The | | anticipated and concurring effects of the EMU: exchange rate volatility, institutions and growth, by Michele Bagella - Leonardo Becchetti - Iftekhar Hasan (Bank of Finland Discussion Papers 2004/15) | Abstract
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| | | Anticipated Ramsey reforms and the uniform taxation principle: the role of international financial markets, by Stephanie Schmitt-Grohé and Martín Uribe (European Central Bank Working papers No.210) | Full text |
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| The Effect of | | Anticipated Tax Changes on Intertemporal Labor Supply and the Realization of Taxable Income, by Adam Looney and Monica Singhal (Federal Reserve Board FEDS series 2005-44) | Abstract
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| Does | | anticipation of government spending matter? Evidence from an expectation augmented VAR, by Jörn Tenhofen, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200714) | Full text |
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| | | Anticipation of monetary policy in UK financial markets, by Peter Lildholdt and Anne Vila Wetherilt (Bank of England Working papers 241) | Abstract
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| | | Anticipation of Monetary Policy and Open Market Operations, by by Seth B. Carpenter and Selva Demiralp (IJCB International Journal of Central Banking 06q2a2) | Abstract
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| Testing Conflicts of Interest at Bond Rating Agencies with Market | | Anticipation: Evidence that Reputation Incentives Dominate, by Daniel M. Covitz and Paul Harrison (Federal Reserve Board FEDS series 2003-68) | Abstract
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Policy Externalities: How US | | Antidumping Affects Japanese Exports to the EU, by Chad Bown, Meredith Crowley (Chicago Fed Working papers WP-2004-12) | Abstract
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| Are | | Antidumping Duties for Sale? Case-Level Evidence on the Grossman-Helpman Protection for Sale Model, by Carolyn L. Evans and Shane M. Sherlund (Federal Reserve Board International Financial Discussion Papers 2006-888) | Abstract
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| Do Safeguard Tariffs and | | Antidumping Duties Open or Close Technology Gaps?, by Meredith Crowley (Chicago Fed Working papers WP-2002-13) | Abstract
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| Cyclical Dumping and US | | Antidumping Protection: 1980-2001, by Meredith Crowley (Chicago Fed Working papers WP-2007-21) | Abstract
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A Simple, Structural, and Empirical Model of the | | Antipodean Transmission Mechanism, by Thomas A Lubik (Reserve Bank of New Zealand Discussion Papers DP2005/06) | Abstract
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Merge or Concentrate? Some Insights for | | Antitrust Policy, by Margarida Catalão-Lopes (Bank of Portugal Working papers 2002-07) | Abstract
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The 1975-78 | | Anti-Inflation Program in Retrospect, by John Sargent (Bank of Canada Working papers 2005-43) | Abstract
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Economic impact of port activity - the case of | | Antwerp , by F. Coppens, F. Lagneaux, H. Meersman, N. Sellekaerts, E. Van de Voorde, G. van Gastel, Th. Vanelslander, A. Verhetsel (National Bank of Belgium Working Papers 110) | Abstract
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Money as an indicator for inflation and output in Chile - not | | anymore?, by Tobías Broer (Central Bank of Chile Working Papers 319) | Abstract
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The Predictive Power of the Senior Loan Officer Survey: Do Lending Officers Know | | Anything Special?, by Thomas J. Cunningham (Atlanta Fed Working papers 2006-24) | Abstract
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Value at Risk: Teoría y | | Aplicaciones , by Christian A. Johnson (Central Bank of Chile Working Papers 136) | Abstract
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Financial Market Participation and the | | Apparent Instability of Money Demand, by Reynard, Samuel (Swiss National Bank Working Papers 04_01) | Full text |
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Firms as Clubs in Walrasian Markets with Private Information: Technical | | Appendix , by Edward Simpson Prescott, Robert M. Townsend (Richmond Fed Working Papers 05-11) | Abstract
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| Technical | | Appendix for "Frictional Wage Dispersion in Search Models: A Quantitative Assessment", by Andreas Hornstein, Per Krusell, Giovanni L. Violante (Richmond Fed Working Papers 06-08) | Abstract
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| Optimal Monetary and Fiscal Policy under Discretionin the New Keynesian Model: A Technical | | Appendix to "Great Expectations and the End of the Depression", by Gauti B. Eggertsson (New York Fed Staff reports 235) | Abstract
