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Details about James Yetman

E-mail:
Phone:(852) 2982-7152
Postal address:Bank for International Settlements, Representative Office for Asia and the Pacific, 78th Floor, Two International Finance Centre, 8 Finance Street, Central, Hong Kong
Workplace:Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by James Yetman.

Last updated 2019-12-04. Update your information in the RePEc Author Service.

Short-id: pye6


Jump to Journal Articles Chapters

Working Papers

2019

  1. Accumulation of Foreign Currency Reserves and Risk-taking
    Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University Downloads
    Also in BIS Working Papers, Bank for International Settlements (2018) Downloads
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019) Downloads

2018

  1. Anchoring of Inflation Expectations in Latin America
    Working Papers, Banco Central de Reserva del Perú Downloads
  2. Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)
    See also Journal Article in Applied Economics (2019)
  3. Inflation Expectations Anchoring Across Different Types of Agents: the Case of South Africa
    IMF Working Papers, International Monetary Fund Downloads
  4. The perils of approximating fixed-horizon inflation forecasts with fixed-event forecasts
    BIS Working Papers, Bank for International Settlements Downloads
  5. Why you should use the Hodrick-Prescott filter - at least to generate credit gaps
    BIS Working Papers, Bank for International Settlements Downloads View citations (3)

2017

  1. The evolution of inflation expectations in Japan
    CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University Downloads View citations (4)
    Also in BIS Working Papers, Bank for International Settlements (2017) Downloads View citations (4)

    See also Journal Article in Journal of the Japanese and International Economies (2017)

2015

  1. Foreign exchange intervention: strategies and effectiveness
    BIS Working Papers, Bank for International Settlements Downloads View citations (14)
  2. The evolution of inflation expectations in Canada and the US
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
    See also Journal Article in Canadian Journal of Economics (2017)

2014

  1. Decaying expectations: what inflation forecasts tell us about the anchoring of inflation expectations
    BIS Working Papers, Bank for International Settlements Downloads View citations (30)
    See also Journal Article in International Journal of Central Banking (2018)
  2. Financial inclusion and optimal monetary policy
    BIS Working Papers, Bank for International Settlements Downloads View citations (10)
  3. Globalisation, Pass-through and the Optimal Policy Response to Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    Also in BIS Working Papers, Bank for International Settlements (2014) Downloads View citations (20)

    See also Journal Article in Journal of International Money and Finance (2014)
  4. Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates
    BIS Working Papers, Bank for International Settlements Downloads View citations (22)

2013

  1. Asia’s decoupling: fact, forecast or fiction?
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)
  2. Capital Controls, Global Liquidity Traps and the International Policy Trilemma
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Scandinavian Journal of Economics (2014)
  3. Do economies stall? The international evidence
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2012

  1. Does US GDP stall?
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)

2011

  1. Weathering the financial crisis: good policy or good luck?
    BIS Working Papers, Bank for International Settlements Downloads View citations (30)

2010

  1. Leverage Constraints and the International Transmission of Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (158)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (73)
    Working Papers, Hong Kong Institute for Monetary Research (2010) Downloads View citations (172)
    RBA Research Discussion Papers, Reserve Bank of Australia (2009) Downloads View citations (22)

    See also Journal Article in Journal of Money, Credit and Banking (2010)

2009

  1. Consumption And Real Exchange Rates In Professional Forecasts
    Working Paper, Economics Department, Queen's University Downloads View citations (12)
    Also in BIS Working Papers, Bank for International Settlements (2009) Downloads View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (12)

    See also Journal Article in Journal of International Economics (2012)
  2. Hong Kong Consumer Prices are Flexible
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (5)

2007

  1. The Curse Of Irving Fisher (professional Forecasters' Version)
    Working Paper, Economics Department, Queen's University Downloads View citations (3)

2005

  1. Discretionary Policy, Potential Output Uncertainty, and Optimal Learning
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (3)
  2. The long-run output-inflation trade-off in the presence of menu costs
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads

2003

  1. Currency Unions, Trade Flows, and Capital Flows
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    See also Journal Article in Pacific Economic Review (2007)
  2. The Believability of Central Bank Forecasts
    Computing in Economics and Finance 2003, Society for Computational Economics Downloads
  3. The credibility of the monetary policy "free lunch"
    Working Paper Series, European Central Bank Downloads View citations (3)
    See also Journal Article in Journal of Macroeconomics (2005)

