International Journal of Central Banking

2005 - 2025

Current editor(s): Loretta J. Mester

From International Journal of Central Banking
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Volume 4, issue 4, 2008

Modeling Short-Term Interest Rate Spreads in the Euro Money Market pp. 1-37

Nuno Cassola and Claudio Morana

Monetary Policy under Uncertainty about the Nature of Asset-Price Shocks pp. 39-83

David Haugh

Inflation: Do Expectations Trump the Gap? pp. 85-116

Jeremy Piger and Robert Rasche

Leadership in Groups: A Monetary Policy Experiment pp. 117-150

Alan Blinder and John Morgan

Inflation Targeting and Traget Instability pp. 151-192

Robert Tetlow

Central Bank Policy Rate Guidance and Financial Market Functioning pp. 193-226

Richhild Moessner and William R. Nelson

Volume 4, issue 3, 2008

Monetary Policy in a Monetary Union: What Role for Regional Information? pp. 1-28

Paolo Angelini, Paolo Del Giovane, Stefano Siviero and Daniele Terlizzese

Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence pp. 29-60

Patrick Van Roy

Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities pp. 61-76

Alexander Bick and Dieter Nautz

Incomplete Interest Rate Pass-Through and Optimal Monetary Policy pp. 77-118

Teruyoshi Kobayashi

The Role of the Chairman in Setting Monetary Policy: Individualistic vs. Autocratically Collegial MPCs pp. 119-143

Petra Gerlach-Kristen

The Expected Interest Rate Path: Alignment of Expectations vs. Creative Opacity pp. 145-185

Pierre Gosselin, Aïleen Lotz and Charles Wyplosz

Volume 4, issue 2, 2008

Inflation Forecasts and the New Keynesian Phillips Curve pp. 1-22

Sophocles Brissimis and Nicholas S. Magginas

Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity pp. 23-72

Eric Jondeau and Jean-Guillaume Sahuc

Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate pp. 73-127

Anton Nakov

Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model pp. 129-173

Nikola Tarashev and Haibin Zhu

The Impact of Central Bank Announcements on Asset Prices in Real Time pp. 175-217

Carlo Rosa and Giovanni Verga

The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model pp. 219-254

Alex Brazier, Richard Harrison, Mervyn King and Anthony Yates

Volume 4, issue 1, 2008

An Empirical Evaluation of Structural Credit-Risk Models pp. 1-53

Nikola Tarashev

Inflation Targets as Focal Points pp. 55-87

Maria Demertzis and Nicola Viegi

Transaction Pricing and the Adoption of Electronic Payments: A Cross-Country Comparison pp. 89-123

Wilko Bolt, David Humphrey and Roland Uittenbogaard

Using Securities Market Information for Bank Supervisory Monitoring pp. 125-164

John Krainer and Jose Lopez

Capital Regulation and Banks' Financial Decisions pp. 165-211

Haibin Zhu

Preference Heterogeneity in Monetary Policy Committees pp. 213-233

Alessandro Riboni and Francisco Ruge-Murcia

Volume 3, issue 4, 2007

Did Prices Really Soar after the Euro Cash Changeover? Evidence from ATM Withdrawals pp. 1-22

Paolo Angelini and Francesco Lippi

The Great Inflation and Early Disinflation in Japan and Germany pp. 23-76

Edward Nelson

Inflation-Forecast-Based Rules and Indeterminacy: A Puzzle and a Resolution pp. 77-110

Paul Levine, Peter McAdam and Joseph Pearlman

Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks pp. 111-144

Malin Adolfson, Michael K. Andersson, Jesper Lindé, Mattias Villani and Anders Vredin

A New Core Inflation Indicator for New Zealand pp. 145-180

Domenico Giannone and Troy Matheson

Firm-Specific or Household-Specific Sticky Wages in the New Keynesian Model? pp. 181-240

Miguel Casares

Volume 3, issue 3, 2007

Interest Rate Setting by the ECB, 1999-2006: Words and Deeds pp. 1-46

Stefan Gerlach

Imperfect Knowledge, Adaptive Learning, and the Bias Against Activist Monetary Policies pp. 47-85

Alberto Locarno

Economic and Regulatory Capital in Banking: What Is the Difference? pp. 87-117

Abel Elizalde and Rafael Repullo

Stock Liquidity Requirements and the Insurance Aspect of the Lender of Last Resort pp. 119-146

