James Yetman

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

55

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CITATIONS
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Top 4,353

in Total Papers Citations

188

Scholarly Papers (55)

1.

Currency Internationalisation: Lessons from the Global Financial Crisis and Prospects for the Future in Asia and the Pacific (Full Publication)

BIS Paper No. 61
Number of pages: 236 Posted: 14 Feb 2012
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), affiliation not provided to SSRN, Central Bank of Iceland, Princeton University - Department of Economics, Reserve Bank of New Zealand, Bank for International Settlements (BIS), affiliation not provided to SSRN, Osaka University - Graduate School of Economics, Bank for International Settlements (BIS), affiliation not provided to SSRN, Chinese Academy of Social Sciences (CASS), affiliation not provided to SSRN, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), affiliation not provided to SSRN, The University of Hong Kong - School of Economics and Finance, Sungkyunkwan University, affiliation not provided to SSRN, affiliation not provided to SSRN, Korea University - Department of Economics, Korea University, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Government of the Republic of the Philippines - Monetary Stability Sector
Downloads 1,384 (13,120)
Citation 1

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2.

Financial Inclusion - Issues for Central Banks

BIS Quarterly Review March 2015
Number of pages: 14 Posted: 01 Apr 2015
Aaron N. Mehrotra and James Yetman
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 1,018 (20,948)

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3.

The International Financial Crisis and Policy Challenges in Asia and the Pacific

BIS Paper No. 52
Number of pages: 402 Posted: 24 Jul 2010
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), Reserve Bank of New Zealand, Swiss National Bank, Bruegel, Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS), Nordea Group, Bank for International Settlements (BIS), University of Geneva - Graduate Institute of International Studies (HEI), Bank for International Settlements (BIS) - Monetary and Economic Department, Columbia Business School - Finance and Economics, Herbert Smith, affiliation not provided to SSRN, University of Wisconsin - Madison - Department of Economics, University of British Columbia (UBC) - Department of Economics, London School of Economics & Political Science (LSE) - Financial Markets Group, Federal Reserve Board - Division of Monetary Affairs, Bank for International Settlements (BIS), affiliation not provided to SSRN, Bank of Japan - Institute of Monetary and Economic Studies, Bank of Thailand, Central Bank of Malaysia and Government of the Republic of the Philippines - Central Bank of the Philippines-Bangko Sentral ng Pilipinas
Downloads 892 (25,420)

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4.

Price Setting and Exchange Rate Pass-Through: Theory and Evidence

HKIMR Working Paper No. 22/2002
Number of pages: 25 Posted: 28 Aug 2007
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 533 (50,760)

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5.

Financial Inclusion and Optimal Monetary Policy

BIS Working Paper No. 476
Number of pages: 30 Posted: 07 Jan 2015
Aaron N. Mehrotra and James Yetman
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 295 (102,085)

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financial inclusion; optimal monetary policy; limited asset market participation

6.

Spillovers of US Unconventional Monetary Policy to Asia: The Role of Long-Term Interest Rates

BIS Working Paper No. 478
Number of pages: 40 Posted: 07 Jan 2015
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 200 (150,937)

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Asian economies, international monetary transmission, long term interest rates, monetary policy, risk premium

7.

The Expansion of Central Bank Balance Sheets in Emerging Asia: What are the Risks?

BIS Quarterly Review, June 2012
Number of pages: 17 Posted: 15 Sep 2012
Andrew J. Filardo and James Yetman
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 173 (172,229)

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8.

Price Adjustment and Exchange Rate Pass-Through

Number of pages: 39 Posted: 19 Aug 2005
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 158 (186,222)
Citation 2

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9.

Weathering the Financial Crisis: Good Policy or Good Luck?

BIS Working Paper No. 351
Number of pages: 28 Posted: 12 Oct 2011
Brandeis International Business School, affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 154 (190,234)
Citation 3

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financial crisis, principal components

10.

Foreign Exchange Intervention: Strategies and Effectiveness

BIS Working Paper No. 499
Number of pages: 36 Posted: 01 Apr 2015
Nuttathum Chutasripanich and James Yetman
Bank of Thailand and Bank for International Settlements (BIS)
Downloads 123 (227,583)

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foreign exchange intervention, exchange rates, speculation

11.

