35 documents matched the search for the 2023-03-27 issue of the NEP report on Monetary Economics (nep-mon), currently edited by Bernd Hayo.
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1112131
Reevaluating the Taylor Rule with Machine Learning,
Alper Deniz Karakas,
from arXiv.org
(2023)
Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?,
Mostafa R. Sarkandiz,
from arXiv.org
(2023)
Econometric assessment of the monetary policy shocks in Morocco: Evidence from a Bayesian Factor-Augmented VAR,
Marouane Daoui,
from arXiv.org
(2023)
Monetary Policy, Digital Assets, and DeFi Activity,
Antzelos Kyriazis, Iason Ofeidis, Georgios Palaiokrassas and Leandros Tassiulas,
from arXiv.org
(2023)
Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer,
Martin Vesely,
from Czech National Bank
(2023)
Keywords: Foreign exchange reserves, portfolio optimization, quadratic unconstrained binary optimization, quantum computing
Did the Fed Remain at the ZLB Long Enough? Lessons from the 2008-2019 Period,
Joshua Brault, Hashmat Khan, Louis Phaneuf and Jean Gardy Victor,
from Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
(2021)
Keywords: Unconventional Monetary Policy, Great Recession, Recovery Years, New Keynesian Model, Shadow Rate, Bayesian Estimation.
Higher Order Interest-Smoothing, Time-Varying Inflation Target and the Prospect of Indeterminacy,
Joshua Brault and Louis Phaneuf,
from Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
(2021)
Keywords: Taylor rules; higher order interest-smoothing; time-varying target inflation; Bayesian estimation; indeterminacy; positive trend inflation.
A Neural Phillips Curve and a Deep Output Gap,
Philippe Goulet Coulombe,
from Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
(2022)
Causes and consequences of global inflation,
Eugene Goryunov,
from Gaidar Institute for Economic Policy
(2022)
Keywords: Global economy, inflation, taxation, stagflation
Effects of Sustainable Monetary and Fiscal Policy on FDI Inflows to EMDE Countries,
Bruno Tiberto and Helder de Mendonça,
from Central Bank of Brazil, Research Department
(2023)
Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models,
Marta Areosa and Wagner Gaglianone,
from Central Bank of Brazil, Research Department
(2023)
Loose Monetary Policy and Financial Instability,
Maximilian Grimm, Oscar Jorda, Moritz Schularick and Alan Taylor,
from National Bureau of Economic Research, Inc
(2023)
Optimal Monetary Policy with Heterogeneous Agents: Discretion, Commitment, and Timeless Policy,
Eduardo Davila and Andreas Schaab,
from National Bureau of Economic Research, Inc
(2023)
Asymmetries in Federal Reserve Objectives,
Narayana Kocherlakota,
from National Bureau of Economic Research, Inc
(2023)
The Global Dollar Cycle,
Maurice Obstfeld and Haonan Zhou,
from National Bureau of Economic Research, Inc
(2023)
Do firm expectations respond to Monetary Policy announcements?,
Federico Di Pace, Giacomo Mangiante and Riccardo M. Masolo,
from Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)
(2023)
Keywords: Central bank communication, firm expectations, high-frequency identification, survey data.
Heterogeneity and the Equitable Rate of Interest,
Riccardo M. Masolo,
from Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)
(2023)
Keywords: Monetary Policy, Heterogeneous Agents, Optimal Policy.
Heterogeneity of inflation in the euro area: more complicated than it seems,
Christophe Blot, Jerome Creel, François Geerolf and Sandrine Levasseur,
from HAL
(2022)
Money Market Funds and the Pricing of Near-Money Assets,
Sebastian Doerr, Egemen Eren and Semyon Malamud,
from Swiss Finance Institute
(2023)
Keywords: T-bills, repo, market power, price impact, liquidity premium, money market funds
Inflation, the Corporate Greed Narrative, and the Value of Corporate Social Responsibility,
Ana Mão- de-Ferro and Stefano Ramelli,
from Swiss Finance Institute
(2023)
Keywords: CSR, ESG, Inflation, Stock returns, Social capital
The demand and supply of information about inflation,
Massimiliano Marcellino and Dalibor Stevanovic,
from Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
(2022)
Keywords: Inflation, Expectations, Google trends, Text analysis
What Will Be the Impact of Fintech on the Payment System? A Perspective from Money Creation,
Hajime Tomura,
from Waseda University, Faculty of Political Science and Economics
(2022)
Keywords: paymentsystems, security tokens,cryptocurrencies,electronic money, legal tender,central-bank digital currency.
