Report NEP-MON-2022-11-28

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:

• Bernd Hayo & Johannes Zahner, 2022. "What’s that noise? Analysing sentiment-based variation in central bank communication," MAGKS Papers on Economics 202241, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Salvatore Nisticò & Marialaura Seccareccia, 2022. "Unconventional Policy and Idiosyncratic Risk," Working Papers 7/22, Sapienza University of Rome, DISS.
• Sangyup Choi & Sang-Hyun Kim & Myunghwan Andrew Lee & Siye Bae & Myungkyu Shim, 2022. "Partisan Bias in Inflation Beliefs: New Evidence from Korea," Working papers 2022rwp-205, Yonsei University, Yonsei Economics Research Institute.
• Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022. "What drives repo haircuts? Evidence from the UK market," Bank of England working papers 985, Bank of England.
• Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," CAMA Working Papers 2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Du, Chuan, 2022. "Collateral requirements in central bank lending," Bank of England working papers 987, Bank of England.
• Cantore, Cristiano & Ferroni, Filippo & Mumtaz, Hroon & Theophilopoulou, Angeliki, 2022. "A tail of labour supply and a tale of monetary policy," Bank of England working papers 989, Bank of England.
• Viacheslav Sheremirov, 2022. "Are the Demand and Supply Channels of Inflation Persistent? Evidence from a Novel Decomposition of PCE Inflation," Current Policy Perspectives 94983, Federal Reserve Bank of Boston.
• Constantin Bürgi & Bo Jiang, 2022. "Monetary Policy, Funding Cost and Banks’ Risk-Taking: Evidence from the United States," CESifo Working Paper Series 9995, CESifo.
• Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022. "The historical role of energy in UK inflation and productivity and implications for price inflation in 2022," Economics Series Working Papers 983, University of Oxford, Department of Economics.
• Costa Cabral, Nazare, 2022. "The European Monetary Integration Trap: incomplete sovereignty and the State-mimicking method," MPRA Paper 115245, University Library of Munich, Germany.
• Ying Fang & Zongwu Cai & Zeqin Liu & Ming Lin, 2022. "Estimating Treatment Effects of Monetary Policies and Macro-prudential Policies: From the Perspectives of Macro-economic Policy Evaluation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202215, University of Kansas, Department of Economics, revised Nov 2022.
• Edouard Mien, 2022. "Impact of Oil Price and Oil Production on Inflation in the CEMAC," Post-Print hal-03790291, HAL.
• Pierpaolo Benigno, 2022. "Monetary Policy in a World of Cryptocurrencies," Diskussionsschriften dp2211, Universitaet Bern, Departement Volkswirtschaft.
• Zheng Liu & Jianjun Miao & Dongling Su, 2022. "Fiscal Stimulus Under Average Inflation Targeting," Working Paper Series 2022-22, Federal Reserve Bank of San Francisco.
• Mikael Khan & Elyse Sullivan, 2022. "Core inflation over the COVID-19 pandemic," Staff Analytical Notes 2022-17, Bank of Canada.
• Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2023. "Capital Flows in an Aging World," Post-Print hal-03803869, HAL.
• Bunn, Philip & Anayi, Lena & Bloom, Nicholas & Mizen, Paul & Thwaites, Gregory & Yotzov, Ivan, 2022. "Firming up price inflation," Bank of England working papers 993, Bank of England.
• Andrés Blanco & Pablo Ottonello & Tereza Ranosova, 2022. "The Dynamics of Large Inflation Surges," NBER Working Papers 30555, National Bureau of Economic Research, Inc.
• Paulo Rodelio Halili & Rogelio V. Mercado, Jr., 2022. "The Currency Composition of Asia’s International Investments," Working Papers wp49, South East Asian Central Banks (SEACEN) Research and Training Centre.
• Delia Sih Chien Macaluso & Michael McMahon, 2022. "MPC monetary communication: children of the revolution(s)," Economics Series Working Papers 987, University of Oxford, Department of Economics.
• Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2022. "Dancing on the edge of stagflation," Working Papers in Public Economics 231, University of Rome La Sapienza, Department of Economics and Law.
• Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2022. "Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa," Working Papers 202254, University of Pretoria, Department of Economics.
• Cesa-Bianchi, Ambrogio & Harrison, Richard & Sajedi, Rana, 2022. "Decomposing the drivers of Global R," Bank of England working papers 990, Bank of England.
• Simona Bozhinovska, 2022. "Endogenous money interpretation of the operations of the Swiss central bank (2005-2020)," Working Papers hal-03835037, HAL.
• Haderer, Michaela, 2022. "An Estimated DSGE Model of the Euro Area with Expectations about the Timing and Nature of Liftoff from the Lower Bound," Working Papers 2022-05, University of Sydney, School of Economics.
• Julien Bengui & Louphou Coulibaly, 2022. "Stagflation and Topsy-Turvy Capital Flows," Staff Working Papers 22-46, Bank of Canada.
• Lamla, Michael & Vinogradov, Dmitri, 2022. "Is the Word of a Gentleman as Good as His Tweet? Policy Communications of the Bank of England," VfS Annual Conference 2022 (Basel): Big Data in Economics 264097, Verein für Socialpolitik / German Economic Association.
• Vîntu, Denis, 2022. "The relationship between unemployment, NAIRU and investment: microfundations for incomplete nominal adjustment," MPRA Paper 115161, University Library of Munich, Germany, revised Sep 2022.
• Bert Van Roosebeke & Ryan Defina, 2022. "How Deposit Insurers Account for Inflation: Practices and Existing Guidance," IADI Policy Briefs 7, International Association of Deposit Insurers.
• Dirk Niepelt, 2022. "Money and Banking with Reserves and CBDC," Diskussionsschriften dp2212, Universitaet Bern, Departement Volkswirtschaft.
• M S, Navaneeth, 2021. "Business Cycles, Inflation and Unemployment: An MMT perspective," MPRA Paper 115352, University Library of Munich, Germany.
• Andrejs Zlobins, 2022. "Into the Universe of Unconventional Monetary Policy: State-dependence, Interaction and Complementarities," Working Papers 2022/05, Latvijas Banka.
• Marcin Kolasa & Sahil Ravgotra & Pawel Zabczyk, 2022. "Monetary Policy and Exchange Rate Dynamics in a Behavioural Open Economy Model," School of Economics Discussion Papers 0722, School of Economics, University of Surrey.
• Julian di Giovanni & John H. Rogers, 2022. "The Impact of U.S. Monetary Policy on Foreign Firms," Staff Reports 1039, Federal Reserve Bank of New York.
• Alessandra Canepa, & Karanasos, Menelaos & Paraskevopoulos, Athanasios & Chini, Emilio Zanetti, 2022. "Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202212, University of Turin.
• Markus HECKEL & INOUE Tomoo & NISHIMURA Kiyohiko G. & OKIMOTO Tatsuyoshi, 2022. "Assessing Unconventional Monetary Policy in Japan Using Market Operation-based Monetary Policy Indices," Discussion papers 22103, Research Institute of Economy, Trade and Industry (RIETI).
• Ji, Yangyang, 2022. "Can Discounting Alone Resolve the Forward Guidance Puzzle?," MPRA Paper 115353, University Library of Munich, Germany.
• Naef, Alain, 2022. "Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention," SocArXiv u59gc, Center for Open Science.
• Laurence M. Ball & Daniel Leigh & Prachi Mishra, 2022. "Understanding U.S. Inflation During the COVID Era," NBER Working Papers 30613, National Bureau of Economic Research, Inc.
• Rodney J Garratt & Jiaheng Yu & Haoxiang Zhu, 2022. "The Case for Convenience: How CBDC Design Choices Impact Monetary Policy Pass-Through," BIS Working Papers 1046, Bank for International Settlements.
• Jing Yuan & Yan Peng & Zongwu Cai & Zhengyi Zhang, 2022. "A Quantitative Evaluation of Interest Rate Liberalization Reform in China," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202214, University of Kansas, Department of Economics.