Details about James Yetman

Access statistics for papers by James Yetman.

Last updated 2013-05-20. Update your information in the RePEc Author Service.

Short-id: pye6

Working Papers

2013

1. Do economies stall? The international evidence
   BIS Working Papers, Bank for International Settlements

2012

2. Does US GDP stall?
   BIS Working Papers, Bank for International Settlements

2011

3. Weathering the financial crisis: good policy or good luck?
   BIS Working Papers, Bank for International Settlements View citations (9)

2010

4. Leverage Constraints and the International Transmission of Shocks
   Working Papers, Hong Kong Institute for Monetary Research View citations (45)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (35)
   2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (20)
   RBA Research Discussion Papers, Reserve Bank of Australia (2009) View citations (5)
   See also Journal Article in Journal of Money, Credit and Banking (2010)

2009

5. Consumption and Real Exchange Rates in Professional Forecasts
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   Also in BIS Working Papers, Bank for International Settlements (2009) View citations (4)
   Working Papers, Queen's University, Department of Economics (2009) View citations (6)
   See also Journal Article in Journal of International Economics (2012)
6. Hong Kong Consumer Prices are Flexible
   Working Papers, Hong Kong Institute for Monetary Research View citations (3)

2007

7. The Curse of Irving Fisher (Professional Forecasters' Version)
   Working Papers, Queen's University, Department of Economics View citations (3)

2005

8. Discretionary Policy, Potential Output Uncertainty, and Optimal Learning
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (2)
9. The long-run output-inflation trade-off in the presence of menu costs
   Computing in Economics and Finance 2005, Society for Computational Economics

2003

10. Currency Unions, Trade Flows, and Capital Flows
    Working Papers, Hong Kong Institute for Monetary Research
    See also Journal Article in Pacific Economic Review (2007)
11. The Believability of Central Bank Forecasts
    Computing in Economics and Finance 2003, Society for Computational Economics
12. The credibility of the monetary policy ‘free lunch’
    Working Paper Series, European Central Bank View citations (5)
    See also Journal Article in Journal of Macroeconomics (2005)

2002

13. Price Setting and Exhange Rate Pass-Through
    Working Papers, Hong Kong Institute for Monetary Research View citations (32)

2001

14. Gaining Credibility for Inflation Targets
    Working Papers, Bank of Canada View citations (2)
    Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001)
15. Predetermined Prices and the Persistent Effects of Money on Output
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Working Papers, Bank of Canada (2001) View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2003)

2000

16. Identifying Policy-makers' Objectives: An Application to the Bank of Canada
    Working Papers, Bank of Canada View citations (3)
17. PROBING POTENTIAL OUTPUT: MONETARY POLICY, CREDIBILITY AND OPTIMAL LEARNING UNDER UNCERTAINTY
    Computing in Economics and Finance 2000, Society for Computational Economics
    Also in Working Papers, Bank of Canada (2000) View citations (1)
    See also Journal Article in Journal of Macroeconomics (2003)

Journal Articles

2013

1. ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS
   Economic Inquiry, 2013, 51, (1), 445-458

2012

2. Consumption and real exchange rates in professional forecasts
   Journal of International Economics, 2012, 86, (1), 33-42 View citations (1)
   See also Working Paper (2009)
3. The expansion of central bank balance sheets in emerging Asia: what are the risks?
   BIS Quarterly Review, 2012 View citations (2)

2011

4. Exporting recessions: International links and the business cycle
   Economics Letters, 2011, 110, (1), 12-14 View citations (3)

2010

5. Leverage Constraints and the International Transmission of Shocks
   Journal of Money, Credit and Banking, 2010, 42, (s1), 71-105 View citations (32)
   See also Working Paper (2010)
6. Price adjustment and exchange rate pass-through
   Journal of International Money and Finance, 2010, 29, (1), 181-200 View citations (14)

