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Central Bank Research Hub - authors V



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Enrico Beretta, Alessandra Dalle

  Vacche, Andrea MigliardiThe Italian port system: a survey on competitiveness and development factors (Banca d'Italia Occasional Papers 39, Feb 2009)Abstract
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Zsolt Darvas - Gábor

  Vadas A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members (Magyar Nemzeti Bank Working papers 2005/05, 2005)Abstract
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Gábor P. Kiss and Gábor   Vadas Mind the Gap - International Comparison of Cyclical Adjustment of the Budget (Magyar Nemzeti Bank Working papers 2005/04, 2005)Abstract
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Gábor P. Kiss - Gábor   Vadas Mind the Gap - Watch the Ways of Cyclical Adjustment of the Budget Balance (Magyar Nemzeti Bank Working papers 2004/07, 2004)Abstract
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Zsolt Darvas, Gábor   Vadas WP 2003/8 Zsolt Darvas, Gábor Vadas:Univariate Potential Output Estimations for Hungary (Magyar Nemzeti Bank Working papers 2003/08, 2003)Abstract
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Gábor   Vadas Modelling Household's Savings and Dwellings Investment - a Portfolio Choice Approach (Magyar Nemzeti Bank Working papers 2003/06, 2003)Abstract
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Szilárd Benk - Zoltán M. Jakab - Gábor   Vadas Potential Output Estimations for Hungary: A Survey of Different Approaches (Magyar Nemzeti Bank Occasional papers 2005/43, 2005)Abstract
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  Vadym Lepetyuk, Christian A. StoltenbergPolicy Announcements and Welfare (National Bank of Poland Working papers 065, Aug 2009)Full text

Anthony Garratt, James Mitchell, and Shaun P.

  Vahey Measuring Output Gap Uncertainty (Reserve Bank of New Zealand Discussion Papers DP2009/15, Dec 2009)Full text

Anne Sofie Jore, James Mitchell and Shaun   Vahey Combining Forecast Densities from VARs and Uncertain Instabilities (Reserve Bank of New Zealand Discussion Papers DP2008/18, Dec 2008)Abstract
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Anthony Garratt, Gary Koop, Emi Mise and Shaun   Vahey Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (Reserve Bank of New Zealand Discussion Papers DP2008/13, Sep 2008)Abstract
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Ozer Karagedikli, Troy Matheson, Christie Smith and Shaun P.   Vahey RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence (Reserve Bank of New Zealand Discussion Papers DP2007/15, Nov 2007)Abstract
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James M Nason and Shaun P   Vahey The McKenna Rule and UK World War I Finance (Reserve Bank of New Zealand Discussion Papers DP2007/08, Apr 2007)Abstract
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Anthony Garratt, Gary Koop and Shaun P.   Vahey Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (Reserve Bank of New Zealand Discussion Papers DP2006/02, Feb 2006)Abstract
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Ida Wolden Bache, Anne Sofie Jore, James Mitchell and Shaun P.   Vahey Combining VAR and DSGE forecast densities (Central Bank of Norway Working Papers 2009/23, 30 Nov 2009)Abstract

Özer Karagedikli, Troy Matheson, Christie Smith and Shaun   Vahey RBCs and DSGEs: The computational approach to business cycle theory and evidence (Central Bank of Norway Working Papers 2008/17, 27 Oct 2008)Abstract

Anne Sofie Jore, James Mitchell and Shaun P.   Vahey Combining forecast densities from VARs with uncertain instabilities (Central Bank of Norway Working Papers 2008/01, 24 Jan 2008)Abstract

