Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group | IDEAS/RePEc

Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group | IDEAS/RePEc
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Money Macro and Finance Research Group
Money Macro and Finance (MMF) Research Group Conference 2006
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: Papers presented at the MMF Conference, University of York, 13-15 September 2006
Series handle:
RePEc:mmf:mmfc06
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Content
2007
170
Shareholder Protection: A Leximetric Approach
by
Priya P. Lele & Mathias M. Siems
169
Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited
by
Deborah Lucas
168
A State Space Approach To The Policymaker's Data Uncertainty Problem
by
Alastair Cunningham & Chris Jeffery & George Kapetanios & Vincent Labhard
167
A real-time analysis of the Swiss trade account
by
Jan Jacobs & Jan-Egbert Sturm
166
Financial Development, Openness and Institutions: Evidence from Panel Data
by
Badi Baltagi & Panicos Demetriades & Siong Hook Law
165
Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models
by
Matthew Canzoneri
164
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
by
Domenico Giannone & Lucrezia Reichlin & David H Small
163
Revisions Analysis for the National Accounts at ONS
by
Heather Robinson
162
Financial Liberalisation and Breaks in Stock Market Volatility: Evidence from East Asia
by
Panicos Demetriades & Michaeil Karoglou & Siong Hook Law
161
Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge
by
Vincent Bouvatier
160
The financial integration of China: New evidence on temporally aggregated data for the A-share market
by
Eric Girardin & Zhenya Liu
159
The determinants of "domestic" original sin in emerging market economies
by
Julien Reynaud & Arnaud Mehl
156
Asset pricing implications for a New Keynesian model
by
Bianca De Paoli, Alasdair Scott, Olaf Weeken
155
Financial System Architecture: The Role of Systemic Risk, Added Value and Liquidity
by
Jose M P Jorge
153
The Complex Response of Monetary Policy to Asset Prices
by
Ram Kharel & Chris Martin & Costas Milas
152
Capital Flows, Interest Rates and Precautionary Behaviour: a model of Global Imbalances
by
Marcus Miller & Lei Zhang
151
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets
by
Mathias Drehmann & Steffen Sorensen & Marco Stringa
150
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility
by
Thomas Flavin & Ekaterini Panopoulou
149
Endogenous Cycles and Liquidity Risk
by
Jos van Bommel
148
The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models
by
Huw Dixon
146
Exchange Rate Monitoring Bands: Theory and Policy
by
Luisa Corrado & Marcus Miller & Lei Zhang
144
Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence
by
Monika Blaszkiewicz-Schwartzman
141
Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence
by
Richard Mash
140
Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities
by
Renatas Kizys & Peter Spencer
139
Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve
by
Gomes, O. & Mendes, D. A. & Mendes, V. P. & Sousa Ramos, J.
138
Unemployment, Job Flows and Hours in a New Keynesian Model
by
Richard Holt
137
Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models
by
Zsolt Darvas & 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
by
Christian Mose Nielsen
131
On the use of data envelopment analysis in hedge fund performance appraisal
by
NGUYEN-THI-THANH Huyen
129
Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach
by
Neil Kellard & John Nankervis & Fotis Papadimitriou
128
Do emerging markets benefit from index inclusion?
by
Burcu Hacibedel & Jos van Bommel
127
Imperfect Demand Expectations and Endogenous Business Cycles
by
Orlando Gomes
126
Learning Hyperinflations
by
Atanas Christev
125
Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries
by
Donal Bredin & Stilianos Fountas
124
Real exchange rates and current account imbalances in the Euro-area
by
Michael G Arghyrou & Georgios Chortareas
123
Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment
by
Damjan Pfajfar & Emiliano Santoro
120
What is global excess liquidity, and does it matter?
by
Rasmus Ruffer & Livio Stracca
118
Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?
