubbles
A New Cost Channel of Monetary Policy,
Alper Çenesiz,
from Money Macro and Finance Research Group
(2007)
Keywords: Price stickiness, Monetary policy, Price adjustment, Persistence
Money and Monetary Policy in DSGE Models,
Arnab Bhattacharjee and Christoph Thoenissen,
from Money Macro and Finance Research Group
(2007)
Keywords: Intertemporal Macroeconomics, monetary policy, role of money, model selection, model selection
Assessing Inflation Targeting Through Intervention Analysis,
Alvaro Angeriz and Philip Arestis,
from Money Macro and Finance Research Group
(2007)
Keywords: Inflation targeting, Intervention Analysis, Multivariate Structural Time Series
The predictive content of the real interest rate gap for macroeconomic variables in the euro area,
Jean-Stéphane Mésonnier,
from Money Macro and Finance Research Group
(2007)
Keywords: natural rate of interest, monetary policy, forecasting
Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence,
Richard Mash,
from Money Macro and Finance Research Group
(2007)
Keywords: Monetary policy, Phillips curve, Inflation Persistence, Microfoundations, Indexing
Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models*,
Matthew Canzoneri,
from Money Macro and Finance Research Group
(2007)
Monetary Policy Amplification Effects through a Bank Capital Channel,
Alvaro Aguiar and Ines Drumond,
from Money Macro and Finance Research Group
(2007)
Keywords: Bank capital channel; Bank capital requirements; Financial accelerator; Liquidity premium; Monetary transmission mechanism
Monetary Stabilisation Policy and Long-run Growth,
Ragchaasuren Galindev,
from Money Macro and Finance Research Group
(2007)
Keywords: growth, cyclies, money, stabilisation policy
Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK,
Christian Mose Nielsen,
from Money Macro and Finance Research Group
(2007)
Keywords: Expectations hypothesis
Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework,
Pelin Ilbas,
from Money Macro and Finance Research Group
(2007)
Keywords: monetary policy, discretion, commitment
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information,
Michiel De Pooter, Francesco Ravazzolo and Dick van Dijk,
from University Library of Munich, Germany
(2007)
Keywords: Term structure of interest rates; Nelson-Siegel model; Affine term structure model; forecast combination; Bayesian analysis
The foundations of money, payments and central banking: A review essay,
Stephen Millard,
from Money Macro and Finance Research Group
(2007)
Keywords: Money, banks, payment systems, central banks
Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve,
Orlando Gomes, D. A. Mendes, V. P. Mendes and J. Sousa Ramos,
from Money Macro and Finance Research Group
(2007)
Keywords: Optimal monetary policy, Interest Rate Rules, Nonlinear Phillips Curve, Endogenous Fluctuations and Stabilization
Caution or Activism? Monetary Policy Strategies in an Open Economy,
Martin Ellison, Lucio Sarno and Jouko Vilmunen,
from Money Macro and Finance Research Group
(2007)
Keywords: learning; monetary policy, open economy
Optimal Monetary Policy in a Dual Labor Market Economy,
Lorenza Rossi and Fabrizio Mattesini,
from University Library of Munich, Germany
(2007)
Keywords: optimal Monetary Policy; Taylor Rule; Dual Labor Market; Monopolist Union
Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries,
Don Bredin and Stilianos Fountas,
from Money Macro and Finance Research Group
(2007)
Keywords: Inflation, Inflation uncertainty, Markov process, regime-switching heteroskedasticity
From Currency Unions to a World Currency: A Possibility?,
Davide Furceri,
from Money Macro and Finance Research Group
(2007)
Keywords: Currency Unions, World Currency
Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis,
Bernd Hayo,
from Money Macro and Finance Research Group
(2007)
Keywords: Taylor rule, monetary policy, ECB, European Monetary Union
The Costs of EMU for Transition Countries,
Alexandra Lopes,
from Money Macro and Finance Research Group
(2007)
Keywords: Monetary Policy, Eastern and Central Europe Countries, Euro, Open Economy Macroeconomics, General Equilibrium
Does Instrument Independence Matter under the Constrained Discretionof an Inflation Targeting Goal? Lessons from UK Taylor Rule Empirics,
Alexander Mihailov,
from Money Macro and Finance Research Group
(2007)
Keywords: asymmetry of monetary policy reaction function across the business cycle, response to output gap vs output growth, Taylor rules, operational independence, inflation targeting, United Kingdom
Monetary Policy under Rule-of-Thumb Consumers and External Habits,
Giovanni Di Bartolomeo, Lorenza Rossi and Massimiliano Tancioni,
from Money Macro and Finance Research Group
(2007)
Keywords: Rule-of-thumb, habits, monetary policy transmission, price puzzle, DSGE New Keynesian model, monetary policy, SVECM and Monte Carlo Bayesian estimators.
Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability,
Claudia Kwapil and Johann Scharler,
from Money Macro and Finance Research Group
(2007)
Keywords: Interest Rate Pass-Through, Equilibrium Determinacy, Stability
Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks,
Johann Scharler and Sylvia Kaufmann,
from Money Macro and Finance Research Group
(2007)
Keywords: Financial Systems, Cost Channel, Transmission Mechanism
THE EFFECTS OF MONETARY POLICY SHOCKS ON FLOW OF FUNDS:THE ITALIAN CASE,
Riccardo Bonci and Francesco Columba,
from Money Macro and Finance Research Group
(2007)
Keywords: flow of funds, monetary policy, VAR.
Is Bad News About Inflation Good News for the Exchange Rate?,
Richard Clarida and Daniel Waldman,
from National Bureau of Economic Research, Inc
(2007)
The narrative approach for the identification of monetary policy shocks in small open economies,
Eleni Angelopoulou,
from Money Macro and Finance Research Group
(2007)
Keywords: monetary policy shocks, narrative approach, UK
Risk and Uncertainty in Central Bank Signals: An Analysis of MPC Minutes,
Sheila Dow, Matthias Klaes and Alberto Montagnoli,
from Centre for Economic Research, Keele University
(2007)
Keywords: MPC, signal uncertainty, central bank uncertainty, word frequencies, uncertainty index, seasonality
``Taylored'' Rules. Does One Fit All?,
Cinzia Alcidi, Alessandro Flamini and Andrea Fracasso,
from Centre for Economic Research, Keele University
(2007)
Keywords: Judgement, LSTR, Monetary Policy Regime, Risk Management, Taylor Rule.
Real-Time Effects of Central Bank Interventions in the Euro Market,
Rasmus Fatum and Jesper Pedersen,
from Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics
(2007)
Keywords: foreign exchange intervention; intraday data; ERM II
Price setting in the euro area: some stylised facts from individual producer price data,
Philip Vermeulen, Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando, Roberto Sabbatini and Harald Stahl,
from National Bank of Belgium
(2007)
Keywords: Price-setting, producer prices
Central Bank Transparency: Where, Why, and with What Effects?,
Nazire Nergiz Dincer and Barry Eichengreen,
from National Bureau of Economic Research, Inc
(2007)
Monetary policy implementation: A European Perspective,
Ulrich Bindseil and Kjell Nyborg,
from Norwegian School of Economics, Department of Business and Management Science
(2007)
Keywords: Monetary policy; short term interest rates; financial markets
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan,
Paul Mizen, Tae-Hwan Kim and Alan Thanaset,
from Money Macro and Finance Research Group
(2007)
Keywords: Taylor Principle, policy rules, quantile regression, low inflation, Japan
Fiscal Discipline and Stability under Currency Board Systems,
Oliver Grimm,
from CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich
(2007)
Keywords: currency board, fixed exchange rate, commitment, inflation bias, fiscal discipline, public debt, time-inconsistency problem
Argentina: The Central Bank in the Foreign Exchange Market,
Roberto Frenkel,
from Center for Economic and Policy Research (CEPR)
(2007)
Bank Behaviour and the Cost Channel of Monetary Transmission,
Eric Mayer, Oliver Hülsewig and Timo Wollmershäuser,
from Money Macro and Finance Research Group
(2007)
Keywords: New Keynesian Model, monetary policy transmission, bank behavior, cost channel, minimum distance estimation
The Complex Response of Monetary Policy to Asset Prices,
Ram Kharel, Christopher Martin and Costas Milas,
from Money Macro and Finance Research Group
(2007)
Credit Cycles in a OLG Economy with Money and Bequest,
Anna Agliari, Tiziana Assenza, Domenico Delli Gatti and Emiliano Santoro,
from Money Macro and Finance Research Group
(2007)
Keywords: Credit Cycles, monetary policy
Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge,
Vincent Bouvatier,
from Money Macro and Finance Research Group
(2007)
Keywords: hot money inflows, international reserves, VECM, Granger causality
Price setting in the euro area: some stylised facts from individual producer price data,
Philip Vermeulen, Erwan Gautier, Harald Stahl, Maarten Dossche, Roberto Sabbatini, Daniel Dias and Ignacio Hernando,
from Deutsche Bundesbank
(2007)
Keywords: Price-setting, producer prices
Global financial integration, monetary policy and reserve accumulation. Assessing the limits in emerging economies,
Enrique Alberola and Jose Maria Serena Garralda,
from Banco de España
(2007)
Keywords: international reserves, monetary policy, central banks, sterilization, internal costs
Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006),
Atilla Cifter and Alper Ozun,
from University Library of Munich, Germany
(2007)
Keywords: Monetary transmission mechanism; money supply endogeneity; Credit; New Keynesian Economy
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