James Yetman

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

53

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9,126

SSRN CITATIONS
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Top 6,580

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68

CROSSREF CITATIONS

132

Scholarly Papers (53)

1.

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 2,137 (10,341)
Citation 7

Abstract:

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2.

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, University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center, 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 1,930 (12,208)
Citation 1

Abstract:

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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), European Banking Authority, Bank for International Settlements (BIS), University of Geneva - Graduate Institute of International Studies (HEI), Bank for International Settlements (BIS) - Monetary and Economic Department, Columbia University - Columbia Business School, Finance, 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, Board of Governors of the Federal Reserve System, 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 1,235 (24,144)
Citation 1

Abstract:

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4.

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 570 (69,279)
Citation 2

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financial inclusion; optimal monetary policy; limited asset market participation

5.

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 328 (133,211)

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

6.

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 282 (154,379)
Citation 2

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Emerging market central banks, inflation expectations, surveys

7.

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 221 (196,012)
Citation 2

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foreign exchange intervention, exchange rates, speculation

8.

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 212 (203,680)

Abstract:

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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
National Bureau of Economic Research (NBER)Brandeis International Business School, affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 191 (223,796)
Citation 3

Abstract:

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financial crisis, principal components

10.

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 172 (246,186)
Citation 10

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early warning indicators; credit gaps; HP filter

11.

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 166 (252,289)
Citation 7

Abstract:

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12.

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 135 (298,012)
Citation 4

Abstract:

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Inflation expectations, decay function, inflation targeting

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 118 (328,967)
Citation 1

Abstract:

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central bank balance sheets, reserves accumulation, sterilization

14.

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 115 (335,070)

Abstract:

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fiscal policy, monetary policy, Taylor rule

15.
Downloads 99 (370,676)
Citation 4

The Credibility of the Monetary Policy 'Free Lunch'

Number of pages: 30 Posted: 19 Jan 2004
James Yetman
Bank for International Settlements (BIS)
Downloads 65 (478,342)
Citation 2

Abstract:

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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 34 (630,649)
Citation 1

Abstract:

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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 73 (444,148)

Abstract:

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17.

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 66 (468,298)

Abstract:

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18.

Publishing Central Bank Forecasts

Number of pages: 23 Posted: 28 Jan 2002
James Yetman
Bank for International Settlements (BIS)
Downloads 59 (494,985)
Citation 1

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19.

A Comparison of Liquidity Management Tools in Seven Asian Economies

BIS Paper No. 88d
Number of pages: 26 Posted: 02 Nov 2016
National Bureau of Economic Research (NBER)Williams College and Bank for International Settlements (BIS)
Downloads 58 (498,936)
Citation 1

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Liquidity management, bank loan supply

20.

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 57 (502,914)

Abstract:

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

21.

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 47 (546,879)

Abstract:

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

22.

Are Speed Limit Policies Robust?

Number of pages: 21 Posted: 08 Jan 2004
James Yetman
Bank for International Settlements (BIS)
Downloads 46 (551,698)
Citation 2

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

23.

Contracting Costs Versus Menu Costs and Inflation Persistence

Number of pages: 9 Posted: 21 Oct 2002
James Yetman
Bank for International Settlements (BIS)
Downloads 46 (551,698)

Abstract:

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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 43 (566,473)

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25.

Gaining Credibility for Inflation Targets

Number of pages: 31 Posted: 05 Oct 2001
James Yetman
Bank for International Settlements (BIS)
Downloads 43 (566,473)

Abstract:

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26.

Volatility Spillovers and Capital Buffers Among the G-Sibs

BIS Working Paper No. 856
Number of pages: 24 Posted: 17 Apr 2020
Paul D. McNelis and James Yetman
Fordham University - Gabelli School of Business and Bank for International Settlements (BIS)
Downloads 41 (576,847)

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G-SIBs, contagion, connectedness, bank capital, cross validation

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 41 (576,847)

Abstract:

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globalisation, foreign exchange intervention, exchange rate pass through

28.

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 41 (576,847)
Citation 1

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International Risk Sharing, Backus-Smith Puzzle

29.

The Pass-Through from Short-Horizon to Longhorizon Inflation Expectations

BIS Paper No. 111e
Number of pages: 12 Posted: 17 Apr 2020
James Yetman
Bank for International Settlements (BIS)
Downloads 38 (592,742)

Abstract:

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consensus forecasts, inflation expectations anchoring

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 36 (604,038)

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State Dependent Pricing, Asymmetry

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 33 (637,127)

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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)
Downloads 0

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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 33 (621,685)

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

33.

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

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 33 (621,685)
Citation 1

Abstract:

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34.

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 29 (647,233)
Citation 1

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Inflation expectations, decay function, inflation targeting, deflation

35.

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 29 (647,233)

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globalisation, foreign exchange intervention, exchange rate pass-through

36.

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 28 (653,934)

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business cycle co-movement, decoupling

37.

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 28 (653,934)
Citation 1

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Business cycles, stall speed, Markov switching

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 28 (653,934)

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business cycles, stall speed, Markov switching

39.

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 27 (661,028)

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

40.

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 24 (683,282)

Abstract:

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41.

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 23 (691,058)

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inflation expectations, inflation anchoring, decay function, inflation targeting

42.

Leverage Constraints and the International Transmission of Shocks

NBER Working Paper No. w16226
Number of pages: 53 Posted: 02 Aug 2010 Last Revised: 04 May 2022
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 22 (698,986)
Citation 10

Abstract:

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43.

Consumption and Real Exchange Rates in Professional Forecasts

NBER Working Paper No. w14795
Number of pages: 44 Posted: 23 Mar 2009 Last Revised: 06 Jun 2021
University of British Columbia (UBC) - Department of Economics, Queen's University (Canada) and Bank for International Settlements (BIS)
Downloads 22 (698,986)

Abstract:

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44.

De jure Benchmark Bonds

CAMA Working Paper No. 84/2020
Number of pages: 41 Posted: 23 Sep 2020
Eli Remolona and James Yetman
Asia School of Business and Bank for International Settlements (BIS)
Downloads 20 (714,911)

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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.

45.

De Jure Benchmark Bonds

BIS Working Paper No. 830
Number of pages: 29 Posted: 18 Dec 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 17 (739,889)

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benchmark bond, price discovery, market liquidity, informational public good, recycling, de jure, de facto, wannabe benchmark, probit model, inverse Mills ratio

46.

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 16 (748,596)
Citation 1

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

47.

Predetermined Prices and the Persistent Effects of Money on Output

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 (757,650)
Citation 1
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Sticky prices, predetermined prices, money shocks

48.

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 14 (767,025)

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

49.

Capital Controls, Global Liquidity Traps and the International Policy Trilemma

NBER Working Paper No. w19091
Number of pages: 38 Posted: 31 May 2013 Last Revised: 01 Sep 2022
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 12 (786,221)

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50.

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 10 (806,006)

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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: 04 May 2022
Michael B. Devereux and James Yetman
University of British Columbia (UBC) - Department of Economics and Bank for International Settlements (BIS)
Downloads 10 (806,006)
Citation 1

Abstract:

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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 4 (871,811)
Citation 5

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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 3 (884,518)

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