Cryptocurrencies: Review of Economics and Policy,
Sonan Memon,
from Pakistan Institute of Development Economics
(2022)
Keywords: Cryptocurrencies: Bitcoin, Ethereum, Tether etc, Blockchain Technology, Economics of Cryptocurrencies, Implications for Fiscal and Monetary Policy, Regulation of Crypto Market,
Inflation in Pakistan: High-Frequency Estimation and Forecasting,
Sonan Memon,
from Pakistan Institute of Development Economics
(2022)
Keywords: Forecast Accuracy, Forecasts of Inflation in Pakistan, High Frequency, Hyperinflation, Inflation Estimation and Forecasting, Machine Learning, Synthetic Data, VAR Models, Web Scrapping and Scanner Data,
The Neutrality of Money Reconsidered: A Statistical Equilibrium Model of the Labor Market,
Duncan K. Foley Ellis Scharfenaker,
from University of Utah, Department of Economics
(2023)
Keywords: Neutrality of money, Wage distribution, Labor market, Involuntary unemployment, Statistical equilibrium JEL Classification: C18, D80, E10, E24, E70
Structural shocks and trend inflation,
Ivan Mendieta-Muñoz,
from University of Utah, Department of Economics
(2023)
Keywords: trend inflation, structural shocks, dynamics of inflation expectations,unobserved components, stochastic volatility. JEL Classification: C11, C32, E31, E37
Breaking Monetary Policy News: The Role of Mass Media Coverage of ECB Announcements for Public Inflation Expectations,
Patrick Hirsch, Lars Feld and Ekkehard Köhler,
from CESifo
(2023)
Keywords: inflation expectations, media coverage, transmission of monetary policy, quasi-experimental evidence
MODELLING THE EFFECTS OF BANK OF RUSSIA’S MONETARY POLICY ON EAEU COUNTRIES,
Elizaveta Dobronravova, Mikhail I. Orekhov and Irina I. Yakovleva,
from Russian Presidential Academy of National Economy and Public Administration
(2021)
Keywords: monetary policy, cross-border effects of monetary policy, cross-border transmission, economic integration, Eurasian Economic Union, econometric analysis, structural vector autoregression
The optimal quantity of CBDC in a bank-based economy,
Lorenzo Burlon, Carlos Montes-Galdón, Manuel A. Muñoz and Frank Smets,
from Ghent University, Faculty of Economics and Business Administration
(2023)
Dollarization as an Effective Commitment Device: The Case of Argentina,
Emilio Ocampo,
from Universidad del CEMA
(2023)
Keywords: Foreign Exchange Rate Regimes, Dollarization, Monetary Policy, Time Inconsistency, Institutional Anomie, Argentina.
Inflation Expectations in the Wake of the War in Ukraine,
Geghetsik Afunts, Misina Cato and Tobias Schmidt,
from The Center for Economic Research and Graduate Education - Economics Institute, Prague
(2023)
Keywords: inflation expectations; Russian invasion of Ukraine; survey; natural experiment;
On the Effectiveness of Foreign Exchange Reserves During the 2021-22 U.S. Monetary Tightening Cycle,
Rashad Ahmed, Joshua Aizenman, Jamel Saadaoui and Gazi Uddin,
from National Bureau of Economic Research, Inc
(2023)
Bounded Rational Expectation: How It Can Affect the Effectiveness of Monetary Rules in the Open Economy,
Xue Dong, A. Patrick Minford, David Meenagh and Xiaoliang Yang,
from Cardiff University, Cardiff Business School, Economics Section
(2023)
Keywords: bounded rationality, monetary policy, small open economy, exchange rate channel
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data,
Rodney Edvinsson, Sune Karlsson and Pär Österholm,
from Örebro University, School of Business
(2023)
Keywords: Time-varying parameters; Stochastic volatility; Out-of-sample forecasts
Central Banks as Dollar Lenders of Last Resort: Implications for Regulation and Reserve Holdings,
Mitali Das, Gita Gopinath, Taehoon Kim and Jeremy C. Stein,
from International Monetary Fund
(2023)
Keywords: Foreign reserves; central banks; currency mismatch; lender of last resort; financial regulation; dollar reserve; bank borrowing; post dollar lender of last resort; dollar interest rates; reserve holding; International reserves; Banking crises; Currency mismatches; Reserves accumulation; Exchange rates; Global
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