Money Macro and Finance (MMF) Research Group Conference 2006

From Money Macro and Finance Research Group
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98: Bank Behaviour and the Cost Channel of Monetary Transmission

Eric Mayer, Oliver Hülsewig and Timo Wollmershäuser

96: Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle

Sean Holly and Emiliano Santoro

95: Does Instrument Independence Matter under the Constrained Discretionof an Inflation Targeting Goal? Lessons from UK Taylor Rule Empirics

Alexander Mihailov

92: The Impact of Paying Interest on Reserves in the Presence of Government Deficit Financing

Mark Guzman

87: Assessing Inflation Targeting Through Intervention Analysis

Alvaro Angeriz and Philip Arestis

85: The defense of multilateral XR target zones against contagious crises

Jean-Sébastien Pentecôte

84: Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates

Zsolt Darvas, Gábor Rappai and Zoltán Schepp

83: The External Finance Premium and the Macroeconomy: US post-WWII Evidence

Ferre De Graeve

81: Retirement, health, unemployment, the business cycle and automatic stabilization in the OECD

Julia Darby and Jacques Mélitz

80: The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics

Luciana Juvenal and Mark Taylor

79: Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?

Georgios Chortareas, John Nankervis and Ying Jiang

78: Money and Monetary Policy in DSGE Models

Arnab Bhattacharjee and Christoph Thoenissen

76: The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange

Andros Gregoriou

75: THE EFFECTS OF MONETARY POLICY SHOCKS ON FLOW OF FUNDS:THE ITALIAN CASE

Riccardo Bonci and Francesco Columba

73: Macro volatility in a model of the UK Gilt edged bond market

Peter Spencer

71: Learning in a Misspecified Multivariate Self-Referential Linear Stochastic Model

Eran Guse

68: A New Cost Channel of Monetary Policy

Alper Çenesiz

67: Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks

Johann Scharler and Sylvia Kaufmann

65: Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability

Claudia Kwapil and Johann Scharler

64: Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports

Christopher Baum and Mustafa Caglayan

63: Bond Immunization and Exchange Rate Risk: Some Further Considerations

Ivan Ivanov and Jason Hecht

61: The Effects of Short-Term Liabilities on Profitability: The Case of Germany

Christopher Baum, Dorothea Schaefer and Oleksandr Talavera

59: Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework

Pelin Ilbas

55: Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU

Nikolaos Giannellis and Athanasios Papadopoulos

51: Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan

Paul Mizen, Tae-Hwan Kim and Alan Thanaset

50: Expansionary fiscal consolidations in Europe: part of conventional wisdom?

Antonio Afonso

49: Valuing American Style Options by Least Squares Methods

Mario Cerrato and Kan Kwok Cheung

48: Monetary Stabilisation Policy and Long-run Growth

Ragchaasuren Galindev

47: Monetary Policy Amplification Effects through a Bank Capital Channel

Alvaro Aguiar and Ines Drumond

46: The behaviour of the real exchange rate: Evidence from regression quantiles

Kleopatra Nikolaou

42: The impact of Basel I capital regulation on bank deposits and loans: Empirical evidence for Europe

Birgit Schmitz

40: Foreign exchange markets in south-east Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods

Alex (Alexandros) Mandilaras and Graham Bird

38: The monetary model of hyperinflation: limits of the model validity

Alexandre Sokic

37: Is a word to the wise indeed enough? ECB statements and the predictability of interest rate decisions

David-Jan Jansen and Jakob de Haan

36: Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis

Bernd Hayo

35: Understanding Labour Market Frictions: A Tobin’s Q Approach

Parantap Basu

30: Explaining the gaps in labour productivity in some developed countries

Weshah Razzak

29: The Interaction of Inflation and Financial Development with Endogenous Growth

Max Gillman, Mark Harris and Michal Kejak

27: Inflation Targeting and Fear of Floating

Reginaldo Pinto Nogueira Junior

25: Anatomy of Bid-Ask Spread Empirical Evidence from an Order-driven Market

Ming-Chang Wang, Lon-Ping Zu and Chau-Jung Kuo

24: The narrative approach for the identification of monetary policy shocks in small open economies

Eleni Angelopoulou

19: From Currency Unions to a World Currency: A Possibility?

Davide Furceri

18: Caution or Activism? Monetary Policy Strategies in an Open Economy

Martin Ellison, Lucio Sarno and Jouko Vilmunen

16: Are Euro Interest Rates led by FED Announcements?

Andrea Monticini and Giacomo Vaciago

13: Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies

Konstantin Kholodilin

9: Exchange rate regimes and trade

Christopher Adam and David Cobham

8: Underpricing in Turkey: Comparison of the IPO Methods

Guray Kucukkocaoglu

2: The Costs of EMU for Transition Countries

Alexandra Lopes

1: Monetary Policy under Rule-of-Thumb Consumers and External Habits

Giovanni Di Bartolomeo, Lorenza Rossi and Massimiliano Tancioni