Volume 2, Number 1 | International Journal of Central Banking

In this issue of the IJCB

SIGMA: A New Open Economy Model for Policy Analysis
Christopher J Erceg, Luca Guerrieri and Christopher Gust
The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
María Dolores Gadea and Laura Mayoral
The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
Naohiko Baba, Motoharu Nakashima, Yosuke Shigemi and Kazuo Ueda
Using Market Information for Banking System Risk Assessment
Helmut Elsinger, Alfred Lehar and Martin Summer
Measuring Investors’ Risk Appetite
Prasanna Gai and Nicholas Vause
SIGMA: A New Open Economy Model for Policy Analysis
Christopher J. Erceg, Luca Guerrieri and Christopher Gust
The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
María Dolores Gadea and Laura Mayoral
The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
Naohiko Baba, Motoharu Nakashima, Yosuke Shigemi and Kazuo Ueda
Using Market Information for Banking System Risk Assessment
Helmut Elsinger, Alfred Lehar and Martin Summer
Measuring Investors' Risk Appetite
Prasanna Gai and Nicholas Vause

Download full paper
3.55 MB | 199 pages

Previous issues

January 2026
Volume 22, Issue 1
October 2025
Volume 21, Issue 4
July 2025
Volume 21, Issue 3
April 2025
Volume 21, Issue 2
January 2025
Volume 21, Issue 1

View all issues

Forthcoming articles

Browse through papers that have been accepted for publication and will appear in future issues of the journal.

View all forthcoming articles