Search Results

The evolution of inflation expectations in Canada and the US,
James Yetman, in Canadian Journal of Economics (2017)

SUICIDAL TERRORISM AND DISCRIMINATORY SCREENING: AN EFFICIENCY-EQUITY TRADE-OFF,
James Yetman, in Defence and Peace Economics (2004)
Keywords: Terrorism, Discriminatory screening, Racial profiling, Pareto optimality, K43, L93,

Speed Limit Policies and Interest Rate Smoothing,
James Yetman, in Economics Bulletin (2004)
Keywords: Interest Rate Smoothing

The credibility of the monetary policy "free lunch",
James Yetman, from European Central Bank (2003)
Keywords: credibility, discretion, free lunch, inflation targeting, price level targeting

Exporting recessions: International links and the business cycle,
James Yetman, in Economics Letters (2011)
Keywords: Decoupling Business cycle co-movement Correlation coefficient

Fixed prices versus predetermined prices and the equilibrium probability of price adjustment,
James Yetman, in Economics Letters (2003)

Are speed limit policies robust?,
James Yetman, in Journal of Macroeconomics (2006)

The credibility of the monetary policy "free lunch",
James Yetman, in Journal of Macroeconomics (2005)

Probing potential output: Monetary policy, credibility, and optimal learning under uncertainty,
James Yetman, in Journal of Macroeconomics (2003)

The evolution of inflation expectations in Canada and the US,
James Yetman, in Canadian Journal of Economics/Revue canadienne d'économique (2017)

Explaining hump-shaped inflation responses to monetary policy shocks,
James Yetman, in Managerial and Decision Economics (2007)

Discretionary Policy, Potential Output Uncertainty, and Optimal Learning,
James Yetman, from Reserve Bank of New Zealand (2005)

Chapter 10 The Decoupling of Asia-Pacific?,
James Yetman, from Emerald Group Publishing Limited (2011)
Keywords: Decoupling, correlation, comovement

The evolution of inflation expectations in Canada and the US,
James Yetman, from Bank for International Settlements (2015)
Keywords: Inflation expectations, decay function, inflation targeting

The perils of approximating fixed-horizon inflation forecasts with fixed-event forecasts,
James Yetman, from Bank for International Settlements (2018)
Keywords: fixed-event forecasts, fixed-horizon forecasts, inflation expectations

Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations,
James Yetman, from Bank for International Settlements (2020)
Keywords: consensus forecasts, inflation expectations anchoring

Adapting monetary policy to increasing financial inclusion,
James Yetman, from Bank for International Settlements (2018)

Registered author: James Yetman

The pass-through from short-horizon to long-horizon inflation expectations,
James Yetman, from Bank for International Settlements (2020)

Identifying Policy-makers' Objectives: An Application to the Bank of Canada,
Nicholas Rowe and James Yetman, from Bank of Canada (2000)
Keywords: Inflation Targets

Predetermined Prices and the Persistent Effects of Money on Output,
Michael Devereux and James Yetman, from Bank of Canada (2001)
Keywords: Transmission of monetary policy

Decaying Expectations: What Inflation Forecasts Tell Us about the Anchoring of Inflation Expectations,
Aaron Mehrotra and James Yetman, in International Journal of Central Banking (2018)

Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters,
Mathias Drehmann and James Yetman, in International Journal of Central Banking (2021)

De jure Benchmark Bonds,
Eli Remolona and James Yetman, in International Journal of Central Banking (2022)

Leverage Constraints and the International Transmission of Shocks,
Michael Devereux and James Yetman, in Journal of Money, Credit and Banking (2010)

Predetermined Prices and the Persistent Effects of Money on Output,
Michael Devereux and James Yetman, in Journal of Money, Credit and Banking (2003)

The Curse Of Irving Fisher (professional Forecasters' Version),
James Yetman and Gregor Smith, from Economics Department, Queen's University (2007)
Keywords: forecast survey, asset pricing, Fisher effect

Consumption And Real Exchange Rates In Professional Forecasts,
James Yetman and Gregor Smith, from Economics Department, Queen's University (2009)
Keywords: international risk-sharing, Backus-Smith puzzle

Leverage Constraints and the International Transmission of Shocks,
Michael Devereux and James Yetman, from Reserve Bank of Australia (2009)
Keywords: leverage; international transmission; portfolios

leverage constraints and the international transmission of shocks,
James Yetman and Michael Devereux, from Society for Economic Dynamics (2010)

Leverage Constraints and the International Transmission of Shocks,
Michael Devereux and James Yetman, from Hong Kong Institute for Monetary Research (2010)
Keywords: Leverage, International Transmission, Portfolios

Price Setting and Exhange Rate Pass-Through,
Michael Devereux and James Yetman, from Hong Kong Institute for Monetary Research (2002)

The expansion of central bank balance sheets in emerging Asia: what are the risks?,
Andrew Filardo and James Yetman, in BIS Quarterly Review (2012)

Financial inclusion - issues for central banks,
Aaron Mehrotra and James Yetman, in BIS Quarterly Review (2015)

ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS,
Gregor Smith and James Yetman, in Economic Inquiry (2013)

Asia's Decoupling: Fact, Fairytale or Forecast?,
Lillie Lam and James Yetman, in Pacific Economic Review (2013)

Currency Boards when Interest Rates are Zero,
David Cook and James Yetman, in Pacific Economic Review (2014)

Capital Controls, Global Liquidity Traps, and the International Policy Trilemma,
Michael Devereux and James Yetman, in Scandinavian Journal of Economics (2014)

Identifying a policymaker's target: an application to the Bank of Canada,
Nicholas Rowe and James Yetman, in Canadian Journal of Economics (2002)

The evolution of inflation expectations in Japan,
Masazumi Hattori and James Yetman, from Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University (2017)
Keywords: Inflation expectations, decay function, inflation targeting, deflation

Predetermined Prices and the Persistent Effects of Money on Output,
Michael Devereux and James Yetman, from C.E.P.R. Discussion Papers (2001)
Keywords: Sticky prices; Predetermined prices; Money shocks

Menu costs and the long-run output-inflation trade-off,
Michael Devereux and James Yetman, in Economics Letters (2002)

Are inflation targets credible? A novel test,
Aaron Mehrotra and James Yetman, in Economics Letters (2018)
Keywords: Inflation targeting; Credibility; Inflation expectations;

The evolution of consensus in macroeconomic forecasting,
Allan Gregory and James Yetman, in International Journal of Forecasting (2004)

Price adjustment and exchange rate pass-through,
Michael Devereux and James Yetman, in Journal of International Money and Finance (2010)
Keywords: Exchange rate pass-through Calvo pricing

Globalisation, pass-through and the optimal policy response to exchange rates,
Michael Devereux and James Yetman, in Journal of International Money and Finance (2014)
Keywords: Globalization; Foreign exchange intervention; Exchange rate pass-through;

The evolution of inflation expectations in Japan,
Masazumi Hattori and James Yetman, in Journal of the Japanese and International Economies (2017)
Keywords: Inflation expectations; Decay function; Inflation targeting; Deflation;

Identifying a policymaker’s target: an application to the Bank of Canada,
Nicholas Rowe and James Yetman, in Canadian Journal of Economics/Revue canadienne d'économique (2002)

Leverage Constraints and the International Transmission of Shocks,
Michael Devereux and James Yetman, in Journal of Money, Credit and Banking (2010)

Accumulation of Foreign Currency Reserves and Risk-taking,
Rasmus Fatum and James Yetman, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2019)
Keywords: Foreign exchange reserves, risk-taking, implied volatility, credit default swaps

Leverage Constraints and the International Transmission of Shocks,
Michael Devereux and James Yetman, from National Bureau of Economic Research, Inc (2010)

Capital Controls, Global Liquidity Traps and the International Policy Trilemma,
Michael Devereux and James Yetman, from National Bureau of Economic Research, Inc (2013)

Globalisation, Pass-through and the Optimal Policy Response to Exchange Rates,
Michael Devereux and James Yetman, from National Bureau of Economic Research, Inc (2014)

De jure benchmark bonds,
Eli Remolona and James Yetman, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
Keywords: Benchmark bond, price discovery, market liquidity, informational public good, recycling, de jure, de facto, wannabe benchmark, seasoned, selection bias, probit model, inverse Mills ratio, on the run, recycled.

Inflation Expectations Anchoring Across Different Types of Agents: the Case of South Africa,
Ken Miyajima and James Yetman, from International Monetary Fund (2018)
Keywords: WP;inflation expectation;anchor;BER expectation;consensus Economics forecast;inflation outcome; decay function; inflation anchoring; inflation expectations; inflation targeting; inflation anchor; target band; inflation dynamics; Inflation; Labor unions; Wage setting; Africa

Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions,
Ken Miyajima and James Yetman, in Applied Economics (2019)

Accumulation of foreign currency reserves and risk-taking,
Rasmus Fatum and James Yetman, from City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019)
Keywords: Foreign exchange reserves; risk-taking; implied volatility; credit default swaps

Accumulation of foreign currency reserves and risk-taking,
Rasmus Fatum and James Yetman, in Journal of International Money and Finance (2020)
Keywords: Foreign exchange reserves; Risk-taking; Implied volatility; Credit default swaps;

Asia’s decoupling: fact, forecast or fiction?,
Lillie Lam and James Yetman, from Bank for International Settlements (2013)
Keywords: business cycle co-movement, decoupling

Globalisation, pass-through and the optimal policy response to exchange rates,
Michael Devereux and James Yetman, from Bank for International Settlements (2014)
Keywords: globalisation; foreign exchange intervention; exchange rate pass-through

Decaying expectations: what inflation forecasts tell us about the anchoring of inflation expectations,
Aaron Mehrotra and James Yetman, from Bank for International Settlements (2014)
Keywords: Inflation expectations, decay function, inflation targeting

