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Research

RBA Paper: Asset Price Bubbles and Monetary Policy

Research Discussion Paper from the Reserve Bank of Australia titled "How Should Monetary Policy Respond to Asset-price Bubbles?", November 2003. The paper uses a simple model where optimal monetary policy can be derived by either including or excluding…

Bank of Canada Review, Autumn 2003

The Bank of Canada published its Review for Autumn 2003 on 13 November. The Review includes articles titled "An Evaluation of Fixed Announcement Dates" "Recent Labour Market Developments in Canada" and "Developments, Issues, and Initiatives in Retail…

ECB publishes results of its bank lending survey

The European Central Bank published the report on the results of the October 2003 bank lending survey for the euro area on 13 November. The bank lending survey has been developed by the Eurosystem in order to enhance the understanding of bank lending…

ECB Monthly Bulletin, November 2003

The European Central Bank published its November 2003 Monthly Bulletin on 13 November. This issue of the Monthly Bulletin contains three articles. The first reviews the main developments in the debt financing of the euro area private sector over recent…

IMF: Interest rates in low rate environment

This IMF Working Paper empirically evaluates the validity of the term structure of interest rates in a low-interest-rate environment. It applies a time-series method to high-frequency Japanese data, the term-structure model is found to be useful for…

Bank of England Inflation Report, November 2003

The Bank of England published its quarterly Inflation Report for November 2003 on Wednesday 12 November. In the report the Bank forecast that growth in the UK would pick up to just under 3 per cent next year, and would be "marginally above trend" over…

BIS publishes OTC Derivatives Market Statistics

The BIS released on Wednesday 12 November its semiannual statistics on positions in the global OTC derivatives market for end-June 2003. The statistics cover the notional amounts and gross market values outstanding of the worldwide consolidated OTC…

RBA Statement on Monetary Policy, November 2003

The Reserve Bank of Australia released its November 2003 Statement on Monetary Policy on 10 November. The RBA said it expects inflation to fall in the short term as the higher $A flows through to import prices, but then sees it picking it up again to…

The Canadian Phillips curve and regime shifting

This Bank of Canada Working Paper looks at the recent criticism of linear models of inflation for their poor forecasting performance, given that Phillips curves are usually estimated with linearity assumptions. Using two methodologies the Paper strongly…

Dallas Fed's 'Free to Choose' conference papers

The Federal Reserve Bank of Dallas's recent conference, "The Legacy of Milton and Rose Friedman's 'Free to Choose': Economic Liberalism at the Turn of the 21st Century" covered a broad spectrum of topics related to economic freedom, including Allan…

Cleveland's Low-Inflation Economies Conference

The Federal Reserve Bank of Cleveland's Central Bank Institute is holding a conference and workshop titled "Low-Inflation Economies" from 19-21 November. The agenda includes papers titled "The Efficiency of Inflation Targeting" and "Monetary Policy…

Sveriges Riksbank Inflation Report, No.3, 2003

Sweden's central bank, the Sveriges Riksbank, has published its Third Inflation Report for 2003. All in all, the Riksbank's assessment is that there is a risk that international economic activity will lead to lower inflation than in the main scenario…

Bank of Canada, Monetary Policy Report, Oct 2003

The Bank of Canada has released its Monetary Policy Report for October 2003. Since the April Report, the Canadian economy has been hit by a number of unusual shocks: SARS, BSE, the Ontario electricity blackout, and the severe forest fires in British…

Reserve Bank of New Zealand Bulletin, Sep 2003

The Reserve Bank of New Zealand published its quarterly Bulletin for September 2003. Among the articles is an annual review of developments affecting New Zealand's financial stability. In the review the RBNZ concludes that New Zealand's financial sector…

Philadelphia Fed Business Outlook Survey, Oct 2003

Activity in the region's manufacturing sector improved in October, according to firms polled for the Philadelphia Fed's Business Outlook Survey, October 2003. Most of the current indicators increased this month, the report finds, and manufacturers' six…

Federal Reserve Board - Beige Book, October 2003

The Federal Reserve Beige Book released on 15 October suggests that, on balance, the pace of economic expansion has picked up since the last report. Ten of the twelve districts indicate that activity has been expanding, while two--Boston and Cleveland-…

Central Banks and Supreme Courts by C Goodhart

This Working Paper from the Financial Markets Group claims that a significant, large part of the reason for the differing procedures of the legal and monetary policy bodies in the UK, USA, and EU derives from a political science root. How do you deal…

Bank of Japan Monthly Report, October 2003

The Bank of Japan published the English version of its Monthly Report of Recent Economic and Financial Developments, October 2003, on 17 October. The foundation for a gradual recovery in Japan's economy is being laid, as the environment for exports and…

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