Decaying Expectations: What Inflation Forecasts Tell Us About the Anchoring of Inflation Expectations

BIS Working Paper No. 464
Number of pages: 36 Posted: 01 Oct 2014
Aaron N. Mehrotra and James Yetman
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 93 (276,527)
Citation 1

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Inflation expectations, decay function, inflation targeting

12.
Downloads 90 (282,273)
Citation 4

The Credibility of the Monetary Policy 'Free Lunch'

ECB Working Paper No. 284
Number of pages: 30 Posted: 19 Jan 2004
James Yetman
Bank for International Settlements (BIS)
Downloads 60 (359,742)
Citation 2

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Price level targeting, inflation targeting, credibility, free lunch, discretion

The Credibility of the Monetary Policy 'Free Lunch'

Number of pages: 19 Posted: 11 Jul 2002
James Yetman
Bank for International Settlements (BIS)
Downloads 30 (477,286)
Citation 1

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13.

Expanding Central Bank Balance Sheets in Emerging Asia: A Compendium of Risks and Some Evidence

BIS Paper No. 66d
Number of pages: 46 Posted: 04 Jan 2013
David E. Cook and James Yetman
Hong Kong University of Science & Technology (HKUST) - Department of Economics and Bank for International Settlements (BIS)
Downloads 83 (296,919)
Citation 1

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central bank balance sheets, reserves accumulation, sterilization

14.

Inflation Expectations and Monetary Policy

BIS Paper No. 89d
Number of pages: 27 Posted: 02 Dec 2016
Ricardo Sousa and James Yetman
Independent and Bank for International Settlements (BIS)
Downloads 79 (305,836)

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Emerging market central banks, inflation expectations, surveys

15.

Is Monetary Policy Constrained by Fiscal Policy?

BIS Paper No. 67b
Number of pages: 20 Posted: 13 Apr 2013
Carlos Montoro, Előd Takáts and James Yetman
Central Reserve Bank of Peru, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 65 (340,788)

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fiscal policy, monetary policy, Taylor rule

16.

The Real Effects of Inflation in Continuous Versus Discrete Time Sticky Price Models

Number of pages: 10 Posted: 17 Aug 2005
Wai-Yip Alex Ho and James Yetman
Hong Kong Monetary Authority and Bank for International Settlements (BIS)
Downloads 64 (343,558)

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17.

Publishing Central Bank Forecasts

Number of pages: 23 Posted: 28 Jan 2002
James Yetman
Bank for International Settlements (BIS)
Downloads 57 (363,887)
Citation 1

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18.

Key Facts on Central Bank Balance Sheets in Asia and the Pacific

BIS Paper No. 66c
Number of pages: 20 Posted: 04 Jan 2013 Last Revised: 05 Oct 2013
Andrew J. Filardo and James Yetman
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 55 (370,164)

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19.

Why You Should Use the Hodrick-Prescott Filter – at Least to Generate Credit Gaps

BIS Working Paper No. 744
Number of pages: 24 Posted: 30 Oct 2018
Mathias Drehmann and James Yetman
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 46 (400,127)

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early warning indicators; credit gaps; HP filter

20.
Downloads 46 (400,127)
Citation 2

Currency Unions, Trade Flows and Capital Flows

Pacific Economic Review, Vol. 12, No. 2, pp. 189-204, May 2007
Number of pages: 16 Posted: 11 Apr 2007
James Yetman
Bank for International Settlements (BIS)
Downloads 25 (505,629)
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Currency Unions, Trade Flows, and Capital Flows

HKIMR Working Paper No. 18/2003
Number of pages: 22 Posted: 24 Aug 2007
James Yetman
Bank for International Settlements (BIS)
Downloads 21 (530,806)

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21.

Contracting Costs Versus Menu Costs and Inflation Persistence

Number of pages: 9 Posted: 21 Oct 2002
James Yetman
Bank for International Settlements (BIS)
Downloads 45 (403,647)

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22.

Hong Kong Consumer Prices are Flexible

HKIMR Working Paper No.5/2009
Number of pages: 38 Posted: 03 Feb 2009
James Yetman
Bank for International Settlements (BIS)
Downloads 42 (414,644)
Citation 1

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23.

Are Speed Limit Policies Robust?

Number of pages: 21 Posted: 08 Jan 2004
James Yetman
Bank for International Settlements (BIS)
Downloads 41 (418,414)
Citation 1

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Speed limit policy, Price level target, Inflation target, Discretion, Credibility

24.

The Long-Run Output-Inlation Trade-Off with Menu Costs

Number of pages: 29 Posted: 17 Aug 2005
Wai-Yip Alex Ho and James Yetman
Hong Kong Monetary Authority and Bank for International Settlements (BIS)
Downloads 40 (422,276)

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25.

Does the Accumulation of Foreign Currency Reserves Affect Risk-Taking? An Event Study Approach

BIS Paper No. 96c
Number of pages: 12 Posted: 06 Apr 2018
Rasmus Fatum and James Yetman
University of Alberta - Department of Marketing, Business Economics & Law and Bank for International Settlements (BIS)
Downloads 39 (426,238)

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foreign exchange reserves, risk-taking, implied volatility, credit default swaps

26.

