Money Macro and Finance (MMF) Research Group Conference 2006

From Money Macro and Finance Research Group
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170: Shareholder Protection: A Leximetric Approach

Priya P. Lele and Mathias M. Siems

169: Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited

Deborah Lucas

168: A State Space Approach To The Policymaker's Data Uncertainty Problem

Alastair Cunningham, Chris Jeffery, George Kapetanios and Vincent Labhard

167: A real-time analysis of the Swiss trade account

Jan Jacobs and Jan-Egbert Sturm

166: Financial Development, Openness and Institutions: Evidence from Panel Data

Badi Baltagi, Panicos Demetriades and Siong Hook Law

165: Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models*

Matthew Canzoneri

164: Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases

Domenico Giannone, Lucrezia Reichlin and David H Small

163: Revisions Analysis for the National Accounts at ONS

Heather Robinson

162: Financial Liberalisation and Breaks in Stock Market Volatility: Evidence from East Asia

Panicos Demetriades, Michail Karoglou and Siong Hook Law

161: Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge

Vincent Bouvatier

160: The financial integration of China: New evidence on temporally aggregated data for the A-share market

Eric Girardin and Zhenya Liu

159: The determinants of "domestic" original sin in emerging market economies

Julien Reynaud and Arnaud Mehl

156: Asset pricing implications for a New Keynesian model

Bianca De Paoli

155: Financial System Architecture: The Role of Systemic Risk, Added Value and Liquidity

Jose M P Jorge

153: The Complex Response of Monetary Policy to Asset Prices

Ram Kharel, Christopher Martin and Costas Milas

152: Capital Flows, Interest Rates and Precautionary Behaviour: a model of Global Imbalances

Marcus Miller and Lei Zhang

151: Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets

Mathias Drehmann, Steffen Sorensen and Marco Stringa

150: International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility

Thomas Flavin and Ekaterini Panopoulou

149: Endogenous Cycles and Liquidity Risk

Jos van Bommel

148: The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models

Huw Dixon

146: Exchange Rate Monitoring Bands: Theory and Policy

Luisa Corrado, Marcus Miller and Lei Zhang

144: Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence

Monika Blaszkiewicz-Schwartzman

141: Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence

Richard Mash

140: Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities

Renatas Kizys and Peter Spencer

139: Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve

Orlando Gomes, D. A. Mendes, V. P. Mendes and J. Sousa Ramos

138: Unemployment, Job Flows and Hours in a New Keynesian Model

Richard Holt

137: Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models

Zsolt Darvas and Balázs Varga

132: Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK

Christian Mose Nielsen

131: On the use of data envelopment analysis in hedge fund performance appraisal

Thi Thanh Huyen Nguyen

129: Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach

Neil Kellard, John Nankervis and Fotis Papadimitriou

128: Do emerging markets benefit from index inclusion?

Burcu Hacibedel and Jos van Bommel

127: Imperfect Demand Expectations and Endogenous Business Cycles

Orlando Gomes

126: Learning Hyperinflations

Atanas Christev

125: Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries

Don Bredin and Stilianos Fountas

124: Real exchange rates and current account imbalances in the Euro-area

Michael G Arghyrou and Georgios Chortareas

123: Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment

Damjan Pfajfar and Emiliano Santoro

120: What is global excess liquidity, and does it matter?

Rasmus Ruffer and Livio Stracca

118: Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?

Rafael R. Rebitzky

115: Leading indicator properties of the US corporate spreads

Nektarios Aslanidis and Andrea Cipollini

114: Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt

Jens Hilscher and Yves Nosbusch

113: Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies

Juha Kilponen, Marc-Alexandre Sénégas and Jouko Vilmunen

112: Monetary Policy and the Political Support for a Labor Market Reform

ÿlvaro Aguiar and Ana Ribeiro

111: ICAPM with time-varying risk aversion

Paulo Maio

108: Business Cycles with Endogenous Mark-ups

Paulo Brito, Luis Costa and Huw Dixon

106: The foundations of money, payments and central banking: A review essay

Stephen Millard

105: A Simple Business-Cycle Model with Schumpeterian Features

Luis Costa and Huw Dixon

103: Credit Cycles in a OLG Economy with Money and Bequest

Anna Agliari, Tiziana Assenza, Domenico Delli Gatti and Santoro Emiliano

102: The predictive content of the real interest rate gap for macroeconomic variables in the euro area

Jean-Stéphane Mésonnier

101: Financial Stability in European Banking: The Role of Common Factors

Clemens Kool

99: Constructing Historical Euro Area Data

Heather Anderson, Mardi Dungey, Denise Osborn and Farshid Vahid