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International Journal of Central Banking

2005 - 2020

Current editor(s): Loretta J. Mester

From International Journal of Central Banking
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Volume 16, issue 6, 2020

Trust in the Central Bank and Inflation Expectations pp. 1-37 Downloads
Dimitris Christelis, Dimitris Georgarakos, Tullio Jappelli and Maarten van Rooij
What Rule for the Federal Reserve? Forecast Targeting pp. 39-95 Downloads
Lars E.O. Svensson
The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments VAR Approach pp. 97-136 Downloads
Lucas Hafemann and Peter Tillmann
Contagion in the CoCos Market? A Case Study of Two Stress Events pp. 137-184 Downloads
Pierluigi Bologna, Arianna Miglietta and Anatoli Segura
Risk Shocks and Monetary Policy in the New Normal pp. 185-232 Downloads
Martin Seneca
Independent Central Banks: Low Inflation at No Cost? A Model with Fiscal Policy pp. 233-286 Downloads
Montserrat Ferré and Carolina Manzano
Residential Investment and Economic Activity: Evidence from the Past Five Decades pp. 287-329 Downloads
Emanuel Kohlscheen, Aaron Mehrotra and Dubravko Mihaljek
Monetary Policy as an Optimum Currency Area Criterion pp. 331-393 Downloads
Dominik Groll

Volume 16, issue 5, 2020

The Effects of Borrower-Based Macroprudential Policy: An Empirical Application to Korea pp. 1-47 Downloads
Thorsten Franz
To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China pp. 49-94 Downloads
Hongyi Chen, Michael Funke, Ivan Lozev and Andrew Tsang
The Impact of the Designation of Global Systemically Important Banks on Their Business Model pp. 95-142 Downloads
Aurélien Violon, Dominique Durant and Oana Toader
Measuring the Liquidity Profile of Mutual Funds pp. 143-178 Downloads
Sirio Aramonte, Chiara Scotti and Ilknur Zer
How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts? pp. 179-218 Downloads
Monica Jain and Christopher S. Sutherland
Credit Risk, Liquidity, and Lies pp. 219-267 Downloads
Thomas King and Kurt F. Lewis
How Would U.S. Banks Fare in a Negative Interest Rate Environment? pp. 269-308 Downloads
David M. Arseneau
Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area pp. 309-347 Downloads
Jonas Dovern and Geoff Kenny

Volume 16, issue 4, 2020

Aggregation Level in Stress-Testing Models pp. 1-46 Downloads
Galina Hale, John Krainer and Erin McCarthy
The Information Content and Statistical Properties of Diffusion Indexes pp. 47-99 Downloads
Santiago Pinto, Pierre-Daniel Sarte and Robert Sharp
Bank Standalone Credit Ratings pp. 101-144 Downloads
Michael King, Steven Ongena and Nikola Tarashev
Narrow Banking with Modern Depository Institutions: Is There a Reason to Panic? pp. 145-197 Downloads
Hugo Rodriguez Mendizabal
The Limits of Central Bank forward Guidance under Learning pp. 199-250 Downloads
Stephen Cole
Regulating the Doom Loop pp. 251-292 Downloads
Spyros Alogoskoufis and Sam Langfield
Systemic risk and the Fallacy of Composition: Empirical Evidence from Japanese Regional Bank pp. 293-325 Downloads
Naohisa Hirakata, Yosuke Kido and Jie Liang Thum
Finite Horizons and the Monetary/Fiscal Policy Mix pp. 327-378 Downloads
Kostas(Konstantinos) Mavromatis

Volume 16, issue 3, 2020

Agglomeration and Industry Spillover Effects in the Aftermath of a Credit Shock pp. 1-50 Downloads
José Jorge and Joana Rocha
Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model pp. 51-94 Downloads
Jonas E. Arias, Guido Ascari, Nicola Branzoli and Efrem Castelnuovo
Real Term Structure and New Keynesian Models pp. 95-139 Downloads
Burçin Kısacıkoğlu
Credit, Financial Conditions, and Monetary Policy Transmission pp. 141-179 Downloads
David Aikman, Andreas Lehnert, Nellie Liang and Michele Modungno
What Can the Data Tell Us about the Equilibrium Real Interest Rate? pp. 181-209 Downloads
Michael Kiley
Reserves for All? Central Bank Digital Currency, Deposits, and Their (Non)-Equivalence pp. 211-238 Downloads
Dirk Niepelt
The Surprising Recovery of Currency Usage pp. 239-277 Downloads
Jonathan Ashworth and Charles A.E. Goodhart
From Window Guidance to Interbank Rates: Tracing the Transition of Monetary Policy in Japan and China pp. 279-316 Downloads
Stefan Angrick and Naoyuki Yoshino