Gaining Credibility for Inflation Targets

Number of pages: 31 Posted: 05 Oct 2001
James Yetman
Bank for International Settlements (BIS)
Downloads 38 (430,376)

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27.

Responding to Exchange Rates in a Globalised World

BIS Paper No. 77h
Number of pages: 21 Posted: 06 Oct 2014
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 36 (438,506)

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globalisation, foreign exchange intervention, exchange rate pass through

28.

Leverage Constraints and the International Transmission of Shocks

HKIMR Working Paper No. 13/2010
Number of pages: 43 Posted: 22 Jun 2010
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 36 (438,506)

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Leverage, International Transmission, Portfolios

29.

Consumption and Real Exchange Rates in Professional Forecasts

BIS Working Paper No. 295
Number of pages: 47 Posted: 24 Mar 2010
University of British Columbia (UBC) - Department of Economics, Queen's University (Canada) and Bank for International Settlements (BIS)
Downloads 36 (438,506)

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International Risk Sharing, Backus-Smith Puzzle

30.

Shock Size, Asymmetries, and State Dependent Pricing

Economics Letters, Forthcoming
Number of pages: 10 Posted: 19 Aug 2005
James Yetman and Wai-Yip Alex Ho
Bank for International Settlements (BIS) and Hong Kong Monetary Authority
Downloads 32 (455,627)

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State Dependent Pricing, Asymmetry

31.

Identifying a Policymaker's Target: An Application to the Bank of Canada

Canadian Journal of Economics, Vol. 35, pp. 239-256, 2002
Number of pages: 18 Posted: 30 Dec 2002
Nicholas Rowe and James Yetman
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 30 (465,037)
Citation 1
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32.

Optimal Filtering with Potential Output Uncertainty

Number of pages: 39 Posted: 14 Nov 2005
James Yetman
Bank for International Settlements (BIS)
Downloads 29 (469,834)

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Price Level Targeting, Inflation Targeting, Speed Limit Policy, Uncertainty, Potential Output

33.

Accumulation of Foreign Currency Reserves and Risk-Taking

BIS Working Paper No. 728
Number of pages: 32 Posted: 19 Jun 2018
Rasmus Fatum and James Yetman
University of Alberta - Department of Marketing, Business Economics & Law and Bank for International Settlements (BIS)
Downloads 28 (474,840)

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foreign exchange reserves; risk-taking; implied volatility; credit default swaps

The Evolution of Inflation Expectations in Canada and the US

BIS Working Paper No. 523
Number of pages: 31 Posted: 19 Oct 2015
James Yetman
Bank for International Settlements (BIS)
Downloads 28 (488,039)

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Inflation expectations, decay function, inflation targeting

The Evolution of Inflation Expectations in Canada and the US

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 50, Issue 3, pp. 711-737, 2017
Number of pages: 27 Posted: 14 Aug 2017
James Yetman
Bank for International Settlements (BIS)
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35.

A Comparison of Liquidity Management Tools in Seven Asian Economies

BIS Paper No. 88d
Number of pages: 26 Posted: 02 Nov 2016
Kenneth N. Kuttner and James Yetman
Williams College and Bank for International Settlements (BIS)
Downloads 24 (496,363)

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Liquidity management, bank loan supply

36.

Do Economies Stall? The International Evidence

BIS Working Paper No. 407
Number of pages: 27 Posted: 12 Apr 2013
Wai-Yip Alex Ho and James Yetman
Hong Kong Monetary Authority and Bank for International Settlements (BIS)
Downloads 24 (496,363)

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Business cycles, stall speed, Markov switching

37.

Asia's Decoupling: Fact, Forecast or Fiction?

BIS Working Paper No. 438
Number of pages: 30 Posted: 27 Feb 2014
Lillie Lam and James Yetman
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 23 (501,848)

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business cycle co-movement, decoupling

38.

Does US GDP Stall?

BIS Working Paper No. 387
Number of pages: 22 Posted: 02 Oct 2012
Wai-Yip Alex Ho and James Yetman
Hong Kong Monetary Authority and Bank for International Settlements (BIS)
Downloads 21 (513,499)

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business cycles, stall speed, Markov switching

39.

Globalisation, Pass-Through and the Optimal Policy Response to Exchange Rates

BIS Working Paper No. 450
Number of pages: 31 Posted: 24 Jun 2014
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 20 (519,268)

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globalisation, foreign exchange intervention, exchange rate pass-through

40.

Consumption and Real Exchange Rates in Professional Forecasts

NBER Working Paper No. w14795
Number of pages: 44 Posted: 23 Mar 2009
University of British Columbia (UBC) - Department of Economics, Queen's University (Canada) and Bank for International Settlements (BIS)
Downloads 19 (525,157)

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41.

