Wars, Redistribution and | | Civilian Federal Expenditures in the US over the Twentieth Century, by (DNB) (Netherlands Bank DNB Working Papers 057) | Full text |
|
The exposure of international bank loans to third-country risk: an empirical analysis of overdue | | claims , by Drew Dahl and Andrew Logan (Bank of England Working papers 247) | Abstract Full text |
|
| Empirical Evaluation of Asset Pricing Models:Arbitrage and Pricing Errors over Contingent | | Claims , by Zhenyu Wang and Xiaoyan Zhang (New York Fed Staff reports 265) | Abstract Full text |
|
| Nonparametric Pricing of Multivariate Contingent | | Claims , by Joshua V. Rosenberg (New York Fed Staff reports 162) | Abstract Full text |
|
| Hong Kong's External | | Claims and Liabilities vis-à-vis Mainland China, by Joanna Shi (Hong Kong Monetary Authority Working Papers RM2001-16q202) | Full text |
|
| The mix of international banks'foreign | | claims: determinants and implications., by Alicia García-Herrero and María Soledad Martínez-Pería (Bank of Spain Working Papers 0525) | Abstract Full text |
|
The Affine Arbitrage-Free | | Class of Nelson-Siegel Term Structure Models, by Christensen, Diebold, Rudebusch (San Francisco Fed Working Papers 2007-20) | Full text |
|
| Determinants and consequences of the unification of dual- | | class shares, by Anete Pajuste (European Central Bank Working papers 465) | Full text |
|
James Pennington, (1777-1862): | | Classical Banking, Monetary, and Trade Theorist and Economic Policy Advisor, by Thomas M. Humphrey (Richmond Fed Working Papers 03-08) | Abstract Full text |
|
| Establishments Dynamics and Matching Frictions in | | Classical Competitive Equilibrium, by Marcelo Veracierto (Chicago Fed Working papers WP-2007-16) | Abstract Full text |
|
| | | Classical Deflation Theory, by Thomas M. Humphrey (Richmond Fed Working Papers 03-13) | Abstract Full text |
|
| Wicksell's | | Classical Dichotomy: is the Natural Rate of Interest Independent of the Money Rate of Interest?, by Beenstock Michael, Ilek Alex (Bank of Israel Monetary Studies - Discussion Papers mns0504) | Abstract Full text |
|
A Discrete Choice Model of Dividend Reinvestment Plans: | | Classification and Prediction, by Thomas P. Boehm and Ramon P. DeGennaro (Atlanta Fed Working papers 2007-22) | Abstract Full text |
|
| Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' Risk | | Classification Policies, by Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers No155) | Abstract Full text |
|
Beyond the | | Classroom: Using Title IX to Measure the Return to High School Sports, by Stevenson (San Francisco Fed Working Papers 2006-44) | Full text |
|
Optimal collective action | | clause thresholds, by Andrew G Haldane, Adrian Penalver, Victoria Saporta and Hyun Song Shin (Bank of England Working papers 249) | Abstract Full text |
|
Do Collective Action | | Clauses Influence Bond Yields? New Evidence from Emerging Markets, by Mark Gugiatti and Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2003-02) | Abstract Full text |
|
The evolution of | | clearing and central counterparty services for exchange-traded derivatives in the United States and Europe: a comparison, by Daniela Russo, Terry L. Hart and Andreas Schönenberger (European Central Bank Occasional papers 05) | Full text |
|
| Governance of securities | | clearing and settlement systems, by Daniela Russo, Terry L. Hart, Maria Chiara Malaguti and Chryssa Papathanassiou (European Central Bank Occasional papers 21) | Full text |
|
| Comparing the pre-settlement risk implications of alternative | | clearing arrangements, by John P Jackson and Mark J Manning (Bank of England Working papers 321) | Abstract Full text |
|
| Estimating Settlement Risk and the Potential for Contagion in Canada's Automated | | Clearing Settlement System, by Northcott, Carol Ann (Bank of Canada Working papers 2002-41) | Abstract Full text |
|
| Liquidity Creation without a Lender of Last Resort: | | Clearinghouse Loan Certificates in the Banking Panic of 1907, by Ellis W. Tallman and Jon R. Moen (Atlanta Fed Working papers 2006-23) | Abstract Full text |
