Aaron N. Mehrotra

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

47

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56

CROSSREF CITATIONS

119

Scholarly Papers (47)

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 2,106 (10,383)
Citation 7

Abstract:

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2.

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 566 (68,805)
Citation 2

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financial inclusion; optimal monetary policy; limited asset market participation

3.

Forecasting Inflation in China

BOFIT Discussion Paper No. 2/2008
Number of pages: 17 Posted: 17 Apr 2008
Aaron N. Mehrotra and José R. Sánchez-Fung
Bank for International Settlements (BIS) and Kingston University - School of Economics
Downloads 431 (95,685)
Citation 1

Abstract:

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inflation forecasting, data-rich environment, principal components, China

4.

Modelling Inflation in China - A Regional Perspective

BOFIT Discussion Paper No. 19/2007, ECB Working Paper No. 829
Number of pages: 41 Posted: 29 Aug 2007 Last Revised: 10 Jan 2009
Aaron N. Mehrotra, Tuomas A. Peltonen and Alvaro Santos Rivera
Bank for International Settlements (BIS), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 409 (101,619)
Citation 6

Abstract:

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China, inflation, regional, New Keynesian Philips Curve, GMM

5.

The Impact of Chinese Monetary Policy Shocks on East Asia

BOFIT Discussion Paper No. 5/2008
Number of pages: 30 Posted: 04 Jun 2008 Last Revised: 09 Jul 2008
Tomasz J. Kozluk and Aaron N. Mehrotra
Organization for Economic Co-Operation and Development (OECD) and Bank for International Settlements (BIS)
Downloads 323 (132,100)
Citation 3

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monetary policy shocks, Asian production chain, SVAR, East Asia, China

6.

McCallum Rule and Chinese Monetary Policy

BOFIT Discussion Paper No. 15/2008
Number of pages: 29 Posted: 20 Nov 2008
Tuuli Koivu, Aaron N. Mehrotra and Riikka Nuutilainen
Bank of Finland, Bank for International Settlements (BIS) and Bank of Finland - Institute for Economies in Transition (BOFIT)
Downloads 248 (172,851)
Citation 6

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McCallum rule, monetary policy, China

7.

Effects of Monetary and Macro-Prudential Policies – Evidence from Inflation Targeting Economies in the Asia-Pacific Region and Potential Implications for China

BOFIT Discussion Paper No. 4/2017
Number of pages: 29 Posted: 08 Mar 2017
Soyoung Kim and Aaron N. Mehrotra
Seoul National University and Bank for International Settlements (BIS)
Downloads 215 (198,899)
Citation 9

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financial stability, price stability, macroprudential policy, monetary policy, panel VAR

Corporate Investment and the Exchange Rate: The Financial Channel

BOFIT Discussion Paper No. 6/2020
Number of pages: 35 Posted: 22 Jan 2021
Ryan Banerjee, Boris Hofmann and Aaron N. Mehrotra
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 94 (380,401)
Citation 1

Abstract:

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Corporate Investment and the Exchange Rate: The Financial Channel

BIS Working Paper No. 839
Number of pages: 34 Posted: 12 Feb 2020
Ryan Banerjee, Boris Hofmann and Aaron N. Mehrotra
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 85 (405,168)

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corporate investment, emerging markets, exchange rates, financial channel, financial constraints

9.

Real Exchange Rate, Output and Oil: Case of Four Large Energy Producers

BOFIT Discussion Paper No. 6/2009
Number of pages: 36 Posted: 01 Jul 2009
Iikka Korhonen and Aaron N. Mehrotra
Bank of Finland - Institute for Economies in Transition (BOFIT) and Bank for International Settlements (BIS)
Downloads 178 (234,438)
Citation 10

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structural VAR model, oil price, Iran, Kazakhstan, Russia, Venezuela

10.

The Exchange Rate, Real Economy and Financial Markets

BIS Paper No. 73b
Number of pages: 13 Posted: 06 Oct 2014
Blaise Gadanecz and Aaron N. Mehrotra
Bank for International Settlements - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 159 (257,918)
Citation 1

Abstract:

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exchange rates, economic growth, volatility, financial market development

11.

