DISC-CSSRR Blog

December 27, 2016

CSSRR Economics–December 27, 2016

Filed under: E. Working Papers,Economics — admin @ 4:31 pm

Banco Central Do Brasil:

www.bcb.gov…

NEW: 452 “A Joint Model of Nominal and Real Yield Curves,” by Daniela Kubudi and Jose Vicente.

450 “Monetary Policy, Trend Inflation and Unemployment Volatility,” by Sergio A. Lago Alves.

449 “Monetary Policy Credibility and the Comovement between Stock Returns and Inflation,” by Eurilton Araújo.

448 “Decomposition of Systemic Risk Drivers in Evolving Financial Networks,” by Joao Barata Ribeiro Blanco Barroso, Thiago Christiano Silva and Sergio Rubens Stancato de Souza.

447 “How Would Monetary Policy Look Like if John Rawls Had Been Hired as a Chairman of the Fed?” by Marta B. M. Areosa, Waldyr D. Areosa and Pierre Monnin.

446 “Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil,” by Wagner Piazza Gaglianone and Jaqueline Terra Moura Marins.

445 “Loan-To-Value Policy and Housing Loans: effects on constrained borrowers,” by Douglas Kiarelly Godoy de Araujo, João Barata Ribeiro Blanco Barroso and Rodrigo Barbone Gonzalez.

444 “Capital Allocation across Regions, Sectors and Firms: evidence from a commodity boom in Brazil,” by Paula Bustos, Gabriel Garber and Jacopo Ponticelli.

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Banco De Espana:

www.bde.es/bde/en/secciones/informes/Publicaciones_se/docs/…

NEW: 1631 “Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries,” by Pablo Burriel and Alessandro Galesi.

1630 “Credit, crisis and contract enforcement: evidence from the Spanish loan market,” by Juan S. Mora-Sanguinetti, Marta Martínez-Matute and Miguel García-Posada.

1629 “The aggregate effects of government income transfer shocks – EU evidence,” by Susana Párraga Rodríguez.

1628 “The dynamic effect of public expenditure shocks in the United States,” by Susana Párraga Rodríguez.

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Bank of England:

www.bankofengland.co.uk…

NEW: Staff Working Paper No. 638 “Does partisan conflict impact the cash holdings of firms? A sign restrictions approach,” by William B Hankins, Chak Hung Jack Cheng, Ching-Wai (Jeremy) Chiu and Anna-Leigh Stone.

Staff Working Paper No. 637 “Systematic tail risk,” by Richard D. F. Harris, Linh H. Nguyen and Evarist Stoja.

Staff Working Paper No. 636 “Assessing vulnerabilities to financial shocks in some key global economies,” by Jack Fisher and Lukasz Rachel.

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Banque Nationale Suisse/Swiss National Bank:

www.snb.ch/en/iabout/pub/oecpub/id/working_papers…

NEW: 2016-19 “A Portfolio Model of Quantitative Easing,” by Jens H. E. Christensen and Signe Krogstrup.

2016-18 “Securitisation, loan growth and bank funding: the Swiss experience since 1932,” by Jonas Meuli, Thomas Nellen and Thomas Nitschka.

2016-17 “Price change dispersion and time-varying pass-through to consumer prices,” by Rita Fleer, Barbara Rudolf and Mathias Zurlinden.

2016-16 “Changing dynamics at the zero lower bound,” by Gregor Baurle, Daniel Kaufmann, Sylvia Kaufmann and Rodney W. Strachan.

2016-15 “Macroeconomic surprises, market environment and safe-haven currencies,” by Adrian Jäggi, Martin Schlegel and Attilio Zanetti.

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Czech National Bank:

www.cnb.cz/en/research/research_publications/cnb_wp/index.html…

NEW: CNB WP 9/2016 “Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic,” by Jan Babecky, Michal Franta, and Jakub Rysanek.

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