Do | | demographic changes affect risk premiums? Evidence from international data, by Andrew Ang and Angela Maddaloni (European Central Bank Working papers No.208) | Full text |
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| Not Working: | | Demographic Changes, Policy Changes, and the Distribution of Weeks (Not) Worked, by Lisa Barrow, Kristin Butcher (Chicago Fed Working papers WP-2004-23) | Abstract
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| Macroeconomic implications of | | demographic developments in the euro area, by Angela Maddaloni, Alberto Musso, Philipp C. Rother, Melanie Ward-Warmedinger and Thomas Westermann (European Central Bank Occasional papers 51) | Full text |
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| Selection Bias, | | Demographic Effects, and Ability Effectsin Common Value Auction Experiments, by Marco Casari, John C. Ham, and John H. Kagel (New York Fed Staff reports 213) | Abstract
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| The Incidence of Inflation: Inflation Experiences by | | Demographic Group: 1981-2004, by Leslie McGranahan, Anna Paulson (Chicago Fed Working papers WP-2005-20) | Abstract
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| The importance of being mature: the effect of | | demographic maturation on global per-capita GDP, by Rafael Gómez and Pablo Hernández de Cos (European Central Bank Working papers 670) | Full text |
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| | | Demographic Maturity and Economic Performance: The Effect of Demographic Transitions on Per Capita GDP Growth, by Rafael Gómez and Pablo Hernández de Cos (Bank of Spain Working Papers 0318) | Abstract
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| Capital Flows Among the G-7 Nations: A | | Demographic Perspective, by Michael Feroli (Federal Reserve Board FEDS series 2003-54) | Abstract
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| Youth unemployment in the OECD: | | demographic shifts, by Juan F. Jimeno and Diego Rodriguez-Palenzuela (European Central Bank Working papers No.155) | Full text |
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| Optimal Response to a Transitory | | Demographic Shock in Social Security Financing, by Juan Carlos Conesa, and Carlos Garriga (St Louis Fed Working Papers 2007-041) | Full text |
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| Demographic Maturity and Economic Performance: The Effect of | | Demographic Transitions on Per Capita GDP Growth, by Rafael Gómez and Pablo Hernández de Cos (Bank of Spain Working Papers 0318) | Abstract
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| Global Ageing and Macroeconomic Consequences of | | Demographic Uncertainty in a Multi-regional Model, by Juha Alho and Vladimir Borgy (Bank of France Working Papers Nr 174) | Abstract
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| The Impact of Evolving Labor Practices and | | Demographics on U.S. Inflation and Unemployment, by John V. Duca and Carl M. Campbell III (Dallas Fed Working Papers wp0702) | Full text |
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| Business | | demography in Spain: determinants of firm survival, by Paloma López-García and Sergio Puente (Bank of Spain Working Papers 0608) | Abstract
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Financial Liberalisation and Credit Dynamics in | | Denmark in the Post-World War II Period., by Abildgren, Kim (Danmarks Nationalbank Working papers WP47/2007) | Abstract
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| Monetary Trends and Business Cycles in | | Denmark Since 1875, by Abildgren, Kim (Danmarks Nationalbank Working papers WP43/2006) | Abstract
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| Nominal and real effective krone rate indices for | | Denmark 1875-2002, by Abildgren, Kim (Danmarks Nationalbank Working papers WP13/2004) | Abstract
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| An empirical examination of the purchasing-power-parity hypothesis for | | Denmark 1875-2002, by Abildgren, Kim (Danmarks Nationalbank Working papers WP14/2004) | Abstract
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| A historical perspective on interest rates in | | Denmark 1875-2003, by Abildgren, Kim (Danmarks Nationalbank Working papers WP24/2005) | Abstract
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| Are Labour Market Structures Endogenously Dependent on the Monetary Regime? - Empirical Evidence from | | Denmark 1875-2007, by Abildgren, Kim (Danmarks Nationalbank Working papers WP52/2008) | Abstract
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| An Input-Output Based Measure of Underlying Domestic Inflation in | | Denmark 1903-2002, by Abildgren, Kim (Danmarks Nationalbank Working papers WP34/2006) | Abstract
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| Money Demand in | | Denmark 1980-2002, by Andersen, Allan Bødskov (Danmarks Nationalbank Working papers WP18/2004) | Abstract
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| A chronology of | | Denmark's exchange-rate policy 1875-2003, by Abildgren, Kim (Danmarks Nationalbank Working papers WP12/2004) | Abstract