Changing Economic Structures and Impacts of Shocks - Evidence from a DSGE Model for China

BOFIT Discussion Paper No. 5/2011
Number of pages: 27 Posted: 03 May 2011
Aaron N. Mehrotra, Riikka Nuutilainen and Jenni Paakkonen
Bank for International Settlements (BIS), Bank of Finland - Institute for Economies in Transition (BOFIT) and Government of the Republic of Finland - VATT Institute for Economic Research
Downloads 150 (270,281)
Citation 3

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DSGE, rebalancing, monetary policy shocks, technology shocks, China

12.

Socio-Economic Development and Fiscal Policy: Lessons from the Cohesion Countries for the New Member States

Number of pages: 49 Posted: 20 May 2005
Aaron N. Mehrotra and Tuomas A. Peltonen
Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 148 (273,250)

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socio-economic development, fiscal consolidation, EU enlargement, Stability and Growth Pact

13.

Examining Macroprudential Policy and its Macroeconomic Effects – Some New Evidence

BIS Working Paper No. 825
Number of pages: 37 Posted: 13 Dec 2019
Soyoung Kim and Aaron N. Mehrotra
Seoul National University and Bank for International Settlements (BIS)
Downloads 141 (283,840)
Citation 1

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macroprudential policy, monetary policy, credit, macroeconomic effect, macroprudential policy response

14.

Foreign Exchange Intervention and the Banking System Balance Sheet in Emerging Market Economies

BIS Working Paper No. 445
Number of pages: 34 Posted: 29 Apr 2014
Blaise Gadanecz, Aaron N. Mehrotra and Madhusudan S. Mohanty
Bank for International Settlements - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 140 (285,456)
Citation 1

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bank lending, sterilised intervention, foreign exchange reserves, central bank securities, emerging market economies

15.

Exchange and Interest Rate Channels During a Deflationary Era - Evidence from Japan, Hong Kong and China

BOFIT Discussion Paper No. 17/2005
Number of pages: 58 Posted: 25 Jul 2007
Aaron N. Mehrotra
Bank for International Settlements (BIS)
Downloads 136 (291,949)
Citation 2

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deflation, zero lower bound, SVAR

16.

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 134 (295,241)
Citation 4

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Inflation expectations, decay function, inflation targeting

17.

Assessing Mccallum and Taylor Rules in a Cross-Section of Emerging Market Economies

BOFIT Discussion Paper No. 23/2009
Number of pages: 41 Posted: 31 Dec 2009
Aaron N. Mehrotra and José R. Sánchez-Fung
Bank for International Settlements (BIS) and Kingston University - School of Economics
Downloads 125 (311,079)
Citation 6

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McCallum and Taylor rules, nominal feedback rule, monetary policy, inflation targeting, emerging markets

Residential Investment and Economic Activity: Evidence from the Past Five Decades

BIS Working Paper No. 726
Number of pages: 29 Posted: 11 Jun 2018
Emanuel Kohlscheen, Aaron N. Mehrotra and Dubravko Mihaljek
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 62 (482,865)

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housing markets, residential investment, house prices, business cycles, construction, interest rates, recession forecasts

Residential Investment and Economic Activity: Evidence from the Past Five Decades

International Journal of Central Banking, vol. 16, 6, 287-329, December 2020
Number of pages: 43 Posted: 08 Feb 2021
Emanuel Kohlscheen, Aaron N. Mehrotra and Dubravko Mihaljek
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 61 (486,887)

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housing, investment, house price, monetary policy, business cycle

What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics

BOFIT Discussion Paper No. 13/2011
Number of pages: 35 Posted: 22 Jun 2011
Yu-Fu Chen, Michael Funke and Aaron N. Mehrotra
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Bank for International Settlements (BIS)
Downloads 80 (420,118)
Citation 1

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consumption, house prices, China, panel data

What Drives Urban Consumption in Mainland China?: The Role of Property Price Dynamics

BOFIT Discussion Paper No. 13/2011
Number of pages: 35 Posted: 29 Aug 2017 Last Revised: 18 Nov 2021
Yu-Fu Chen, Michael Funke and Aaron N. Mehrotra
University of Dundee - Department of Economic Studies, University of Hamburg - Department of Economics and Bank for International Settlements (BIS)
Downloads 14 (780,155)

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20.