Financial inclusion and optimal monetary policy,
Aaron Mehrotra and James Yetman, from Bank for International Settlements (2014)
Keywords: financial inclusion, optimal monetary policy, limited asset market participation

Foreign exchange intervention: strategies and effectiveness,
Nuttathum Chutasripanich and James Yetman, from Bank for International Settlements (2015)
Keywords: foreign exchange intervention; exchange rates; speculation

The evolution of inflation expectations in Japan,
Masazumi Hattori and James Yetman, from Bank for International Settlements (2017)
Keywords: Inflation expectations, decay function, inflation targeting, deflation

Accumulation of foreign currency reserves and risk-taking,
Rasmus Fatum and James Yetman, from Bank for International Settlements (2018)
Keywords: foreign exchange reserves; risk-taking; implied volatility; credit default swaps

Why you should use the Hodrick-Prescott filter - at least to generate credit gaps,
Mathias Drehmann and James Yetman, from Bank for International Settlements (2018)
Keywords: early warning indicators, credit gaps, HP filter

Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions,
Ken Miyajima and James Yetman, from Bank for International Settlements (2018)
Keywords: inflation expectations, inflation anchoring, decay function, inflation targeting

De jure benchmark bonds,
Eli Remolona and James Yetman, from Bank for International Settlements (2019)
Keywords: benchmark bond, price discovery, market liquidity, informational public good, recycling, de jure, de facto, wannabe benchmark, probit model, inverse Mills ratio

Volatility spillovers and capital buffers among the G-SIBs,
Paul McNelis and James Yetman, from Bank for International Settlements (2020)
Keywords: G-SIBs, contagion, connectedness, bank capital, cross validation

Which credit gap is better at predicting financial crises? A comparison of univariate filters,
Mathias Drehmann and James Yetman, from Bank for International Settlements (2020)
Keywords: early warning indicators, credit gaps, HP filter, linear projection

Productivity growth and prices in Canada: what can we learn from the US experience?,
Tiff Macklemr and James Yetman, from Bank for International Settlements (2001)

The rise of benchmark bonds in emerging Asia,
Eli Remolona and James Yetman, from Bank for International Settlements (2019)

Financial deleveraging and the international transmission of shocks,
Michael Devereux and James Yetman, from Bank for International Settlements (2010)

Introduction,
Andrew Filardo and James Yetman, from Bank for International Settlements (2011)

Key facts on central bank balance sheets in Asia and the Pacific,
Andrew Filardo and James Yetman, from Bank for International Settlements (2012)

Expanding central bank balance sheets in emerging Asia: a compendium of risk and some evidence,
David Cook and James Yetman, from Bank for International Settlements (2012)

Responding to exchange rates in a globalised world,
Michael Devereux and James Yetman, from Bank for International Settlements (2014)

How anchored are inflation expectations in Asia? Evidence from surveys of professional forecasters,
Aaron Mehrotra and James Yetman, from Bank for International Settlements (2014)

Foreword,
Frank Packer and James Yetman, from Bank for International Settlements (2016)

A comparison of liquidity management tools in seven Asian economies,
Kenneth Kuttner and James Yetman, from Bank for International Settlements (2016)

Inflation expectations and monetary policy,
Ricardo Sousa and James Yetman, from Bank for International Settlements (2016)

Does the accumulation of foreign currency reserves affect risk-taking? An event study approach,
Rasmus Fatum and James Yetman, from Bank for International Settlements (2018)

The long-run output-inflation trade-off in the presence of menu costs,
James Yetman and Wai-Yip Alex Ho, from Society for Computational Economics (2005)
Keywords: State Dependent Pricing, Menu Costs, Phillips Curve

Testing for Forecast Consensus,
Allan Gregory, Gregor Smith and James Yetman, in Journal of Business & Economic Statistics (2001)

Symposia on Challenges for Emerging Asia: Capital Flows and Quality Growth,
David Cook, Frank Westermann and James Yetman, in Pacific Economic Review (2019)

Do economies stall?,
Wai-Yip Alex Ho and James Yetman, in Applied Economics (2014)

The long-run output-inflation trade-off with menu costs,
Wai-Yip Alex Ho and James Yetman, in The North American Journal of Economics and Finance (2008)
Keywords: State dependent pricing Output-inflation trade-off Menu costs

Shock size, asymmetries, and state dependent pricing,
Wai-Yip Alex Ho and James Yetman, in Economics Letters (2006)

Consumption and real exchange rates in professional forecasts,
Michael Devereux, Gregor Smith and James Yetman, in Journal of International Economics (2012)
Keywords: International risk sharing; Backus–Smith puzzle; Consumption/real exchange-rate anomaly;

The real effects of inflation in continuous versus discrete time sticky price models,
Wai-Yip Alex Ho and James Yetman, in Managerial and Decision Economics (2007)