Bank of Lithuania Working Paper Series

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91: The Factor Analytical Approach in Trending Near Unit Root Panels

Milda Norkute, Joakim Westerlund and Ovidijus Stauskas

90: Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects

Milda Norkute, Guowei Cui, Vasilis Sarafidis and Takashi Yamagata

89: The macroeconomics of carry trade gone wrong: corporate and consumer losses in emerging Europe

Egle Jakucionyte and Sweder van Wijnbergen

88: What Moves Treasury Yields?

Soroosh Soofi-Siavash and Emanuel Moench

87: Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies

Povilas Lastauskas and Julius Stakenas

86: Productivity-Enhancing Reallocation during the Great Recession:Evidence from Lithuania

Linas Tarasonis and Jose Garcia-Louzao

85: What Explains Excess Trade Persistence? A Theory of Habits in the Supply Chains

Povilas Lastauskas, Mariarosaria Comunale and Justas Dainauskas

84: Global Impacts of US Monetary Policy Uncertainty Shocks

Povilas Lastauskas and Anh Nguyen

83: Exchange rate fluctuations and the financial channel in emerging economies

Joscha Beckmann and Mariarosaria Comunale

82: Statistical Discrimination in a Search Equilibrium Model: Racial Wage and Employment Disparities in the US

Linas Tarasonis and Bruno Decreuse

81: Fiscal DSGE Model for Latvia

Patrick Grüning and Ginters Buss

80: Assessing the impact of macroprudential measures: The case of the LTV limit in Lithuania

Tomas Reichenbachas

79: Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks

Valentin Jouvanceau and Ieva Mikaliunaite-Jouvanceau

78: Bowling Alone, Buying Alone: The Decline of Co-Borrowers in the US Mortgage Market

Egle Jakucionyte and Swapnil Singh

77: Macroeconomic implications of insolvency regimes

Benjamin Hemingway

76: Workers' Job Mobility in Response to Severance Pay Generosity

Jose Garcia-Louzao

75: Shock dependence of exchange rate pass-through: a comparative analysis of BVARs and DSGEs

Mariarosaria Comunale

74: Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches

Mariarosaria Comunale, Markus Eller and Mathias Lahnsteiner

73: Banking regulation and collateral screening in a model of information asymmetry

Benjamin Hemingway

72: Statutory, Effective and Optimal Net Tax Schedules in Lithuania

Nerijus Černiauskas and Alain Jousten

71: Changes in income inequality in Lithuania: the role of policy, labour market structure, returns and demographics

Nerijus Černiauskas, Denisa Sologon, Cathal O’Donoghue and Linas Tarasonis

70: Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool

Mariarosaria Comunale and Francesco Mongelli

69: Mortgage Foreclosure Risk After the Great Recession

Egle Jakucionyte and Swapnil Singh

68: Employment and Wages over the Business Cycle in Worker-Owned Firms: Evidence from Spain

Jose Garcia-Louzao

67: More Gray, More Volatile? Aging and (Optimal) Monetary Policy

Dániel Baksa and Zsuzsa Munkacsi

66: Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment

Povilas Lastauskas and Julius Stakenas

65: Direct and Network Effects of Idiosyncratic TFP Shocks

Kristina Barauskaite Griškevičienė and Anh Nguyen

64: Loss of a lending relationship: shock or relief?

Karolis Liaudinskas and Kristina Grigaite

63: Intersectoral Network-Based Channel of Aggregate TFP Shocks

Kristina Barauskaite Griškevičienė and Anh Nguyen

62: An empirical investigation of the relationship between trade and structural change

Mariarosaria Comunale and Giulia Felice

61: Does monetary policy affect income inequality in the euro area?

Anna Samarina and Anh Nguyen

60: Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases

Linas Jurksas and Hector Carcel

59: Partially heterogeneous tests for Granger non-causality in panel data

Arturas Juodis and Yiannis Karavias

58: The changing nature of gender selection into employment over the Great Recession

Juan Dolado, Cecilia Garcia-Penalosa and Linas Tarasonis

57: Monetary policy, trade, and endogenous growth under different international financial market structures

Michael Donadelli, Patrick Grüning and Aurelija Proskute

56: Slicing up inflation: analysis and forecasting of Lithuanian inflation components

Julius Stakenas

55: How Much Do Households Really Know About Their Future Income?

Swapnil Singh and Christian A. Stoltenbergz

54: Public insurance of married versus single households in the US: trends and welfare consequences

Swapnil Singh

53: Bank risk-taking and misconduct

Ieva Sakalauskaite

52: Bank credit and money creation in a DSGE model of a small open economy

Tomas Ramanauskas and Jaunius Karmelavicius

51: A century of gaps

Mihnea Constantinescu and Anh Nguyen

50: Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve

Mirko Abbritti, Hector Carcel, Luis Gil-Alana and Antonio Moreno

49: The behavioral economics of currency unions: Economic integration and monetary policy

Akvile Bertasiute, Domenico Massaro and Matthias Weber

48: R&D, growth, and macroprudential policy in an economy undergoing boom-bust cycles

Claudio Battiati

47: Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices

Giuliano Curatola, Michael Donadelli and Patrick Grüning

46: Optimal Long-Run Inflation and the Informal Economy

Claudio Cesaroni

45: The Knotty Interplay Between Credit and Housing

Mihnea Constantinescu and Povilas Lastauskas

44: Personal Bankruptcy, Bank Portfolio Choice and the Macroeconomy

Egle Jakucionyte

43: Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare

Michael Donadelli and Patrick Gruning

42: Monetary Policy under Behavioral Expectations: Theory and Experiment

Cars Hommes, Domenico Massaro and Matthias Weber