James M. Nason and Shaun P.   Vahey U.K. World War I and Interwar Data for Business Cycle and Growth Analysis (Atlanta Fed Working papers 2009-18, Aug 2009)Abstract
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James M. Nason and Shaun P.   Vahey The McKenna Rule and U.K. World War I Finance (Atlanta Fed Working papers 2007-03, Feb 2007)Abstract
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James M. Nason and Shaun P.   Vahey Interwar U.K. Unemployment: The Benjamin and Kochin Hypothesis or the Legacy of "Just" Taxes? (Atlanta Fed Working papers 2006-04, May 2006)Abstract
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Ida Wolden Bache, James Mitchell, Francesco Ravazzolo and Shaun P.   Vahey.Macro modelling with many models (Central Bank of Norway Working Papers 2009/15, 17 Aug 2009)Abstract

Peter Nyberg – Mika

  Vaihekoski A new value-weighted total return index for the Finnish stock market (Bank of Finland Discussion Papers 2009/21, 08 Sep 2009)Abstract
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Mika   Vaihekoski History of finance research and education in Finland: the first thirty years (Bank of Finland Discussion Papers 2008/18, 08 Sep 2008)Abstract
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Elena Fedorova and Mika   Vaihekoski Global and local sources of risk in Eastern European emerging stock markets (Bank of Finland BOFIT Discussion Papers 2008/27, 27 Dec 2008)Abstract
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Laura

  Vajanne Inferring market power from retail deposit interest rates in the euro area (Bank of Finland Discussion Papers 2009/27, 27 Oct 2009)Abstract
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Laura   Vajanne Integration in euro area retail banking markets - convergence of credit interest rates (Bank of Finland Discussion Papers 2007/27, 20 Dec 2007)Abstract
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McPhail, Kim and Anastasia

  Vakos Excess Collateral in the LVTS: How Much is Too Much? (Bank of Canada Working papers 2003-36, Nov 2003)Abstract
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Jan Annaert - Marc J.K. De Ceuster - Nico

  Valckx Financial market volatility: informative in predicting recessions. (Bank of Finland Discussion Papers 2001/14, 09 Sep 2001)Abstract

Nico   Valckx Factors affecting asset price expectations: fundamentals and policy variables. (Bank of Finland Discussion Papers 2001/13, 09 Sep 2001)Abstract

Fabio Rumler and Maria Teresa

  Valderrama Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation (Austrian National Bank Working Papers WP148, 30 Sep 2008)Abstract
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Sylvia Kaufmann, Maria Teresa   Valderrama Modeling Credit Aggregates (Austrian National Bank Working Papers WP090, 20 Sep 2004)Abstract
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Sylvia Kaufmann and Maria Teresa   Valderrama The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US (European Central Bank Working papers 0816, Sep 2007)Full text

Russ,   Valderrama Financial Choice in a Non-Ricardian Model of Trade (San Francisco Fed Working Papers 2009-27, Nov 2009)Full text

Russ,   Valderrama A Theory of Banks, Bonds, and the Distribution of Firm Size (San Francisco Fed Working Papers 2009-25, Oct 2009)Full text

Smith,   Valderrama The Composition of Capital Inflows When Emerging Market Firms Face Financing Constraints (San Francisco Fed Working Papers 2007-13, May 2007)Full text

Michele Connolly and Diego   Valderrama North-South Technological Diffusion and Dynamic Gains from Trade (San Francisco Fed Working Papers 2004-24, Dec 2004)Full text

Michele Connolly and Diego   Valderrama Implications of Intellectual Property Rights for Dynamic Gains from Trade (San Francisco Fed Working Papers 2004-23, Dec 2004)Full text

Mark M. Spiegel and Diego   Valderrama Currency boards, dollarized liabilities, and monetary policy credibility. (San Francisco Fed Working Papers 2003-07, May 2003)Full text

Filippo Altissimo, Evaggelia Georgiou, Teresa Sastre, Maria Teresa   Valderrama, Gabriel Sterne, Marc Stocker, Mark Weth, Karl Whelan and Alpo WillmanWealth and asset price effects on economic activity (European Central Bank Occasional papers 029, Jun 2005)Full text

