Report NEP-MON-2005-11-19

This is the archive for NEP-MON, a report on new working papers in the area of Monetary Economics. Bernd Hayo issued this report. It is usually issued weekly.

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Other reports in NEP-MON

The following items were announced in this report:

• Christopher Ragan, 2005. "The Exchange Rate and Canadian Inflation Targeting," Staff Working Papers 05-34, Bank of Canada.
• Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005 402, Society for Computational Economics.
• Garnier, Julien & Wilhelmsen, Bjørn-Roger, 2005. "The natural real interest rate and the output gap in the euro area: a joint estimation," Working Paper Series 0546, European Central Bank.
• Giancarlo Marini & Alessandro Piergallini & Barbara Annicchiarico, 2004. "Monetary Policy and Fiscal Rules," CEIS Research Paper 50, Tor Vergata University, CEIS.
• Kirdan Lees, 2005. "What do robust policies look like for open economy inflation targeters?," Computing in Economics and Finance 2005 246, Society for Computational Economics.
• Daniel Leigh, 2005. "Estimating the Revealed Inflation Target: An Application to U.S. Monetary Policy," Computing in Economics and Finance 2005 177, Society for Computational Economics.
• Gustavo Piga, 2005. "On the Sources of the Inflation Bias and Output Variability," CEIS Research Paper 66, Tor Vergata University, CEIS.
• Roberto M. Billi, 2005. "The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2005 25, Society for Computational Economics.
• Ramdane Djoudad & Jack Selody & Carolyn A. Wilkins, 2005. "Does Financial Structure Matter for the Information Content of Financial Indicators?," Staff Working Papers 05-33, Bank of Canada.
• Jukka Railavo, 2005. "Monetary Concequences of Alternative Fiscal Policy Rules," Computing in Economics and Finance 2005 145, Society for Computational Economics.
• Stuart J. Fowler, 2005. "Income Inequality, Monetary Policy, and the Business Cycle," Computing in Economics and Finance 2005 184, Society for Computational Economics.
• Roberto Billi & Klaus Adam, 2005. "Monetary and Fiscal Interactions without Commitment and the Value of Monetary Conservatism," Computing in Economics and Finance 2005 62, Society for Computational Economics.
• Marius Jurgilas, 2005. "Interbank market under the currency board: Case of Lithuania," Computing in Economics and Finance 2005 448, Society for Computational Economics.
• Volker Wieland & Keith Kuester, 2005. "Insurance Policies for Monetary Policy in the Euro Area," Computing in Economics and Finance 2005 100, Society for Computational Economics.
• Tommaso Monacelli & Ester Faia, 2005. "Optimal Interest Rate Rules, Asset Prices and Credit Frictions," Computing in Economics and Finance 2005 452, Society for Computational Economics.
• Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005 459, Society for Computational Economics.
• Paolo Surico, 2005. "Monetary Policy Shifts, Indeterminacy and Inflation Dynamics," Computing in Economics and Finance 2005 313, Society for Computational Economics.
• Korkut Erturk, 2005. "Speculation, Liquidity Preference and Monetary Circulation," Working Paper Series, Department of Economics, University of Utah 2005_12, University of Utah, Department of Economics.
• Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
• Sanjay K. Chugh, 2005. "Optimal Inflation Persistence: Ramsey Taxation with Capital and Habits," Computing in Economics and Finance 2005 369, Society for Computational Economics.
• Christian Melzer & Thorsten Neumann, 2005. "Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR," Computing in Economics and Finance 2005 144, Society for Computational Economics.
• Min Wei & Stefania D'Amico & Don H. Kim, 2005. "TIPS: Taking Inflation Premium Seriously," Computing in Economics and Finance 2005 363, Society for Computational Economics.
• B Bhaskara Rao & Rup Singh, 2005. "A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002," Macroeconomics 0511012, University Library of Munich, Germany.
• Paolo Surico & Antonello D'Agostino & Luca Sala, 2005. "The Fed and the Stock Market," Computing in Economics and Finance 2005 293, Society for Computational Economics.
• George Monokroussos, 2005. "Dynamic Limited Dependent Variable Modeling and US Monetary Policy," Computing in Economics and Finance 2005 460, Society for Computational Economics.
• Vitor Gaspar & Frank Smets, 2005. "Monetary Policy under Adaptive Learning," Computing in Economics and Finance 2005 80, Society for Computational Economics.
• Richard Mash, 2005. "Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence," Computing in Economics and Finance 2005 427, Society for Computational Economics.
• Giorgio Basevi & Lorenzo Pecchi & Gustavo Piga, 2005. "Parallel Monies, Parallel Debt: Lessons from the EMU and Options for the New EU," CEIS Research Paper 68, Tor Vergata University, CEIS.
• Luis-Felipe Zanna & Marco Airaudo, 2005. "Learning about which measure of inflation to target," Computing in Economics and Finance 2005 176, Society for Computational Economics.
• Arup Daripa, 2005. "How (Not) to Sell Money," Macroeconomics 0511019, University Library of Munich, Germany.
• Marco Raberto & Andrea Teglio, 2005. "A dynamic model of a monetary production economy under the disequilibrium economics approach," Computing in Economics and Finance 2005 320, Society for Computational Economics.
• Jorg Bibow, 2005. "Bad for Euroland, Worse for Germany-The ECB's Record," Macroeconomics 0511018, University Library of Munich, Germany.
• Burkhard Heer; Alfred Maussner, 2005. "Distributional Effects of Monetary Policies in a New Neoclassical Model with Progressive Income Taxation," Computing in Economics and Finance 2005 12, Society for Computational Economics.
• Item repec:rbp:wpaper:2005-007 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2005110 is not listed on IDEAS anymore

