Publications

Papers

The Bank of Jamaica produces papers on various topics on an ongoing basis. These papers target a wide cross section of users such as students, journalists, investors and interested agencies.

The opinions expressed are those of the authors and do not necessarily coincide with those of the Bank. Expressed permission is required from the authors before papers can be quoted or reproduced. Comments are invited and should be addressed to info@boj.org.jm.


Name Category Author(s) Year Download
2011 0 2011
An Assessment Of The Effectiveness Of Bank Of Jamaica Intervention In The Foreign Exchange Market Between 2001 And 2008 1 Leon Franscique, Jide Lewis 2008
An Investigation Of Recent Trends In The Remittance Industry: Evidence From Jamaica 1 Esmond Mclean 2008
Current Account Dynamics And The Real Exchange 1 Chandar, Henry And Rohan Longmore 2003
Current Account Sustainability In Jamaica 1 Hudson, Suzette And Robert Stennett 2003
Current Acount Determinants For The Jamaican Economy 1 Damian Brown And Carey-anne Williams 2007
Estimating The Natural Rate Of Interest For Jamaica 1 Tenneciadacass 2011
Exploring The Contribution Of Permanent And Temporary Shocks To The Real Effective Exchange Rate On The Current Account Imbalance In Jamaica 1 Tamalia Franklin 2010
Identifying Aggregate Demand & Aggregate Supply Components Of The Inflation Rate: An Application To Jamaica 1 Neil Mitchell 2009
Impact Of Domestic Macroeconomic Shocks On Remittance: Inflows To Jamaica: A VECM Approach 1 Jermaine R Ricketts 2011
Imports And The Demand For Foreign Exchange: Evidence From Jamaican Survey Data 1 Tamalia Franklin 2006
Macroeconomic Stability And Growth With Equity 1 H. Leon And R. Smith 2011
Modelling Tourism Demand In The Caribbean 1 Lance Rochester 2011
Motives For Sending Remittances To Jamaica:An Application Of The BPM61 Definition Of Remittances 1 Chandar Henry, Jermaine Moulton, Jermaine Ricketts 2009
Price-Setting Behaviour In The Jamaican Foreign Exchange Market 1 Tamalia Franklin And Rohan Longmore 2008
Remittances To Jamaica - Findings From A National Survey Of Remittance Recipients 1 Eliud G Ramocan 2011
Revisiting Current Account Sustainability Measures For Jamaica: An Assessment 1 Lance Rochester 2009
Tourism Maturity And Demand - Jamaica 1 Malcolm, Oneil 2003
Towards A Sustainable Tourism Product For Jamaica: A Dynamic Simulation Modelling Approach 1 Jide Lewis 2007
Trade Liberalization And The Jamaican Economy - Prospects And Effects Of Tariffs Adjustments 1 Hudson, Suzette 2003
Understanding The Impact Of Exchange Rate Adjustment On The Trade Balance Of Selected Caribbean Countries 1 Shelly-ann Wilson & Esmond Mclean 2014
Understanding The Impact Of Exchange Rate Adjustment On The Trade Balance Of Selected Caribbean Countries 1 Shelly-ann Wilson & Esmond Mclean 2014
Understanding The Impact Of Foreign Exchange Adjustment On Trade Balance Of Selected Caribbean Countries 1 Shelly-ann Wilson & Esmond Mclean 2014
A Sovereign Debt Sustainability In Jamaica - A Risk Management Approach 2 Lewis, Jide 2004
Assessing The Relative Cost-at-Risk Of Jamaica’s Domestic Debt Maturities Before & After The Debt Exchange 2 Hubert G Scarlett 2010
Fiscal Management For Sustainable Development 2 H. Leon And R. Smith 2012
Investigating The Impact Of Public Debt On Economic Growth In Jamaica 2 Tarick Blake 2015
Measuring The Impact Of The Jamaican Government On The Economy Via Fiscal Multipliers 2 Tarick Blake 2012
Sovereign Debt Risk Management: Quantifying Sovereign Risk In Jamaica 2 Rasheeda Smith 2006