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| Price Setting Behaviour in | | Denmark. A Study of CPI Micro Data 1997-2005 June 2006, by Hansen, Bo William; Hansen, Niels Lynggård (Danmarks Nationalbank Working papers WP39/2006) | Abstract
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A risk index for euro- | | denominated assets, by Hansen, Jakob Lage (Danmarks Nationalbank Working papers WP36/2006) | Abstract
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| Price Setting Transactions and the Role of | | Denominating Currency in FX Markets, by Richard Friberg and Fredrik Wilander (Sveriges Riksbank Working Papers No201) | Abstract
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| Evaluating the Chilean Government's Debt | | Denomination , by Elías Albagli (Central Bank of Chile Working Papers 259) | Abstract
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| A theory of the currency | | denomination of international trade, by Philippe Bacchetta and Eric Van Wincoop (European Central Bank Working papers No.177) | Full text |
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Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied | | densities , by Csaba Csávás (Magyar Nemzeti Bank Working papers 2008/03) | Abstract
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| Testing the forecasting performace of IBEX 35 option implied risk neutral | | densities , by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0504) | Abstract
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| The Forecasting Performance of German Stock Option | | Densities , by Ben Craig, Ernst Glatzer, Joachim Keller and Martin Scheicher (Cleveland Fed Working papers WP0312) | 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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| Combining forecast | | densities from VARs with uncertain instabilities, by Anne Sofie Jore, James Mitchell and Shaun P. Vahey (Economics Department) (Central Bank of Norway Working Papers 2008/01) | Abstract
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| The forecast ability of risk-neutral | | densities of foreign exchange, by Ben Craig, Joachim Keller (Deutsche Bundesbank Banking Supervision Discussion Papers 200505) | Full text |
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| The Empirical Performance of Option-Based | | Densities of Foreign Exchange, by Ben R. Craig and Joachim G. Keller (Cleveland Fed Working papers WP0313) | Full text |
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| Interpreting implied risk-neutral | | densities: the role of risk premia, by Peter Hördahl and David Vestin (European Central Bank Working papers 274) | Full text |
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Urban | | Density and the Rate of Invention, by Gerald Carlino, Satyajit Chatterjee, and Robert Hunt (Philadelphia Fed Working Papers wp06-14) | Full text |
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| Nonparametric Regression | | Density Estimation Using a Mixture of Adaptive Heteroscedastic Experts, by Mattias Villani , Robert Kohn and Paolo Giordani (Sveriges Riksbank Working Papers No211) | Abstract
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| | | Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities, by Csaba Csávás (Magyar Nemzeti Bank Working papers 2008/03) | Abstract
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| Empirical Bayesian | | density forecasting in Iowa and shrinkage for the Monte Carlo era, by Kurt F. Lewis, Charles H. Whiteman (Deutsche Bundesbank Discussion Papers 200628) | Full text |
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| The Relationship between Expected Inflation, Disagreement, and Uncertainty: Evidence from Matched Point and | | Density Forecasts, by Robert Rich and Joseph Tracy (New York Fed Staff reports 253) | Abstract
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| Option-implied preferences adjustments, | | density forecasts, and the equity risk premium, by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0630) | Abstract
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| Summary statistics of option-implied probability | | density functions and their properties, by Damien Lynch and Nikolaos Panigirtzoglou (Bank of England Working papers 345) | Abstract
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| Estimating and analysing currency options implied risk-neutral | | density functions for the largest new EU member states, by Olli Castrén (European Central Bank Working papers 440) | Full text |
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| A study of implied risk-neutral | | density functions in the Norwegian option market, by Stig Arild Syrdal (Central Bank of Norway Working Papers 2002/13) | Full text |
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| A Consistent Bootstrap Test for Conditional | | Density Functions with Time-Dependent Data, by Li, Fuchun and Greg Tkacz (Bank of Canada Working papers 2001-21) | Abstract
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| Estimating the rank of the spectral | | density matrix, by Gonzalo Camba-Mendez and George Kapetanios (European Central Bank Working papers 349) | 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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| Forecasting Exchange Rate | | Density using Parametric Models: The Case of Brazil, by Marcos M. Abe, Eui J. Chang and Benjamin M. Tabak (Central Bank of Brazil Working Papers 138) | Abstract
