Timo Henckel

Australian National University (Centre for Applied Macroeconomic Analysis)

Canberra ACT 0200

Australia

http://apseg.anu.edu.au/staff/thenckel.php

SCHOLARLY PAPERS

12

DOWNLOADS

561

CITATIONS

3

Scholarly Papers (12)

1.

Central Banking Without Central Bank Money

IMF Working Paper No. 99/92
Number of pages: 42 Posted: 14 Feb 2006
Timo Henckel, Alain Ize and Arto Kovanen
Australian National University (Centre for Applied Macroeconomic Analysis), World Bank and International Monetary Fund (IMF) - African Department
Downloads 275 (109,943)

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Monetary operations, payments system, inflation targeting

Australian Prudential Regulation Before and After the Global Financial Crisis

CIFR Paper No. 110/2016
Number of pages: 60 Posted: 06 Jun 2016
University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS), Australian National University (Centre for Applied Macroeconomic Analysis) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 62 (353,375)

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banking, financial crises, prudential regulation, macroprudential supervision

Australian Prudential Regulation before and after the Global Financial Crisis

CAMA Working Paper No. 49/2016
Number of pages: 60 Posted: 11 Aug 2016
University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS), Australian National University (Centre for Applied Macroeconomic Analysis) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 41 (426,508)

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Banking, Financial Crises, Prudential Regulation, Macroprudential Supervision

3.

Sticky Belief Adjustment: A Double Hurdle Model and Experimental Evidence

Number of pages: 32 Posted: 19 Apr 2017
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics, University of East Anglia (UEA) - School of Economic and Social Studies and University of Queensland
Downloads 40 (421,750)

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belief revision, double hurdle model, expectations, overreaction, underreaction

4.

Belief Adjustment: A Double Hurdle Model and Experimental Evidence

CAMA Working Paper No. 1/2018
Number of pages: 33 Posted: 09 Jan 2018
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics, University of East Anglia (UEA) - School of Economic and Social Studies and University of Queensland
Downloads 34 (446,303)
Citation 1

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belief revision, double hurdle model, expectations, overreaction, under re-action

5.

Inferential Expectations and the Missing Middle of Price Changes

Univ. of East Anglia, School of Economics Working Paper No. 8/2010
Number of pages: 7 Posted: 05 May 2010
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland
Downloads 30 (464,518)

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Inferential Expectations, Prices, Near-rationality

6.

Barro-Gordon Revisited: Reputational Equilibria with Inferential Expectations

Centre for Applied Microeconomic Analysis (CAMA) Working Paper No. 29/2010
Number of pages: 10 Posted: 09 Oct 2010
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) and University of Queensland
Downloads 24 (495,722)

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credibility, time inconsistency, reputation, inferential expectations

7.

Threshold Pricing in a Noisy World

CAMA Working Paper No. 1/2010
Number of pages: 28 Posted: 31 Aug 2010
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland
Downloads 20 (518,598)

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Price stickiness, expectations, monetary policy, inflation

8.

The Great Recession and the Two Dimensions of European Central Bank Credibility

CAMA Working Paper Series Paper 55/2013
Number of pages: 29 Posted: 22 Aug 2013
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland
Downloads 19 (524,459)
Citation 1

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central bank credibility, excess volatility, euro, inferential expectations, inflation

9.

Probabilistic Interest Rate Setting with a Shadow Board: A Description of the Pilot Project

Centre for Applied Macroeconomics (CAMA) Working Paper No. 27/2011
Number of pages: 12 Posted: 09 Aug 2011
Timo Henckel, Shaun P. Vahey and Liz Wakerly
Australian National University (Centre for Applied Macroeconomic Analysis), Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 11 (572,123)

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10.

Empirically-Transformed Linear Opinion Pools

CAMA Working Paper No. 47/2019
Number of pages: 46 Posted: 01 Jul 2019
Anthony Garratt, Timo Henckel and Shaun P. Vahey
University of Warwick, Australian National University (Centre for Applied Macroeconomic Analysis) and University of Warwick - Warwick Business School
Downloads 3 (625,461)

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forecast density combination, Smirnov transform, inflation

11.

Switching Cost Models as Hypothesis Tests

CAMA Working Paper No. 40/2018
Number of pages: 14 Posted: 14 Sep 2018
University of Oxford - Mathematical Institute, Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics, Imperial College London - Department of Mathematics and University of Queensland
Downloads 2 (635,340)

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Inference, switching cost, inferential expectations, hypothesis test.

12.

Monopolistic Unions, Brainard Uncertainty, and Optimal Monetary Policy

Oxford Economic Papers, Vol. 62, Issue 2, pp. 307-322, 2010
Posted: 29 Mar 2010
Timo Henckel
Australian National University (Centre for Applied Macroeconomic Analysis)

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