| Added onto the Research Hub on 02.01.2009 |
Solving Linear Rational Expectations Models with Predictable Structural Changes | by Adam Cagliarini and Mariano Kulish | Reserve Bank of Australia Research Discussion Papers
RDP2008-10 (Dec 2008) | Abstract
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| Added onto the Research Hub on 30.12.2008 |
A Term Structure Decomposition of the Australian Yield Curve | by Richard Finlay and Mark Chambers | Reserve Bank of Australia Research Discussion Papers
RDP2008-09 (Dec 2008) | Abstract
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| Added onto the Research Hub on 29.12.2008 |
Analysis of the Predictors of Default for Portuguese Firms | by Ana Lacerda, Russ A.Moro | Bank of Portugal Working papers
2008-22 (Dec 2008) | Abstract
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Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions | by Eduardo José Araújo Lima and Benjamin Miranda Tabak | Central Bank of Brazil Working Papers
173 (Aug 2008) | Abstract |
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Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap | by Marta Areosa | Central Bank of Brazil Working Papers
172 (Aug 2008) | Abstract |
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An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks | by Wenersamy Ramos de Alcântara | Central Bank of Brazil Working Papers
168 (Jul 2008) | Abstract |
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The impact of alternative imputation methods on the measurement of income and wealth: Evidence from the Spanish survey of household finances (1.272 KB) | by Cristina Barceló | Bank of Spain Working Papers
0829 (Dec 2008) | Abstract
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Macroeconomic Fluctuations and Corporate Financial Fragility | by Catherine Bruneau, Olivier de Bandt and Widad El Amri | Bank of France Working Papers
Nr 226 (Dec 2008) | Abstract
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| Added onto the Research Hub on 23.12.2008 |
Undocumented Worker Employment and Firm Survivability | by J. David Brown, Julie L. Hotchkiss, and Myriam Quispe-Agnoli | Atlanta Fed Working papers
2008-28 (Dec 2008) | Abstract
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The interday and intraday patterns of the overnight market: evidence from an electronic platform | by Renaud Beaupain and Alain Durré | European Central Bank Working papers
988 (Dec 2008) |
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What explains the spread between the euro overnight rate and the ECB's policy rate? | by Tobias Linzert and Sandra Schmidt | European Central Bank Working papers
983 (Dec 2008) |
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Probability of informed trading on the euro overnight market rate: an update | by Julien Idier and Stefano Nardelli | European Central Bank Working papers
987 (Dec 2008) |
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The daily and policy-relevant liquidity effects | by Daniel L. Thornton | European Central Bank Working papers
984 (Dec 2008) |
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Modelling short-term interest rate spreads in the euro money market | by Nuno Cassola and Claudio Morana | European Central Bank Working papers
982 (Dec 2008) |
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Why the effective price for money exceeds the policy rate in the ECB tenders? | by Tuomas Välimäki | European Central Bank Working papers
981 (Dec 2008) |
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Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan | by Teppei Nagano and Naohiko Baba | European Central Bank Working papers
980 (Dec 2008) |
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Futures contract rates as monetary policy forecasts | by Giuseppe Ferrero and Andrea Nobili | European Central Bank Working papers
979 (Dec 2008) |
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Measuring monetary policy expectations from financial market instruments | by Michael Joyce | European Central Bank Working papers
978 (Dec 2008) |
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Fiscal sustainability and policy implications for the euro area | by Fabrizio Balassone, Jorge Cunha, Geert Langenus, Bernhard Manzke, Jeanne Pavot, Doris Prammer and Pietro Tommasino | Bank of France Working Papers
Nr 225 (Dec 2008) | Abstract
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Impact of bank competition on the interest rate pass-through in the euro area (835 KB) | by Michiel van Leuvensteijn, Christoffer Kok Sørensen, Jacob A. Bikker and Adrian van Rixtel | Bank of Spain Working Papers
0828 (Dec 2008) | Abstract
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Globalisation, import prices and inflation dynamics | by Chris Peacock and Ursel Baumann | Bank of England Working papers
359 (Dec 2008) | Abstract
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Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve | by Michael Joyce, Iryna Kaminska and Peter Lildholdt | Bank of England Working papers
358 (Dec 2008) | Abstract
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A no-arbitrage structural vector autoregressive model of the UK yield curve | by Iryna Kaminska | Bank of England Working papers
357 (Dec 2008) | Abstract
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The price of liquidity: bank characteristics and market conditions | by Falko Fecht, Kjell G. Nyborg, Jörg Rocholl | Deutsche Bundesbank Discussion Papers
200830 (23 Dec 2008) |
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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates | by Massimo Guidolin and Daniel L. Thornton | European Central Bank Working papers
977 (Dec 2008) |