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| | Denying Foreign Bank Entry: Implications For Bank Interest Margins, by Ross Levine (Central Bank of Chile Working Papers 222) | Abstract
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Cointegration in panel data with breaks and cross-section | | dependence , by Anindya Banerjee and Josep Lluís Carrion-i-Silvestre (European Central Bank Working papers 591) | Full text |
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| Volatility | | dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets, by Roberta Colavecchio and Michael Funke (Bank of Finland BOFIT Discussion Papers 2007/17) | Abstract
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| Oil | | Dependence and Economic Instability, by Luís Aguiar-Conraria, and Yi Wen (St Louis Fed Working Papers 2006-060) | Full text |
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| Managing Adverse | | Dependence for Portfolios of Collateral in Financial Infrastructures, by Alejandro García and Ramazan Gençay (Bank of Canada Working papers 2007-25) | Abstract
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| Long-Range | | Dependence in Exchange Rates: the case of the European Monetary System, by Sergio Rubens Stancato de Souza, Benjamin M. Tabak and Daniel O. Cajueiro (Central Bank of Brazil Working Papers 131) | Abstract
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| State | | Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle, by Fousseni Chabi-Yo, René Garcia, and Eric Renault (Bank of Canada Working papers 2005-09) | Abstract
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| Housing Market Cycles and Duration | | Dependence in the United States and Canada, by Rose Cunningham and Ilan Kolet (Bank of Canada Working papers 2007-02) | Abstract
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| A Copula-Based Autoregressive Conditional | | Dependence Model of International Stock Markets, by (DNB) (Netherlands Bank DNB Working Papers 022) | Full text |
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| Impact of Preferential Trade Agreements on the Import | | Dependence of Tech. Intensive Industries_EP9-2, by January. 04, 2007 (The Bank of Korea Economic Papers 77) | Abstract
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| | | Dependence on external finance: an inherent industry characteristic?, by George M. von Furstenberg, Ulf von Kalckreuth (Deutsche Bundesbank Discussion Papers 200630) | Full text |
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| Outgrowing Resource | | Dependence- Theory and Evidence, by Will Martin (Central Bank of Chile Working Papers 143) | Abstract
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| Keeping up with the Joneses, reference | | dependence, and equilibrium indeterminacy, by Livio Stracca and Ali al-Nowaihi (European Central Bank Working papers 444) | Full text |
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| Default | | Dependence: The Equity Default Relationship, by Stuart M. Turnbull and Jun Yang (Bank of Canada Working papers 2008-01) | Abstract
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| State- | | dependency and firm-level optimization: a contribution to Calvo price staggering, by Peter McAdam and Alpo Willman (European Central Bank Working papers 806) | Full text |
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| Sense and Nonsense on Asia's Export | | Dependency and The Decoupling Thesis, by Dong He, Lillian Cheung and Jian Chang (Hong Kong Monetary Authority Working Papers RM2007-06) | Full text |
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| Female Offenders Use of Social Welfare Programs Before and After Jail and Prison: Does Prison Cause Welfare | | Dependency?, by Kristin Butcher, Robert J. LaLonde (Chicago Fed Working papers WP-2006-13) | Abstract
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| Do Federal Funds Futures Need Adjustment for Excess Returns? A State- | | Dependent Approach, by Brent Bundick (Kansas City Fed Working Papers RWP07-08) | Abstract
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| Equilibrium exchange rates in oil- | | dependent countries, by Iikka Korhonen and Tuuli Juurikkala (Bank of Finland BOFIT Discussion Papers 2007/08) | Abstract
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| A Consistent Bootstrap Test for Conditional Density Functions with Time- | | Dependent Data, by Li, Fuchun and Greg Tkacz (Bank of Canada Working papers 2001-21) | Abstract
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| Regime- | | dependent impulse response functions in a Markov-switching vector autoregression model., by Michael Ehrmann - Martin Ellison - Natacha Valla (Bank of Finland Discussion Papers 2001/11) | Abstract
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| Ultra high frequency volatility estimation with | | dependent microstructure noise, by Yacine Ait-Sahalia, Per A. Mykland, Lan Zhang (Deutsche Bundesbank Discussion Papers 200530) | Full text |