Jorge E. Restrepo, Luis Salomó y Rodrigo

  Valdés Macroeconomics, Monetary Policy and the Central Bank´s Net Worth (Central Bank of Chile Working Papers 497, Oct 2008)Abstract
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Rómulo Chumacero; Claudio Pardo; David   Valdés Un Nuevo Marco para la Elaboración de los Programas de Impresión y Acuńación (Central Bank of Chile Working Papers 454, Dec 2007)Abstract
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Alfredo Pistelli; Jorge Selaive; Rodrigo   Valdés Stocks, Flows and Valuation Effects of Foreign Assets and Liabilities: Do They Matter? (Central Bank of Chile Working Papers 443, Dec 2007)Abstract
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Kevin Cowan; Sebastián Edwards; Rodrigo   Valdés Current Account and External Financing: An Introduction (Central Bank of Chile Working Papers 439, Dec 2007)Abstract
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Fabián Gredig, Klaus Schmidt-Hebbel, Rodrigo   Valdés The Monetary Policy Horizon in Chile and Other Inflation-Targeting Countries (Central Bank of Chile Working Papers 438, Dec 2007)Abstract
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Luis Felipe Céspedes, Rodrigo   Valdés Central Bank Independence: The Chilean Experience (Central Bank of Chile Working Papers 358, Feb 2006)Abstract
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Luis Felipe Céspedes, Ilan Goldfajn, Phil Lowe, Rodrigo   Valdés Policy Responses to External Shocks: The Experiences of Australia, Brazil and Chile (Central Bank of Chile Working Papers 321, May 2005)Abstract
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Pablo García, Rodrigo O.   Valdés Monetarism Beyond M1A (Central Bank of Chile Working Papers 262, May 2004)Abstract
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Luis Óscar Herrera, Rodrigo O.   Valdés Dedollarization, Indexation and Nominalization: The Chilean Experience (Central Bank of Chile Working Papers 261, May 2004)Abstract
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Álvaro García , Andrea Repetto , Sergio Rodríguez , Rodrigo   Valdés Concentration, Hold-Up and Information Revelation in Bank Lending: Evidence From Chilean Firms (Central Bank of Chile Working Papers 226, Oct 2003)Abstract
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Esteban Jadresic , Klaus Schmidt-Hebbel , Rodrigo   Valdés International Financial Crises, Lender of Last Resort and New International Financial Architecture (Central Bank of Chile Working Papers 212, Jun 2003)Abstract
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Elías Albagli, Gabriela Contreras, Pablo García, Igal Magendzo, Rodrigo   Valdés Projection Errors in Perspective (Central Bank of Chile Working Papers 199, Feb 2003)Abstract
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Herman Bennett, Rodrigo   Valdés Monthly Terms of Trade Series for the Chilean Economy: 1965-1999 (Central Bank of Chile Working Papers 098, May 2001)Abstract
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Pablo García S., Rodrigo   Valdés P.Money and Inflation in Inflation-Targeting Schemes (Central Bank of Chile Working Papers 198, Jan 2003)Abstract
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Rodrigo   Valdés P. ,Policy Responses to Sudden Stops in Capital Flows: The Case Of Chile In 1998 (Central Bank of Chile Working Papers 430, Oct 2007)Abstract
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Rodrigo Caputo; Marco Núńez; Rodrigo   Valdés.Exchange Rate Analysis in Practice (Central Bank of Chile Working Papers 434, Nov 2007)Abstract
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Pablo S. García, Luis Oscar Herrera, Rodrigo O.   Valdés, New Frontiers for Monetary Policy in Chile (Central Bank of Chile Working Papers 125, Nov 2001)Abstract
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Chrlotte Ostergaard, Ibolya Schindele and Bent

  Vale Social capital and the viability of stakeholder-oriented firms: Evidence from Norwegian savings banks (Central Bank of Norway Working Papers 2009/14, 11 Aug 2009)Abstract

Moshe Kim, Eirik Gaard Kristiansen and Bent   Vale Life-cycle patterns of interest rate markups in small firm finance (Central Bank of Norway Working Papers 2007/04, 11 Sep 2007)Abstract

