Maria Demertzis

De Nederlandsche Bank - Research Department

P.O. Box 98

1000 AB Amsterdam

Netherlands

http://www1.fee.uva.nl/toe/content/people/demertzis.shtm

SCHOLARLY PAPERS

26

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CITATIONS
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47

Scholarly Papers (26)

1.
Downloads 380 ( 61,952)
Citation 7

Monetary Policy and Excessive Bank Risk Taking

European Banking Center Discussion Paper No. 2010-06S, CentER Discussion Paper Series No. 2010-30S
Number of pages: 27 Posted: 18 Mar 2010
Itai Agur and Maria Demertzis
IMF Singapore Regional Training Institute and De Nederlandsche Bank - Research Department
Downloads 220 (112,440)
Citation 7

Abstract:

Monetary policy, Financial stability

Monetary Policy and Excessive Bank Risk Taking

De Nederlandsche Bank Working Paper No. 271
Number of pages: 33 Posted: 27 Oct 2011
Itai Agur and Maria Demertzis
IMF Singapore Regional Training Institute and De Nederlandsche Bank - Research Department
Downloads 160 (151,651)
Citation 7

Abstract:

Monetary policy, Financial stability, Maturity mismatch, Leverage, Regulation

2.

Excessive Bank Risk Taking and Monetary Policy

ECB Working Paper No. 1457
Number of pages: 34 Posted: 20 Aug 2012
Itai Agur and Maria Demertzis
IMF Singapore Regional Training Institute and De Nederlandsche Bank - Research Department
Downloads 169 (109,407)
Citation 7

Abstract:

macroprudential, leverage, supervision, monetary transmission

Identifying Booms and Busts in House Prices Under Heterogeneous Expectations

De Nederlandsche Bank Working Paper No. 450
Number of pages: 43 Posted: 04 Dec 2014
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank - Research Department, University of Amsterdam - Faculty of Economics and Business (FEB), University of Amsterdam - Amsterdam School of Economics (ASE) and CeNDEF, University of Amsterdam
Downloads 65 (286,979)

Abstract:

housing prices, heterogenous agents model, bounded rationality, bubbles

Identifying Booms and Busts in House Prices Under Heterogeneous Expectations

Tinbergen Institute Discussion Paper 14-157/II
Number of pages: 40 Posted: 24 Dec 2014
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank - Research Department, University of Amsterdam - Faculty of Economics and Business (FEB), University of Amsterdam - Amsterdam School of Economics (ASE) and CeNDEF, University of Amsterdam
Downloads 11 (504,721)

Abstract:

housing prices, heterogenous agents model, bounded rationality, bubbles

4.

The Role of Expectations in Monetary Policy

Number of pages: 17 Posted: 03 Oct 2006
Maria Demertzis
De Nederlandsche Bank - Research Department
Downloads 49 (313,641)

Abstract:

expectations, information games, inflation targets

5.

Inflation Targets as Focal Points

Bank of the Netherlands Working Paper No. 17
Number of pages: 26 Posted: 02 Nov 2005
Maria Demertzis and Nicola Viegi
De Nederlandsche Bank - Research Department and University of Pretoria - Department of Economics
Downloads 48 (302,966)
Citation 5

Abstract:

Inflation Targeting,Information Games,Matching Games,Focal Points

6.

Aiming for the Bull's Eye: Inflation Targeting under Uncertainty

Nederlandsche Bank Working Paper No. 88/2002
Number of pages: 18 Posted: 18 Jan 2004
Maria Demertzis and Nicola Viegi
De Nederlandsche Bank - Research Department and University of Pretoria - Department of Economics
Downloads 46 (319,231)

Abstract:

Inflation Targeting, Parameter Uncertainty, Brainard, Two-step targeting

7.

'Leaning Against the Wind' and the Timing of Monetary Policy

De Nederlandsche Bank Working Paper No. 303
Number of pages: 18 Posted: 31 Oct 2011
Itai Agur and Maria Demertzis
IMF Singapore Regional Training Institute and De Nederlandsche Bank - Research Department
Downloads 37 (346,479)

Abstract:

Monetary policy, Financial stability

8.

