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Central Bank Research Hub - authors I



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Matteo

  Iacoviello and Marina PavanHousing and Debt Over the Life Cycle and Over the Business Cycle (Boston Fed Working papers 09-12, Nov 2009)Abstract
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Matteo   Iacoviello, Fabio Schiantarelli, and Scott SchuhInput and Output Inventories in General Equilibrium (Boston Fed Working papers 07-16, Dec 2007)Abstract
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Matteo   Iacoviello, Stefano NeriHousing market spillovers: evidence from an estimated DSGE model (National Bank of Belgium Working Papers 145, 16 Oct 2008)Abstract
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Javier Menc&

  iacute;a Assessing the risk-return trade-off in loans portfolios (566 KB) (Bank of Spain Working Papers 0911, Jun 2009)Abstract
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Javier Menc&   iacute;a and Enrique SentanaDistributional tests in multivariate dynamic models with Normal and Student t innovations (Bank of Spain Working Papers 0929, Dec 2009)Abstract
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Paloma López-Garc&   iacute;a and Sergio PuenteWhat makes a high-growth firm? A probit analysis using Spanish firm-level data (Bank of Spain Working Papers 0920, Sep 2009)Abstract
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Martín Redrado, Jorge Carrera, Diego Bastourre, Javier Ibarluc&   iacute;a .Financialization of Commodity Markets: Nonlinear (Central Bank of Argentina Working Papers 2009/44, Nov 2009)Full text

Jesús Vázquez, Ramón Mar&   iacute;a-Dolores and Juan-Miguel LondoñoOn the informational role of term structure in the U.S. monetary policy rule (Bank of Spain Working Papers 0919, Sep 2009)Abstract
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Juana Aledo, Fernando Garc&   iacute;a-Martínez and Juan M. Marín DiazaraqueEmpirical evidence from Spanish market (Bank of Spain Working Papers 0926, Dec 2009)Abstract
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Gabriel Perez-Quiros and Hugo Rodr&   iacute;guez Mendizábalan unexploited monetary policy tool (Bank of Spain Working Papers 1004, Mar 2010)Abstract
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Maximo Camacho, Gabriel Perez-Quiros and Hugo Rodr&   iacute;guez MendizábalHigh-growth Recoveries, Inventories and the Great Moderation (Bank of Spain Working Papers 0917, Aug 2009)Abstract
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Juana Aledo, Fernando García-Martínez and Juan M. Mar&   iacute;n DiazaraqueEmpirical evidence from Spanish market (Bank of Spain Working Papers 0926, Dec 2009)Abstract
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Mart&   iacute;n Redrado, Jorge Carrera, Diego Bastourre, Javier Ibarlucía .Financialization of Commodity Markets: Nonlinear (Central Bank of Argentina Working Papers 2009/44, Nov 2009)Full text

Juana Aledo, Fernando García-Mart&   iacute;nez and Juan M. Marín DiazaraqueEmpirical evidence from Spanish market (Bank of Spain Working Papers 0926, Dec 2009)Abstract
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  Ian BabetskiiAggregate Wage Flexibility in Selected New EU Member States (Czech National Bank Working papers 2006/01, 2006)Abstract

  Ian BabetskiiEU Enlargement and Endogeneity of some OCA Criteria: Evidence from the CEECs (Czech National Bank Working papers 2004/02, 2004)Abstract

  Ian Babetskii and Nauro F. CamposDoes Reform Work? An Econometric Examination of the Reform-Growth Puzzle (Czech National Bank Working papers 2007/02, 2007)Abstract

  Ian Babetskii and Nauro F.CamposDoes reform work? An econometric examination of the reform-growth puzzle (Bank of Finland BOFIT Discussion Papers 2007/13, 26 Jun 2007)Abstract
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  Ian Babetskii, Fabrizio Coricelli and Roman HorváthMeasuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic (Czech National Bank Working papers 2007/01, 2007)Abstract

  Ian Babetskii, Luboš Komárek and Zlatuše KomárkováFinancial Integration of Stock Markets among New EU Member States and the Euro Area (Czech National Bank Working papers 2007/07, Jul 2007)Abstract