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The term structure of interest rates across frequencies | by Katrin Assenmacher-Wesche and Stefan Gerlach | European Central Bank Working papers
976 (Dec 2008) |
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Financial Intermediation, Liquidity and Inflation | by Jonathan Chiu and Cesaire Meh | Bank of Canada Working papers
2008-49 (Dec 2008) | Abstract
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| Added onto the Research Hub on 22.12.2008 |
Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account | by Elif C. Arbatli | Bank of Canada Working papers
2008-48 (Dec 2008) | Abstract
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| Added onto the Research Hub on 19.12.2008 |
Rethinking the Measurement of Household Inflation Expectations: Preliminary Findings | by Wilbert van der Klaauw, Wändi Bruine de Bruin, Giorgio Topa, Simon Potter, and Michael Bryan | New York Fed Staff reports
359 (Dec 2008) | Abstract
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| Added onto the Research Hub on 18.12.2008 |
Borrowing in Foreign Currency: Austrian Households as Carry Trades | by Christian Beer, Steven Ongena and Marcel Peter | Swiss National Bank Working Papers
2008-19 (Dec 2008) | Abstract |
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The Effect of Low-Wage Import Competition on U.S. Inflationary Pressure | by Raphael Auer and Andreas M. Fischer | Swiss National Bank Working Papers
2008-18 (Dec 2008) | Abstract |
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Mexico's Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates | by Rodolphe Blavy, and Luciana Juvenal | St Louis Fed Working Papers
2008-046 (Dec 2008) | Abstract
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Long Run Risks in the Term Structure of Interest Rates: Estimation | by Taeyoung Doh | Kansas City Fed Working Papers
RWP08-11 (0 Nov 12) | PDF 381K" target="_blank" title="Link to the website of Kansas City Fed">Abstract |
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Consumption-Habits in a New Keynesian Business Cycle Model | by Dennis | San Francisco Fed Working Papers
2008-35 (Dec 2008) |
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Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields | by Christensen, Lopez, Rudebusch | San Francisco Fed Working Papers
2008-34 (Dec 2008) |
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Sovereign Wealth Funds: Stylized Facts about their Determinance and Governance | by Aizenman, Glick | San Francisco Fed Working Papers
2008-33 (Dec 2008) |
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Navigating the Trilemma: Capital Flows and Monetary Policy in China | by Glick, Hutchinson | San Francisco Fed Working Papers
2008-32 (Dec 2008) |
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Giving Credit where Credit is Due? The Community Reinvestment Act and Mortgage Lending in Lower-Income Neighborhoods | by Neil Bhutta | Federal Reserve Board FEDS series
2008-61 (Dec 2008) | Abstract
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Bank Capital Ratios across Countries: Why Do They Vary? | by Elijah Brewer III, George G. Kaufman, and Larry D. Wall | Atlanta Fed Working papers
2008-27 (Dec 2008) | Abstract
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Determinants of Domestic and Cross-Border Bank Acquisitions in the European Union | by Ignacio Hernando, María J. Nieto, and Larry D. Wall | Atlanta Fed Working papers
2008-26 (Dec 2008) | Abstract
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The Role of International Shocks in Australia's Business Cycle | by Philip Liu | Reserve Bank of Australia Research Discussion Papers
RDP2008-08 (Dec 2008) | Abstract
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| Added onto the Research Hub on 17.12.2008 |
Modeling Short-Term Interest Rate Spreads in the Euro Money Market | by by Nuno Cassola and Claudio Morana | IJCB International Journal of Central Banking
08q4a1 (Dec 2008) | Abstract
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Monetary Policy under Uncertainty about the Nature of Asset-Price Shocks | by by David L. Haugh | IJCB International Journal of Central Banking
08q4a2 (Dec 2008) | Abstract
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Inflation: Do Expectations Trump the Gap? | by by Jeremy M. Piger and Robert H. Rasche | IJCB International Journal of Central Banking
08q4a3 (Dec 2008) | Abstract
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Leadership in Groups: A Monetary Policy Experiment | by by Alan S. Blinder and John Morgan | IJCB International Journal of Central Banking
08q4a4 (Dec 2008) | Abstract
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Inflation Tareting and Target Instability | by by Robert J. Tetlow | IJCB International Journal of Central Banking
08q4a5 (Dec 2008) | Abstract
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Central Bank Policy Rate Guidance and Financial Market Functioning | by by Richhild Moessner and William R. Nelson | IJCB International Journal of Central Banking
08q4a6 (Dec 2008) | Abstract
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Efficient Institutions | by Thorsten Koeppl | Philadelphia Fed Working Papers
08-33 (Dec 2008) |
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New Measures of Economic Growth and Productivityin Upstate New York | by Jaison R. Abel and Richard Deitz | New York Fed Current issues
ci14-09 (Dec 2008) | Abstract
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On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information | by Maximiano Pinheiro, Paulo Soares Esteves | Bank of Portugal Working papers
2008-21 (Dec 2008) | Abstract
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