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Central Bank Research Hub Index - M: mode-modelled



A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z
ma - macoecon | macro - making | male - mandator | manipula - maritime | mark - marketde | marketlo - maternal | matrix - maximizi | maximum - measure | measured - measureo | measures - measurin | mechanic - mega | meltdown - mesaures | met - mexican | mexicano - micro | microdat - minutes | miracle - modal | mode - modelled | modellin - monentum | monetari - more | mornings - move | moved - multimar | multimod - mutual | my - m3

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
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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

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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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

Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction   Model , by Liu, Ying (Bank of Canada Working papers 2001-23)Abstract
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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
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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
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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
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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
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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
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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
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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
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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
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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

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

Oil shocks and endogenous markups: results from an estimated euro area DSGE   model , by Marcelo Sánchez (European Central Bank Working papers 0860)Full text

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

Euro area inflation persistence in an estimated nonlinear DSGE   model , by Gianni Amisano and Oreste Tristani (European Central Bank Working papers 0754)Full text

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

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

The Italian block of the ESCB multi-country   model , by Elena Angelini (European Central Bank Working papers 0660)Full text

The German block of the ESCB multi-country   model , by Igor Vetlov and Thomas Warmedinger (European Central Bank Working papers 0654)Full text

The Dutch block of the ESCB multi-country   model , by Elena Angelini (European Central Bank Working papers 0646)Full text

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

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

Factor analysis in a New-Keynesian   model , by Andreas Beyer, Roger E. A. Farmer (European Central Bank Working papers 0510)Full text

Optimal research in financial markets with heterogeneous private information: a rational expectations   model , by Katrin Tinn (European Central Bank Working papers 0493)Full text

The French block of the ESCB multi-country   model , by Frédéric Boissay and Jean-Pierre Villetelle (European Central Bank Working papers 0456)Full text

Central bank transparency and private information in a dynamic macroeconomic   model , by Joseph G. Pearlman (European Central Bank Working papers 0455)Full text

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

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

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

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

Government deficits, wealth effects and the price level in an optimizing   model , by Barbara Annicchiarico (European Central Bank Working papers 0285)Full text

Measuring contagion with a Bayesian, time-varying coefficient   model , by Matteo Ciccarelli and Alessandro Rebucci (European Central Bank Working papers 0263)Full text

The Spanish block of the ESCB-multi-country   model , by Alpo Willman and Angel Estrada (European Central Bank Working papers 0149)Full text

Optimal contracts in a dynamic costly state verification   model , by Cyril Monnet and Erwan Quintin (European Central Bank Working papers 0126)Full text

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

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

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

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

Measuring business sector concentration by an infection   model , by Klaus Düllmann (Deutsche Bundesbank Banking Supervision Discussion Papers 200603)Full text

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
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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
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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
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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
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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
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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
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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
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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
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Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-regional   Model , by Juha Alho and Vladimir Borgy (Bank of France Working Papers Nr 174)Abstract
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Central Bank Reputation in a Forward-Looking   Model , by Olivier Loisel (Bank of France Working Papers Nr 127)Abstract
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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
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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
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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
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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
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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
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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
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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
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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
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Disinflation Simulations with a Disaggregated Output Gap Based   Model , by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/03)Abstract
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Hungary in the NIGEM   model , by Zoltán M. Jakab - Mihály András Kovács (Magyar Nemzeti Bank Working papers 2002/03)Abstract
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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

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
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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
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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
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Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated   Model , by Ulf Söderström (Sveriges Riksbank Working Papers 227)Abstract
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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

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

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

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

Banks, remittances and financial deepening in receiving countries. A   model , by Enrique Alberola and Rodrigo César Salvado (Bank of Spain Working Papers 0621)Abstract
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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
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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

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

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
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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
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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
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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
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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
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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
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How can the IMF catalyse private capital flows? A   model , by Adrian Penalver (Bank of England Working papers 215)Abstract
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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
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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
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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
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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
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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
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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
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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

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
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Are Antidumping Duties for Sale? Case-Level Evidence on the Grossman-Helpman Protection for Sale   Model , by Carolyn L. Evans and Shane M. Sherlund (Federal Reserve Board International Financial Discussion Papers 2006-888)Abstract
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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
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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
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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
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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
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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
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Minimally Altruistic Wages and Unemployment in a Matching   Model , by Julio J. Rotemberg (Boston Fed Working papers 07-05)Abstract
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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
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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
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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

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

Yield Curve in an Estimated Nonlinear Macro   Model , by Taeyoung Doh (Kansas City Fed Working Papers 09-04)Abstract
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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