|
| Managing Operational Risk in Payment, | | Clearing, and Settlement Systems, by McPhail, Kim (Bank of Canada Working papers 2003-2) | Abstract Full text |
|
| Central counterparty | | clearing: constructing a framework for evaluation of risks and benefits, by Kirsi Ripatti (Bank of Finland Discussion Papers 2004/30) | Abstract Full text |
|
What Is the Value of Recourse to Asset Backed Securities? A | | Clinical Study of Credit Card Banks, by Eric J. Higgins and Joseph R. Mason (Philadelphia Fed Working Papers wp03-06) | Full text |
|
Partisan Impacts on the Economy: Evidence from Prediction Markets and | | Close Elections, by Snowberg, Wolfers, Zitzewitz (San Francisco Fed Working Papers 2006-08) | Full text |
|
| Are european business cycles | | close enough to be just one, by Máximo Camacho, Gabriel Pérez-Quirós and Lorena Saiz (Bank of Spain Working Papers 0408) | Abstract Full text |
|
| Optimum currency area indices - how | | close is the Czech Republic to the eurozone?, by Luboš Komárek, Zdenek Cech, Roman Horváth (Czech National Bank Working papers 2003/10) | Abstract Full text |
|
| Do Safeguard Tariffs and Antidumping Duties Open or | | Close Technology Gaps?, by Meredith Crowley (Chicago Fed Working papers WP-2002-13) | Abstract Full text |
|
The Simple Geometry of Transmission and Stabilizationin | | Closed and Open Economies, by Giancarlo Corsetti and Paolo Pesenti (New York Fed Staff reports 209) | Abstract Full text |
|
| Monetary Policy in Estimated Models of Small Open and | | Closed Economies, by Dib, Ali (Bank of Canada Working papers 2003-27) | Abstract Full text |
|
| Information flows during the asian crisis: evidence from | | closed-end funds, by Benjamin H Cohen and Eli M Remolona (Bank for International Settlements Working papers 097) | Abstract Full text |
|
| Jump-Diffusion Processes and Affine Term Structure Models: Additional | | Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates, by J. Benson Durham (Federal Reserve Board FEDS series 2005-53) | Abstract Full text |
|
Derivatives and Systemic Risk: Netting, Collateral, and | | Closeout , by Robert Bliss, George Kaufman (Chicago Fed Working papers WP-2005-03) | Abstract Full text |
|
"Large" vs. "small" players: A | | closer look at the dynamics of speculative attacks, by Geir H. Bjønnes, Steinar Holden, Dagfinn Rime and Haakon O.Aa. Solheim (Central Bank of Norway Working Papers 2005/13) | Full text |
|
| A | | Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic News, by Meredith Beechey (Federal Reserve Board FEDS series 2007-06) | Abstract Full text |
|
| Endogeneities of optimum currency areas: what brings countries sharing a single currency | | closer together?, by Paul De Grauwe and Francesco Paolo Mongelli (European Central Bank Working papers 468) | Full text |
|
Why a Dollar Depreciation May Not | | Closethe U.S. Trade Deficit, by Linda Goldberg and Eleanor Wiske Dillon (New York Fed Current issues ci13-05) | Abstract Full text |
|
| | Closing Open Economy Models, by Martin Bodenstein (Federal Reserve Board International Financial Discussion Papers 2006-867) | Abstract Full text |
|
Too many to fail - an analysis of time-inconsistency in bank | | closure policies, by Viral Acharya and Tanju Yorulmazer (Bank of England Working papers 319) | Abstract Full text |
|
| An Analysis of | | Closure Policy under Alternative Regulatory Structures, by Greg Caldwell (Bank of Canada Working papers 2005-11) | Abstract Full text |
|
Settlement risk in foreign exchange markets and | | CLS Bank, by Gabriele Galati (Bank for International Settlements Quarterly Review 0212f) | Full text |
|
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 Full text |
|
Job-Hopping in Silicon Valley: Some Evidence Concerning the Micro-Foundations of a High Technology | | Cluster , by Bruce Fallick, Charles A. Fleischman, and James B. Rebitzer (Federal Reserve Board FEDS series 2005-11) | Abstract Full text |
|