2002

  1. Price Setting and Exhange Rate Pass-Through
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (43)

2001

  1. Gaining Credibility for Inflation Targets
    Staff Working Papers, Bank of Canada Downloads View citations (3)
    Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001)
  2. Predetermined Prices and the Persistent Effects of Money on Output
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Staff Working Papers, Bank of Canada (2001) Downloads View citations (3)

    See also Journal Article in Journal of Money, Credit and Banking (2003)

2000

  1. Identifying Policy-makers' Objectives: An Application to the Bank of Canada
    Staff Working Papers, Bank of Canada Downloads View citations (5)
  2. PROBING POTENTIAL OUTPUT: MONETARY POLICY, CREDIBILITY AND OPTIMAL LEARNING UNDER UNCERTAINTY
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads
    Also in Staff Working Papers, Bank of Canada (2000) Downloads View citations (1)

    See also Journal Article in Journal of Macroeconomics (2003)

Journal Articles

2019

  1. Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions
    Applied Economics, 2019, 51, (41), 4499-4515 Downloads
    See also Working Paper (2018)
  2. Symposia on Challenges for Emerging Asia: Capital Flows and Quality Growth
    Pacific Economic Review, 2019, 24, (2), 185-186 Downloads

2018

  1. Are inflation targets credible? A novel test
    Economics Letters, 2018, 167, (C), 67-70 Downloads View citations (4)
  2. Decaying Expectations: What Inflation Forecasts Tell Us about the Anchoring of Inflation Expectations
    International Journal of Central Banking, 2018, 14, (5), 55-101 Downloads View citations (4)
    See also Working Paper (2014)

2017

  1. The evolution of inflation expectations in Canada and the US
    Canadian Journal of Economics, 2017, 50, (3), 711-737 Downloads View citations (6)
    See also Working Paper (2015)
  2. The evolution of inflation expectations in Japan
    Journal of the Japanese and International Economies, 2017, 46, (C), 53-68 Downloads View citations (4)
    See also Working Paper (2017)

2015

  1. Financial inclusion - issues for central banks
    BIS Quarterly Review, 2015 Downloads View citations (19)
  2. Inclusión financiera: Implicaciones para los bancos centrales
    Boletín, 2015, LXI, (3), 135-150 Downloads

2014

  1. Capital Controls, Global Liquidity Traps, and the International Policy Trilemma
    Scandinavian Journal of Economics, 2014, 116, (1), 158-189 Downloads View citations (23)
    See also Working Paper (2013)
  2. Currency Boards when Interest Rates are Zero
    Pacific Economic Review, 2014, 19, (1), 135-151 Downloads View citations (3)
  3. Do economies stall?
    Applied Economics, 2014, 46, (35), 4267-4275 Downloads
  4. Globalisation, pass-through and the optimal policy response to exchange rates
    Journal of International Money and Finance, 2014, 49, (PA), 104-128 Downloads View citations (24)
    See also Working Paper (2014)

2013

  1. Asia's Decoupling: Fact, Fairytale or Forecast?
    Pacific Economic Review, 2013, 18, (3), 321-344 Downloads View citations (2)
  2. ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS
    Economic Inquiry, 2013, 51, (1), 445-458 Downloads View citations (3)

2012

  1. Consumption and real exchange rates in professional forecasts
    Journal of International Economics, 2012, 86, (1), 33-42 Downloads View citations (19)
    See also Working Paper (2009)
  2. The expansion of central bank balance sheets in emerging Asia: what are the risks?
    BIS Quarterly Review, 2012 Downloads View citations (37)

2011

  1. Exporting recessions: International links and the business cycle
    Economics Letters, 2011, 110, (1), 12-14 Downloads View citations (26)

2010

  1. Leverage Constraints and the International Transmission of Shocks
    Journal of Money, Credit and Banking, 2010, 42, (s1), 71-105 View citations (156)
    See also Working Paper (2010)
  2. Price adjustment and exchange rate pass-through
    Journal of International Money and Finance, 2010, 29, (1), 181-200 Downloads View citations (76)