  Ian Christensen and Ali DibMonetary Policy in an Estimated DSGE Model with a Financial Accelerator (Bank of Canada Working papers 2006-09, Mar 2006)Abstract
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  Ian Christensen, Frédéric Dion, and Christopher ReidReal Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate (Bank of Canada Working papers 2004-43, Nov 2004)Abstract
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  Ian Christensen, Paul Corrigan, Caterina Mendicino, and Shin-Ichi NishiyamaConsumption, Housing Collateral, and the Canadian Business Cycle (Bank of Canada Working papers 2009-26, Oct 2009)Abstract
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Laura Blow and   Ian CrawfordA nonparametric method for valuing new goods (European Central Bank Working papers 0143, May 2002)Full text

  Ian Garrett, Mark Kamstra, and Lisa KramerWinter Blues and Time Variation in the Price of Risk (Atlanta Fed Working papers 2004-08, Apr 2004)Abstract
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  Ian Hathaway and Sameer KhatiwadaDo Financial Education Programs Work? (Cleveland Fed Working papers 0803, May 2008)Full text

Charles   Ian MeadState User Costs of Capital (Boston Fed Working papers 01-03, Apr 2001)Abstract
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Rochelle Antoniewicz, Susan Hume McIntosh, Charles   Ian Mead, Karin Moses, Brent Moulton, Michael Palumbo, Genevieve Solomon, and Albert M. TeplinIntegrated Macroeconomic Accounts for the United States: Draft SNA-USA (Federal Reserve Board FEDS series 2004-54, Oct 2004)Abstract
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  Ian W MarshThe effect of lenders' credit risk transfer activities on borrowing firms' equity returns (Bank of Finland Discussion Papers 2006/31, 03 Oct 2006)Abstract
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Roberto Blanco, Simon Brennan and   Ian W MarshAn empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps (Bank of England Working papers 211, Feb 2004)Abstract
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Christian Hawkesby,   Ian W Marsh and Ibrahim StevensComovements in the prices of securities issued by large complex financial institutions (Bank of England Working papers 256, Mar 2005)Abstract
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Benedikt Goderis –   Ian W Marsh – Judit Vall Castello – Wolf WagnerBank behaviour with access to credit risk transfer markets (Bank of Finland Discussion Papers 2007/04, 28 Feb 2007)Abstract
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Roberto Blanco, Simon Brennan and   Ian W. MarshAn empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps (Bank of Spain Working Papers 0401, 2004)Abstract
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by L. Gambacorta and S.

  Iannotti Are there asymmetries in the response of bank interest rates to monetary shocks? (Banca d'Italia Working Papers 566, Nov 2005)Abstract
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Roberta Fiori and Simonetta   Iannotti Scenario based principal component value-at-risk: An application to Italian banks' interest rate risk exposure (Banca d'Italia Working Papers 602, Sep 2006)Abstract
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Michele Manna and Carmela

  Iazzetta The topology of the interbank market: developments in Italy since 1990 (Banca d'Italia Working Papers 711, May 2009)Abstract
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Martín Redrado, Jorge Carrera, Diego Bastourre, Javier

  Ibarlucia The economic policy of foreign reserve accumulation: new international evidence. (Central Bank of Argentina Working Papers 2006/13, Dec 2006)Full text

Martín Redrado, Jorge Carrera, Diego Bastourre, Javier

  Ibarlucía .Financialization of Commodity Markets: Nonlinear (Central Bank of Argentina Working Papers 2009/44, Nov 2009)Full text

Chrlotte Ostergaard,

  Ibolya Schindele and Bent ValeSocial capital and the viability of stakeholder-oriented firms: Evidence from Norwegian savings banks (Central Bank of Norway Working Papers 2009/14, 11 Aug 2009)Abstract

Chowdhury,

  Ibrahim and Andreas SchabertFederal Reserve Policy viewed through a Money Supply Lens (Swiss National Bank Working Papers 2007-02, Mar 2007)Full text

Peter Gibbard and   Ibrahim StevensCorporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany (Bank of England Working papers 317, Dec 2006)Abstract
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Christian Hawkesby, Ian W Marsh and   Ibrahim StevensComovements in the prices of securities issued by large complex financial institutions (Bank of England Working papers 256, Mar 2005)Abstract
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Caio