Volume 16, issue 2, 2020

Oil Prices and Consumption across Countries and U.S. States pp. 3-43 Downloads
Andrea De Michelis, Thiago Ferreira and Matteo Iacoviello
Monetary Policy, Commodity Prices, and Misdiagnosis Risk pp. 45-79 Downloads
Andrew J. Filardo, Marco Lombardi, Carlos Montoro and Massimo Ferrari
The Continuing Validity of Monetary Policy Autonomy under Floating Exchange Rates pp. 81-123 Downloads
Edward Nelson
Output Gaps and Robust Monetary Policy Rules pp. 125-152 Downloads
Roberto Billi
Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts? pp. 153-201 Downloads
Thomas Lustenberger and Enzo Rossi
Stress Tests of the Household Sector Using Microdata from Survey and Administrative Sources pp. 203-248 Downloads
Jaanika Meriküll and Tairi Room
Bank Capital: A Seawall Approach pp. 249-291 Downloads
Jihad Dagher, Giovanni Dell'ariccia, Luc Laeven, Lev Ratnovski and Hui Tong
Relaxed Lending Standards and the 2007 Mortgage Crisis: Changes in Household Debt and Borrowing Behaviors pp. 293-342 Downloads
Seda Durguner

Volume 16, issue 1, 2020

The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment pp. 5-71 Downloads
Janice C. Eberly, James H. Stock and Jonathan H. Wright
Global Dimensions of U.S. Monetary Policy pp. 73-132 Downloads
Maurice Obstfeld
Monetary Policy Strategies for the Federal Reserve pp. 133-193 Downloads
Lars E.O. Svensson
Are QE and Conventional Monetary Policy Substitutable? pp. 195-230 Downloads
Eric Sims and Cynthia Wu
Financial Stability Considerations and Monetary Policy pp. 231-266 Downloads
Anil Kashyap and Caspar Siegert

Volume 15, issue 5, 2019

The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme pp. 1-46 Downloads
Giovanna Bua and Peter Dunne
What Are the Effects of Changes in Taxation and New Types of Mortgages on the Real Economy? The Case of Denmark during the 2000s pp. 47-99 Downloads
Jesper Pedersen
The Role of Counterparty Risk and Asymmetric Information in the Interbank Market pp. 101-135 Downloads
Giuseppe Cappelletti and Giovanni Guazzarotti
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? pp. 137-173 Downloads
Domenico Giannone, Michele Lenza and Lucrezia Reichlin
The Heterogeneity of the Inflation Expectations of Italian Firms along the Business Cycle pp. 175-205 Downloads
Laura Bartiloro, Marco Bottone and Alfonso Rosolia
Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico pp. 207-254 Downloads
Carlos Capistrán, Daniel Chiquiar and Juan Hernandez
Fiscal Implications of the Federal Reserve's Balance Sheet Normalization pp. 255-306 Downloads
Michele Cavallo, Marco Del Negro, W Frame, Jamie Grasing, Benjamin Malin and Carlo Rosa
Understanding the United Kingdom's Wageless Recovery pp. 307-360 Downloads
Benjamin Nelson

Volume 15, issue 4, 2019

Budget-Neutral Labor Tax Wedge Reductions: A Sumulation-Based Analysis for the Euro Area pp. 1-54 Downloads
Maria-Grazia Attinasi, Doris Prammer, Nikolai Stähler, Martino Tasso and Stefan van Parys
Using Payment System Data to Forecast Economic Activity pp. 55-80 Downloads
Valentina Aprigliano, Guerino Ardizzi and Libero Monteforte
Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired? pp. 81-126 Downloads
Nils Jannsen, Galina Potjagailo and Maik Wolters
Spillovers from the ECB's Non-standard Monetary Policy Measures on Southeastern Europe pp. 127-163 Downloads
Isabella Moder
Effects of Changing Monetary and Regulatory Policy on Money Markets pp. 165-205 Downloads
Elizabeth Klee, Zeynep Senyuz and Emre Yoldas
The Determinants of Credit Union Failure: Insights from the United Kingdom pp. 207-240 Downloads
Jamie Coen, William Francis and May Rostom
Revisions to PCE Inflation Measures: Implications for Monetary Policy pp. 241-265 Downloads
Dean Croushore
Cross-Border Macroprudential Policy Spillovers and Bank Risk-Taking pp. 267-311 Downloads
Fergal McCann and Conor O'Toole

