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











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