Estimating Quarterly Expenditure-based GDP For Jamaica - A General Kalman Filter Approach 3 Serju, Prudence 2004
Firm Productivity In Jamaica: An Investigation Of Total Factor Productivity With Micro-Level Firm Data 3 Taffi Bryson 2011
Public Investment And Growth In Jamaica 3 Rohan Swaby 2007
The Impact Of Credit Constraints On Consumption 3 Chanit’a Holmes 2010
A Hedonic Residential Real Estate Index For Jamaica:A Pilot Study Of The Kingston & St. Andrew Region 4 R. Brian Langrin 2008
Investigating The Stability Of Money Demand In Jamaica 4 Francien Bailey And Andre Murray 2014
Testing The Export-Led Growth Hypothesis: An Application Of The ARDL Bounds Test Approach 4 Donya Brown 2015
Understanding Criminal Victimization In Jamaica 4 Jide Lewis 2011
A Computable General Equilibrium (CGE) Model Of Banking System Stability: Case Of Jamaica 5 Jide Lewis 2009
A Structural Approach To Modelling The Jamaican Business Cycle 5 Roger Mcleod 2016
Constructing Residential Real Estate Price Indices For Jamaica 5 R. Brian Langrin & Aroldo Moulton 2016
Elasticity And Buoyancy Of The Jamaican Tax System 5 Toni-anne T. Milwood 2011
Estimating A Small Scale Macroeconomic Model Of The Jamaican Economy - Some Preliminary Results 5 Allen, Courtney; Herbert Hall And Wayne Robinson 2002
Investigating The Optimal Level Of Government Spending To Maximise Economic Growth In Jamaica 5 Xavier Malcolm 2017
Maximum Likelihood Approach To The Estimation Of Markov Transition Matrices Using Proportions Data: An Application To Credit Risk 5 Zedayne Simister 2007
Methodological Approaches To Compiling An International Investment Position For Jamaica 5 Doctor, Dane 2004
Modelling The Jamaican Business Cycle: A Structural Vector Autoregressive Approach 5 Andre D. Murray 2007
Real Shocks, Credibility And Stabilization In A Small Open Economy 5 Robinson, Wayne 2001
State-Space Estimation Of Multi-Factor Models Of The Term Structure: An Application To Government Of Jamaica Bonds 5 R. Brian Langrin 2008
Tax Policy And Economic Growth In Jamaica 5 Hubert G Scarlett 2011
Towards A Sustainable Tourism Product For Jamaica: A Dynamic Simulation Modelling Approach 5 Jide Lewis 2007
Determining The Equilibrium Exchange Rate For Jamaica: A Fundamentalist Approach For Deferring Time Horizons 6 James S. J. Robinson 2010
Determining The Equilibrium Exchange Rate For Jamaica: A Fundamentalist Approach For Deferring Time Horizons 6 James S. J. Robinson 2010
Estimating Fundamental Equilibrium Exchange Rate For Jamaica 6 Lance Rochester 2013
Estimation Of Speculative Attack Models And Their Implications For Macroeconomic Policy 6 Nelson - Douglas, Bosede 2001
Jamaica Trade Weights And The Impact On The Real Effective Exchange Rate (REER): A Goods And Services Measure 6 Alex Robinson 2015
Liquidity, Volatility And Intervention: An Analysis Of The Jamaican Foreign Exchange Markets 6 Toni-anne Davidson And Lavern Mcfarlane 2010
Measuring Competitiveness In The Jamaican Economy 6 Henry, Chandar 2001
Modelling And Forecasting Exchange Rate Dynamics: An Application Of Aysmmetric Volatility Models 6 Longmore, Rohan And Wayne Robinson 2004
Price-Setting Behaviour In The Jamaican Foreign Exchange Market 6 Tamalia Franklin And Rohan Longmore 2008
Revisiting Jamaica's Trade Weights And Its Impact On The Real Effective Exchange Rate 6 Tennecia Dacass 2012
The Future Of The Jamaican Foreign Exchange Market:A Market Microstructure Perspective 6 Lavern Mcfarlane 2009
The Impact Of Net Private Capital Flows On Foreign Exchange Market Pressures In Jamaica 6 Lance Rochester 2012
Time-varying Exchange Rate Pass-through: An Examination Of Four Emerging Marketing Economies 6 Lavern Mcfarlane 2009