| One Money, Several Cycles? Evaluation of European business cycles using model-based | | cluster analysis, by Patrick M Crowley (Bank of Finland Discussion Papers 2008/03) | Abstract Full text |
|
| Analyzing Imputed Financial Data: A New Approach to | | Cluster Analysis, by Halima Bensmail and Ramon P. DeGennaro (Atlanta Fed Working papers 2004-20) | Abstract Full text |
|
| EMU and Accession Countries: Fuzzy | | Cluster Analysis of Membership, by Dmitri Boreiko (Central Bank of Chile Working Papers 189) | Abstract Full text |
|
| Euro area banking sector integration: using hierarchical | | cluster analysis techniques, by Christoffer Kok Sørensen and Josep Maria Puigvert Gutiérrez (European Central Bank Working papers 627) | Full text |
|
| | Clustering of Auto Supplier Plants in the U.S.: GMM Spatial Logit for Large Samples, by Thomas H. Klier, Dan McMillen (Chicago Fed Working papers WP-2005-18) | Abstract Full text |
|
| The business cycle of European countries Bayesian | | clustering of country- individual IP growth series, by Sylvia Kaufmann (Austrian National Bank Working Papers WP083) | Abstract Full text |
|
| | | Clustering or Competition? The Foreign Investment Behavior of German Banks, by by Claudia M. Buch and Alexander Lipponer (IJCB International Journal of Central Banking 06q2a5) | Abstract Full text |
|
| Two-Sided Markets and Intertemporal Trade | | Clustering: Insights into Trading Motives, by Asani Sarkar and Robert A. Schwartz (New York Fed Staff reports 246) | Abstract Full text |
|
The Financial | | Clutch: An Alternative Mechanism of Banking Amplification, by Elías Albagli (Central Bank of Chile Working Papers 207) | Abstract Full text |
|
Proximity and linkages among | | coalition participants: a new voting power measure applied to the International Monetary Fund, by Julien Reynaud (European Central Bank Working papers 819) | Full text |
|
Emerging Market Spreads at the Turn of The Century: A Roller | | Coaster , by Sergio Godoy (Central Bank of Chile Working Papers 339) | Abstract
|
|
| International bank lending to emerging market countries: explaining the 1990s roller | | coaster , by Serge Jeanneau and Marian Micu (Bank for International Settlements Quarterly Review 0203f) | Full text |
|
| Inflation in mainland China - modelling a roller | | coaster ride, by Michael Funke (Bank of Finland BOFIT Discussion Papers 2005/06) | Abstract Full text |
|
| Earnings on the Information Technology Roller | | Coaster: Insight from Matched Employer-Employee Data, by Julie L. Hotchkiss, M. Melinda Pitts, and John C. Robertson (Atlanta Fed Working papers 2005-11) | Abstract Full text |
|
The Role of Data & Program | | Code Archives in the Future of Economic Research, by Richard G. Anderson, William H. Greene, Bruce D. McCullough, and H. D. Vinod (St Louis Fed Working Papers 2005-014) | Full text |
|
Measuring contagion with a Bayesian, time-varying | | coefficient model, by Matteo Ciccarelli and Alessandro Rebucci (European Central Bank Working papers 263) | Full text |
|
| A note on the | | coefficient of determination in regression models with infinite-variance variables, by Jeong-Ryeol Kurz-Kim, Mico Loretan (Deutsche Bundesbank Discussion Papers 200710) | Full text |
|
| A Note on the | | Coefficient of Determination in Models with Infinite Variance Variables, by Jeong-Ryeol Kurz-Kim and Mico Loretan (Federal Reserve Board International Financial Discussion Papers 2007-895) | Abstract Full text |
|
| Solving Linear Difference Systems with Lagged Expectations by a Method of Undetermined | | Coefficients , by Pengfei Wang, and Yi Wen (St Louis Fed Working Papers 2006-003) | Full text |
|
| Time-Varying | | Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve, by Harry Partouche (Bank of France Working Papers Nr 177) | Abstract Full text |
|
Discussion of | | Cogley and Sargent's "Drifts and Volatilities: Monetary Policy and Outcomes in the Post WWII U.S.", by Marco Del Negro (Atlanta Fed Working papers 2003-26) | Abstract Full text |
|
| Can the Kydland--Prescott Model Pass the | | Cogley--Nason Test?, by Patrick Fève and Julien Matheron (Bank of France Working Papers Nr 125) | Abstract Full text |