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| Are Labour Market Structures Endogenously | | Dependent on the Monetary Regime? - Empirical Evidence from Denmark 1875-2007, by Abildgren, Kim (Danmarks Nationalbank Working papers WP52/2008) | Abstract
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| Inflation targeting rules : history- | | dependent or forward-looking?, by Kai Leitemo (Central Bank of Norway Working Papers 2002/10) | Full text |
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| Time- | | dependent or state-dependent price setting? - micro-evidence from German metal-working industries -, by Harald Stahl (Deutsche Bundesbank Discussion Papers 200525) | Full text |
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| Time- | | dependent or state-dependent price setting? Micro-evidence from German metal-working industries, by Harald Stahl (European Central Bank Working papers 534) | Full text |
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| State- | | Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?, by Peter J. Klenow and Oleksiy Kryvtsov (Bank of Canada Working papers 2005-04) | Abstract
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| Time or state | | dependent price setting rules? Evidence from Portuguese micro data, by Daniel Dias (European Central Bank Working papers 511) | Full text |
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| Time or State | | Dependent Price Setting Rules? Evidence from Portuguese Micro Data, by Daniel Dias, Carlos Robalo Marques, J.M.C.Santos Silva (Bank of Portugal Working papers 2005-08) | Abstract
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| Time-dependent or state- | | dependent price setting? Micro-evidence from German metal-working industries, by Harald Stahl (European Central Bank Working papers 534) | Full text |
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| Time-dependent or state- | | dependent price setting? - micro-evidence from German metal-working industries -, by Harald Stahl (Deutsche Bundesbank Discussion Papers 200525) | Full text |
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| The Phillips curve under state- | | dependent pricing, by Bakhshi, Hasan, Hashmat Khan and Barbara Rudolf (Swiss National Bank Working Papers 05_01) | Full text |
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| The Phillips curve under state- | | dependent pricing, by Hasan Bakhshi, Hashmat Khan and Barbara Rudolf (Bank of England Working papers 227) | Abstract
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| Pricing-to-Market with State- | | Dependent Pricing, by Anthony Landry (Dallas Fed Working Papers wp0706) | Full text |
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| An Inquiry into the Existence and Uniqueness of Equilibrium with State- | | Dependent Pricing, by A. John, Alexander L. Wolman (Richmond Fed Working Papers 04-04) | Abstract
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| State | | Dependent Pricing and Exchange Rate Pass-Through, by Martin Flodén and Fredrik Wilander (Sveriges Riksbank Working Papers No174) | Abstract
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| Expectations and Exchange Rate Dynamics: A State- | | Dependent Pricing Approach, by Anthony E. Landry (Dallas Fed Working Papers wp0604) | Full text |
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| Implications of State- | | Dependent Pricing for Dynamic Macroeconomic Models, by Michael Dotsey and Robert G. King (Philadelphia Fed Working Papers wp05-02) | Full text |
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| State- | | Dependent Pricing, Inflation, and Welfare in Search Economies, by By Ben Craig and Guillaume Rocheteau (Cleveland Fed Working papers WP0504) | Full text |
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| Time-dependent versus state- | | dependent pricing: a panel data approach to the determinants of Belgian consumer price changes, by Luc Aucremanne and Emmanuel Dhyne (European Central Bank Working papers 462) | Full text |
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| State-Dependent or Time- | | Dependent Pricing: Does It Matter for Recent U.S. Inflation?, by Peter J. Klenow and Oleksiy Kryvtsov (Bank of Canada Working papers 2005-04) | Abstract
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| State- | | Dependent Stock Market Reactions to Monetary Policy, by by Troy Davig and Jeffrey R. Gerlach (IJCB International Journal of Central Banking 06q4a3) | Abstract
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| Aggregating judgments on | | dependent variables: An (Im)possibility result, by by Carl Andreas Claussen and Øistein Røisland Research Departement (Central Bank of Norway Working Papers 2007/07) | Abstract
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| Time- | | dependent versus state-dependent pricing: a panel data approach to the determinants of Belgian consumer price changes, by Luc Aucremanne and Emmanuel Dhyne (European Central Bank Working papers 462) | Full text |
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| Are Corporates' Target Leverage Ratios Time- | | Dependent?, by Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2005-03) | Full text |
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