China’s Monetary Policy and the Exchange Rate

BOFIT Discussion Paper No. 10/2010
Number of pages: 27 Posted: 04 Aug 2010
Aaron N. Mehrotra and José R. Sánchez-Fung
Bank for International Settlements (BIS) and Kingston University - School of Economics
Downloads 122 (316,637)
Citation 2

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exchange rate, hybrid McCallum-Taylor monetary policy reaction function, SVAR, survey-based inflation expectations, China

21.

The Economic Transmission of Fiscal Policy Shocks from Western to Eastern Europe

BOFIT Discussion Paper No. 12/2011
Number of pages: 38 Posted: 22 Jun 2011
Jesús Crespo Cuaresma, Markus Eller and Aaron N. Mehrotra
Vienna University of Economics and Business, Oesterreichische Nationalbank (OeNB) and Bank for International Settlements (BIS)
Downloads 113 (334,200)
Citation 4

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fiscal policy, cross-border spillovers, fiscal multiplier, foreign shock, structural vector autoregression, Central and Eastern Europe, Germany

22.

Evaluating Inflation Determinants with a Money Supply Rule in Four Central and Eastern European EU Member States

BOFIT Discussion Paper No. 18/2009
Number of pages: 30 Posted: 03 Nov 2009
Aaron N. Mehrotra and Tomas Slacik
Bank for International Settlements (BIS) and Austrian National Bank - Foreign Research Division
Downloads 108 (344,746)
Citation 1

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determinants of inflation, McCallum rule, Phillips curve, Bayesian model averaging, Central and Eastern Europe

23.

Developments of Domestic Government Bond Markets in EMEs and Their Implications

BIS Paper No. 67c
Number of pages: 20 Posted: 13 Apr 2013
Aaron N. Mehrotra, Ken Miyajima and Agustin Villar
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 103 (355,809)

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Financial markets and the macroeconomy, international lending and debt problems, financial aspects of economic integration

24.

Do Sentiment Indicators Help to Assess and Predict Actual Developments of the Chinese Economy?

BOFIT Discussion Paper No. 11/2007
Number of pages: 26 Posted: 19 Jul 2007
Aaron N. Mehrotra and Jouko Rautava
Bank for International Settlements (BIS) and Bank of Finland - Institute for Economies in Transition (BOFIT)
Downloads 103 (355,809)
Citation 3

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forecasting, diffusion index, VAR, China

25.

Comparing China's GDP Statistics with Coincident Indicators

BOFIT Discussion Paper No. 1/2011
Number of pages: 33 Posted: 23 Feb 2011
Aaron N. Mehrotra and Jenni Paakkonen
Bank for International Settlements (BIS) and Government of the Republic of Finland - VATT Institute for Economic Research
Downloads 101 (360,452)
Citation 5

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factor models, principal component, GDP, China

Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities

BIS Working Paper No. 814
Number of pages: 17 Posted: 08 Oct 2019
Aaron N. Mehrotra, Richhild Moessner and Chang Shu
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Chief Asia Economist, Bloomberg
Downloads 56 (507,401)
Citation 1

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interest rate spillovers, term premia, emerging economies

Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities

CESifo Working Paper No. 7896
Number of pages: 19 Posted: 23 Oct 2019
Aaron N. Mehrotra, Richhild Moessner and Chang Shu
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Chief Asia Economist, Bloomberg
Downloads 39 (590,939)

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interest rate spillovers, term premia, emerging economies

27.

Demand for Money in Transition: Evidence from China's Disinflation

BOFIT Discussion Paper No. 10/2006
Number of pages: 32 Posted: 24 Jul 2007
Aaron N. Mehrotra
Bank for International Settlements (BIS)
Downloads 93 (379,863)
Citation 1

Abstract:

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money demand, disinflation, deflation, China

28.