  Ibsen R. Almeida and José Valentim M. VicenteIdentifying Volatility Risk Premium from Fixed Income Asian Options (Central Bank of Brazil Working Papers 136, May 2007)Abstract
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Carlos   Ibsen R. Almeida and José Valentim M. VicenteTerm Structure Movements Implicit in Option Prices (Central Bank of Brazil Working Papers 128, Dec 2006)Abstract
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Yener Altunbas, Alper Kara, David Marqués-

  Ibáñez Large debt financing: syndicated loans versus corporate bonds (European Central Bank Working papers 1028, 10 Mar 2009)Full text

Yemer Altunbas and David Marqués   Ibáñez Mergers and acquisitions and bank performance in Europe: the role of strategic similarities (European Central Bank Working papers 0398, Oct 2004)Full text

by Yener Altunbas, Leonardo Gambacorta and David Marqués-   Ibáñez Bank risk and monetary policy (Banca d'Italia Working Papers 712, May 2009)Abstract
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Louis Bê Duc, Gabe de Bondt, Alessandro Calza, David Marqués   Ibáñez, Adrian van Rixtel and Silvia ScopelFinancing conditions in the euro area (European Central Bank Occasional papers 037, Oct 2005)Full text

Ian Christensen, Paul Corrigan, Caterina Mendicino, and Shin-

  Ichi NishiyamaConsumption, Housing Collateral, and the Canadian Business Cycle (Bank of Canada Working papers 2009-26, Oct 2009)Abstract
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Shin-   Ichi NishiyamaMonetary Policy Lag, Zero Lower Bound, and Inflation Targeting (Bank of Canada Working papers 2009-02, Jan 2009)Abstract
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  Ida Wolden BacheCritical realism and econometrics (Central Bank of Norway Working Papers 2003/04, Apr 2003)

  Ida Wolden BacheEmpirical modelling of Norwegian import prices (Central Bank of Norway Working Papers 2002/01, Jan 2002)

  Ida Wolden Bache and Kai LeitemoThe price puzzle: Mixing the temporary and permanent monetary policy shocks (Central Bank of Norway Working Papers 2008/18, 04 Nov 2008)Abstract

  Ida Wolden Bache Research DepartmentAssessing estimates of the exchange rate pass-through (Central Bank of Norway Working Papers 2007/12, 11 Jan 2008)Abstract

  Ida Wolden Bache, Anne Sofie Jore, James Mitchell and Shaun P. VaheyCombining VAR and DSGE forecast densities (Central Bank of Norway Working Papers 2009/23, 30 Nov 2009)Abstract

  Ida Wolden Bache, James Mitchell, Francesco Ravazzolo and Shaun P. Vahey.Macro modelling with many models (Central Bank of Norway Working Papers 2009/15, 17 Aug 2009)Abstract

  Ida Wolden Bache, Kjersti Næss, and Tommy SveenRevisiting the importance of non-tradable goods' prices in cyclical real exchange rate fluctuations (Central Bank of Norway Working Papers 2009/03, 30 Jan 2009)Abstract

Stefaan

  Ide and Philippe MoësAsymmetric growth and inflation developments in the acceding countries: a new assessment (National Bank of Belgium Working Papers 063, 09 Nov 2004)Abstract
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S.   Ide and Ph. MoësScope of asymmetries in the Euro area (National Bank of Belgium Working Papers 037, Mar 2003)Full text

Péter Benczúr -

  Identifying Sovereign Bond RisksWP 2002/2 Péter Benczúr - Identifying Sovereign Bond Risks (Magyar Nemzeti Bank Working papers 2002/02, 2002)Abstract
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Julien

  Idier Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models. (Bank of France Working Papers Nr 218, Jul 2008)Abstract
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Julien   Idier Stock exchanges industry consolidation and shock transmission (Bank of France Working Papers Nr 159, Dec 2006)Abstract
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Julien   Idier and Stefano NardelliProbability of informed trading on the euro overnight market rate: an update (European Central Bank Working papers 0987, Dec 2008)Full text

Julien   Idier and Stefano NardelliProbability of informed trading: an empirical application to the euro overnight market rate. (Bank of France Working Papers Nr 176, Sep 2007)Abstract
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Julien   Idier, caroline Jardet and Aymeric de LoubensDeterminants of long-term interest rates in the United States and the euro area: A multivariate approach (Bank of France Working Papers Nr 170, Jun 2007)Abstract
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