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Benchmark Index of Risk | | Appetite , by Miroslav Misina (Bank of Canada Working papers 2006-16) | Abstract
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| Measuring Investors' Risk | | Appetite , by by Prasanna Gai and Nicholas Vause (IJCB International Journal of Central Banking 06q1a5) | Abstract
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| What Does the Risk- | | Appetite Index Measure?, by Misina, Miroslav (Bank of Canada Working papers 2003-23) | Abstract
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| What Makes Investors Over or Underweight? Explaining International | | Appetites for Foreign Equities, by Carol C. Bertaut; Linda S. Kole (Federal Reserve Board International Financial Discussion Papers 2004-819) | Abstract
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Why the | | Apple Doesn't Fall Far: Understanding Intergenerational Transmission of Human Capital, by Sandra E. Black, Paul J. Devereux and Kjell G. Salvanes (San Francisco Fed Working Papers 2004-12) | Full text |
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The Real Interest Rate Gap: Measurement and | | Application , by Christensen, Anders Møller (Danmarks Nationalbank Working papers WP06/2002) | Abstract
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| Dynamic Factor Demands in a Changing Economy: An Irish | | Application , by Kieran McQuinn (Central Bank of Ireland Research Technical Papers 03/RT/03) | Abstract
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| Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap | | Application , by Rodríguez Arnulfo; Zúñiga Gerardo; Rodríguez Pedro N. (Bank of Mexico Working Papers 2008-02) | Full text |
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| A Framework for Identifying the Sources of Local Currency Price Stability with an Empirical | | Application , by Pinelopi K. Goldberg and Rebecca Hellerstein (New York Fed Staff reports 287) | Abstract
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| Markov-Switching Structural Vector Autoregressions: Theory and | | Application , by Juan Francisco Rubio-Ramírez, Daniel Waggoner, and Tao Zha (Atlanta Fed Working papers 2005-27) | Abstract
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| Forecasting Interest Rates: an | | application for Brazil, by Eduardo J. A. Lima, Felipe Luduvice and Benjamin M. Tabak (Central Bank of Brazil Working Papers 120) | Abstract
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| A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an | | Application for Brazilian Banks, by Roberta Blass Staub and Geraldo da Silva e Souza (Central Bank of Brazil Working Papers 150) | Abstract
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| Inflation Dynamics and the Cost Channel: An | | Application for Chile, by David Coble (Central Bank of Chile Working Papers 431) | Abstract
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| An Estimated New-Keynesian Model for a Small Open Economy: an | | Application for Israel, by Elkayam David, Argov Eyal (Bank of Israel Monetary Studies - Discussion Papers mns0602) | Abstract
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| Translog Cost Functions: An | | Application for Mexican Manufacturing., by Salgado Banda Héctor; Bernal Verdugo Lorenzo E. (Bank of Mexico Working Papers 2007-08) | Full text |
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| Alternative Methods of Unit Nonresponse Weighting Adjustments: An | | Application from the 2003 Survey of Small Business Finances, by Lieu N. Hazelwood, Traci L. Mach, and John D. Wolken (Federal Reserve Board FEDS series 2007-10) | Abstract
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| Which Industries Are the Best Employers for Women? An | | Application of a New Equal Employment Opportunity Index, by Mary E. Graham and Julie Hotchkiss (Atlanta Fed Working papers 2003-11) | Abstract
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| The interaction of firing costs and on-the-job search: an | | application of a search theoretic model to the Spanish labour market, by Ravi Balakrishnan (Bank of Spain Working Papers 0102) | Full text |
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| On the | | Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models, by Houtan Bastani and Luca Guerrieri (Federal Reserve Board International Financial Discussion Papers 2008-920) | Abstract
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| Potential Competitive Effects on U.S. Bank Credit Card Lending from the Proposed Bifurcated | | Application of Basel II, by William W. Lang, Loretta J. Mester and Todd A. Vermilyea (Philadelphia Fed Working Papers wp05-29) | Full text |
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| Will the Proposed | | Application of Basel II in the United States Encourage Increased Bank Merger Activity? Evidence from Past Merger Activity, by Timothy H. Hannan and Steven J. Pilloff (Federal Reserve Board FEDS series 2004-13) | Abstract