Robust Versus Optimal Rules in Monetary Policy: A Note

IMF Working Paper No. 04/96
Number of pages: 11 Posted: 15 Feb 2006
Maria Demertzis and Alexander F. Tieman
De Nederlandsche Bank - Research Department and International Monetary Fund (IMF)
Downloads 29 (374,114)
Citation 1

Abstract:

Monetary Policy, Model Uncertainty, Policy Rules

9.

Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices

De Nederlandsche Bank Working Paper No. 329
Number of pages: 32 Posted: 28 Dec 2011 Last Revised: 16 Feb 2012
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank - Research Department, University of Amsterdam - Faculty of Economics and Business (FEB) and CeNDEF, University of Amsterdam
Downloads 25 (374,114)

Abstract:

critical transitions, heterogenous agents model, bounded rationality, housing prices

10.

Central Bank Transparency in Theory and Practice

CEPR Discussion Paper No. 3639
Number of pages: 37 Posted: 13 Dec 2002
Maria Demertzis and Andrew J. Hughes
De Nederlandsche Bank - Research Department and Cardiff Business School
Downloads 21 (432,779)
Citation 21

Abstract:

Central bank, economic and political transparency, inflation, output gap performance

11.

Interdependence of Fiscal Debts in EMU

De Nederlandsche Bank Working Paper No. 309
Number of pages: 23 Posted: 01 Nov 2011
Maria Demertzis and Nicola Viegi
De Nederlandsche Bank - Research Department and University of Pretoria - Department of Economics
Downloads 19 (412,576)

Abstract:

Debt Default, Monetary Union, Bail-Out

12.

Forming Rational Expectations and When it is Right to be 'Wrong'

CEPR Discussion Paper No. 5042
Number of pages: 16 Posted: 15 Sep 2005
Maria Demertzis and Andrew J. Hughes
De Nederlandsche Bank - Research Department and Cardiff Business School
Downloads 17 (453,391)

Abstract:

Central bank preference uncertainty, certainty equivalence, rational expectations

13.

Public Versus Private Information

De Nederlandsche Bank Working Paper No. 290
Number of pages: 20 Posted: 01 Nov 2011
Maria Demertzis
De Nederlandsche Bank - Research Department
Downloads 15 (427,670)

Abstract:

signal extraction, public and private information, actions vs perceptions

14.

Three Models of Imperfect Transparency in Monetary Policy

CEPR Discussion Paper No. 4117
Number of pages: 32 Posted: 06 Jan 2004
Maria Demertzis and Andrew J. Hughes
De Nederlandsche Bank - Research Department and Cardiff Business School
Downloads 14 (468,874)
Citation 2

Abstract:

Imperfect transparency, ambiguity, rational inattention, independent monetary policies

Dealing with Uncertainty: Robust Rules in Monetary Policy

Scottish Journal of Political Economy, Vol. 54, No. 2, pp. 295-307, May 2007
Number of pages: 13 Posted: 02 May 2007
Maria Demertzis and Alexander F. Tieman
De Nederlandsche Bank - Research Department and International Monetary Fund (IMF)
Downloads 13 (493,240)

Abstract:

Dealing with Uncertainty: Robust Rules in Monetary Policy

Scottish Journal of Political Economy, Forthcoming
Posted: 03 Oct 2006
Maria Demertzis and Alexander F. Tieman
De Nederlandsche Bank - Research Department and International Monetary Fund (IMF)

Abstract:

Monetary Policy, Uncertainty, Robust Rules, Disappointment Aversion

16.

'Leaning Against the Wind' and the Timing of Monetary Policy

IMF Working Paper No. 13/86
Number of pages: 30 Posted: 25 Apr 2013
Itai Agur and Maria Demertzis
IMF Singapore Regional Training Institute and De Nederlandsche Bank - Research Department
Downloads 8 (484,182)

Abstract:

Monetary policy, financial stability, bank risk, regulation

17.