A Survey Of Bank Lending Conditions In Jamaica 7 Andrew Russell And Karen Anderson Reid 2012
An Empirical Investigation Of The Relationship Between Offshore Centre Activity And Banking System Performance In The Caribbean 7 Leo-rey Gordon 2008
Capital Requirements And Commercial Bank Behaviour - The Jamaican Experience 7 Mullings, Robert 2003
Commercial Bank Interest Rate Spreads In Jamaica 7 Robinson, John 2002
Competition & Banking Sector Soundness: Empirical Evidence On Jamaican Data 7 Sherene Bailey-tapper 2009
Developments In The Life Insurance Industry In Jamaica: Consequences For Monetary Policy 7 Foga, Camille 2001
Excess Reserves In Jamaican Commercial Banks: The Implications For Monetary Policy 7 Karen Anderson-reid 2011
Financiang The MSME Sector In Jamaica - Constraints And Prospects For Leasing, Factoring And Microfinance 7 Andrene Senior 2012
Investigating The Market-Structure - Performance Relationship In The Commercial Banking Sector: Evidence From Jamaica 7 Sherene A. Bailey 2007
Principal Component Value At Risk: An Application To The Measurement Of The Interest Rate Risk Exposure Of Jamaican Banks To GOJ Bonds 7 Mark Tracey 2009
Testing For Competition In The Jamaican Banking Sector - Evidence From Bank Level Data 7 Duncan, Denvil 2003
The Impact Of Macroeconomic Uncertainty On Bank Lending Behaviour In Jamaica 7 Sashana Whyte 2010
An Investigation Of The Determinants Of Banks' Net Interest Margins In Jamaica 8 Stephanie Umraugh 2015
Determinants Of Net Interest Margins In Jamaica: An Expanded View 8 James Robinson 2017
Estimating The Impact Of The Alternative Means Of Payment On Currency Demand In Jamaica 8 Karen Anderson-reid 2008
Exploring The Relationship Between Real Estate Activity And Financial Markets: Evidence From Jamaica 8 Esmond A. Mclean 2006
Investigating The Link Between Bank Capital & Economic Activity: Evidence On Jamaican Panel Data 8 Sherene A. Bailey-tapper 2009
Measuring Extreme Cross-market Dependence For Risk Management: The Case Of Jamaican Equity And Foreign Exchange Markets 8 Langrin, R. Brian 2005
The Microstructure Of The Jamaican Foreign Exchange Market: Volumes, Volatility And Spreads 8 Walker, Annya 2002
A Composite Indicator Of Systemic Stress (CISS) - The Case Of Jamaica 9 Toni-anne T. Milwood 2012
A VAR Analysis Of The Effects Of Macroeconomic Shocks On Banking Sector Loan Quality 9 Marlon Tracey 2007
An Assessment Of Volatility Transmission In The Jamaican Financial System 9 Hurditt, Purcival 2004
An Early Warning Model Of Bank Failure In Jamaica: An Information Theoretic Approach 9 Jide Lewis 2007
An Early WarningSystem For Economic And Financial Risks In Jamaica 9 Jermaine Samuels 2017
An Investigation Of The Determinants & Forecast Performance Of Bank Profits: The Case Of Jamaican Banks 9 Aroldo Moulton 2011
Application Of The GOJ Zero-Coupon Yield Curve 9 Oma Coke 2017
Assessing The Relative Cost-at-Risk Of Jamaica’s Domestic Debt Maturities Before And After The Debt Exchange 9 Hubert G. Scarlett 2010
Bank Default Risk And Captial Regulation 9 Coote, Howard 2004
Contagion Risk In The Jamaican Financial System 9 Toni-anne Milwood 2014
Credit Risk And The Macroeconomy: Evidence From Jamaican Data 9 Dena Spence 2012
Determinants Of Bank Performance In Jamaica 9 Alex Williams 2012
Do Jamaican Domestic Systemically Important Financial Institutions Have A Deposit Rate Advantage? 9 Kacian Lewis, Andrene Senior & Rasheeda Smith Yee 2013
Does Revenue And Loan Portfolio Diversification Improve Bank Performance & Stability? Evidence From Jamaican Commercial Banks 9 Shakeba Foster & Sherene Bailey 2015