Moshe Kim, Eirik Gaard Kristiansen and Bent   Vale What determines banks' market power? Akerlof versus Herfindahl (Central Bank of Norway Working Papers 2005/08, Sep 2005)

David B. Humphrey and Bent   Vale Scale economies, bank mergers, and electronic payments: A spline function approach (Central Bank of Norway Working Papers 2003/05, May 2003)

Moshe Kim, Eirik Gaard Kristiansen and Bent   Vale Endogenous product differentiation in credit markets: What do borrowers pay for? (Central Bank of Norway Working Papers 2001/08, Aug 2001)

Daniel L. Thornton, and Giorgio

  Valente Revisiting the Predictability of Bond Risk Premia (St Louis Fed Working Papers 2009-009, Mar 2009)Abstract
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Caio Ibsen R. Almeida and José

  Valentim M. VicenteIdentifying Volatility Risk Premium from Fixed Income Asian Options (Central Bank of Brazil Working Papers 136, May 2007)Abstract
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Carlos Ibsen R. Almeida and José   Valentim M. VicenteTerm Structure Movements Implicit in Option Prices (Central Bank of Brazil Working Papers 128, Dec 2006)Abstract
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Aloísio P. Araújo and José   Valentim M. VicenteContagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint (Central Bank of Brazil Working Papers 118, Oct 2006)Abstract
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  Valentina CorradiPredictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models (Philadelphia Fed Working Papers 09-29, Oct 2009)Full text

  Valentina CorradiInformation in the Revision Process of Real-Time Datasets (Philadelphia Fed Working Papers 08-27, Oct 2008)Full text

Cristina Giorgiantonio,   Valentina GiovannielloInfrastructure and project financing in Italy: the (possible) role of the regulation (Banca d'Italia Occasional Papers 56, Nov 2009)Abstract
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Álvaro García,   Valentina ParedesSovereign Spreads and Contagion Effect , (Central Bank of Chile Working Papers 385, Dec 2006)Abstract
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Katalin Méro-Marianna Endrész   Valentinyi The Role of Foreign Banks in Five Central and Eastern European Countries, (Magyar Nemzeti Bank Working papers 2003/10, 2003)Abstract
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Marianna   Valentinyi-Endrész and Zoltán VásáryMacro stress testing with sector specific bankruptcy models (Magyar Nemzeti Bank Working papers 2008/02, Mar 2008)Abstract
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  Valentín Délano, Felipe JaqueSovereign Spreads: Do International Investors Differenciate among Emerging Markets? (Central Bank of Chile Working Papers 332, Sep 2005)Abstract
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  Valentín Délano, Jorge SelaiveSovereign Spreads: A Factorial Approach (Central Bank of Chile Working Papers 309, Feb 2005)Abstract
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  Valeria RolliNew policy challenges from financial integration and deepening in the emerging areas of Asia and Central and Eastern Europe (Banca d'Italia Occasional Papers 33, Oct 2008)Abstract
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  Valerie A. Ramey and Daniel J. VineTracking the Source of the Decline in GDP Volatility: An Analysis of the Automobile Industry (Federal Reserve Board FEDS series 2005-14, Apr 2005)Abstract
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  Valerie Cerra and Sweta Chaman SaxenaGrowth dynamics myth of economic recovery (Bank for International Settlements Working papers 226, Mar 2007)Abstract
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  Valerie Herzberg, George Kapetanios and Simon PriceImport prices and exchange rate pass-through: theory and evidence from the United Kingdom (Bank of England Working papers 182, Mar 2003)Abstract
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Ben R Craig and

  Valeriya DingerDeposit Market Competition, Costs of Funding and Bank Risk (Cleveland Fed Working papers 0905, Jun 2009)Full text

Ben R Craig and   Valeriya DingerBank Mergers and the Dynamics of Deposit Interest Rates (Cleveland Fed Working papers 0806, Sep 2008)Full text

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  vAlign=top onresize=javascript:resizeFrames() onload=javascript:resizeFrames() (Bank of Mexico Working Papers