2008

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

2007

  1. CURRENCY UNIONS, TRADE FLOWS AND CAPITAL FLOWS
    Pacific Economic Review, 2007, 12, (2), 189-204 Downloads
    See also Working Paper (2003)
  2. Explaining hump-shaped inflation responses to monetary policy shocks
    Managerial and Decision Economics, 2007, 28, (6), 605-617 Downloads View citations (4)
  3. The real effects of inflation in continuous versus discrete time sticky price models
    Managerial and Decision Economics, 2007, 28, (6), 633-638 Downloads View citations (2)

2006

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

2005

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

2004

  1. SUICIDAL TERRORISM AND DISCRIMINATORY SCREENING: AN EFFICIENCY-EQUITY TRADE-OFF
    Defence and Peace Economics, 2004, 15, (3), 221-230 Downloads View citations (3)
  2. Speed Limit Policies and Interest Rate Smoothing
    Economics Bulletin, 2004, 5, (17), 1-6 Downloads
  3. The evolution of consensus in macroeconomic forecasting
    International Journal of Forecasting, 2004, 20, (3), 461-473 Downloads View citations (11)

2003

  1. Fixed prices versus predetermined prices and the equilibrium probability of price adjustment
    Economics Letters, 2003, 80, (3), 421-427 Downloads View citations (9)
  2. Predetermined Prices and the Persistent Effects of Money on Output
    Journal of Money, Credit and Banking, 2003, 35, (5), 729-41 View citations (32)
    See also Working Paper (2001)
  3. Probing potential output: Monetary policy, credibility, and optimal learning under uncertainty
    Journal of Macroeconomics, 2003, 25, (3), 311-330 Downloads View citations (12)
    See also Working Paper (2000)

2002

  1. Identifying a policymaker's target: an application to the Bank of Canada
    Canadian Journal of Economics, 2002, 35, (2), 239-256 Downloads View citations (5)
  2. Menu costs and the long-run output-inflation trade-off
    Economics Letters, 2002, 76, (1), 95-100 Downloads View citations (51)

2001

  1. Testing for Forecast Consensus
    Journal of Business & Economic Statistics, 2001, 19, (1), 34-43 View citations (14)

Chapters

2019

  1. The rise of benchmark bonds in emerging Asia
    A chapter in Asia-Pacific fixed income markets: evolving structure, participation and pricing, 2019, vol. 102, pp 67-79 Downloads

2018

  1. Adapting monetary policy to increasing financial inclusion
    A chapter in The role of data in supporting financial inclusion policy, 2018, vol. 47 Downloads
  2. Does the accumulation of foreign currency reserves affect risk-taking? An event study approach
    A chapter in The price, real and financial effects of exchange rates, 2018, vol. 96, pp 41-52 Downloads

2017

  1. Discussion of Monetary Policy and Financial Stability
    A chapter in Monetary Policy and Financial Stability in a World of Low Interest Rates, 2017 Downloads

2016

  1. A comparison of liquidity management tools in seven Asian economies
    A chapter in Expanding the boundaries of monetary policy in Asia and the Pacific, 2016, vol. 88, pp 33-58 Downloads View citations (2)
  2. Foreword
    A chapter in Expanding the boundaries of monetary policy in Asia and the Pacific, 2016, vol. 88, pp iii-vi Downloads
  3. Inflation expectations and monetary policy
    A chapter in Inflation mechanisms, expectations and monetary policy, 2016, vol. 89, pp 41-67 Downloads View citations (4)

2014

  1. How anchored are inflation expectations in Asia? Evidence from surveys of professional forecasters
    A chapter in Globalisation, inflation and monetary policy in Asia and the Pacific, 2014, vol. 77, pp 181-191 Downloads View citations (3)
  2. Responding to exchange rates in a globalised world
    A chapter in Globalisation, inflation and monetary policy in Asia and the Pacific, 2014, vol. 77, pp 97-117 Downloads View citations (3)

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 Downloads View citations (37)
  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 Downloads View citations (4)
  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 Downloads View citations (8)

2011

  1. 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 Downloads

2010

  1. 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 Downloads View citations (11)
  2. 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 Downloads View citations (16)

2001

  1. 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 Downloads View citations (2)
 
Page updated 2019-12-12