Tracking Chinese CPI Inflation in Real Time

BOFIT Discussion Paper No. 35/2011
Number of pages: 35 Posted: 22 Dec 2011
Michael Funke, Aaron N. Mehrotra and Hao Yu
University of Hamburg - Department of Economics, Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 89 (390,262)

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nowcasting, CPI inflation cycle, mixed-frequency modelling, dynamic factor model, China

29.

Wage and Price Dynamics in a Large Emerging Economy: The Case of China

BOFIT Discussion Paper No. 3/2014
Number of pages: 26 Posted: 26 Jan 2014
Carsten A. Holz and Aaron N. Mehrotra
Hong Kong University of Science & Technology (HKUST) - Division of Social Science and Bank for International Settlements (BIS)
Downloads 81 (412,720)
Citation 2

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labour costs, inflation, China, global economic slack, globalisation

30.
Downloads 77 (425,017)
Citation 3

On the Use of Sterilisation Bonds in Emerging Asia

BIS Paper No. 66f
Number of pages: 21 Posted: 04 Jan 2013 Last Revised: 05 Oct 2013
Aaron N. Mehrotra
Bank for International Settlements (BIS)
Downloads 58 (499,052)

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sterilisation bond, central bank bonds and bills, foreign exchange reserves, emerging Asia

On the Use of Sterilisation Bonds in Emerging Asia

BOFIT Discussion Paper No. 1/2013
Number of pages: 33 Posted: 05 Feb 2013
Aaron N. Mehrotra
Bank for International Settlements (BIS)
Downloads 19 (734,025)
Citation 4

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sterilisation bond, central bank bonds and bills, foreign exchange reserves, emerging Asia

31.

Wage and Price Dynamics in a Large Emerging Economy: The Case of China

BIS Working Paper No. 409
Number of pages: 22 Posted: 12 Apr 2013
Carsten A. Holz and Aaron N. Mehrotra
Hong Kong University of Science & Technology (HKUST) - Division of Social Science and Bank for International Settlements (BIS)
Downloads 65 (464,919)

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Labour costs, inflation, China, global economic slack, globalisation omma separated

32.

A Note on the National Contributions to Euro Area M3

Bank of Finland Research Discussion Paper No. 2/2007
Number of pages: 28 Posted: 29 Aug 2007
Aaron N. Mehrotra
Bank for International Settlements (BIS)
Downloads 61 (479,877)
Citation 32

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national contribution, M3, euro area

33.

Business Surveys and Inflation Forecasting in China

BOFIT Discussion Paper No. 22/2008
Number of pages: 17 Posted: 09 Dec 2008
Aaron N. Mehrotra and Juuso Kaaresvirta
Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 59 (487,569)

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inflation forecasting, business surveys, China

34.

Deflation Expectations

BIS Working Paper No. 699
Number of pages: 40 Posted: 08 Feb 2018
Ryan Banerjee and Aaron N. Mehrotra
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 58 (495,369)

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deflation; inflation expectations; forecast disagreement; monetary policy

35.

Wealth Effects and Russian Money Demand

BOFIT Discussion Paper No. 13/2010
Number of pages: 31 Posted: 27 Aug 2010 Last Revised: 10 Apr 2013
Aaron N. Mehrotra and Alexey A. Ponomarenko
Bank for International Settlements (BIS) and Central Bank of Russia
Downloads 58 (491,475)
Citation 6

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money demand, wealth effects, financial crisis, Russia

36.

Managing Price and Financial Stability Objectives - What Can We Learn from the Asia-Pacific Region?

BIS Working Paper No. 533
Number of pages: 29 Posted: 28 Dec 2015
Soyoung Kim and Aaron N. Mehrotra
Seoul National University and Bank for International Settlements (BIS)
Downloads 57 (495,369)

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multiple objectives, financial stability, price stability, macroprudential instruments, monetary policy

37.