• Sánchez, Marcelo, 2005. "The link between interest rates and exchange rates: do contractionary depreciations make a difference?," Working Paper Series 0548, European Central Bank.
• Giancarlo Marini & Alessandro Piergallini & Pasquale Scaramozzino, 2004. "Inflation Bias after the Euro: Evidence from the UK and Italy," CEIS Research Paper 60, Tor Vergata University, CEIS.
• Evi Pappa & Zheng Liu, 2005. "Gains from International Monetary Policy Coordination: Does It Pay to Be Different?," Computing in Economics and Finance 2005 457, Society for Computational Economics.
• James Stodder, 2005. "Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data," Computing in Economics and Finance 2005 64, Society for Computational Economics.
• Fabrizio Zampolli & Andrew P. Blake, 2005. "Time Consistent Policy in Markov Switching Models," Computing in Economics and Finance 2005 134, Society for Computational Economics.
• Gerd Weinrich & Luca Colombo, 2005. "Money, Inventories and Underemployment in Deflationary Recessions," Computing in Economics and Finance 2005 156, Society for Computational Economics.
• Tom Bernhardsen & ØYvind Eitrheim, 2005. "Real-time data for Norway: Output gap revisions and challenges for monetary policy," Computing in Economics and Finance 2005 274, Society for Computational Economics.
• Michael Kumhof & Douglas Laxton, 2005. "A Rational Expectations Model of Optimal Inflation Inertia," Computing in Economics and Finance 2005 429, Society for Computational Economics.
• Gustavo Piga & Giorgio Valente, 2004. "The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note," CEIS Research Paper 49, Tor Vergata University, CEIS.
• Beatriz de Blas, 2005. "Performance of Interest Rate Rules under Credit Market Imperfections," Faculty Working Papers 16/05, School of Economics and Business Administration, University of Navarra.
• Tao Wu & Glenn Rudebusch, 2005. "The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective," Computing in Economics and Finance 2005 3, Society for Computational Economics.
• Ghulam Sorwar, 2005. "Estimating Single Factor Jump Diffusion Interest Rate Models," Computing in Economics and Finance 2005 56, Society for Computational Economics.
• Greg Duffee, 2005. "Term structure estimation without using latent factors," Computing in Economics and Finance 2005 103, Society for Computational Economics.
• Michael P. Dooley & David Folkerts-Landau & Peter M. Garber, 2005. "Interest Rates, Exchange Rates and International Adjustment," NBER Working Papers 11771, National Bureau of Economic Research, Inc.
• Item repec:wpa:wuwpma:0511011 is not listed on IDEAS anymore

• Andreas Beyer & Roger E.A. Farmer, 2005. "Measuring the Effects of Real and Monetary Shocks in a Structural New-Keynesian Model," Computing in Economics and Finance 2005 172, Society for Computational Economics.
• Roberta De Santis, 2004. "Has Trade any Importance in the Transmission of Currency Shocks?," Economics Working Papers 028, European Network of Economic Policy Research Institutes.
• Ali Dib & Ian Christensen, 2005. "Monetary Policy in an Estimated DSGE Model with a Financial Accelerator," Computing in Economics and Finance 2005 314, Society for Computational Economics.