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| Examining finite-sample problems in the | | application of cointegration tests for long-run bilateral exchange rates, by Angela Huang (Reserve Bank of New Zealand Discussion Papers DP2004/08) | Abstract
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| The | | Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation, by Marek Hlavácek, Michael Konák and Josef Cada (Czech National Bank Working papers 2005/11) | Abstract
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| Nonlinearities over the Business Cycle: an | | Application of the Smooth Transition Autoregressive Model to characterize GDP dynamics for the Euro-area and Portugal, by Francisco Craveiro Dias (Bank of Portugal Working papers 2003-09) | Abstract
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| An | | application of the Tramo Seats automatic procedure; direct versus indirect adjustment., by Agustín Maravall (Bank of Spain Working Papers 0524) | Abstract
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| | | Application of Three Alternative Approaches to Identify Business Cycles in Peru, by Gabriel Rodríguez (Central Reserve Bank of Peru Working Papers 2007-007) | Abstract
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| An | | Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation, by Agustín Maravall (Bank of Spain Working Papers 0207) | Full text |
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| Predicting recessions with leading indicators: An | | application on the Icelandic economy, by Bruno Eklund (Central Bank of Iceland Working Papers 33) | Abstract
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| Computing Optimal Policy in a Timeless-Perspective: An | | Application to a Small-Open Economy, by Michel Juillard and Florian Pelgrin (Bank of Canada Working papers 2007-32) | Abstract
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| Market Power in Outputs and Inputs: An Empirical | | Application to Banking, by Robert M. Adams, Lar-Hendrik Roeller, and Robin C. Sickles (Federal Reserve Board FEDS series 2002-52) | Abstract
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| GDP at risk in a DSGE model: an | | application to banking sector stress testing, by Esa Jokivuolle – Juha Kilponen – Tero Kuusi (Bank of Finland Discussion Papers 2007/26) | Abstract
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| How do intangible assets create economic value? an | | application to banks, by Alfredo Martín-Oliver and Vicente Salas-Fumas (Bank of Spain Working Papers 0730) | Abstract
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| Combining filter design with model based filtering (with an | | application to business cycle estimation), by Regina Kaiser and Agustín Maravall (Bank of Spain Working Papers 0417) | Abstract
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| A New Method for Combining Detrending Techniques with | | Application to Business Cycle Synchronization of the New EU Members, by Zsolt Darvas - Gábor Vadas (Magyar Nemzeti Bank Working papers 2005/05) | Abstract
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| Quantitative quality indicators for statistics - an | | application to euro area balance of payment, by Violetta Damia and Carmen Picón Aguilar (European Central Bank Occasional papers 54) | Full text |
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| Non-parametric, Unconditional Quantile Estimation for Efficiency Analysis with An | | Application to Federal Reserve Check Processing Operations, by David C. Wheelock, and Paul Wilson (St Louis Fed Working Papers 2005-027) | Full text |
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| Estimating time-variation in measurement error from data revisions; an | | application to forecasting in dynamic models, by George Kapetanios and Tony Yates (Bank of England Working papers 238) | Abstract
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| Evaluating Factor Models: An | | Application to Forecasting Inflation in Canada, by Gosselin, Marc-André and Greg Tkacz (Bank of Canada Working papers 2001-18) | Abstract
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| Linear Cointegration of Nonlinear Time Series with an | | Application to Interest Rate Dynamics, by Barry E. Jones and Travis D. Nesmith (Federal Reserve Board FEDS series 2007-03) | Abstract
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| One-Sided Test for an Unknown Breakpoint: Theory, Computation, and | | Application to Monetary Theory, by Arturo Estrella and Anthony P. Rodrigues (New York Fed Staff reports 232) | Abstract
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| Efficient consumption of revenues from natural resources - An | | application to Norwegian petroleum revenues, by Q. Farooq Akram (Central Bank of Norway Working Papers 2005/01) | Full text |
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| Extracting market expectations from option prices: an | | application to over-the-counter New Zealand dollar options, by Aron Gereben (Reserve Bank of New Zealand Discussion Papers DP2002/04) | Abstract