|
Socio-economic development and fiscal policy: lessons from the | | cohesion countries for the new member states, by Aaron N. Mehrotra and Tuomas A. Peltonen (European Central Bank Working papers 467) | Full text |
|
| International Trade Patterns over the Last Four Decades: How does Portugal Compare with other | | Cohesion Countries?, by João Amador, Sónia Cabral, José Ramos Maria (Bank of Portugal Working papers 2007-14) | Abstract Full text |
|
On the Design of Sustainable and Fair PAYG Pension Systems When | | Cohort Sizes Change, by Markus Knell (Austrian National Bank Working Papers WP095) | Abstract Full text |
|
| A | | Cohort-Based Model of Labor Force Participation, by Bruce Fallick and Jonathan Pingle (Federal Reserve Board FEDS series 2007-09) | Abstract Full text |
|
| | Coin Sizes and Payments in Commodity Money Systems, by Angela Redish and Warren E. Weber (Minneapolis Fed Working Papers WP658) | Abstract Full text |
|
Explaining the low US inflation - | | coincidence or "new economy"? Evidence based on a wage-price spiral, by Carl Andreas Claussen and Karsten Stæhr (Central Bank of Norway Working Papers 2001/02) | Full text |
|
| | | Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach, by António Rua, Luís Catela Nunes (Bank of Portugal Working papers 2003-07) | Abstract Full text |
|
| Taking the Pulse of the Tech Sector:A | | Coincident Index of High-Tech Activity, by Bart Hobijn, Kevin J. Stiroh, and Alexis Antoniades (New York Fed Current issues ci09-10) | Abstract Full text |
|
| The Australian Business Cycle: A | | Coincident Indicator Approach, by Christian Gillitzer, Jonathan Kearns and Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2005-07) | Abstract Full text |
|
A model of the IMF as a | | coinsurance arrangement, by Ralph Chami, Sunil Sharma and Ilhyock Shim (Bank for International Settlements Working papers 170) | Abstract Full text |
|
Portfolio Choice over the Life-Cycle when the Stock and Labor Markets are | | Cointegrated , by Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein (Chicago Fed Working papers WP-2007-11) | Abstract Full text |
|
| Implementing optimal control in | | cointegrated I(1) structural VAR models, by Francesca V. Monti (European Central Bank Working papers 288) | Full text |
|
| Frequency domain principal components estimation of fractionally | | cointegrated processes, by Claudio Morana (European Central Bank Working papers 321) | Full text |
|
| Monetary policy analysis in a small open economy using Bayesian | | cointegrated structural VARs, by Mattias Villani and Anders Warne (European Central Bank Working papers 296) | Full text |
|
| Monetary Policy Analysis in a Small Open Economy using Bayesian | | Cointegrated Structural VARs, by Mattias Villani , Anders Warne (Sveriges Riksbank Working Papers No156) | Abstract Full text |
|
| The representative household's demand for money in a | | cointegrated VAR model, by Thórarinn G. Pétursson (Central Bank of Iceland Working Papers 12) | Full text |
|
| Selection of Optimal Lag Length in | | Cointegrated VAR Models with Weak Form of Common Cyclical Features, by Carlos Enrique Carrasco Gutiérrez, Reinaldo Castro Souza and Osmani Teixeira de Carvalho Guillén (Central Bank of Brazil Working Papers 139) | Abstract Full text |
|
| 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 |
|
| Large T and small N: A three-step approach to the identification of | | cointegrating relationships in time series models with a small cross-sectional dimension, by Roger Hammersland (Central Bank of Norway Working Papers 2004/15) | Full text |
|
| Likelihood Ratio Tests on | | Cointegrating Vectors, Disequilibrium Adjustment Vectors, and their Orthogonal Complements, by Norman Morin (Federal Reserve Board FEDS series 2006-21) | Abstract Full text |
|
| Has US Monetary Policy Followed the Taylor Rule? A | | Cointegration Analysis 1988-2002, by Christensen, Anders Møller; Nielsen, Heino Bohn (Danmarks Nationalbank Working papers WP11/2003) | Abstract Full text |
|