Spyros Pagratis

Technology Diffusion within Central Banking: The Case of Real-Time Gross Settlement pp. 147-181

Morten Bech and Bart Hobijn

Fear of Floating and Social Welfare pp. 183-204

Demosthenes Tambakis

Volume 3, issue 2, 2007

Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis pp. 1-38

Julio Carrillo, Patrick Fève and Julien Matheron

The Role of the Bias in Crafting Consensus: FOMC Decision Making in the Greenspan Era pp. 39-60

Henry Chappell, Rob Roy McGregor and Todd A. Vermilyea

Low Nominal Interest Rates: A Public Finance Perspective pp. 61-93

Noritaka Kudoh

Inflation Convergence and Divergence within the European Monetary Union pp. 95-121

Fabio Busetti, Lorenzo Forni, Andrew Harvey and Fabrizio Venditti

Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System pp. 123-171

Hans Degryse and Grégory Nguyen

Is Moderate-to-High Inflation Inherently Unstable? pp. 173-201

Michael Kiley

Volume 3, issue 1, 2007

Optimal Economic Transparency pp. 5-36

Carl Walsh

The Mystique of Central Bank Speak pp. 37-80

Petra Geraats

Imperfect Common Knowledge in First-Generation Models of Currency Crises pp. 81-112

Gara Afonso

Manipulation in Money Markets pp. 113-148

Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla

Monetary Policy under Imperfect Commitment: Reconciling Theory with Evidence pp. 149-178

Hakan Kara

Transparency, Disclosure, and the Federal Reserve pp. 179-225

Michael Ehrmann and Marcel Fratzscher

Transparency, Communication and Commitment

John Taylor, Hyun Song Shin, Frank Smets, Kazuo Ueda and Michael Woodford

Volume 2, issue 4, 2006

Basel II and the Risk Management of Basket Options with Time-Varying Correlations

Amy S. K. Wong

Firm-Specific Labor and Firm-Specific Capital: Implications for the Euro-Data New Phillips Curve

Julien Matheron

State-Dependent Stock Market Reactions to Monetary Policy

Troy Davig and Jeffrey R. Gerlach

Monetary Policy Inertia: Fact or Fiction?

Glenn Rudebusch

Expectations, Learning, and Discretionary Policymaking

Christian Jensen

The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data

Jonathan Kearns and Philip Manners

Volume 2, issue 3, 2006

What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area

Silvia Fabiani, Martine Druant, Ignacio Hernando, Claudia Kwapil, Bettina Landau, Claire Loupias, Fernando Martins, Thomas Mathä, Roberto Sabbatini, Harald Stahl and Ad Stokman

Intrinsic and Inherited Inflation Persistence

Jeffrey Fuhrer

A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?

Fabio Milani

Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting

Grégory de Walque, Frank Smets and Raf Wouters

U.S. Wage and Price Dynamics: A Limited-Information Approach

Argia Sbordone

Monetary Policy and Inflation Dynamics

John Roberts

Staggered Pricing Models Face the Facts

John Taylor, Hyun Song Shin, Frank Smets, Kazuo Ueda and Michael Woodford

Volume 2, issue 2, 2006

Global Bond Portfolios and EMU

Philip Lane

Anticipation of Monetary Policy and Open Market Operations

Seth B. Carpenter and Selva Demiralp

Credit Cycles, Credit Risk, and Prudential Regulation

Gabriel Jimenez and Jesús Saurina

Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis

Iman Lelyveld and Franka Liedorp

Clustering or Competition? The Foreign Investment Behavior of German Banks

Claudia Buch and Alexander Lipponer

Factor Model Forecasts for New Zealand

Troy Matheson

Volume 2, issue 1, 2006

SIGMA: A New Open Economy Model for Policy Analysis

Christopher Erceg, Luca Guerrieri and Christopher Gust

The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach

María Gadea and Laura Mayoral

The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market

Naohiko Baba, Motoharu Nakashima, Yosuke Shigemi and Kazuo Ueda

Using Market Information for Banking System Risk Assessment

Helmut Elsinger, Alfred Lehar and Martin Summer

Measuring Investors' Risk Appetite

Prasanna Gai and Nicholas Vause