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| The Economic and Statistical Value of Forecast Combinations under Regime Switching: An | | Application to Predictable US Returns, by Massimo Guidolin, and Carrie Fangzhou Na (St Louis Fed Working Papers 2006-059) | Full text |
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| Density Selection and Combination Under Model Ambiguity: An | | Application to Stock Returns, by Stefania D'Amico (Federal Reserve Board FEDS series 2005-9) | Abstract
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| Market Structure and Quality: An | | Application to the Banking Industry, by Astrid A. Dick (Federal Reserve Board FEDS series 2003-14) | Abstract
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| Capital Structure and Firm Performance: A New Approach to Testing Agency Theory and an | | Application to the Banking Industry, by Allen N. Berger and Emilia Bonaccorsi di Patti (Federal Reserve Board FEDS series 2002-54) | Abstract
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| A bayesian method of forecast averaging for models known only by their hictoric outputs: an | | application to the BCRA´S REM., by Pedro Elosegui, Francisco Lepone, George McCandless (Central Bank of Argentina Working Papers 2006/07) | Full text |
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| A Model of Money and Credit, with | | Application to the Credit Card Debt Puzzle, by Irina A. Telyukova and Randall Wright (Cleveland Fed Working papers wp0711) | Full text |
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| Eigenvalue decomposition of time series with | | application to the Czech business cycle, by Jaromír Beneš, David Vávra (Czech National Bank Working papers 2004/8) | Abstract
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| Eigenvalue decomposition of time series with | | application to the Czech business cycle, by Jaromír Beneš, David Vávra (Czech National Bank Working papers 2004/08) | Abstract
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| Eigenvalue filtering in VAR models with | | application to the Czech business cycle, by Jaromír Beneš and David Vávra (European Central Bank Working papers 549) | Full text |
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| Are specific skills an obstacle to labor market adjustment? Theory and an | | application to the EU enlargement, by Ana Lamo (European Central Bank Working papers 585) | Full text |
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| Forecasting with a Bayesian DSGE Model: an | | application to the euro area, by Frank Smets and Raf Wouters (National Bank of Belgium Working Papers 060) | Full text |
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| Forecasting with a Bayesian DSGE model: an | | application to the euro area, by Frank Smets and Raf Wouters (European Central Bank Working papers 389) | Full text |
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| Probability of informed trading: an empirical | | application to the euro overnight market rate., by Julien Idier and Stefano Nardelli (Bank of France Working Papers Nr 176) | Abstract
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| Testing for Longer Horizon Predictability of Return Volatility with an | | Application to the German DAX, by Burkhard Raunig (Austrian National Bank Working Papers WP086) | Abstract
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| Studying Consumption with the Panel Study of Income Dynamics: Comparisons with the Consumer Expenditure Survey and an | | Application to the Intergenerational Transmission of Well-being, by Kerwin Kofi Charles, Sheldon Danziger, Geng Li, and Robert F. Schoeni (Federal Reserve Board FEDS series 2007-16) | Abstract
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| A value-at-risk approach to banks' capital buffers: An | | application to the new Basel Accord., by Esa Jokivuolle - Samu Peura (Bank of Finland Discussion Papers 2001/15) | Abstract
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| Robust expectations and uncertain models - A robust control approach with | | application to the New Keynesian economy, by Juha Kilponen (Bank of Finland Discussion Papers 2004/05) | Abstract
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| ML vs GMM Estimates of Hybrid Macroeconomic Models (With an | | Application to the New Phillips Curve), by Éric Jondeau and Hervé Le Bihan (Bank of France Working Papers Nr 103) | Abstract
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| Assessing banking competition: an | | application to the Spanish market for (quality-changing) deposits, by Juan Ayuso and Jorge Martínez (Bank of Spain Working Papers 0623) | Abstract
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| Using copulas to construct bivariate foreign exchange distributions with an | | application to the sterling exchange rate index, by Matthew Hurd, Mark Salmon and Christoph Schleicher (Bank of England Working papers 334) | Abstract