by
Rafael R. Rebitzky
115
Leading indicator properties of the US corporate spreads
by
Nektarios Aslanidis & Andrea Cipollini
114
Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt
by
Jens Hilscher & 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
by
Juha Kilponen & Marc-Alexandre Sénégas & Jouko Vilmunen
112
Monetary Policy and the Political Support for a Labor Market Reform
by
ÿlvaro Aguiar & Ana Paula Ribeiro
111
ICAPM with time-varying risk aversion
by
Paulo Maio
108
Business Cycles with Endogenous Mark-ups
by
Paulo Brito & Luis Costa & Huw Dixon
106
The foundations of money, payments and central banking: A review essay
by
Stephen Millard
105
A Simple Business-Cycle Model with Schumpeterian Features
by
Luis F. Costa & Huw D. Dixon
103
Credit Cycles in a OLG Economy with Money and Bequest
by
Agliari Anna & Assenza Tiziana & Delli Gatti Domenico & Santoro Emiliano
102
The predictive content of the real interest rate gap for macroeconomic variables in the euro area
by
Jean-Stéphane MESONNIER
101
Financial Stability in European Banking: The Role of Common Factors
by
Clemens J.M. Kool
99
Constructing Historical Euro Area Data
by
Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid
98
Bank Behaviour and the Cost Channel of Monetary Transmission
by
Eric Mayer & Oliver Hülsewig & Timo Wollmershäuser
96
Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle
by
Sean Holly & Emiliano Santoro
95
Does Instrument Independence Matter under the Constrained Discretionof an Inflation Targeting Goal? Lessons from UK Taylor Rule Empirics
by
Alexander Mihailov
92
The Impact of Paying Interest on Reserves in the Presence of Government Deficit Financing
by
Mark G. Guzman
87
Assessing Inflation Targeting Through Intervention Analysis
by
Alvaro Angeriz & Philip Arestis
85
The defense of multilateral XR target zones against contagious crises
by
Jean-Sébastien Pentecôte
84
Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates
by
Zsolt Darvas & Gábor Rappai & Zoltán Schepp
83
The External Finance Premium and the Macroeconomy: US post-WWII Evidence
by
De Graeve Ferre
81
Retirement, health, unemployment, the business cycle and automatic stabilization in the OECD
by
Julia Darby & Jacques Mélitz
80
The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics
by
Luciana Juvenal & Mark P. Taylor
79
Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?
by
Georgios Chortareas & John Nankervis & Ying Jiang
78
Money and Monetary Policy in DSGE Models
by
Arnab Bhattacharjee & Christoph Thoenissen
76
The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange
by
Andros Gregoriou
75
The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case
by
Riccardo Bonci & Francesco Columba
73
Macro volatility in a model of the UK Gilt edged bond market
by
Peter Spencer
71
Learning in a Misspecified Multivariate Self-Referential Linear Stochastic Model
by
Eran Guse
68
A New Cost Channel of Monetary Policy
by
M. Alper Cenesiz
67
Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks
by
Johann Scharler & Sylvia Kaufmann
65
Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability
by
Claudia Kwapil & Johann Scharler
64
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports
by
Christopher F Baum & Mustafa Caglayan
63
Bond Immunization and Exchange Rate Risk: Some Further Considerations
by
Ivan Ivanov & Jason Hecht
61
The Effects of Short-Term Liabilities on Profitability: The Case of Germany
by
Christopher F. Baum & Dorothea Schaefer & Oleksandr Talavera
59
Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework
by
Pelin Ilbas
55
Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
by
Nikolaos Giannellis & Athanasios P. Papadopoulos
51
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan
by
Paul Mizen & Tae-Hwan Kim & Alan Thanaset
50
Expansionary fiscal consolidations in Europe: part of conventional wisdom?
by
António Afonso
49
Valuing American Style Options by Least Squares Methods
by
Mario Cerrato & Kan Kwok Cheung
48
Monetary Stabilisation Policy and Long-run Growth
by
Galindev Ragchaasuren
47
Monetary Policy Amplification Effects through a Bank Capital Channel
by
Alvaro Aguiar & Inês Drumond
46
The behaviour of the real exchange rate: Evidence from regression quantiles
by
Kleopatra Nikolaou
42
The impact of Basel I capital regulation on bank deposits and loans: Empirical evidence for Europe
by
Birgit Schmitz
40
Foreign exchange markets in south-east Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods
by
Alex Mandilaras & Graham Bird
38
The monetary model of hyperinflation : limits of the model validity
by
Alexandre SOKIC
37
Is a word to the wise indeed enough? ECB statements and the predictability of interest rate decisions
by
David-Jan Jansen & Jakob de Haan
36
Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis
by
Bernd Hayo
35
Understanding Labour Market Frictions: A Tobin’s Q Approach
by
Parantap Basu
30
Explaining the gaps in labour productivity in some developed countries
by
Weshah Razzak
29
The Interaction of Inflation and Financial Development with Endogenous Growth
by
Max Gillman & Mark N Harris & Michal Kejak
27
Inflation Targeting and Fear of Floating
by
Reginaldo Pinto Nogueira Junior
25
Anatomy of Bid-Ask Spread Empirical Evidence from an Order-driven Market
by
Ming-Chang Wang & Lon-Ping Zu & Chau-Jung Kuo
24
The narrative approach for the identification of monetary policy shocks in small open economies
by
Eleni Angelopoulou
19
From Currency Unions to a World Currency: A Possibility?
by
Davide Furceri
18
Caution or Activism? Monetary Policy Strategies in an Open Economy
by
Martin Ellison & Lucio Sarno & Jouko Vilmunen
16
Are Euro Interest Rates led by FED Announcements?
by
Andrea Monticini & Giacomo Vaciago
13
Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies
by
Konstantin A. Kholodilin
Exchange rate regimes and trade
by
Christopher Adam & David Cobham
Underpricing in Turkey: Comparison of the IPO Methods
by
Guray Kucukkocaoglu
The Costs of EMU for Transition Countries
by
Alexandra Ferreira Lopes
Monetary Policy under Rule-of-Thumb Consumers and External Habits
by
Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni
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