Estimating & Forecasting Default Risk: Evidence From Jamaica 9 Andrene Senior & Sherene Bailey 2016
Financial Dedollarization Of The Jamaican Economy: A Porfolio Approach 9 Haughton, Andre Y 2004
Financial Stress And Its Impact On Economic Activity: Evidence From Jamaica 9 Celia Wallace 2013
Forecasting With Principal Components Analysis: An Application To Financial Stability Indices For Jamaica 9 Filippo Mingione 2011
Insolvency Risk In The Jamaican Banking Sector And Its Implications For Financial Stability 9 Locksley Todd 2013
Interbank Funding Exposures And Bank Risk In Jamaica’s Banking Sector: An Evaluation Using Entropy Maximization 9 Andrew D. Russell 2010
Investigating The Interactions Between Capital Buffers, Credit And Output Growth: Evidence From The Jamaican Banking Sector 9 Kermar Whyte 2013
Investigating The Relationship Between Economic Factors And Bank Efficiency - The Case Of Jamaica 9 Aroldo Moulton And Sherene Bailey-tapper 2013
Is There A Long Run Relationship Between Stock Prices And Monetary 9 Keray Raymond 2009
Maximum Likelihood Approach To The Estimation Of Markov Transition Matrices Using Proportions Data: An Application To Credit Risk 9 Zedayne Simister 2007
Measuring And Forecasting Financial Stability: The Composition Of An Aggregate Financial Stability Index For Jamaica 9 Verlis C. Morris 2010
Measuring Systemic Risk: A Single Aggregate Meausre Of Financial System Stability For Jamaica 9 R. Brian Langrin 2016
Measuring The Effects Of Concentration And Risk On Bank Returns: Evidence From A Panel Of Individual Loan Portfolios In Jamaica 9 R. Brian Langrin And Kirsten Roach 2008
Non-interest Income, Financial Performance & The Macroeconomy: Evidence On Jamaican Panel Data 9 Sherene A Bailey Tapper 2010
Performing Macro-prudential Scenario Analyses Of Jamaica 9 Andrene Senior 2015
Policy Lessons From Postmortems Of Jamaica's Two Recent Debt Exchanges 9 R. Brian Langrin 2013
Predicting Financial Stress Events In Jamaica: A Usefulness Measure Approach 9 Kemar Parchment 2016
Predicting Sovereign Credit Risk Using The Artificial Neural Network: An Application To Jamaica 9 R. Brian Langrin 2012
Quantifying Management’s Role In Bank Survival Using Data Envelopment Analysis (DEA): Case Of Jamaica 9 Lisa-kaye Wallace 2009
Structure And Stability Of The Jamaican Payment System: Assessing Systemic Risk In The JamClear-RTGS System Through Network Analysis & Simulations 9 Michael Marshall 2016
The Absorption Ratio As An Indicator For Macro-prudential Monitoring In Jamaica 9 Leo-rey Gordon 2015
The Absorption Ratio As An Indicator From Macro-prudential Monitoring In Jamaica 9 Leo-rey Gordon 2015
The Adoption Of IAS In Jamaica -Iimplications For Financial Stability 9 Daley, Jenifer 2003
Consumer Price Inflation And Exchange Rate Pass-through In Jamaica 10 Mcfarlane, Lavern 2002
Estimating The Output Cost Of Disinflation: An Application To Jamaica And Trinidad And Tobago 10 Prudence Serju 2008
Exploring The LInk Between Fiscal Policy And Inflation In Jamaica 10 Tarick Blake 2014
Forecasting Inflation Using Var Analysis 10 Robinson, Wayne 1998
Investigating The Link Between Financial Dollarization And Inflation: Evidence From Jamaica 10 Bailey, Sherene 2005
Monetary Conditions And Core Inflation: An Application Of Neutral Networks 10 Serju, Prudence 2002
Money Based Indicators Of Price Stability In Jamaica 10 Sashana Smith 2013
Money Based Indicators Of Price Stability In Jamaica 10 Sashana Smith 2013
A Multifactor Model Of Interest Rates 11 R. Brian Langrin 2007