Financial Settlement Modes and Corruption: Evidence from Developed Nations

BOFIT Discussion Paper No. 4/2011
Number of pages: 22 Posted: 02 May 2011
Aaron N. Mehrotra and Rajeev K. Goel
Bank for International Settlements (BIS) and Illinois State University - Department of Economics
Downloads 57 (499,418)

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corruption, cheques, credit card, cash, direct debit, payment instruments

Trade Linkages and the Globalisation of Inflation in Asia and the Pacific

BIS Working Paper No. 447
Number of pages: 32 Posted: 23 Jun 2014
Raphael Auer and Aaron N. Mehrotra
Swiss National Bank and Bank for International Settlements (BIS)
Downloads 26 (676,161)
Citation 2

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globalisation, inflation, Asian manufacturing supply chain, price spillovers

Trade Linkages and the Globalisation of Inflation in Asia and the Pacific

CESifo Working Paper Series No. 4769
Number of pages: 29 Posted: 15 May 2014
Raphael Auer and Aaron N. Mehrotra
Swiss National Bank and Bank for International Settlements (BIS)
Downloads 21 (716,897)

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globalisation, inflation, Asian manufacturing supply chain, price spillovers

39.

Maintaining Price and Financial Stability by Monetary and Macroprudential Policy - Evidence from Asia and the Pacific

BIS Paper No. 88c
Number of pages: 12 Posted: 02 Nov 2016
Soyoung Kim and Aaron N. Mehrotra
Seoul National University and Bank for International Settlements (BIS)
Downloads 46 (543,228)

Abstract:

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multiple objectives, financial stability, price stability, macroprudential instruments, monetary policy

40.

Real Globalisation and Price Spillovers in Asia and the Pacific

BIS Paper No. 77f
Number of pages: 9 Posted: 06 Oct 2014
Raphael Auer and Aaron N. Mehrotra
Swiss National Bank and Bank for International Settlements (BIS)
Downloads 30 (630,404)

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globalisation, inflation, Asian manufacturing supply chain, price spillovers

41.

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 (671,882)

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42.

Wage and Price Dynamics in a Large Emerging Economy:: The Case of China

BOFIT Discussion Paper No. 3/2014
Number of pages: 26 Posted: 18 Aug 2016 Last Revised: 18 Nov 2021
Carsten A. Holz and Aaron N. Mehrotra
Hong Kong University of Science & Technology (HKUST) - Division of Social Science and Bank for International Settlements (BIS)
Downloads 10 (790,806)

Abstract:

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43.

The Impact of Chinese Monetary Policy Shocks on East and South-East Asia

Economics of Transition, Vol. 17, Issue 1, pp. 121-145, January 2009
Number of pages: 25 Posted: 10 Dec 2008
Tomasz Koluk and Aaron N. Mehrotra
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 2 (877,942)
Citation 1

Abstract:

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44.

Wage and Price Dynamics in China

The World Economy, Vol. 39, Issue 8, pp. 1109-1127, 2016
Number of pages: 19 Posted: 08 Aug 2016
Carsten A. Holz and Aaron N. Mehrotra
Hong Kong University of Science & Technology (HKUST) - Division of Social Science and Bank for International Settlements (BIS)
Downloads 1 (892,363)

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45.

Inflation at Risk in Advanced and Emerging Market Economies

Posted: 12 Mar 2021
Ryan Banerjee and Aaron N. Mehrotra
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

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inflation risk, monetary policy framework, zero lower bound, inflation targeting

46.

Financial Payment Instruments and Corruption

Applied Financial Economics, Vol. 22, No. 11, pp.877-886, 2012
Posted: 22 Mar 2016 Last Revised: 19 Apr 2016
Rajeev K. Goel and Aaron N. Mehrotra
Illinois State University - Department of Economics and Bank for International Settlements (BIS)

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47.

Money Demand in Post-Crisis Russia: De-Dollarisation and Re-Monetisation

BOFIT Discussion Paper No. 14/2007
Posted: 04 Sep 2007 Last Revised: 22 Oct 2007
Iikka Korhonen and Aaron N. Mehrotra
Bank of Finland - Institute for Economies in Transition (BOFIT) and Bank for International Settlements (BIS)

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money demand, vector error correction models, dollarisation, Russia