Volume 15, issue 3, 2019

Optimal Negative Interest Rate under Uncertainty pp. 1-25 Downloads
Kuk Mo Jung
Exchange Rate Pass-Through: What Has Changed Since the Crisis? pp. 27-58 Downloads
Martina Jašová, Richhild Moessner and Elod Takats
What Drives the Strength of Monetary Policy Transmission? pp. 59-87 Downloads
Jakub Matějů
Banks' Wealth, Banks' Creation of Money, and Central Banking pp. 89-135 Downloads
Tianxi Wang
Macroeconomic Effects of Banking-Sector Losses across Structural Models pp. 137-204 Downloads
Luca Guerrieri, Matteo Iacoviello, Francisco Covas, John Driscoll, Mohammad Jahan-Parvar, Michael Kiley, Albert Queralto and Jae Sim
Deleveraging and Consumer Credit Supply in the Wake of the 2008-09 Financial Crisis pp. 205-251 Downloads
Reint Gropp, John Krainer and Elizabeth Laderman
What Drives Bank-Intermediated Trade Finance? Evidence from Cross-Country Analysis pp. 253-283 Downloads
Jose Maria Serena Garralda and Garima Vasishtha
Comparing Fiscal Consolidation Multipliers across Models in Europe pp. 285-320 Downloads
Juha Kilponen, Massimiliano Pisani, Sebastian Schmidt, Vesna Corbo, Tibor Hledik, Josef Hollmayr, Samuel Hurtado, Paulo Júlio, Dmitry Kulikov, Matthieu Lemoine, Matija Lozej, Henrik Lundvall, José Maria, Brian Micallef, Dimitris Papageorgiou, Jakub Rysanek, Dimitrios Sideris, Carlos Thomas and Grégory de Walque

Volume 15, issue 2, 2019

The Tradeoff between Monetary Policy and Bank Stability pp. 1-42 Downloads
Martien Lamers, Frederik Mergaerts, Elien Meuleman and Rudi Vander Vennet
Asset Price Spillovers from Unconventional Monetary Policy: A Global Empirical Perspective pp. 43-74 Downloads
Domenico Lombardi, Pierre Siklos and Samantha St. Amand
Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach pp. 75-100 Downloads
Alain Kabundi, Eric Schaling and Modeste Some
Liquidity Risk and Collective Moral Hazard pp. 101-150 Downloads
Diana Bonfim and Moshe Kim
Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland pp. 151-178 Downloads
Alain Galli, Christian Hepenstrick and Rolf Scheufele
Currency Option Trading Strategies as an Alternative Tool for Central Bank Foreign Exchange Interventions pp. 179-234 Downloads
Helena Glebocki Keefe and Erick W. Rengifo
External Shocks, Banks, and Optimal Monetary Policy: A Recipe for Emerging Market Central Banks pp. 235-299 Downloads
Yasin Mimir and Enes Sunel
International Monetary Policy Coordination through Communication: Chasing the Loch Ness Monster pp. 301-321 Downloads
Serkan Imisiker and Bedri Tas

Volume 15, issue 1, 2019

Calibrating Macroprudential Policy to Forecasts of Financial Stability pp. 1-59 Downloads
Scott Brave and Jose Lopez
Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum pp. 61-105 Downloads
Elod Takats and Judit Temesvary
Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small? pp. 107-156 Downloads
Wayne Passmore and Alexander H. von Hafften
Home Bias in Bank Sovereign Bond Purchases and the Bank-Sovereign Nexus pp. 157-197 Downloads
Desislava C. Andreeva and Thomas Vlassopoulos
Missing Disinflation and Missing Inflation: A VAR Perspective pp. 199-232 Downloads
Elena Bobeica and Marek Jarociński
Deflation Probability and the Scope for Monetary Loosening in the United Kingdom pp. 233-277 Downloads
Alex Haberis, Riccardo M. Masolo and Kate Reinold
Financial Stability and Optimal Interest Rate Policy pp. 279-326 Downloads
Andrea Ajello, Thomas Laubach, David López-Salido and Taisuke Nakata
The Synchronization of Business Cycles and Financial Cycles in the Euro Area pp. 327-362 Downloads
William Oman
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