An Investigation Of The Determinants Of Banks Net Interest Margins In Jamaica 11 Stephanie Umraugh 2015
The Dynamics Of Bank Spreads In The Jamaican Banking Sector: An Empirical Assessment 11 Dwight S. Jackson 2009
The Lead-lag Structure Of Interest Rate Relationships In Jamaica 11 Roger Mcleod 2008
The UIP And Time-varying Premia: An Application To The Jamaican Bond Market 11 Mcfarlane, Lavern 2003
A Structural Analysis Of Oil Price Shocks On The Jamaican Economy 12 Kirsten Roach 2013
A Structural Analysis Of Oil Price Shocks On The Jamaican Macroeconomy 12 Kirsten Roach 2014
Estimating The Cyclicality Of Remittance Flows To Jamaica From The USA 12 Kirsten Roach 2014
Investigating The Drivers Of Portfolio Inflows And Outflows For Jamaica 12 Shanon Spencer 2017
The Free Trade Areas Of The Americas - Some Implications For Jamaica 12 Ennis, Tanisha 2003
The Impact Of Credit Rating Changes On Jamaicas Global Bond Prices 12 Cydoney Cooke And Francien Bailey 2015
The International Oil Market: An Application Of The Three-Agent Model 12 Kamilah Williams 2008
The World Aluminium Market: An Analysis Of Market Structure And Price Developments 12 Rumile Arana 2009
Labour Market And Price Behaviour In Jamaica 13 Robinson, Wayne 1998
An Examination Of Monetary Policy Tools Used In Jamaica: A Comparison To International Best Practices 14 Karelle Tyrelle 2007
An Inflation Targeting Framework For Jamaica - An Empirical Exploration 14 Nelson-douglas, Bosede 2004
Defining And Estimating A Monetary Conditions Index For Jamaica 14 Lattie, Claney 1997
Independent Monetary Policy In A Very Open Economy - Challenges, Costs And Benefits 14 Robinson, John 1998
Investigating Monetary Policy Spillovers From The United States Of America To Jamaica 14 Andre Murray 2016
Modeling The Inflation Rate In Jamaica: The Role Of Monetary Indicators 14 Sashana Whyte 2011
Monetary Policy Effects In A Regime Switching Model 14 Nakesha Allen And James Robinson 2015
Monetary Policy Rules And The Transmission Mechanism In Jamaica 14 Allen, Courtney And Wayne Robinson 2004
NAIRU: Is It Useful For Monetary Policy? 14 Taffi Bryson 2008
Performing Macro-prudential Scenario Analyses Of Jamaica Commercial Banking Sector Within A Financial Programming And Policies Framework 14 Andrene Senior 2015
A Micro-econometric Examination Of The Monetary Transmission Mechanism In Jamaica 15 Tennecia Dacass, Sidonia Mckenzie And Andre Murray 2015
Evaluating The Transmission Mechanism Of Monetary Policy In Jamaica: A Factor-Augmented Vector Autoregressive (FAVAR) Approach With Time Varying Coeff 15 Carey-anne Williams & Wayne Robinson 2016
Firm Investment And Monetary Transmission In Jamaica: An Investigation Of The Balance Sheet Channel With Micro-level Firm Data 15 Taffi Bryson 2009
Monetary Policy And The Jamaica Economy - A Sectoral Analysis 15 Serju, Prudence 2003
Monetary Policy Effects In A Regime Switching Model 15 Nakesha Allen And James Robinson 2015
Monetary Policy Effects In A Regime Switching Model 15 Nakesha Allen And James Robinson 2015
Monetary Policy Effects In A Regime Switching Model 15 Nakesha Allen And James Robinson 2015
The Effect Of Monetary Policy On Private Money Market Rates In Jamaica: An Empirical Microstructure Study 15 Derek Leith 2009
The Effects Of U.S. Unconventional Monetary Policy On Asset Prices Selected In Latin America And Caribbean Economies 15 Francien Bailey 2015
The Transmission Mechanism Of Monetary Policy In Jamaica 15 Robinson, Wayne And John Robinson 1997
Name Category Author(s) Year Download











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