Central Bank Research Hub http://www.bis.org/cbhub/ Collection of research papers published by central banks 2009-01-02T07:40:00Z en 02Jan/AU Solving Linear Rational Expectations Models with Predictable Structural Changes http://www.rba.gov.au/PublicationsAndResearch/RDP/RDP2008-10.html Reserve Bank of Australia Research Discussion Papers by Adam Cagliarini and Mariano Kulish Reserve Bank of Australia 2009-01-02T07:10:59Z 30Dec/AU A Term Structure Decomposition of the Australian Yield Curve http://www.rba.gov.au/PublicationsAndResearch/RDP/RDP2008-09.html Reserve Bank of Australia Research Discussion Papers by Richard Finlay and Mark Chambers Reserve Bank of Australia 2008-12-30T07:10:00Z 29Dec/PT Analysis of the Predictors of Default for Portuguese Firms http://www.bportugal.pt/publish/bolecon/artigos/wp.asp?Lang=&Ano=2008&Numero=22 Bank of Portugal Working papers by Ana Lacerda, Russ A.Moro Bank of Portugal 2008-12-29T18:35:00Z 29Dec/BR Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions http://www.bcb.gov.br/pec/wps/port/wp173.asp?idiom=I Central Bank of Brazil Working Papers by Eduardo José Araújo Lima and Benjamin Miranda Tabak Central Bank of Brazil 2008-12-29T17:36:59Z 29Dec/BR Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap http://www.bcb.gov.br/pec/wps/port/wp172.asp?idiom=I Central Bank of Brazil Working Papers by Marta Areosa Central Bank of Brazil 2008-12-29T17:36:59Z 29Dec/BR An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks http://www.bcb.gov.br/pec/wps/port/wp168.asp?idiom=I Central Bank of Brazil Working Papers by Wenersamy Ramos de Alcântara Central Bank of Brazil 2008-12-29T17:36:59Z 29Dec/ES The impact of alternative imputation methods on the measurement of income and wealth: Evidence from the Spanish survey of household finances (1.272 KB) http://www.bde.es/informes/be/docs/abs2008e.htm#abs0829e Bank of Spain Working Papers by Cristina Barceló Bank of Spain 2008-12-29T10:37:00Z 29Dec/FR Macroeconomic Fluctuations and Corporate Financial Fragility http://www.banque-france.fr/gb/publications/ner/1-226.htm Bank of France Working Papers by Catherine Bruneau, Olivier de Bandt and Widad El Amri Bank of France 2008-12-29T10:33:00Z 23Dec/USATL Undocumented Worker Employment and Firm Survivability http://www.frbatlanta.org/invoke.cfm?objectid=4695DAFF-5056-9F12-125D0F4CF79D02A5&method=display Atlanta Fed Working papers by J. David Brown, Julie L. Hotchkiss, and Myriam Quispe-Agnoli Atlanta Fed 2008-12-23T17:38:59Z 23Dec/ECB The interday and intraday patterns of the overnight market: evidence from an electronic platform http://www.ecb.int/pub/pdf/scpwps/ecbwp988.pdf European Central Bank Working papers by Renaud Beaupain and Alain Durré European Central Bank 2008-12-23T17:36:00Z 23Dec/ECB What explains the spread between the euro overnight rate and the ECB's policy rate? http://www.ecb.int/pub/pdf/scpwps/ecbwp983.pdf European Central Bank Working papers by Tobias Linzert and Sandra Schmidt European Central Bank 2008-12-23T17:36:00Z 23Dec/ECB Probability of informed trading on the euro overnight market rate: an update http://www.ecb.int/pub/pdf/scpwps/ecbwp987.pdf European Central Bank Working papers by Julien Idier and Stefano Nardelli European Central Bank 2008-12-23T12:37:59Z 23Dec/ECB The daily and policy-relevant liquidity effects http://www.ecb.int/pub/pdf/scpwps/ecbwp984.pdf European Central Bank Working papers by Daniel L. Thornton European Central Bank 2008-12-23T12:37:59Z 23Dec/ECB Modelling short-term interest rate spreads in the euro money market http://www.ecb.int/pub/pdf/scpwps/ecbwp982.pdf European Central Bank Working papers by Nuno Cassola and Claudio Morana European Central Bank 2008-12-23T12:37:59Z 23Dec/ECB Why the effective price for money exceeds the policy rate in the ECB tenders? http://www.ecb.int/pub/pdf/scpwps/ecbwp981.pdf European Central Bank Working papers by Tuomas Välimäki European Central Bank 2008-12-23T12:37:59Z