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| Exact Tests of Equal Forecast Accuracy with an | | Application to the Term Structure of Interest Rates, by Richard Luger (Bank of Canada Working papers 2004-2) | Abstract
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| The Timing and Probability of FDI: An | | Application to the United States Multinational Enterprises, by José Brandão de Brito, Felipa de Mello Sampayo (Bank of Portugal Working papers 2003-02) | Abstract
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| Nonparametric Analysis of Intergenerational Income Mobility with | | Application to the United States, by Debopam Bhattacharya, Bhashkar Mazumder (Chicago Fed Working papers WP-2007-12) | Abstract
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| A Bayesian Approach to Counterfactual Analysis with an | | Application to the Volatility Reduction in U.S. Real GDP, by Chang-Jin Kim, James Morley and Jeremy M. Piger (St Louis Fed Working Papers 2004-014) | Full text |
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| Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an | | application to the 3M Euribor futures option prices., by Andersen, Allan Bødskov; Wagener, Tom (Danmarks Nationalbank Working papers WP09/2002) | Abstract
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| Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an | | application to the 3M Euribor futures option prices, by Allan Bodskov Andersen and Tom Wagener (European Central Bank Working papers No.198) | Full text |
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| The stock market and capital accumulation: an | | application to UK data, by Demetrios Eliades and Olaf Weeken (Bank of England Working papers 251) | Abstract
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| Forecasting using Bayesian and information theoretic model averaging: an | | application to UK inflation, by George Kapetanios, Vincent Labhard and Simon Price (Bank of England Working papers 268) | Abstract
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| Rational expectations and fixed-event forecasts: an | | application to UK inflation, by Hasan Bakhshi, George Kapetanios and Anthony Yates (Bank of England Working papers 176) | Abstract
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| Exploring Transition Data Througt Quantile Regression Methods: na | | Application to U.S. Unemployment Duration, by José A. F. Machado, Pedro Portugal (Bank of Portugal Working papers 2002-01) | Abstract
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| Foreign exchange option and returns based correlation forecasts: evaluation and two | | applications , by Olli Castrén and Stefano Mazzotta (European Central Bank Working papers 447) | Full text |
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| Developing a euro area accounting matrix: issues and | | applications , by Tjeerd Jellema, Steven Keuning, Peter McAdam and Reimund Mink (European Central Bank Working papers 356) | Full text |
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| Statistical tests and estimators of the rank of a matrix and their | | applications in econometric modelling, by Gonzalo Camba-Méndez and George Kapetanios (European Central Bank Working papers 850) | Full text |
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| An Upper Bound of the Sum of Risks: two | | Applications of Comonotonicity, by Carry Mout (Netherlands Bank DNB Working Papers 105) | Full text |
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| On | | applications of state-space modelling in macroeconomics, by Olivier Basdevant (Reserve Bank of New Zealand Discussion Papers DP2003/02) | Abstract
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| Market Expectations Implicit in Derivative Prices: | | Applications to Exchange and Oil Markets, by Díaz de León, A. & M. Casanova (Bank of Mexico Working Papers 2004-01) | Full text |
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| Hierarchical Markov normal mixture models with | | applications to financial asset returns, by John Geweke and Gianni Amisano (European Central Bank Working papers 831) | Full text |
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| Parametric properties of semi-nonparametric distributions, with | | applications to option valuation, by Ángel León, Javier Mencía and Enrique Sentana (Bank of Spain Working Papers 0707) | Abstract
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| Bayesian inference in cointegrated VAR models: with | | applications to the demand for euro area M3, by Anders Warne (European Central Bank Working papers 692) | Full text |
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| Some Measures of Financial Fragility in the Chilean Banking System: An Early Warning Indicators | | Application., by Antonio Ahumada, Carlos Budnevich (Central Bank of Chile Working Papers 117) | Abstract
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