EUROMON: The Multi-Country Model of De Nederlandsche Bank

De Nederlandsche Bank Occasional Studies, Vol. 4, No. 1, 2006
Number of pages: 143 Posted: 11 Jun 2011
Maria Demertzis, Peter van Els, Sybille Grob and Marga Peeters
De Nederlandsche Bank - Research Department, De Nederlandsche Bank, affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 8 (479,040)
Citation 3

Abstract:

macro-econometric modelling, simulation, scenario analysis

18.

A Measure for Credibility: Tracking US Monetary Developments

CEPR Discussion Paper No. DP7036
Number of pages: 30 Posted: 18 Dec 2008
De Nederlandsche Bank - Research Department, European University Institute and University of Pretoria - Department of Economics
Downloads 4 (516,543)
Citation 1

Abstract:

anchors for expectations, credibility, Great Inflation, Great Moderation

19.

Fundamental Uncertainty and Unconventional Monetary Policy: An Info-Gap Approach

De Nederlandsche Bank Working Paper No. 544
Number of pages: 33 Posted: 01 Mar 2017
Yakov Ben-Haim, Maria Demertzis and Jan Willem van den End
Technion-Israel Institute of Technology - Faculty of Mechanical Engineering, De Nederlandsche Bank - Research Department and De Nederlandsche Bank
Downloads 0 (448,262)

Abstract:

Monetary Policy, Monetary Strategy, Knightian uncertaint, info-gaps

20.

Will Macroprudential Policy Counteract Monetary Policy's Effects on Financial Stability?

IMF Working Paper No. 15/283
Number of pages: 24 Posted: 28 Mar 2016
Itai Agur and Maria Demertzis
IMF Singapore Regional Training Institute and De Nederlandsche Bank - Research Department
Downloads 0 (268,185)

Abstract:

Macroprudential, Supervision, Transmission, bank, risk, banks, financial stability, interest, Monetary Policy (Targets, Instruments, and Effects), Government Policy and Regulation, All Countries, Leverage,

21.

Decision Making in Times of Uncertainty: An Info-Gap Perspective

De Nederlandsche Bank Working Paper No. 487
Number of pages: 23 Posted: 28 Nov 2015
Yakov Ben-Haim and Maria Demertzis
Technion-Israel Institute of Technology - Faculty of Mechanical Engineering and De Nederlandsche Bank - Research Department
Downloads 0 (448,262)

Abstract:

Uncertainty vs risk, confidence, robustness, satisficing, info-gap

22.

The Impact of Central Bank Transparency on Inflation Expectations

European Journal of Political Economy, Forthcoming
Posted: 03 Oct 2006
Carin van der Cruijsen and Maria Demertzis
De Nederlandsche Bank and De Nederlandsche Bank - Research Department

Abstract:

Central Bank Transparency, Inflation Expectations, Monetary Policy

23.

The Single Currency and Labour Market Flexibility: A Necessary Partnership?

Scottish Journal of Political Economy, Vol. 47, Issue 2, May 2000
Posted: 24 Nov 2000
Maria Demertzis, (马跃) Yue Ma and Andrew J. Hughes
De Nederlandsche Bank - Research Department, City University of Hong Kong (CityUHK) - Department of Economics & Finance and Cardiff Business School

Abstract:

24.

EMU and the External Value of the Euro

CEPR Working Paper No. 2058
Posted: 27 Apr 1999
Andrew J. Hughes and Maria Demertzis
Cardiff Business School and De Nederlandsche Bank - Research Department

Abstract:

25.

Independently Blue? Accountability and Independence in the New European Central Bank

CEPR Discussion Paper Series Number 1842
Posted: 15 Jul 1998
Maria Demertzis, Andrew J. Hughes and Nicola Viegi
De Nederlandsche Bank - Research Department, Cardiff Business School and University of Pretoria - Department of Economics

Abstract:

26.

Is a Two-speed System in Europe the Answer to the Conflict between the German and the Anglo-Saxon Models of Monetary Control?

CEPR Discussion Paper Series No. 1481
Posted: 24 Mar 1997
Andrew J. Hughes, Ole Rummel and Maria Demertzis
Cardiff Business School, Bank of England - Centre for Central Banking Studies and De Nederlandsche Bank - Research Department

Abstract: