Profitability of foreign banks in Central and Eastern Europe: Does the entry | | mode matter?, by Olena Havrylchyk, Emilia Jurzyk (Bank of Finland BOFIT Discussion Papers 2006/05) | Abstract Full text |
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| Acquisition versus greenfield: the impact of the | | mode of foreign bank entry on information and bank lending rates, by Sophie Claeys and Christa Hainz (European Central Bank Working papers 0653) | Full text |
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| Acquisition versus greenfield: The impact of the | | mode of foreign bank entry on information and bank lending rates*, by Sophie Claeys and Christa Hainz (Sveriges Riksbank Working Papers 210) | Abstract Full text |
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More Potent Monetary Policy? Insights from a Threshold | | Model , by Jarkko Jääskelä (Reserve Bank of Australia Research Discussion Papers RDP2007-07) | Abstract Full text |
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| Trade Integration of Central and Eastern European Countries:Lessons from a Gravity | | Model , by Matthieu Bussičre, Jarko Fidrmuc, Bernd Schnatz (Austrian National Bank Working Papers WP105) | Abstract Full text |
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| Forecasting Austrian GDP using the generalized dynamic factor | | model , by Martin Schneider, Martin Spitzer (Austrian National Bank Working Papers WP089) | Abstract Full text |
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| Housing market spillovers: evidence from an estimated DSGE | | model , by Matteo Iacoviello, Stefano Neri (National Bank of Belgium Working Papers 145) | Abstract Full text |
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| Risk premiums and macroeconomic dynamics in a heterogeneous agent | | model , by Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens, Raf Wouters (National Bank of Belgium Working Papers 150) | Abstract Full text |
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| Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance | | model , by Hans Dewachter (National Bank of Belgium Working Papers 144) | Abstract Full text |
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| Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM | | model , by Joseph Plasmans, Tomasz Michalak, Jorge Fornero (National Bank of Belgium Working Papers 094) | Abstract Full text |
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| The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series | | Model , by Philippe Moës (National Bank of Belgium Working Papers 089) | Abstract Full text |
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| The term structure of interest rates in a DSGE | | model , by Marina Emiris (National Bank of Belgium Working Papers 088) | Abstract Full text |
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| Macroeconomic Coordination and Inflation Targeting in a Two-Country | | Model , by Eui Jung Chang, Marcelo Kfoury Muinhos and Joanílio Rodolpho Teixeira (Central Bank of Brazil Working Papers 050) | Abstract Full text |
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| Welfare Effects of Commodity Price and Exchange Rate Volatilities in a Multi-Sector Small Open Economy | | Model , by Ali Dib (Bank of Canada Working papers 2008-08) | Abstract Full text |
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| Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) | | Model , by Céline Gauthier and Fu Chun Li (Bank of Canada Working papers 2006-42) | Abstract Full text |
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| Convergence in a Stochastic Dynamic Heckscher-Ohlin | | Model , by Partha Chatterjee and Malik Shukayev (Bank of Canada Working papers 2006-23) | Abstract Full text |
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| Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate | | Model , by Christopher M. Cornell and Raphael H. Solomon (Bank of Canada Working papers 2006-05) | Abstract Full text |
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| Forecasting Canadian Time Series with the New Keynesian | | Model , by Ali Dib, Mohamed Gammoudi, and Kevin Moran (Bank of Canada Working papers 2006-04) | Abstract Full text |
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| Simple Monetary Policy Rules in an Open-Economy, Limited-Participation | | Model , by Scott Hendry, Wai-Ming Ho, and Kevin Moran (Bank of Canada Working papers 2003-38) | Abstract Full text |
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| Taylor Rules in the Quarterly Projection | | Model , by Armour, Jamie, Ben Fung, and Dinah Maclean (Bank of Canada Working papers 2002-1) | Abstract
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| Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction | | Model , by Liu, Ying (Bank of Canada Working papers 2001-23) | Abstract Full text |
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| Learning, Endogenous Indexation, and Disinflation in the New-Keynesian | | Model , by Volker Wieland (Central Bank of Chile Working Papers 493) | Abstract Full text |
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| Assessing Inflation Targeting in Latin America With a DSGE | | Model , by John McDermott; Peter McMenamin (Central Bank of Chile Working Papers 469) | Abstract Full text |
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| The Chilean Business Cycles Through the Lens of a Stochastic General Equilibrium | | Model , by Juan Pablo Medina; Claudio Soto (Central Bank of Chile Working Papers 457) | Abstract Full text |
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| Optimal Inflation Stabilization in a Medium-Scale Macroeconomic | | Model , by Stephanie Schmitt-Grohé, Martín Uribe (Central Bank of Chile Working Papers 410) | Abstract Full text |
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| Forecasting Canadian Time Series With the New-Keynesian | | Model , by Ali Dib, Mohamed Gammoudi, Kevin Moran (Central Bank of Chile Working Papers 382) | Abstract Full text |
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| The Default Rate and Price of Capital in a Costly External Finance | | Model , by Juan Pablo Medina (Central Bank of Chile Working Papers 297) | Abstract Full text |
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| Age-Differentiated Minimum Wages in a Dual Labor Market | | Model , by Mauricio Larraín, Joaquín Poblete (Central Bank of Chile Working Papers 268) | Abstract Full text |
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| The Monetary Transmission Mechanism in Chile: A Medium-Sized Macroeconometric | | Model , by Carlos García, Pablo García, Igal Magendzo, Jorge Restrepo (Central Bank of Chile Working Papers 254) | Abstract Full text |
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| What drives returns to euro area housing? Evidence from a dynamic dividend-discount | | model , by Paul Hiebert, Matthias Sydow (European Central Bank Working papers 1019) | Full text |
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| Estimating and forecasting the euro area monthly national accounts from a dynamic factor | | model , by Elena Angelini (European Central Bank Working papers 0953) | Full text |
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| Oil shocks and endogenous markups: results from an estimated euro area DSGE | | model , by Marcelo Sánchez (European Central Bank Working papers 0860) | Full text |
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| Inquiries on dynamics of transition economy convergence in a two-country | | model , by Jan Bruha and Jirí Podpiera (European Central Bank Working papers 0791) | Full text |
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| Euro area inflation persistence in an estimated nonlinear DSGE | | model , by Gianni Amisano and Oreste Tristani (European Central Bank Working papers 0754) | Full text |
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| Tax reform and labour-market performance in the euro area: a simulation-based analysis using the New Area-Wide | | Model , by Günter Coenen (European Central Bank Working papers 0747) | Full text |
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| What drives EU banks' stock returns? Bank-level evidence using the dynamic dividend-discount | | model , by Olli Castren (European Central Bank Working papers 0677) | Full text |
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| The Italian block of the ESCB multi-country | | model , by Elena Angelini (European Central Bank Working papers 0660) | Full text |
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| The German block of the ESCB multi-country | | model , by Igor Vetlov and Thomas Warmedinger (European Central Bank Working papers 0654) | Full text |
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| The Dutch block of the ESCB multi-country | | model , by Elena Angelini (European Central Bank Working papers 0646) | Full text |
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| Identifying the role of labor markets for monetary policy in an estimated DSGE | | model , by Kai Christoffel (European Central Bank Working papers 0635) | Full text |
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| Optimal fiscal and monetary policy in a medium-scale macroeconomic | | model , by Stephanie Schmitt-Grohé and Martín Uribe (European Central Bank Working papers 0612) | Full text |
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| Factor analysis in a New-Keynesian | | model , by Andreas Beyer, Roger E. A. Farmer (European Central Bank Working papers 0510) | Full text |
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| Optimal research in financial markets with heterogeneous private information: a rational expectations | | model , by Katrin Tinn (European Central Bank Working papers 0493) | Full text |
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| The French block of the ESCB multi-country | | model , by Frédéric Boissay and Jean-Pierre Villetelle (European Central Bank Working papers 0456) | Full text |
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| Central bank transparency and private information in a dynamic macroeconomic | | model , by Joseph G. Pearlman (European Central Bank Working papers 0455) | Full text |
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| Fiscal sustainability and public debt in an endogenous growth | | model , by Jesús Fernández-Huertas Moraga and Jean-Pierre Vidal (European Central Bank Working papers 0395) | Full text |
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| Fiscal rules and sustainability of public finances in an endogenous growth | | model , by Barbara Annicchiarico and Nicola Giammarioli (European Central Bank Working papers 0381) | Full text |
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| Optimal monetary policy rules for the euro area: an analysis using the area wide | | model , by Alistair Dieppe, Keith Küster and Peter McAdam (European Central Bank Working papers 0360) | Full text |
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| Indeterminacy with inflation-forecast-based rules in a two-bloc | | model , by Nicoletta Batini, Paul Levine and Joseph Pearlman (European Central Bank Working papers 0340) | Full text |
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| Government deficits, wealth effects and the price level in an optimizing | | model , by Barbara Annicchiarico (European Central Bank Working papers 0285) | Full text |
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| Measuring contagion with a Bayesian, time-varying coefficient | | model , by Matteo Ciccarelli and Alessandro Rebucci (European Central Bank Working papers 0263) | Full text |
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| The Spanish block of the ESCB-multi-country | | model , by Alpo Willman and Angel Estrada (European Central Bank Working papers 0149) | Full text |
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| Optimal contracts in a dynamic costly state verification | | model , by Cyril Monnet and Erwan Quintin (European Central Bank Working papers 0126) | Full text |
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| Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor | | model , by Sandra Eickmeier (Deutsche Bundesbank Discussion Papers 200631) | Full text |
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| Identifying the role of labor markets for monetary policy in an estimated DSGE | | model , by Kai Christoffel, Keith Küster, Tobias Linzert (Deutsche Bundesbank Discussion Papers 200617) | Full text |
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| Inflation and relative price variability in the euro area: evidence from a panel threshold | | model , by Dieter Nautz, Juliane Scharff (Deutsche Bundesbank Discussion Papers 200614) | Full text |
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| How synchronized are central and east European economies with the euro area? Evidence from a structural factor | | model , by Sandra Eickmeier, Jörg Breitung (Deutsche Bundesbank Discussion Papers 200520) | Full text |
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| Measuring business sector concentration by an infection | | model , by Klaus Düllmann (Deutsche Bundesbank Banking Supervision Discussion Papers 200603) | Full text |
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| Public infrastructures, public consumption and welfare in a new open economy macro | | model , by Giovanni Ganelli – Juha Tervala (Bank of Finland Discussion Papers 2009/08) | Abstract Full text |
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| Along but beyond mean-variance: Utility maximization in a semimartingale | | model , by Heli Huhtala (Bank of Finland Discussion Papers 2008/05) | Abstract Full text |
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| The international transmission of monetary policy in a dollar pricing | | model , by Juha Tervala (Bank of Finland Discussion Papers 2007/29) | Abstract Full text |
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| Population ageing in a small open economy - some policy experiments with a tractable general equilibrium | | model , by Juha Kilponen – Helvi Kinnunen – Antti Ripatti (Bank of Finland Discussion Papers 2006/28) | Abstract Full text |
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| The optimal tax treatment of housing capital in the neoclassical growth | | model , by Essi Eerola - Niku Määttänen (Bank of Finland Discussion Papers 2005/10) | Abstract Full text |
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| Buffer funding of unemployment insurance in a dynamic labour union | | model , by Marja-Liisa Halko (Bank of Finland Discussion Papers 2003/24) | Abstract Full text |
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| Settlement in modern network-based payment infrastructures - description and prototype of the E-Settlement | | model , by Harry Leinonen (Bank of Finland Discussion Papers 2002/23) | Abstract Full text |
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| Differences in Interest Rate Policy at the ECB and the Fed : An Investigation with a Medium-Scale DSGE | | Model , by Frank Smets and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 182) | Abstract Full text |
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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 Full text |
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| Central Bank Reputation in a Forward-Looking | | Model , by Olivier Loisel (Bank of France Working Papers Nr 127) | Abstract Full text |
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| Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy | | Model , by Stéphane Moyen and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 105) | Abstract Full text |
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| Structural Reform, Intra-Regional Trade, and Medium-Term Growth Prospects of East Asia and the Pacific --- Perspectives from a new multi-region | | model , by Papa N’Diaye, Ping Zhang, and Wenlang Zhang (Hong Kong Monetary Authority Working Papers WP08_17) | Abstract Full text |
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| What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice | | Model , by Dong He and Laurent L. Pauwels (Hong Kong Monetary Authority Working Papers WP08_06) | Abstract Full text |
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| Oil price shocks: Demand vs Supply in a two-country | | model , by Alessia Campolmi (Magyar Nemzeti Bank Working papers 2008/05) | Abstract Full text |
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| Target zone rearrangements and exchange rate behavior in an options-based | | model , by Anna Naszódi (Magyar Nemzeti Bank Working papers 2004/02) | Abstract Full text |
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| Analyzing Fiscal Policy and Growth with a Calibrated Macro | | Model , by Péter Benczúr - András Simon - Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/13) | Abstract Full text |
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| The Optimal Euro Conversion Rate in a Stochastic Dynamic General Equilibrium | | Model , by Balázs Világi (Magyar Nemzeti Bank Working papers 2003/11) | Abstract Full text |
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| Simulations with the NIGEM | | Model , by Zoltán M. Jakab - Mihály András Kovács - Explaining the Exchange Rate Pass-Through in Hungary (Magyar Nemzeti Bank Working papers 2003/05) | Abstract Full text |
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| Disinflation Simulations with a Disaggregated Output Gap Based | | Model , by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/03) | Abstract Full text |
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| Hungary in the NIGEM | | model , by Zoltán M. Jakab - Mihály András Kovács (Magyar Nemzeti Bank Working papers 2002/03) | Abstract Full text |
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| 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 |
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| Employment and Inflation Responses to an Exchange Rate Shock in a Calibrated | | Model , by Colin Bermingham (Central Bank of Ireland Research Technical Papers 05/RT/02) | Abstract Full text |
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| Public Debt in a Long Term Discretionary | | Model , by Liviatan Nissan, Frish Roni (Bank of Israel Research - Discussion Papers dp0307) | Abstract Full text |
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| The State-of-The-Economy Index and The probability of Recession: The Markov Regime-Switching | | Model , by Marom Arie, Menashe Yigal, Suchoy Tanya (Bank of Israel Research - Discussion Papers dp0305) | Abstract Full text |
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| Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated | | Model , by Ulf Söderström (Sveriges Riksbank Working Papers 227) | Abstract Full text |
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| Optimal Monetary Policy in an Operational Medium-Sized DSGE | | Model , by Malin Adolfson , Stefan Laséen , Jesper Lindé and Lars E.O. Svensson (Sveriges Riksbank Working Papers 225) | Abstract Full text |
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| Introducing Financial Frictions and Unemployment into a Small Open Economy | | Model , by Lawrence J. Christiano, Mathias Trabandt and Karl Walentin (Sveriges Riksbank Working Papers 214) | Abstract Full text |
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| Evaluating An Estimated New Keynesian Small Open Economy | | Model , by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers 203) | Abstract Full text |
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| Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium | | Model , by Malin Adolfson , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers 190) | Abstract Full text |
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| Bubbles and crashes in a behavioural finance | | model , by Paul De Grauwe and Marianna Grimaldi (Sveriges Riksbank Working Papers 164) | Abstract Full text |
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| The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC | | model , by Jesper Lindé (Sveriges Riksbank Working Papers 161) | Abstract Full text |
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| Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration | | Model , by Tor Jacobson , Johan Lyhagen , Rolf Larsson and Marianne Nessén (Sveriges Riksbank Working Papers 145) | Abstract Full text |
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| The Empirical Relevanceof Simple Forward- andBackward-looking models:A View from a DynamicGeneral Equilibrium | | Model , by Jesper Lindé (Sveriges Riksbank Working Papers 130) | Abstract Full text |
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| Estimation of Korean Monthly GDP with Mixed-Frequency Data using an Unobserved Component Error Correction | | Model , by by (The Bank of Korea Economic Papers 99) | Abstract Full text |
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| An Analysis of Brisk Exports and Sluggish Domestic Demand Using a Nontradables | | Model , by Dongkoo Chang and Youngjun Choi (The Bank of Korea Economic Papers 63) | Abstract Full text |
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| The Impact of Trend Inflation in an Open Economy | | Model , by Fernandez-Corugedo Emilio (Bank of Mexico Working Papers 2007-15) | Full text |
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| Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data | | Model , by Cheng Hsiao, M. Hashem Pesaran and Andreas Pick* (Netherlands Bank DNB Working Papers 140) | Full text |
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| Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation | | Model , by Axel Börsch-Supan, Alexander Ludwig and Joachim Winter (Netherlands Bank DNB Working Papers 065) | Full text |
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| Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE | | model , by Marcin Kolasa (National Bank of Poland Working papers 049) | Full text |
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| Banks, remittances and financial deepening in receiving countries. A | | model , by Enrique Alberola and Rodrigo César Salvado (Bank of Spain Working Papers 0621) | Abstract Full text |
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| Wage inequality, segregation by skill and the price of capital in an assignment | | model , by Ángel Gavilán (Bank of Spain Working Papers 0613) | Abstract Full text |
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| The Spanish block of the ESCB-Multi-Country | | model , by Alpo Willman and Ángel Estrada (Bank of Spain Working Papers 0212) | Full text |
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| Forecasting realized (co)variances with a block structure Wishart autoregressive | | model , by Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo (Swiss National Bank Working Papers 2009-03) | Full text |
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| Dealing with country diversity: challenges for the IMF credit union | | model , by Gregor Irwin, Adrian Penalver, Chris Salmon and Ashley Taylor (Bank of England Working papers 349) | Abstract Full text |
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| Evolving international inflation dynamics: evidence from a time-varying dynamic factor | | model , by Haroon Mumtaz and Paolo Surico (Bank of England Working papers 341) | Abstract Full text |
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| Labour market institutions and aggregate fluctuations in a search and matching | | model , by Francesco Zanetti (Bank of England Working papers 333) | Abstract Full text |
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| Asset pricing implications of a New Keynesian | | model , by Bianca De Paoli, Alasdair Scott and Olaf Weeken (Bank of England Working papers 326) | Abstract Full text |
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| The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary | | model , by Alex Brazier, Richard Harrison, Mervyn King and Tony Yates (Bank of England Working papers 303) | Abstract Full text |
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| Price-setting behaviour, competition, and mark-up shocks in the New Keynesian | | model , by Hashmat Khan (Bank of England Working papers 240) | Abstract Full text |
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| How can the IMF catalyse private capital flows? A | | model , by Adrian Penalver (Bank of England Working papers 215) | Abstract Full text |
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| A Comparison of Forecast Performance Between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE | | Model , by Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte (Federal Reserve Board FEDS series 2009-10) | Abstract Full text |
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| An Estimate of the Inflation Risk Premium Using a Three-Factor Affine Term Structure | | Model , by J. Benson Durham (Federal Reserve Board FEDS series 2006-42) | Abstract Full text |
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| Temporary Partial Expensing in a General-Equilibrium | | Model , by Rochelle M. Edge and Jeremy B. Rudd (Federal Reserve Board FEDS series 2005-19) | Abstract Full text |
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| A Nonlinear Look at Trend MFP Growth and the Business Cycle: Result from a Hybrid Kalman/Markov Switching | | Model , by Mark W. French (Federal Reserve Board FEDS series 2005-12) | Abstract Full text |
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| Expectation Traps in a New Keynesian Open Economy | | Model , by David M. Arseneau (Federal Reserve Board FEDS series 2004-45) | Abstract Full text |
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| Geographic Concentration and Establishment Size: Analysis in an Alternative Economic Geography | | Model , by Thomas J. Holmes and John J. Stevens (Federal Reserve Board FEDS series 2002-17) | Abstract Full text |
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| Alterntive Financial Strategies: The Results of some policy Simulations with the Multi-Country | | Model , by Steven A. Symansky and Richard D. Haas (Federal Reserve Board International Financial Discussion Papers 2008-235) | Abstract
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| Competitive Search Equilibrium in a DSGE | | Model , by David M. Arseneau and Sanjay K. Chugh (Federal Reserve Board International Financial Discussion Papers 2008-929) | Abstract Full text |
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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 Full text |
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| Indeterminacy with Inflation-Forecast-Based Rules in a Two-Bloc | | Model , by Nicoletta Batini; Paul Levine; Joseph Pearlman (Federal Reserve Board International Financial Discussion Papers 2004-797) | Abstract Full text |
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| Aggregation and the PPP Puzzle in a Sticky-Price | | Model , by Carlos Carvalho and Fernanda Nechio (New York Fed Staff reports 351) | Abstract Full text |
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| Disagreement and Learning in a Dynamic Contracting | | Model , by Tobias Adrian and Mark M. Westerfield (New York Fed Staff reports 269) | Abstract Full text |
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| Indeterminacy in a Forward-Looking Regime-Switching | | Model , by Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2006-19) | Abstract Full text |
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| Some Results on the Solution of the Neoclassical Growth | | Model , by Jesus Fernandez-Villaverde and Juan Francisco Rubio-Ramírez (Atlanta Fed Working papers 2003-34) | Abstract Full text |
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| Minimally Altruistic Wages and Unemployment in a Matching | | Model , by Julio J. Rotemberg (Boston Fed Working papers 07-05) | Abstract Full text |
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| Fixed Term Employment Contracts in an Equilibrium Search | | Model , by Fernando Alvarez, Marcelo Veracierto (Chicago Fed Working papers WP-2005-14) | Abstract Full text |
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| Bank Procyclicality, Credit Crunches, and Asymmetric Monetary Policy Effects: A Unifying | | Model , by Robert Bliss , George Kaufman (Chicago Fed Working papers WP-2002-18) | Abstract Full text |
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| The Role of Independence in the Green-Lin Diamond-Dybvig | | Model , by David Andolfatto, Ed Nosal, and Neil Wallace (Cleveland Fed Working papers 0615) | Full text |
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| Keynesian Economics without the LM and IS Curves: A Dynamic Generalization of the Taylor-Romer | | Model , by Evan F. Koenig (Dallas Fed Working Papers wp0813) | Full text |
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| Yield Curve in an Estimated Nonlinear Macro | | Model , by Taeyoung Doh (Kansas City Fed Working Papers 09-04) | Abstract Full text |
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| Non-Stationary Hours in a DSGE | | Model , by Yongsung Chang, Taeyoung Doh, and Frank Schorfheide (Philadelphia Fed Working Papers wp06-03) | Full text |
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| Consumption-Habits in a New Keynesian Business Cycle | | Model , by Dennis (San Francisco Fed Working Papers 2008-35) | Full text |
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| An Arbitrage-Free Generalized Nelson-Siegel Term Structure | | Model , by Christensen, Diebold, Rudebusch (San Francisco Fed Working Papers 2008-07) | Full text |
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| Examining the Bond Premium Puzzle with a DSGE | | Model , by Rudebusch, Swanson (San Francisco Fed Working Papers 2007-25) | Full text |
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| The Welfare Consequences of ATM Surcharges: Evidence from a Structural Entry | | Model , by Gautam Gowrisankaran and John Krainer (San Francisco Fed Working Papers 2005-01) | Full text |
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| Lock-in of Extrapolative Expectations in an Asset Pricing | | Model , by Kevin J. Lansing (San Francisco Fed Working Papers 2004-06) | Full text |
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| Euro Membership as a U.K. Monetary Policy Option: Results from a Structural | | Model , by Riccardo DiCecio, and Edward Nelson (St Louis Fed Working Papers 2009-012) | Abstract Full text |
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| Who Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching | | Model , by Massimo Guidolin, and Stuart Hyde (St Louis Fed Working Papers 2006-029) | Full text |
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| Investigating the Intertemporal Risk-Return Relation in International Stock Markets with the Component GARCH | | Model , by Hui Guo, and Christopher J. Neely (St Louis Fed Working Papers 2006-006) | Full text |
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| Explaining the level of credit spreads: option-implied jump risk premia in a firm value | | model , by Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum (Bank for International Settlements Working papers 191) | Abstract Full text |
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| Debt-deflation: concepts and a stylised | | model , by Goetz von Peter (Bank for International Settlements Working papers 176) | Abstract Full text |
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| Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF | | Model , by by Nikola Tarashev and Haibin Zhu (IJCB International Journal of Central Banking 08q2a4) | Abstract Full text |
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| The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary | | Model , by by Alex Brazier, Richard Harrison, Mervyn King and Tony Yates (IJCB International Journal of Central Banking 08q2a6) | Abstract Full text |
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| How Well Does a Monetary Dynamic Equilibrium | | Model Account for Chilean Data?, by Roberto Duncan (Central Bank of Chile Working Papers 190) | Abstract 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 Full text |
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| Monetary Policy under | | Model and Data-Parameter Uncertainty, by Gino Cateau (Bank of Canada Working papers 2005-06) | Abstract Full text |
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| When Do Matched- | | Model and Hedonic Techniques Yield Similar Measures?, by Mark Doms, Ana Aizcorbe and Carol Corrado (San Francisco Fed Working Papers 2003-14) | Full text |
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| The Present Value | | Model and New Zealand's current account, by Anella Munro and Rishab Sethi (Reserve Bank of New Zealand Discussion Papers DP2006/12) | Abstract Full text |
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| An Arbitrage-Free Three-Factor Term Structure | | Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates, by Don H. Kim and Jonathan H. Wright (Federal Reserve Board FEDS series 2005-33) | Abstract Full text |
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| Computational Efficiency in Bayesian | | Model and Variable Selection, by Jana Eklund, Sune Karlsson (Central Bank of Iceland Working Papers 35) | Abstract
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| Estimating the output gap in real time: A factor | | model approach, by Knut Are Aastveit and Třrres G. Trovik, (Central Bank of Norway Working Papers 2008/23) | Abstract Full text |
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| A Merton- | | model approach to assessing the default risk of UK public companies, by Merxe Tudela and Garry Young (Bank of England Working papers 194) | Abstract Full text |
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| Forecasting U.S. Inflation by Bayesian | | Model Averaging, by Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-780) | Abstract Full text |
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| Forecasting in Large Macroeconomic Panels Using Bayesian | | Model Averaging, by Gary Koop and Simon Potter (New York Fed Staff reports 163) | Abstract Full text |
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| Bayesian | | Model Averaging and Exchange Rate Forecasts, by Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-779) | Abstract Full text |
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| Finding Good Predictors for Inflation: A Bayesian | | Model Averaging Approach, by Tor Jacobson and Sune Karlsson (Sveriges Riksbank Working Papers 138) | Abstract Full text |
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| Forecast combination and | | model averaging using predictive measures, by Jana Eklund and Sune Karlsson (Sveriges Riksbank Working Papers 191) | Abstract Full text |
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| Forecast accuracy and economic gains from Bayesian | | model averaging using time varying weight, by Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman K. van Dijk and Marno Verbeek (Central Bank of Norway Working Papers 2009/10) | Abstract Full text |
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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 Full text |
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| Evaluating China's integration in world trade with a gravity | | model based benchmark, by Matthieu Bussičre and Bernd Schnatz (European Central Bank Working papers 0693) | Full text |
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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 Full text |
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| A look into the factor | | model black box: publication lags and the role of hard and soft data in forecasting GDP, by Marta Banbura and Gerhard Rünstler (European Central Bank Working papers 0751) | Full text |
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| Factor-MIDAS for now- and forecasting with ragged-edge data: a | | model comparison for German GDP, by Massimiliano Marcellino, Christian Schumacher (Deutsche Bundesbank Discussion Papers 200734) | Full text |
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| | | Model Comparison Using the Hansen-Jagannathan Distance, by Raymond Kan and Cesare Robotti (Atlanta Fed Working papers 2007-04) | Abstract Full text |
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| Choosing the Best Volatility Models: The | | Model Confidence Set Approach, by Peter Reinhard Hansen, Asger Lunde, and James M. Nason (Atlanta Fed Working papers 2003-28) | Abstract Full text |
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| | | Model Confidence Sets for Forecasting Models, by Peter Reinhard Hansen, Asger Lunde, and James M. Nason (Atlanta Fed Working papers 2005-07) | Abstract Full text |
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| Capital Adjustment Patterns in Swedish Manufacturing Firms: What | | Model Do They Suggest?, by Mikael Carlsson and Stefan Laséen (Sveriges Riksbank Working Papers 143) | Abstract Full text |
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| Policy Predictions If the | | Model Doesn't Fit, by Marco Del Negro and Frank Schorfheide (Atlanta Fed Working papers 2004-38) | Abstract Full text |
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| New Keynesian | | Model Dynamics under Heterogeneous Expectations and Adaptive Learning, by Martin Fukac (Czech National Bank Working papers 2006/05) | Abstract
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| Can the Standard International Business Cycle | | Model Explain the Relation Between Trade and Comovement?, by M. Ayhan Kose and Kei-Mu Yi (Philadelphia Fed Working Papers wp05-03) | Full text |
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| Oil Shocks and Monetary Policy in an Estimated DSGE | | Model for a Small Open Economy, by Juan Pablo Medina, Claudio Soto (Central Bank of Chile Working Papers 353) | Abstract Full text |
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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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| | | Model for Analysing and forecasting short term developments, by Mustapha Baghli, Véronique Brunhes-Lesage, Olivier De bandt, Henri Fraisse et Jean-Pierre Villetel (Bank of France Working Papers Nr 106) | Abstract Full text |
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| A New Keynesian | | Model for Analysing Monetary Policy in Mainland China, by Li-gang Liu and Wenlang Zhang (Hong Kong Monetary Authority Working Papers WP07_18) | Abstract Full text |
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| Noname - A new quarterly | | model for Belgium, by Philippe Jeanfils and Koen Burggraeve (National Bank of Belgium Working Papers 068) | Abstract Full text |
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| Steady State Analysis of an Open Economy General Equilibrium | | Model for Brazil, by Mirta Noemí Sataka Bugarin, Roberto de Goes Ellery Jr., Victor Gomes Silva and Marcelo Kfoury Muinhos (Central Bank of Brazil Working Papers 092) | Abstract Full text |
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| A Structural Small Open-Economy | | Model for Canada, by Stephen Murchison, Andrew Rennison, and Zhenhua Zhu (Bank of Canada Working papers 2004-4) | Abstract Full text |
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| The ECOGEM-Chile Model: A CGE | | Model for Environmental and Trade Policy Analysis, by Paul O'Ryan, Carlos J. de Miguel, Sebastián Miller (Central Bank of Chile Working Papers 247) | Abstract Full text |
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| A Non-Gaussian Panel Time Series | | Model for Estimating and Decomposing Default Risk, by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
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| A Monthly | | Model for Evaluation of Inflation and Monetary Policy in Israel, by Ilek Alex (Bank of Israel Monetary Studies - Discussion Papers mns0604) | Abstract
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| Macro stress testing with a macroeconomic credit risk | | model for Finland, by Kimmo Virolainen (Bank of Finland Discussion Papers 2004/18) | Abstract Full text |
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| The New Area-Wide Model of the euro area: a micro-founded open-economy | | model for forecasting and policy analysis, by Kai Christoffel (European Central Bank Working papers 0944) | Full text |
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| A Small BVAR-DSGE | | Model for Forecasting the Australian Economy, by Andrew Hodge, Tim Robinson and Robyn Stuart (Reserve Bank of Australia Research Discussion Papers RDP2008-04) | Abstract Full text |
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| The Factor-Spline-GARCH | | Model for High and Low Frequency Correlations, by Rangel Jose Gonzalo; Engle Robert F. (Bank of Mexico Working Papers 2009-03) | Full text |
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| A joint macroeconomic-yield curve | | model for Hungary, by Zoltán Reppa (Magyar Nemzeti Bank Working papers 2009/01) | Abstract Full text |
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| Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting | | Model for Hungary, by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/04) | Abstract Full text |
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| A Forecasting | | Model for Inventory Investments in Canada, by Marwan Chacra and Maral Kichian (Bank of Canada Working papers 2004-39) | Abstract Full text |
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| A Macro-econometric | | Model for Ireland, by Kieran McQuinn, Nuala O'Donnell and Mary Ryan (Central Bank of Ireland Research Technical Papers 05/RT/09) | Abstract Full text |
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| An Integrated | | Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks, by Wenersamy Ramos de Alcântara (Central Bank of Brazil Working Papers 168) | Abstract
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| Learning process and rational expectations: an analysis using a small macroeconomic | | model for New Zealand, by Olivier Basdevant (Reserve Bank of New Zealand Discussion Papers DP2003/05) | Abstract Full text |
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| A BVAR Forecasting | | Model For Peruvian Inflation, by Gonzalo Llosa, Vicente Tuesta and Marco Vega (Central Reserve Bank of Peru Working Papers 2005-007) | Abstract Full text |
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| A Sticky-Information General Equilibrium | | Model for Policy Analysis, by Ricardo Reis (Central Bank of Chile Working Papers 495) | Abstract Full text |
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| Reading the Minds of Investors: An Empirical Term Structure | | Model for Policy Analysis, by Jim Clouse (Federal Reserve Board FEDS series 2004-64) | Abstract Full text |
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| SIGMA: A New Open Economy | | Model for Policy Analysis, by Christopher J. Erceg; Luca Guerrieri; Christopher Gust (Federal Reserve Board International Financial Discussion Papers 2005-835) | Abstract Full text |
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| SIGMA: A New Open Economy | | Model for Policy Analysis, by by Christopher J. Erceg, Luca Guerrieri, and Christopher Gust (IJCB International Journal of Central Banking 06q1a1) | Abstract Full text |
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| A dual-regime utility | | model for poverty analysis, by Claudia Biancotti (Banca d'Italia Working Papers 603) | Abstract Full text |
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| A new mixed multiplicative-additive | | model for seasonal adjustment, by Stephanus Arz (Deutsche Bundesbank Discussion Papers 200647) | Full text |
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| Liquidity Stress-Tester: A macro | | model for stress-testing banks' liquidity risk, by Jan Willem van den End (Netherlands Bank DNB Working Papers 175) | Full text |
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| A generalised dynamic factor | | model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts, by Christophe Van Nieuwenhuyze (National Bank of Belgium Working Papers 080) | Abstract Full text |
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| Medium-Size Macroeconomic | | Model for the Brazilian Economy, by Marcelo Kfoury Muinhos and Sergio Afonso Lago Alves (Central Bank of Brazil Working Papers 064) | Abstract Full text |
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| A Failure-Rate | | Model for the Danish Corporate Sector, by Lykke, Morten; Pedersen, Kenneth Juhl; Vinther, Heidi Mřlgaard (Danmarks Nationalbank Working papers WP16/2004) | Abstract Full text |
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| A Small Dynamic Hybrid | | Model for the Euro Area, by Djoudad, Ramdane and Céline Gauthier (Bank of Canada Working papers 2003-19) | Abstract Full text |
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| An affine macro-finance term structure | | model for the euro area, by Wolfgang Lemke (Deutsche Bundesbank Discussion Papers 200713) | Full text |
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| Tracking Growth and the Business Cycle: a Stochastic Common Cycle | | Model for the Euro Area, by Joăo Valle e Azevedo, Siem Jan Koopman, António Rua (Bank of Portugal Working papers 2003-16) | Abstract Full text |
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| On the empirical evidence of the intertemporal current account | | model for the euro area countries, by Michele Ca' Zorzi and Michal Rubaszek (European Central Bank Working papers 0895) | Full text |
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| A Two-Pillar DSGE Monetary Policy | | Model for the Euro Area., by Jean Barthélemy, Laurent Clerc and Magali Marx (Bank of France Working Papers Nr 219) | Abstract Full text |
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| An Inflation Forecasting | | Model For The Euro Area., by Valérie Chauvin and Antoine Devulder (Bank of France Working Papers Nr 192) | Abstract Full text |
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| An estimated DSGE | | model for the German economy within the euro area, by Ernest Pytlarczyk (Deutsche Bundesbank Discussion Papers 200533) | Full text |
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| A macroeconomic structural | | model for the Portuguese economy, by Ricardo Mourinho Félix (Bank of Portugal Working papers 2005-13) | Abstract Full text |
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| BEMOD: a DSGE | | model for the Spanish economy and the rest of the Euro area, by Javier Andrés, Pablo Burriel and Ángel Estrada (Bank of Spain Working Papers 0631) | Abstract Full text |
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| A multi-factor | | model for the valuation and risk management of demand deposits, by Hans Dewachter, Marco Lyrio, Konstantijn Maes (National Bank of Belgium Working Papers 083) | Abstract Full text |
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| The Spline GARCH | | Model for Unconditional Volatility and its Global Macroeconomic Causes, by Robert F. Engle and Jose Gonzalo Rangel (Czech National Bank Working papers 2005/13) | Abstract Full text |
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| BankCaR (Bank Capital-at-Risk): A credit risk | | model for US commercial bank charge-offs, by Jon Frye, Eduard Pelz (Chicago Fed Working papers WP-2008-03) | Abstract Full text |
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| Factor | | model forecasts for New Zealand, by Troy Matheson (Reserve Bank of New Zealand Discussion Papers DP2005/01) | Abstract Full text |
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| Factor | | Model Forecasts for New Zealand, by by Troy D. Matheson (IJCB International Journal of Central Banking 06q2a6) | Abstract Full text |
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| A Risk-Factor | | Model Foundation for Ratings-Based Bank Capital Rules, by Michael B. Gordy (Federal Reserve Board FEDS series 2002-55) | Abstract Full text |
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| Large Term Structure Movements in a Factor | | Model Framework, by Marcelo Reyes (Central Bank of Chile Working Papers 341) | Abstract Full text |
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| A | | Model in Which Outside and Inside Money are Essential, by David C. Mills, Jr. (Federal Reserve Board FEDS series 2006-38) | Abstract Full text |
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| On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and | | model information, by Maximiano Pinheiro, Paulo Soares Esteves (Bank of Portugal Working papers 2008-21) | Abstract Full text |
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| An economic capital | | model integrating credit and interest rate risk in the banking book, by Piergiorgio Alessandri, Mathias Drehmann (European Central Bank Working papers 1041) | Full text |
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| | | Model misspecification, learning and the exchange rate disconnect puzzle, by Vivien Lewis, Agnieszka Markiewicz (National Bank of Belgium Working Papers 168) | Abstract
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| | | Model misspecification, the equilibrium natural interest rate and the equity premium, by Oreste Tristani (European Central Bank Working papers 0808) | Full text |
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| An Economy in Transition and DSGE: What the Czech National Bank's New Projection | | Model Needs, by Jaromír Beneš, Tibor Hlédik, Michael Kumhof and David Vávra (Czech National Bank Working papers 2005/12) | Abstract Full text |
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| Monetary and fiscal policy interactions in a micro-founded | | model of a monetary union, by Roel M.W.J. Beetsma and Henrik Jensen (European Central Bank Working papers 0166) | Full text |
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| Optimal Taylor Rules in an Estimated | | Model of a Small Open Economy, by Steve Ambler, Ali Dib, and Nooman Rebei (Bank of Canada Working papers 2004-36) | Abstract Full text |
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| Nominal Rigidities and Exchange Rate Pass-Through in a Structural | | Model of a Small Open Economy, by Ambler, Steve, Ali Dib, and Nooman Rebei (Bank of Canada Working papers 2003-29) | Abstract Full text |
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| Monetary policy and the term spread in a macro | | model of a small open economy, by Viktor Kotlán (Czech National Bank Working papers 2002/01) | Abstract
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| Alternative monetary regimes in a DSGE | | model of a small open economy with two sectors and sticky prices and wages., by Guillermo Escudé (Central Bank of Argentina Working Papers 2006/11) | Full text |
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| Escaping the Samaritan's Dilemma: Implications of a Dynamic | | Model of Altruistic Intergenerational Transfers, by Maria Perozek (Federal Reserve Board FEDS series 2005-67) | Abstract Full text |
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| Disinflation Simulations with a Small | | Model of an Open Economy, by Péter Benczúr - András Simon - Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2002/04) | Abstract Full text |
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| A Medium-scale Open Economy | | Model of Australia, by Jarkko Jääskelä and Kristoffer Nimark (Reserve Bank of Australia Research Discussion Papers RDP2008-07) | Abstract Full text |
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| A Structural | | Model of Australia as a Small Open Economy, by Kristoffer Nimark (Reserve Bank of Australia Research Discussion Papers RDP2007-01) | Abstract Full text |
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| Moral Hazard in the Diamond-Dybvig | | Model of Banking, by David Andolfatto and Ed Nosal (Cleveland Fed Working papers 0623) | Full text |
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| A Leading Indicator | | Model of Banking Distress - Developing an Early Warning System for Hong Kong and Other EMEAP Economies, by Jim Wong, Eric Wong, and Phyllis Leung (Hong Kong Monetary Authority Working Papers WP07_22) | Abstract Full text |
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| A | | Model of Banknote Discounts, by Laurence Ales, Francesca Carapella, Pricila Maziero, and Warren E. Weber (Minneapolis Fed Working Papers WP641) | Abstract Full text |
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| A | | model of bankruptcy prediction, by Eivind Bernhardsen (Central Bank of Norway Working Papers 2001/10) | Full text |
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| A Structural Error-Correction | | Model of Best Prices and Depths in the Foreign Exchange Limit Order Market, by Ingrid Lo and Stephen G. Sapp (Bank of Canada Working papers 2006-08) | Abstract Full text |
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| The term structure of equity premia in an affine arbitrage-free | | model of bond and stock market dynamics, by Wolfgang Lemke, Thomas Werner (European Central Bank Working papers 1045) | Full text |
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| A Productivity | | Model of City Crowdedness, by Jordan Rappaport (Kansas City Fed Working Papers RWP06-06) | Abstract Full text |
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| How Large is the Wealth Effect on Hong Kong's Consumption? Evidence from a Habit Formation | | Model of Consumption, by Li-gang Liu, Laurent L. Pauwels and Andrew Tsang (Hong Kong Monetary Authority Working Papers WP07_20) | Abstract Full text |
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| A | | Model of Costly Capital Reallocation and Aggregate Productivity, by Shutao Cao (Bank of Canada Working papers 2008-38) | Abstract Full text |
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| Solow (1956) as a | | Model of Cross-Country Growth Dynamics, by Kieran McQuinn and Karl Whelan (Central Bank of Ireland Research Technical Papers 07/RT/01) | Abstract Full text |
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| A | | Model of Cross-Country House Prices, by Kieran McQuinn and Gerard O'Reilly (Central Bank of Ireland Research Technical Papers 07/RT/05) | Abstract Full text |
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| Enlargement and Common External Tariff in a Political-Economic | | Model of Customs Union, by Subhayu Bandyopadhyay, Sajal Lahiri, and Suryadipta Roy (St Louis Fed Working Papers 2008-022) | Abstract Full text |
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| Benchmarking | | Model Of Default Probabilities Of Listed Companies, by Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2005-06) | Full text |
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| 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 |
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| A | | model of Equilibrium Exchange Rates for the New Zealand and Australian dollar, by Simon Wren-Lewis (Reserve Bank of New Zealand Discussion Papers DP2004/07) | Abstract Full text |
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| A monetary | | model of factor utilisation, by Katharine S Neiss and Evi Pappa (Bank of England Working papers 154) | Abstract Full text |
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| A Bivariate | | Model of Fed and ECB Main Policy Rates, by Chiara Scotti (Federal Reserve Board International Financial Discussion Papers 2006-875) | Abstract Full text |
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| Run Equilibria in a | | Model of Financial Intermediation, by Huberto M. Ennis and Todd Keister (New York Fed Staff reports 312) | Abstract Full text |
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| A Structural Empirical | | Model of Firm Growth, Learning, and Survival, by Jaap H. Abbring , Jeffrey R. Campbell (Chicago Fed Working papers WP-2003-11) | Abstract Full text |
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| A Small Macroeconomic | | Model of Hong Kong, by Jiming Ha, Cynthia Leung and Chang Shu (Hong Kong Monetary Authority Working Papers RM2002-07) | Full text |
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| An empirical | | model of household arrears, by John Whitley, Richard Windram and Prudence Cox (Bank of England Working papers 214) | Abstract Full text |
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| Notes on Collateral Constraints in a Simple | | Model of Housing, by Andreas Hornstein (Richmond Fed Working Papers 09-03) | Abstract Full text |
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| A | | Model of Housing Boom and Bust in a Small Open Economy, by Hajime Tomura (Bank of Canada Working papers 2008-09) | Abstract Full text |
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| A Segmented Markets | | Model of Inflation, by Frank Browne and David Cronin (Central Bank of Ireland Research Technical Papers 06/RT/17) | Abstract Full text |
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| A markup | | model of inflation for the euro area, by Christopher Bowdler and Eilev S. Jansen (European Central Bank Working papers 0306) | Full text |
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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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| Structural | | Model Of Irish Inflation, by Geraldine Slevin (Central Bank of Ireland Research Technical Papers 03/RT/01) | Abstract Full text |
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| A Cohort-Based | | Model of Labor Force Participation, by Bruce Fallick and Jonathan Pingle (Federal Reserve Board FEDS series 2007-09) | Abstract Full text |
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| A Q- | | model of labour demand, by Cristina Barceló (Bank of Spain Working Papers 0626) | Abstract Full text |
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| A joint econometric | | model of macroeconomic and term structure dynamics, by Peter Hördahl (European Central Bank Working papers 0405) | Full text |
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| A | | model of market surprises, by Lavan Mahadeva (Bank of England Working papers 327) | Abstract Full text |
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| Optimal Monetary and Fiscal Policies in a Search Theoretic | | Model of Monetary Exchange, by Pere Gomis-Porqueras, and Adrian Peralta-Alva (St Louis Fed Working Papers 2008-015) | Abstract Full text |
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| Can a Calibrated New-Keynesian | | Model of Monetary Policy Fit the Facts?, by Ulf Söderström , Paul Söderlind and Anders Vredin (Sveriges Riksbank Working Papers 140) | Abstract Full text |
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| Payment Networks in a Search | | Model of Money, by Antoine Martin, Michael Orlando, and David Skeie (New York Fed Staff reports 263) | Abstract Full text |
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| Currency Competition in a Fundamental | | Model of Money, by Gabriele Camera, Ben Craig and Christopher J. Waller (Cleveland Fed Working papers 0311) | 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 0711) | Full text |
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| Endogenously Segmented Asset Market in an Inventory Theoretic | | Model of Money Demand, by Jonathan Chiu (Bank of Canada Working papers 2007-46) | Abstract Full text |
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| A Simple Search | | Model of Money with Heterogeneous Agents and Partial Acceptability, by Andrei Shevchenko and Randall Wright (Cleveland Fed Working papers 0207) | Full text |
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| The Loan Structure and Housing Tenure Decisions in an Equilibrium | | Model of Mortgage Choice, by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf (St Louis Fed Working Papers 2008-024) | Abstract Full text |
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| Inflation Expectations and Risk Premiums in an Arbitrage-Free | | Model of Nominal and Real Bond Yields, by Christensen, Lopez, Rudebusch (San Francisco Fed Working Papers 2008-34) | Full text |
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| An Econometric | | Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond Returns, by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-003) | Full text |
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| A matching | | model of non-employment and wage pressure, by Andrew Brigden and Jonathan Thomas (Bank of England Working papers 208) | Abstract Full text |
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| Why Choose Women's Work If It Pays Less? A Structural | | Model of Occupational Choice, by M. Melinda Pitts (Atlanta Fed Working papers 2002-30) | Abstract Full text |
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| An agent-based | | model of payment systems, by Marco Galbiati and Kimmo Soramäki (Bank of England Working papers 352) | Abstract Full text |
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| Alternative Central Bank Credit Policies for Liquidity Provision in a | | Model of Payments, by David C. Mills, Jr. (Federal Reserve Board FEDS series 2005-55) | Abstract Full text |
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| Geographic Variations in a | | Model of Physician Treatment Choice with Social Interactions, by Mary A. Burke, Gary M. Fournier, and Kislaya Prasad (Boston Fed Working papers 09-05) | Abstract Full text |
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| Stability of Steady States in a | | Model of Pleasant Monetarist Arithmetic, by Marco Espinosa-Vega and Steven Russell (Atlanta Fed Working papers 2001-20) | Abstract Full text |
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| Cost Pass Through in a Competitive | | Model of Pricing-to-Market, by Raphael Auer and Thomas Chaney (Swiss National Bank Working Papers 2008-06) | Full text |
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| An Econometric Forecast | | Model of Private Investment in Mexico, by Pérez-López, A. (Bank of Mexico Working Papers 2004-04) | Full text |
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| Calvo pricing and imperfect common knowledge: a forward looking | | model of rational inflation inertia, by Kristoffer P. Nimark (European Central Bank Working papers 0474) | Full text |
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| Evaluating innovation policy: a structural treatment effect | | model of R&D subsidies, by Tuomas Takalo – Tanja Tanayama – Otto Toivanen (Bank of Finland Discussion Papers 2008/07) | Abstract Full text |
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| A dynamic | | model of settlement, by Thorsten Volker Koeppl (European Central Bank Working papers 0604) | Full text |
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| A structural | | model of sovereign debt issuance: assessing the role of financial factors. (822 KB, by Aitor Erce (Bank of Spain Working Papers 0809) | Abstract Full text |
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| A | | model of spatial arbitrage with transport capacity constraints and endogenous transport prices, by Andrew Coleman (Reserve Bank of New Zealand Discussion Papers DP2007/05) | Abstract Full text |
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| A Leverage-based | | Model of Speculative Bubbles, by Gadi Barlevy (Chicago Fed Working papers WP-2008-01) | Abstract Full text |
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| Dynamics of the price distribution in a general | | model of state-dependent pricing (1.040 KB), by James Costain and Antón Nákov (Bank of Spain Working Papers 0831) | Abstract Full text |
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| Price adjustments in a general | | model of state-dependent pricing (924 KB), by James Costain and Anton Nakov (Bank of Spain Working Papers 0824) | Abstract Full text |
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| Evaluating the Calvo | | Model of Sticky Prices, by Martin Eichenbaum , Jonas Fisher (Chicago Fed Working papers WP-2003-23) | Abstract Full text |
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| Funding liquidity risk in a quantitative | | model of systemic stability, by David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison (Bank of England Working papers 372) | Abstract Full text |
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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 Full text |
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| A Sectoral | | Model of the Australian Economy, by Jeremy Lawson and Daniel Rees (Reserve Bank of Australia Research Discussion Papers RDP2008-01) | Abstract Full text |
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| A Small | | Model of the Australian Macroeconomy: An Update, by Andrew Stone, Troy Wheatley and Louise Wilkinson (Reserve Bank of Australia Research Discussion Papers RDP2005-11) | Abstract Full text |
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| Update of the quarterly | | model of the Bank of Spain, by Eva Ortega, Pablo Burriel, José Luis Fernández, Eva Ferraz and Samuel Hurtado (Bank of Spain Working Papers 0717) | Abstract Full text |
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| Dynamics and monetary policy in a fair wage | | model of the business cycle, by David de la Croix, Gregory de Walque, Raf Wouters (National Bank of Belgium Working Papers 098) | Abstract Full text |
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| Dynamics and monetary policy in a fair wage | | model of the business cycle, by David de la Croix (European Central Bank Working papers 0780) | Full text |
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| Optimal monetary policy in a | | model of the credit channel, by Fiorella De Fiore, Oreste Tristani (European Central Bank Working papers 1043) | Full text |
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| A Structural VAR Approach to the Intertemporal | | Model of the Current Account, by Takashi Kano (Bank of Canada Working papers 2003-42) | Abstract Full text |
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| The Present-Value | | Model of the Current Account Has Been Rejected: Round Up the Usual Suspects, by James M. Nason; John H. Rogers (Federal Reserve Board International Financial Discussion Papers 2003-760) | Abstract Full text |
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| The Present-Value | | Model of the Current Account Has Been Rejected: Round Up the Usual Suspects, by James M. Nason and John H. Rogers (Atlanta Fed Working papers 2003-7a) | Abstract Full text |
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| The Present-Value | | Model of the Current Account Has Been Rejected: Round Up the Usual Suspects, by James M. Nason and John H. Rogers (Atlanta Fed Working papers 2003-7) | Abstract Full text |
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| A calibrated structural | | model of the Czech economy, by Tibor Hlédik (Bank of Finland Discussion Papers 2003/35) | Abstract Full text |
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| An estimated dynamic stochastic general equilibrium | | model of the euro area, by Frank Smets and Raf Wouters (National Bank of Belgium Working Papers 035) | Full text |
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| An estimated stochastic dynamic general equilibrium | | model of the euro area, by Frank Smet and Raf Wouters (European Central Bank Working papers 0171) | Full text |
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| Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor | | Model of the Euro Area, by Olivier de Bandt, Catherine Bruneau, Alexis Flageollet (Bank of France Working Papers Nr 145) | Abstract Full text |
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| Technology Shocks and Monetary Policy in an Estimated Sticky Price | | Model of the Euro Area, by Sanvi Avouyi-Dovi and Julien Matheron (Bank of France Working Papers Nr 126) | Abstract Full text |
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| Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE | | Model of the Euro Area, by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers 180) | Abstract Full text |
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| Money in an Estimated Business Cycle | | Model of the Euro Area, by Javier Andrés, J. David López-Salido and Javier Vallés (Bank of Spain Working Papers 0121) | Full text |
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| An Open Economy | | Model of the Euro Area and the US, by Nuno Alves, Sandra Gomes, Joăo Sousa (Bank of Portugal Working papers 2007-18) | Abstract Full text |
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| Launching the NEUQ: The New European Union Quarterly Model, A Small | | Model of the Euro Area and U.K. Economies, by Anna Piretti and Charles St-Arnaud (Bank of Canada Working papers 2006-22) | Abstract Full text |
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| Optimal Monetary Policy in an Estimated DSGE | | Model of the Euro Area with Cross-country Heterogeneity, by Eric Jondeau and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 141) | Abstract Full text |
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| Optimal Monetary Policy in an Estimated DSGE | | Model of the Euro Area with Cross-Country Heterogeneity, by by Eric Jondeau and Jean-Guillaume Sahuc (IJCB International Journal of Central Banking 08q2a2) | Abstract Full text |
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| Actual and perceived monetary policy rules in a dynamic general equilibrium | | model of the euro area., by Mika Kortelainen (Bank of Finland Discussion Papers 2001/03) | Abstract
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| The New Area-Wide | | Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis, by Kai Christoffel (European Central Bank Working papers 0944) | Full text |
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| A | | model of the Eurosystem's operational framework for monetary policy implementation, by Christian Ewerhart (European Central Bank Working papers 0197) | Full text |
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| A Short-Term | | Model of the Fed's Portfolio Choice, by Dean Croushore (Philadelphia Fed Working Papers wp03-08) | Full text |
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| Labour and product market competition in a small open economy - Simulation results using a DGE | | model of the Finnish economy, by Juha Kilponen - Antti Ripatti (Bank of Finland Discussion Papers 2006/05) | Abstract Full text |
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| Why Did the Banks Overbid? An Empirical | | Model of the Fixed Rate Tenders of the European Central Bank, by Juan Ayuso and Rafael Repullo (Bank of Spain Working Papers 0105) | Full text |
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| An estimated DSGE | | model of the Hungarian economy, by Zoltán M. Jakab-Balázs Világi (Magyar Nemzeti Bank Working papers 2008/09) | Abstract Full text |
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| QMM A Quarterly Macroeconomic | | Model of the Icelandic Economy, by Ásgeir Daníelsson, Magnús F. Guđmundsson, Svava J. Haraldsdóttir (Central Bank of Iceland Working Papers 41) | Abstract
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| QMM A Quarterly Macroeconomic | | Model of the Icelandic Economy, by Ásgeir Daníelsson, Lúđvík Elíasson, Magnús F. Guđmundsson, Björn A. Hauksson, Ragnhildur Jónsdóttir, Thorvardur Tjörvi Ólafsson and Thórarinn G. Pétursson (Central Bank of Iceland Working Papers 32) | Abstract
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| 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 |
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| A | | Model of the Irish Housing Sector, by Kieran McQuinn (Central Bank of Ireland Research Technical Papers 04/RT/01) | Abstract Full text |
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| A Small New Keynesian | | Model of the New Zealand economy, by Philip Liu (Reserve Bank of New Zealand Discussion Papers DP2006/03) | Abstract Full text |
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| An Evaluation of MLE in a | | Model of the Nonlinear Continuous-Time Short-Term Interest Rate, by Ingrid Lo (Bank of Canada Working papers 2005-45) | Abstract Full text |
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| AQM-06: The Macro economic | | Model of the OeNB, by Martin Schneider and Markus Leibrecht (Austrian National Bank Working Papers WP132) | Abstract Full text |
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| AQM - The Austrian Quarterly | | Model of the Oesterreichische Nationalbank, by Gerhard Fenz and Martin Spitzer (Austrian National Bank Working Papers WP104) | Abstract Full text |
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| A Dynamic | | Model of the Payment System, by Thorsten Koeppl, Cyril Monnet, and Ted Temzelides (Philadelphia Fed Working Papers wp07-22) | Full text |
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| A quarterly macroeconometric | | model of the Spanish Economy, by Ángel Estrada, José Luis Fernández, Esther Moral and Ana V. Regil (Bank of Spain Working Papers 0413) | Abstract Full text |
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| A Simultaneous | | Model of the Swedish Krona, the US Dollar and the Euro, by Hans Lindblad and Peter Sellin (Sveriges Riksbank Working Papers 193) | Abstract Full text |
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| A continuous-time | | model of the term structure of interest rates with fiscal-monetary policy interactions, by Massimiliano Marzo – Silvia Romagnoli – Paolo Zagaglia (Bank of Finland Discussion Papers 2008/25) | Abstract Full text |
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| A Macroeconomic | | Model of the Term Structure of Interest Rates in Mexico., by Cortés Espada Josué Fernando; Ramos Francia Manuel (Bank of Mexico Working Papers 2008-10) | Full text |
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| An Affine | | Model of the Term Structure of Interest Rates in Mexico, by Cortés Espada Josué Fernando; Ramos Francia Manuel (Bank of Mexico Working Papers 2008-09) | Full text |
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| A Macro-Finance | | Model of the Term Structure, Monetary Policy, and the Economy, by Glenn D. Rudebusch and Tao Wu (San Francisco Fed Working Papers 2003-17) | Full text |
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| Extracting inflation expectations and inflation risk premia from the term structure: a joint | | model of the UK nominal and real yield curves, by Michael Joyce, Peter Lildholdt and Steffen Sorensen (Bank of England Working papers 360) | Abstract Full text |
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| A no-arbitrage structural vector autoregressive | | model of the UK yield curve, by Iryna Kaminska (Bank of England Working papers 357) | Abstract Full text |
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| An affine macro-factor | | model of the UK yield curve, by Peter Lildholdt, Nikolaos Panigirtzoglou and Chris Peacock (Bank of England Working papers 322) | Abstract Full text |
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| Measures of Potential Output from an Estimated DSGE | | Model of the United States, by Michel Juillard, Ondrej Kameník, Michael Kumhof, Douglas Laxton (Czech National Bank Working papers 2006/11) | Abstract Full text |
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| Inflation dynamics and international linkages: a | | model of the United States, by Günther Coenen and Volker Wieland (European Central Bank Working papers 0181) | Full text |
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| Technology Shocks and Monetary Policy in an Estimated Sticky Price | | Model of the US Economy, by Sanvi Avouyi-Dovi and Julien Matheron (Bank of France Working Papers Nr 123) | Abstract Full text |
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| Welfare-based monetary policy rules in an estimated DSGE | | model of the US economy (forthcoming), by Michel Juillard, Philippe Karam (European Central Bank Working papers 0613) | Full text |
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| Endogenous Central Bank Credibility in a Small Forward-Looking | | Model of the U.S. Economy, by René Lalonde (Bank of Canada Working papers 2005-16) | Abstract Full text |
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| Natural Rate Measures in an Estimated DSGE | | Model of the U.S. Economy, by Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte (Federal Reserve Board FEDS series 2007-08) | Abstract Full text |
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| Documentation of the Research and Statistics Division's Estimated DSGE | | Model of the U.S. Economy: 2006 Version, by Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte (Federal Reserve Board FEDS series 2007-53) | Abstract
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| A | | Model of Tiered Settlement Networks, by James Chapman, Jonathan Chiu, and Miguel Molico (Bank of Canada Working papers 2008-12) | Abstract Full text |
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| A Simple | | Model of Trading and Pricing Risky Assets Under Ambiguity: Any Lessons for Policy-Makers?, by Massimo Guidolin, and Francesca Rinaldi (St Louis Fed Working Papers 2009-020) | Abstract Full text |
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| Private Risk Premium and Aggregate Uncertainty in the | | Model of Uninsurable Investment Risk, by Francisco Covas and Shigeru Fujita (Philadelphia Fed Working Papers wp07-30) | Full text |
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| A defence of the expectations theory as a | | model of us long-term interest rates, by Gregory D Sutton (Bank for International Settlements Working papers 085) | Abstract Full text |
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| A Search | | Model of Venture Capital, Entrepreneurship, and Unemployment, by Robin Boadway, Oana Secrieru, and Marianne Vigneault (Bank of Canada Working papers 2005-24) | Abstract Full text |
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| A | | model of working capital with idiosyncratic production risk and firm failure., by George McCandless (Central Bank of Argentina Working Papers 2006/10) | Full text |
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| A | | Model of (the Threat of) Counterfeiting, by Ed Nosal and Neil Wallace (Cleveland Fed Working papers 0401) | Full text |
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| An equilibrum | | model of "global imbalances" and low interest rates, by Ricardo J Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas (Bank for International Settlements Working papers 222) | Abstract Full text |
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| A comprehensive | | model on the euro overnight rate, by Flemming Reinhardt Würtz (European Central Bank Working papers 0207) | Full text |
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| Can a simple DSGE | | model outperform Professional Forecasters?, by Michal Rubaszek, Pawel Skrzypczynski (National Bank of Poland Working papers 043) | Full text |
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| Can the Kydland--Prescott | | Model Pass the Cogley--Nason Test?, by Patrick Fčve and Julien Matheron (Bank of France Working Papers Nr 125) | Abstract Full text |
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| Pricing | | Model Performance and the Two-Pass Cross-Sectional Regression Methodology, by Raymond Kan, Cesare Robotti, and Jay Shanken (Atlanta Fed Working papers 2009-11) | Abstract Full text |
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| CDO rating methodology: Some thoughts on | | model risk and its implications, by Ingo Fender and John Kiff (Bank for International Settlements Working papers 163) | Abstract Full text |
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| | | Model Selection Criteria for Factor-Augmented Regressions, by Jan J. J. Groen and George Kapetanios (New York Fed Staff reports 363) | Abstract Full text |
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| | | Model selection for monetary policy analysis - Importance of empirical validity, by Q. Farooq Akram and Ragnar Nymoen (Central Bank of Norway Working Papers 2006/13) | Full text |
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| Pooling versus | | model selection for nowcasting with many predictors: an application to German GDP, by Vladimir Kuzin, Massimiliano Marcellino, Christian Schumacher (Deutsche Bundesbank Discussion Papers 200903) | Full text |
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| Forecast-Based | | Model Selection in the Presence of Structural Breaks, by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP02-05) | Abstract Full text |
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| Forecast evaluation of small nested | | model sets, by Kirstin Hubrich, Kenneth D. West (European Central Bank Working papers 1030) | Full text |
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| Price convergence: What can the Balassa-Samuelson | | model tell us?, by Tomáš Holub, Martin Cihák (Czech National Bank Working papers 2003/08) | 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 Full text |
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| An Unobserved Components | | Model to Forecast Austrian GDP, by Gerhard Fenz and Martin Spitzer (Austrian National Bank Working Papers WP119) | Abstract Full text |
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| Using a New Open Economy Macroeconomics | | model to make real nominal exchange rate forecasts, by Peter Sellin (Sveriges Riksbank Working Papers 213) | Abstract Full text |
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| Measuring Financial Stability: Applying the MfRisk | | Model to the Netherlands, by (DNB) (Netherlands Bank DNB Working Papers 030) | Full text |
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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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| Price Level versus Inflation Targeting under | | Model Uncertainty, by Gino Cateau (Bank of Canada Working papers 2008-15) | Abstract Full text |
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| Guarding Against Large Policy Errors under | | Model Uncertainty, by Gino Cateau (Bank of Canada Working papers 2006-13) | Abstract Full text |
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| Modelling and Forecasting the Yield Curve under | | Model uncertainty, by Paola Donati and Francesco Donati (European Central Bank Working papers 0917) | Full text |
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| Robust monetary rules under unstructured and structured | | model uncertainty, by Paul Levine (European Central Bank Working papers 0899) | Full text |
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| The conquest of U.S. inflation: learning and robustness to | | model uncertainty, by Timothy Cogley and Thomas J. Sargent (European Central Bank Working papers 0478) | Full text |
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| Modeling | | model uncertainty, by Alexei Onatski and Noah Williams (European Central Bank Working papers 0169) | Full text |
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| Real-time Prediction with UK Monetary Aggregates in the Presence of | | Model Uncertainty, by Anthony Garratt, Gary Koop, Emi Mise and Shaun Vahey (Reserve Bank of New Zealand Discussion Papers DP2008/13) | Abstract Full text |
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| Forecasting Substantial Data Revisions in the Presence of | | Model Uncertainty, by Anthony Garratt, Gary Koop and Shaun P. Vahey (Reserve Bank of New Zealand Discussion Papers DP2006/02) | Abstract Full text |
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| Avoiding Nash Inflation: Bayesian and Robust Responses to | | Model Uncertainty, by Robert J. Tetlow and Peter von zur Muehlen (Federal Reserve Board FEDS series 2002-9) | Abstract Full text |
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| Reexamining the Consumption-Wealth Relationship:The Role of | | Model Uncertainty, by Gary Koop, Simon M. Potter, and Rodney W. Strachan (New York Fed Staff reports 202) | Abstract Full text |
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| Central Bank Transparency under | | Model Uncertainty, by Stefano Eusepi (New York Fed Staff reports 199) | Abstract Full text |
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| | | Model Uncertainty and Monetary Policy, by Dennis (San Francisco Fed Working Papers 2007-09) | Full text |
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| | | Model uncertainty and the equilibrium value of the real effective euro exchange rate, by C. Detken (European Central Bank Working papers 0160) | Full text |
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| Real-time | | model uncertainty in the United States: the Fed from 1996-2003, by Robert J. Tetlow and Brian Ironside (European Central Bank Working papers 0610) | Full text |
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| Real-time | | Model Uncertainty in the United States: The Fed from 1996-2003, by Robert J. Tetlow and Brian Ironside (Federal Reserve Board FEDS series 2006-08) | Abstract Full text |
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| Non-Linearities, | | Model Uncertainty, and Macro Stress Testing, by Miroslav Misina and David Tessier (Bank of Canada Working papers 2008-30) | Abstract Full text |
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| Monetary policy with | | model uncertainty: distribution forecast targeting, by Lars E.O. Svensson, Noah Williams (Deutsche Bundesbank Discussion Papers 200535) | Full text |
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| Inflation Dynamics in a Small Open Economy | | Model Under Inflation Targeting: Some Evidence From Chile, by Marco del Negro; Frank Schorfheide (Central Bank of Chile Working Papers 486) | Abstract Full text |
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| Inflation Dynamics in a Small Open-Economy | | Model under Inflation Targeting: Some Evidence from Chile, by Marco Del Negro and Frank Schorfheide (New York Fed Staff reports 329) | Abstract Full text |
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| Estimating a small DSGE | | model under rational and measured expectations: some comparisons, by Maritta Paloviita (Bank of Finland Discussion Papers 2007/14) | Abstract Full text |
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| Understanding the New Keynesian | | Model When Monetary Policy Switches Regimes, by Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2007-12) | Abstract Full text |
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| Optimal monetary policy in a hybrid New Keynesian | | model with a cost channel, by Mikael Bask (Bank of Finland Discussion Papers 2007/24) | Abstract Full text |
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| Monetary Policy in an Estimated DSGE | | Model with a Financial Accelerator, by Ian Christensen and Ali Dib (Bank of Canada Working papers 2006-09) | Abstract Full text |
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| Characterizations in a random record | | model with a non-identically distributed initial record, by Gadi Barlevy, H. N. Nagaraja (Chicago Fed Working papers WP-2005-05) | Abstract Full text |
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| Long swings and chaos in the exchange rate in a DSGE | | model with a Taylor rule, by Mikael Bask (Bank of Finland Discussion Papers 2007/19) | Abstract Full text |
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| Permanent and Transitory Policy Shocks in an Empirical Macro | | Model with Asymmetric Information, by Sharon Kozicki and P.A. Tinsley (Kansas City Fed Working Papers RWP03-09) | Abstract Full text |
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| A monthly monetary | | model with banking intermediation for the euro area, by Annick Bruggeman and Marie Donnay (European Central Bank Working papers 0264) | Full text |
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| ARGEM: a DSGE | | model with banks and monetary policy regimes with two feedback rules, calibrated for Argentina, by Guillermo J. Escudé (Central Bank of Argentina Working Papers 2007/21) | Full text |
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| Monetary and fiscal policy interactions in a New Keynesian | | model with capital accumulation and non-Ricardian consumers, by Campbell Leith and Leopold von Thadden (European Central Bank Working papers 0649) | Full text |
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| Monetary and fiscal policy interactions in a New Keynesian | | model with capital accumulation and non-Ricardian consumers, by Campbell Leith, Leopold von Thadden (Deutsche Bundesbank Discussion Papers 200621) | Full text |
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| Small open economy | | model with domestic resource shocks:Monetary union vs. floating exchange rate, by Tór Einarsson (Central Bank of Iceland Working Papers 18) | Full text |
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| A Utility-Based Welfare Criterion in a | | Model with Endogenous Capital Accumulation, by Rochelle M. Edge (Federal Reserve Board FEDS series 2003-66) | Abstract Full text |
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| A macro stress testing | | model with feedback effects, by Mizuho Kida (Reserve Bank of New Zealand Discussion Papers DP2008/08) | Abstract Full text |
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| SEAM: A Small-Scale Euro Area | | Model With Forward-Looking Elements, by José Brandăo de Brito, Rita Duarte (Bank of Portugal Working papers 2005-01) | Abstract Full text |
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| Capital and Macroeconomic Instability in a Discrete-Time | | Model with Forward-Looking Interest Rate Rules, by Kevin X. D. Huang and Qinglai Meng (Philadelphia Fed Working Papers wp07-04) | Full text |
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| Sequential bargaining in a New Keynesian | | model with frictional unemployment and staggered wage negotiation, by Gregory de Walque, Olivier Pierrard, Henri Sneessens, Raf Wouters (National Bank of Belgium Working Papers 157) | Abstract Full text |
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| Nominal wage rigidies in a new Keynesian | | model with frictional unemployment, by Vincent Bodart, Grégory de Walque, Olivier Pierrard, Henri R. Sneessens, Raf Wouters (National Bank of Belgium Working Papers 097) | Abstract
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| Sequential bargaining in a new-Keynesian | | model with frictional unemployment and staggered wage negotiation, by Gregory de Walque, Olivier Pierrard, Henri Sneessens, Rafael Wouters (European Central Bank Working papers 1007) | Full text |
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| Optimal Monetary Policy in a | | Model with Habit Formation, by Jeffrey C. Fuhrer (Boston Fed Working papers 00-05) | Abstract Full text |
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| Optimal Monetary Policy in a | | Model with Habit Formation and Explicit Tax Distortions, by Jeffrey C. Fuhrer (Boston Fed Working papers 01-06) | Abstract Full text |
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| Estimation of an Adaptive Stock Market | | Model with Heterogeneous Agents, by Henrik Amilon (Sveriges Riksbank Working Papers 177) | Abstract Full text |
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| On the job search in a matching | | model with heterogeneous jobs and workers (698 KB, by Juan J. Dolado, Marcel Jansen and Juan F. Jimeno (Bank of Spain Working Papers 0813) | Abstract Full text |
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| Asset Prices and Rents in a GE | | Model with Imperfect Competition, by Pierre Lafourcade (Federal Reserve Board FEDS series 2003-60) | Abstract Full text |
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| Monetary Policy in an Estimated Open-Economy | | Model with Imperfect Pass-Through, by Jesper Lindé , Marianne Nessén and Ulf Söderström (Sveriges Riksbank Working Papers 167) | Abstract Full text |
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| Real exchange rate in an inter-temporal n-country- | | model with incomplete markets, by Benoît Mercereau (European Central Bank Working papers 0205) | Full text |
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| Bayesian Estimation of an Open Economy DSGE | | Model with Incomplete Pass-Through, by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers 179) | Abstract Full text |
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| A Bayesian DSGE | | Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?, by by Fabio Milani (IJCB International Journal of Central Banking 06q3a3) | Abstract Full text |
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| Understanding How Employment Responds to Productivity Shocks in a | | Model with Inventories, by Yongsung Chang, Andreas Hornstein, Pierre-Daniel G. Sarte (Richmond Fed Working Papers 06-06) | Abstract Full text |
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| On the Solution of the Growth | | Model with Investment-Specific Technological Change, by Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramírez (Atlanta Fed Working papers 2004-39) | Abstract Full text |
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| Home Bias and High Turnover in an Overlapping Generations | | Model with Learning, by Massimo Guidolin (St Louis Fed Working Papers 2005-012) | Full text |
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| Tax Incentives for Retirement Savings: Macro and Welfare Effects in an OLG-GE | | Model with Liquidity Constraints and Heterogeneous Consumers., by Rodrigo Cifuentes (Central Bank of Chile Working Papers 242) | Abstract Full text |
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| The bond premium in a DSGE | | model with long-run real and nominal risks, by Glenn D. Rudebusch, Eric T. Swanson (National Bank of Belgium Working Papers 143) | Abstract Full text |
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| The Bond Premium in a DSGE | | Model with Long-Run Real and Nominal Risks, by Rudebusch, Swanson (San Francisco Fed Working Papers 2008-31) | Full text |
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| Real price and wage rigidities in a | | model with matching frictions, by Keith Kuester (European Central Bank Working papers 0720) | Full text |
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| The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks | | Model with Mixing, by Anthony Pennington-Cross (St Louis Fed Working Papers 2006-027) | Full text |
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| Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply | | Model with Money, by Ali Dib and Louis Phaneuf (Bank of Canada Working papers 2005-30) | Abstract Full text |
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| Real-time forecasting of GDP based on a large factor | | model with monthly and quarterly data, by Christian Schumacher, Jörg Breitung (Deutsche Bundesbank Discussion Papers 200633) | Full text |
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| An Estimated Canadian DSGE | | Model with Nominal and Real Rigidities, by Dib, Ali (Bank of Canada Working papers 2001-26) | Abstract Full text |
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| Reconciling the New Keynesian | | model with observed persistence, by Kenneth Leong (Bank of Finland Discussion Papers 2002/19) | Abstract Full text |
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| Crime and the Labor Market: A Search | | Model With Optimal Contracts, by Bryan Engelhardt, Guillaume Rocheteau and Peter Rupert (Cleveland Fed Working papers 0715) | Full text |
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| Optimal Monetary Policy in a Micro-founded | | Model with Parameter Uncertainty, by Takeshi Kimura and Takushi Kurozumi (Federal Reserve Board FEDS series 2003-67) | Abstract Full text |
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| An Estimated Stochastic General Equilibrium | | Model with Partial Dollarization: A Bayesian Approach, by Paul Castillo, Carlos Montoso, Vicente Tuesta (Central Bank of Chile Working Papers 381) | Abstract Full text |
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| A factor risk | | model with reference returns for the US dollar and Japanese yen bond markets, by Carlos Bernadell (European Central Bank Working papers 0641) | Full text |
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| Labour taxation and shock propagation in a New Keynesian | | model with search frictions, by Juuso Vanhala (Bank of Finland Discussion Papers 2006/12) | Abstract Full text |
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| Real Effects of Nominal shocks: a 2-sector Dynamic | | Model with Slow Capital Adjustment and Money-in-the-utility, by Péter Benczúr (Magyar Nemzeti Bank Working papers 2003/09) | Abstract Full text |
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| Optimality of the Friedman Rule in an Overlapping Generations | | Model with Spatial Separation, by Joseph H. Haslag and Antoine Martin (New York Fed Staff reports 225) | Abstract Full text |
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| Optimality of the Friedman Rule in Overlapping Generations | | Model with Spatial Separation, by Joseph H. Haslag and Antoine Martin (Kansas City Fed Working Papers RWP03-03) | Abstract Full text |
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| The Effect of Adverse Oil Price Shocks on Monetary Policy and Output Using a Dynamic Small Open Economy General Equilibrium | | Model With Staggered Price for Brazil, by Mirta Noemi Sataka Bugarin, Marcelo Kfoury Muinhos, Jose Ricardo da Costa e Silva, Maria da Glória D. Silva Araújo (Central Bank of Chile Working Papers 348) | Abstract Full text |
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| How Well Does a Small Structural | | Model with Sticky Prices and Wages Fit Postwar U.S. Data?, by Julien Matheron, and Céline Poilly (Bank of France Working Papers Nr 148) | Abstract Full text |
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| Monetary policy in an estimated optimisation-based | | model with sticky prices and wages, by Jeffery D Amato and Thomas Laubach (Bank for International Settlements Working papers 087) | Abstract Full text |
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| Firm-specific production factors in a dynamic stochastic general equilibrium | | model with Taylor price setting, by Gregory de Walque, Frank Smets, Raf Wouters (National Bank of Belgium Working Papers 085) | Abstract Full text |
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| Firm-specific production factors in a DSGE | | model with Taylor price setting, by Gregory de Walque (European Central Bank Working papers 0648) | Full text |
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| Firm-Specific Production Factors in a DSGE | | Model with Taylor Price Setting, by by Gregory de Walque, Frank Smets and Rafael Wouters (IJCB International Journal of Central Banking 06q3a4) | Abstract Full text |
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| Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve | | model with threshold for Brazil, by Arnildo da Silva Correa and André Minella (Central Bank of Brazil Working Papers 122) | Abstract Full text |
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| A new Keynesian | | model with unemployment, by Olivier Blanchard, Jordi Gali (National Bank of Belgium Working Papers 092) | Abstract Full text |
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| Adaptive learning and multiple equilibria in a natural rate monetary | | model with unemployment persistence, by Anssi Rantala (Bank of Finland Discussion Papers 2003/30) | Abstract Full text |
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| Female Labor Force Intermittency and Current Earnings: A Switching Regression | | Model with Unknown Sample Selection, by Julie L. Hotchkiss and M. Melinda Pitts (Atlanta Fed Working papers 2003-33) | Abstract Full text |
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| The Recall and New Job Search of Laid-off Workers: A Bivariate Proportional Hazard | | Model with Unobserved Heterogeneity, by Bruce Fallick and Keunkwan Ryu (Federal Reserve Board FEDS series 2003-22) | Abstract Full text |
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| A Dynamic | | Model with Vertical Specialization, Credit Chains, and Incomplete Enforcement, by Karsten Jeske (Atlanta Fed Working papers 2002-21) | Abstract Full text |
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| Productivity Shocks in a | | Model with Vintage Capital and Heterogeous Labor, by Marquis, Trehan (San Francisco Fed Working Papers 2007-06) | Full text |
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| Prices, Production, and Inventories over the Automotive | | Model Year, by Adam Copeland, Wendy Dunn, and George Hall (Federal Reserve Board FEDS series 2005-25) | Abstract Full text |
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| Chain indexing in a macro | | model - Aggregation and irreversibility, by Knudsen, Dan; Sethi, Faisel (Danmarks Nationalbank Working papers WP21/2004) | Abstract Full text |
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| Forecasting with a forward-looking DGE | | model - combining long-run views of financial markets with macro forecasting, by Hanna-Leena Männistö (Bank of Finland Discussion Papers 2005/21) | Abstract Full text |
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| Trade integration of Central and Eastern European countries: lessons from a gravity | | model (forthcoming), by Matthieu Bussičre (European Central Bank Working papers 0545) | Full text |
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A Systemic Approach to Money Demand | | Modeling , by Mauricio Calani, J. Rodrigo Fuentes, Klaus Schmidt-Hebbel (Central Bank of Chile Working Papers 512) | Abstract Full text |
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| Challenges in Macro-Finance | | Modeling , by Don Kim (Federal Reserve Board FEDS series 2008-06) | Abstract
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| Bayesian Semiparametric Stochastic Volatility | | Modeling , by Mark J. Jensen and John M. Maheu (Atlanta Fed Working papers 2008-15) | Abstract Full text |
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| Challenges in macro-finance | | modeling , by Don H Kim (Bank for International Settlements Working papers 240) | Abstract Full text |
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| | | Modeling a Small Open Economy: The Case of Chile, by Vittorio Corbo, José Tessada (Central Bank of Chile Working Papers 243) | Abstract Full text |
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| | | Modeling Aggregate Investment: A Fundamentalist Approach, by John M. Roberts (Federal Reserve Board FEDS series 2003-48) | Abstract Full text |
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| Credit Risk Factor | | Modeling and the Basel II IRB Approach, by Alfred Hamerle, Thilo Liebig, Daniel Rösch (Deutsche Bundesbank Banking Supervision Discussion Papers 200302) | Full text |
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| Recursive Thick | | Modeling and the Choice of Monetary Policy in Mexico., by Rodríguez Arnulfo; Rodríguez Pedro N. (Bank of Mexico Working Papers 2007-04) | Full text |
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| Analysis of Optimal Bids in the Primary Auction of Mexican Federal Government Bonds: Results of a Structural Econometric | | Modeling Approach, by Castellanos, S. & M. Oviedo (Bank of Mexico Working Papers 2004-07) | Full text |
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| Constructive Data Mining: | | Modeling Argentine Broad Money Demand, by Neil R. Ericsson and Steven B. Kamin (Federal Reserve Board International Financial Discussion Papers 2008-943) | Abstract Full text |
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| | | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR, by Halbert White (European Central Bank Working papers 0957) | Full text |
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| | | Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment, by by Spyros Pagratis and Marco Stringa (IJCB International Journal of Central Banking 09q2a1) | Abstract Full text |
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| | | Modeling Bond Yields in Finance and Macroeconomics, by Francis X. Diebold, Monika Piazzesi and Glenn D. Rudebusch (San Francisco Fed Working Papers 2005-04) | Full text |
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| | | Modeling Credit Aggregates, by Sylvia Kaufmann, Maria Teresa Valderrama (Austrian National Bank Working Papers WP090) | Abstract Full text |
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| | | Modeling Direct Investment Valuation Adjustments and Estimating Quarterly Positions, by Jane Ihrig, Jaime Marquez (Federal Reserve Board International Financial Discussion Papers 2006-857) | Abstract Full text |
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| | | Modeling Earnings Dynamics, by Joseph Altonji, Anthony Smith, and Ivan Vidangos (Federal Reserve Board FEDS series 2009-08) | Abstract Full text |
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| | | Modeling Inventories over the Business Cycle, by Aubhik Khan and Julia K. Thomas (Philadelphia Fed Working Papers wp04-13) | Full text |
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| | | Modeling model uncertainty, by Alexei Onatski and Noah Williams (European Central Bank Working papers 0169) | Full text |
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| Are Bygones not Bygones? | | Modeling Price Level Targeting with an Escape Clause and Lessons from the Gold Standard, by Paul R. Masson and Malik D. Shukayev (Bank of Canada Working papers 2008-27) | Abstract Full text |
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| | | Modeling Short-Term Interest Rate Spreads in the Euro Money Market, by by Nuno Cassola and Claudio Morana (IJCB International Journal of Central Banking 08q4a1) | Abstract Full text |
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| | | Modeling the distribution of credit losses with observable and latent factors, by Gabriel Jiménez and Javier Mencía (Bank of Spain Working Papers 0709) | Abstract Full text |
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| | | Modeling the impact of external factors on the euro area's HICP and real economy: a focus on pass-through and the trade balance, by Luigi Landolfo (European Central Bank Working papers 0789) | Full text |
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| | | Modeling the Term Structure of Interest Rates: Where Do We Stand?, by Konstantijn Maes (National Bank of Belgium Working Papers 042) | Full text |
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| | | Modeling the Whole Firm: The Effect of Multiple Inputs and Financial Intermediation on Bank Deposit Rates, by Elizabeth K. Kiser (Federal Reserve Board FEDS series 2004-7) | Abstract Full text |
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| | | Modeling Uncertainty: Predictive Accuracy as a Proxy for Predictive Confidence, by Robert Rich and Joseph Tracy (New York Fed Staff reports 161) | Abstract Full text |
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| Measurement Matters for | | Modeling U.S. Import Prices, by Charles P. Thomas and Jaime Marquez (Federal Reserve Board International Financial Discussion Papers 2006-883) | Abstract Full text |
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| General-to-specific | | Modeling: An Overview and Selected Bibliography, by Julia Campos; Neil R. Ericsson; David F. Hendry (Federal Reserve Board International Financial Discussion Papers 2005-838) | Abstract Full text |
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DSGE Model-Based Forecasting of Non- | | Modelled Variables, by Frank Schorfheide (Philadelphia Fed Working Papers 08-17) | 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 0850) | Full text |
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| Econometric Asset Pricing | | Modelling , by Henri Bertholon, Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 223) | Abstract Full text |
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| Inflation in mainland China - | | modelling a roller coaster ride, by Michael Funke (Bank of Finland BOFIT Discussion Papers 2005/06) | Abstract Full text |
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| | | Modelling and calibration errors in measures of portfolio credit risk, by Nikola A. Tarashev and Haibin Zhu (Bank for International Settlements Working papers 230) | Abstract Full text |
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| | | Modelling and Forecasting Housing Investment: The Case of Canada, by Frédérick Demers (Bank of Canada Working papers 2005-41) | Abstract Full text |
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| | | Modelling and Forecasting the Yield Curve under Model uncertainty, by Paola Donati and Francesco Donati (European Central Bank Working papers 0917) | Full text |
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| The Dynamics of Economic Functions: | | Modelling and Forecasting the Yield Curve, by Clive G. Bowsher and Roland Meeks (Dallas Fed Working Papers wp0804) | Full text |
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| Capital Charges under Basel II: Corporate Credit Risk | | Modelling and the Macro Economy, by Kenneth Carling, Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers 142) | Abstract Full text |
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| The high-yield segment of the corporate bond market: a diffusion | | modelling approach for the United States, the United Kingdom and the euro area, by Gabe de Bondt and David Marqués (European Central Bank Working papers 0313) | Full text |
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| Exponentials, Polynomials, and Fourier Series: More Yield Curve | | Modelling at the Bank of Canada, by Bolder, David Jamieson and Scott Gusba (Bank of Canada Working papers 2002-29) | Abstract Full text |
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| | | Modelling bank lending in the euro area: A non-linear approach, by Leonardo Gambacorta and Carlotta Rossi (Banca d'Italia Working Papers 650) | Abstract Full text |
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| | | Modelling dynamic portfolio risk using risk drivers of elliptical processes, by Rafael Schmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 200707) | Full text |
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| | | Modelling Financial Instability: A Survey of the Literature, by Lai, Alexandra (Bank of Canada Working papers 2002-12) | Abstract Full text |
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| A Bayesian Approach to | | Modelling Graphical Vector Autoregressions, by Jukka Corander and Mattias Villani (Sveriges Riksbank Working Papers 171) | Abstract Full text |
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| | | Modelling heterogeneity and dynamics in the volatility of individual wages, by Laura Hospido (Bank of Spain Working Papers 0738) | Abstract Full text |
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| | | Modelling Household's Savings and Dwellings Investment - a Portfolio Choice Approach, by Gábor Vadas (Magyar Nemzeti Bank Working papers 2003/06) | Abstract Full text |
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| Macroeconomic | | modelling in EMU, by Javier Andrés and Fernando Restoy (Bank of Spain Working Papers 0718) | Abstract 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 Full text |
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| | | Modelling Inflation Dynamics: A Critical Review of Recent Research, by Jeremy Rudd and Karl Whelan (Central Bank of Ireland Research Technical Papers 05/RT/07) | Abstract Full text |
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| | | Modelling Inflation Dynamics: A Critical Review Survey of Recent Research, by Jeremy Rudd and Karl Whelan (Federal Reserve Board FEDS series 2005-66) | Abstract Full text |
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| | | Modelling inflation in China - a regional perspective, by Aaron Mehrotra (European Central Bank Working papers 0829) | Full text |
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| | | Modelling inflation in China - a regional perspective, by Aaron Mehrotra, Tuomas Peltonen and Alvaro Santos Rivera (Bank of Finland BOFIT Discussion Papers 2007/19) | Abstract Full text |
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| | | Modelling inflation in the euro area, by Eilev S. Jansen (European Central Bank Working papers 0322) | Full text |
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| | | Modelling inflation in the Euro Area, by Eilev S. Jansen (Central Bank of Norway Working Papers 2004/10) | Full text |
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| | | Modelling intra- and extra-area trade substitution and exchange rate pass-through in the euro area, by Alistair Dieppe and Thomas Warmedinger (European Central Bank Working papers 0760) | Full text |
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| | | Modelling investment when relative prices are trending: theory and evidence for the United Kingdom, by Hasan Bakhshi, Nicholas Oulton and Jamie Thompson (Bank of England Working papers 189) | Abstract Full text |
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| | | Modelling Ireland's exchange rates: from EMS to EMU, by Derek Bond (European Central Bank Working papers 0823) | Full text |
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| | | Modelling loans to non-financial corporations in the euro area, by Christoffer Kok Sřrensen (European Central Bank Working papers 0989) | Full text |
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| | | Modelling Manufactured Exports: Evidence from Australian States, by David Norman (Reserve Bank of Australia Research Discussion Papers RDP2006-01) | Abstract Full text |
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| | | Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model, by Liu, Ying (Bank of Canada Working papers 2001-23) | Abstract Full text |
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