2008

7. The long-run output-inflation trade-off with menu costs
   The North American Journal of Economics and Finance, 2008, 19, (3), 261-273 View citations (1)

2007

8. CURRENCY UNIONS, TRADE FLOWS AND CAPITAL FLOWS
   Pacific Economic Review, 2007, 12, (2), 189-204
   See also Working Paper (2003)
9. Explaining hump-shaped inflation responses to monetary policy shocks
   Managerial and Decision Economics, 2007, 28, (6), 605-617 View citations (3)
10. The real effects of inflation in continuous versus discrete time sticky price models
    Managerial and Decision Economics, 2007, 28, (6), 633-638 View citations (2)

2006

11. Are speed limit policies robust?
    Journal of Macroeconomics, 2006, 28, (4), 665-679 View citations (4)
12. Shock size, asymmetries, and state dependent pricing
    Economics Letters, 2006, 90, (3), 440-445 View citations (1)

2005

13. The credibility of the monetary policy "free lunch"
    Journal of Macroeconomics, 2005, 27, (3), 434-451 View citations (4)
    See also Working Paper (2003)

2004

14. SUICIDAL TERRORISM AND DISCRIMINATORY SCREENING: AN EFFICIENCY-EQUITY TRADE-OFF
    Defence and Peace Economics, 2004, 15, (3), 221-230 View citations (2)
15. Speed Limit Policies and Interest Rate Smoothing
    Economics Bulletin, 2004, 5, (17), 1-6
16. The evolution of consensus in macroeconomic forecasting
    International Journal of Forecasting, 2004, 20, (3), 461-473 View citations (7)

2003

17. Fixed prices versus predetermined prices and the equilibrium probability of price adjustment
    Economics Letters, 2003, 80, (3), 421-427 View citations (8)
18. Predetermined Prices and the Persistent Effects of Money on Output
    Journal of Money, Credit and Banking, 2003, 35, (5), 729-41 View citations (20)
    See also Working Paper (2001)
19. Probing potential output: Monetary policy, credibility, and optimal learning under uncertainty
    Journal of Macroeconomics, 2003, 25, (3), 311-330 View citations (6)
    See also Working Paper (2000)

2002

20. Identifying a policymaker's target: an application to the Bank of Canada
    Canadian Journal of Economics, 2002, 35, (2), 239-256
21. Menu costs and the long-run output-inflation trade-off
    Economics Letters, 2002, 76, (1), 95-100 View citations (25)

2001

22. Testing for Forecast Consensus
    Journal of Business & Economic Statistics, 2001, 19, (1), 34-43 View citations (8)

Chapters

2012

1. Expanding central bank balance sheets in emerging Asia: a compendium of risk and some evidence
   A chapter in Are central bank balance sheets in Asia too large?, 2012, vol. 66, pp 30-75 View citations (9)
2. Is monetary policy constrained by fiscal policy?
   A chapter in Fiscal policy, public debt and monetary policy in emerging market economies, 2012, vol. 67, pp 11-30
3. Key facts on central bank balance sheets in Asia and the Pacific
   A chapter in Are central bank balance sheets in Asia too large?, 2012, vol. 66, pp 10-29

2011

4. Introduction
   A chapter in Currency internationalisation: lessons from the global financial crisis and prospects for the future in Asia and the Pacific, 2011, vol. 61, pp 1-3

2010

5. Financial deleveraging and the international transmission of shocks
   A chapter in The international financial crisis and policy challenges in Asia and the Pacific, 2010, vol. 52, pp 274-298 View citations (9)
6. The international financial crisis: timeline, impact and policy responses in Asia and the Pacific
   A chapter in The international financial crisis and policy challenges in Asia and the Pacific, 2010, vol. 52, pp 21-82 View citations (2)

2001

7. Productivity growth and prices in Canada: what can we learn from the US experience?
   A chapter in Empirical studies of structural changes and inflation, 2001, vol. 03, pp 29-48 View citations (2)