Leverage Constraints and the International Transmission of Shocks

NBER Working Paper No. w16226
Number of pages: 53 Posted: 02 Aug 2010 Last Revised: 03 Nov 2010
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 18 (530,948)

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42.

How Anchored are Inflation Expectations in Asia? Evidence from Surveys of Professional Forecasters

BIS Paper No. 77o
Number of pages: 11 Posted: 06 Oct 2014
Aaron N. Mehrotra and James Yetman
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 15 (548,462)

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43.

Predetermined Prices and the Persistent Effects of Money on Output

CEPR Discussion Paper No. 2917
Number of pages: 21 Posted: 21 Aug 2001
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 15 (548,462)
Citation 1
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Sticky prices, predetermined prices, money shocks

44.

The Evolution of Inflation Expectations in Japan

BIS Working Paper No. 647
Number of pages: 33 Posted: 03 Jul 2017
Masazumi Hattori and James Yetman
Hitotsubashi University and Bank for International Settlements (BIS)
Downloads 14 (554,523)

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Inflation expectations, decay function, inflation targeting, deflation

45.

Inflation Expectations Anchoring Across Different Types of Agents: The Case of South Africa

IMF Working Paper No. 18/177
Number of pages: 27 Posted: 22 Aug 2018
Ken Miyajima and James Yetman
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 11 (572,958)

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Inflation expectations, Central banks and their policies, South Africa, Sub-Saharan Africa, decay function, inflation anchoring, inflation targeting

46.

Capital Controls, Global Liquidity Traps and the International Policy Trilemma

NBER Working Paper No. w19091
Number of pages: 38 Posted: 31 May 2013
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 11 (572,958)

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47.

The Perils of Approximating Fixed-Horizon Inflation Forecasts with Fixed-Event Forecasts

BIS Working Paper No. 700
Number of pages: 24 Posted: 08 Feb 2018
James Yetman
Bank for International Settlements (BIS)
Downloads 9 (585,549)

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fixed-event forecasts, fixed-horizon forecasts, inflation expectations

48.

Foreword to: Expanding the Boundaries of Monetary Policy in Asia and the Pacific

BIS Paper No. 88 (Foreword)
Number of pages: 4 Posted: 02 Nov 2016
Frank Packer and James Yetman
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 9 (585,549)

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49.

Assessing Inflation Expectations Anchoring for Heterogeneous Agents: Analysts, Businesses and Trade Unions

BIS Working Paper No. 759
Number of pages: 25 Posted: 07 Jan 2019
Ken Miyajima and James Yetman
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 7 (598,305)

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inflation expectations, inflation anchoring, decay function, inflation targeting

50.

The Rise of Benchmark Bonds in Emerging Asia

BIS Paper No. 102g
Number of pages: 13 Posted: 22 May 2019
Eli Remolona and James Yetman
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and Bank for International Settlements (BIS)
Downloads 5 (611,566)

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benchmark bond, price discovery, liquidity, principal component analysis, re-openings, informational public good

51.

Globalisation, Pass-Through and the Optimal Policy Response to Exchange Rates

NBER Working Paper No. w20252
Number of pages: 28 Posted: 30 Jun 2014 Last Revised: 20 Jul 2014
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 5 (611,566)
Citation 3

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52.

Capital Controls, Global Liquidity Traps, and the International Policy Trilemma

The Scandinavian Journal of Economics, Vol. 116, Issue 1, pp. 158-189, 2014
Number of pages: 32 Posted: 31 Dec 2013
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 2 (636,413)
Citation 4
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Financial openness, international transmission, zero lower bound

53.

Estimating Dynamic Euler Equations with Multivariate Professional Forecasts

Economic Inquiry, Vol. 51, Issue 1, pp. 445-458, 2013
Number of pages: 14 Posted: 30 Nov 2012
Gregor W. Smith and James Yetman
Queen's University (Canada) and Bank for International Settlements (BIS)
Downloads 2 (636,413)
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54.

Currency Boards When Interest Rates are Zero

Pacific Economic Review, Vol. 19, Issue 1, pp. 135-151, 2014
Number of pages: 17 Posted: 20 Feb 2014
David E. Cook and James Yetman
Hong Kong University of Science & Technology (HKUST) - Department of Economics and Bank for International Settlements (BIS)
Downloads 0 (666,984)
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55.

Asia's Decoupling: Fact, Fairytale or Forecast?

Pacific Economic Review, Vol. 18, Issue 3, pp. 321-344, 2013
Number of pages: 24 Posted: 06 Aug 2013
Lillie Lam and James Yetman
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 0 (666,984)
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