Consumption-Habits in a New Keynesian Business Cycle   Model , by Dennis (San Francisco Fed Working Papers 2008-35)Full text

An Arbitrage-Free Generalized Nelson-Siegel Term Structure   Model , by Christensen, Diebold, Rudebusch (San Francisco Fed Working Papers 2008-07)Full text

Examining the Bond Premium Puzzle with a DSGE   Model , by Rudebusch, Swanson (San Francisco Fed Working Papers 2007-25)Full text

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

Lock-in of Extrapolative Expectations in an Asset Pricing   Model , by Kevin J. Lansing (San Francisco Fed Working Papers 2004-06)Full text

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
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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

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

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
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Debt-deflation: concepts and a stylised   model , by Goetz von Peter (Bank for International Settlements Working papers 176)Abstract
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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
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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
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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
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Density Selection and Combination Under   Model Ambiguity: An Application to Stock Returns, by Stefania D'Amico (Federal Reserve Board FEDS series 2005-9)Abstract
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Monetary Policy under   Model and Data-Parameter Uncertainty, by Gino Cateau (Bank of Canada Working papers 2005-06)Abstract
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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

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
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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
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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

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
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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
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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
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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
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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
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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
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Forecast combination and   model averaging using predictive measures, by Jana Eklund and Sune Karlsson (Sveriges Riksbank Working Papers 191)Abstract
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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
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Forecasting using Bayesian and information theoretic   model averaging: an application to UK inflation, by George Kapetanios, Vincent Labhard and Simon Price (Bank of England Working papers 268)Abstract
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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

Combining filter design with   model based filtering (with an application to business cycle estimation), by Regina Kaiser and Agustín Maravall (Bank of Spain Working Papers 0417)Abstract
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A 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

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

  Model Comparison Using the Hansen-Jagannathan Distance, by Raymond Kan and Cesare Robotti (Atlanta Fed Working papers 2007-04)Abstract
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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
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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
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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
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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
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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

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

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
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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

  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
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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
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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
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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
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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
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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
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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

A Monthly   Model for Evaluation of Inflation and Monetary Policy in Israel, by Ilek Alex (Bank of Israel Monetary Studies - Discussion Papers mns0604)Abstract

Macro stress testing with a macroeconomic credit risk   model for Finland, by Kimmo Virolainen (Bank of Finland Discussion Papers 2004/18)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

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
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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

A joint macroeconomic-yield curve   model for Hungary, by Zoltán Reppa (Magyar Nemzeti Bank Working papers 2009/01)Abstract
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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
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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
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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
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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

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
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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
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A Sticky-Information General Equilibrium   Model for Policy Analysis, by Ricardo Reis (Central Bank of Chile Working Papers 495)Abstract
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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
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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
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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
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A dual-regime utility   model for poverty analysis, by Claudia Biancotti (Banca d'Italia Working Papers 603)Abstract
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A new mixed multiplicative-additive   model for seasonal adjustment, by Stephanus Arz (Deutsche Bundesbank Discussion Papers 200647)Full text

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

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
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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
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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
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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
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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

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
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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

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
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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
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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

A macroeconomic structural   model for the Portuguese economy, by Ricardo Mourinho Félix (Bank of Portugal Working papers 2005-13)Abstract
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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
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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
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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
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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
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Factor   model forecasts for New Zealand, by Troy Matheson (Reserve Bank of New Zealand Discussion Papers DP2005/01)Abstract
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Factor   Model Forecasts for New Zealand, by by Troy D. Matheson (IJCB International Journal of Central Banking 06q2a6)Abstract
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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
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Large Term Structure Movements in a Factor   Model Framework, by Marcelo Reyes (Central Bank of Chile Working Papers 341)Abstract
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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
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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
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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

  Model misspecification, learning and the exchange rate disconnect puzzle, by Vivien Lewis, Agnieszka Markiewicz (National Bank of Belgium Working Papers 168)Abstract

  Model misspecification, the equilibrium natural interest rate and the equity premium, by Oreste Tristani (European Central Bank Working papers 0808)Full text

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
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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

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
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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
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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

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

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
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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
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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
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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
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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

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
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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
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A   model of bankruptcy prediction, by Eivind Bernhardsen (Central Bank of Norway Working Papers 2001/10)Full text

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
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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

A Productivity   Model of City Crowdedness, by Jordan Rappaport (Kansas City Fed Working Papers RWP06-06)Abstract
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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
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A   Model of Costly Capital Reallocation and Aggregate Productivity, by Shutao Cao (Bank of Canada Working papers 2008-38)Abstract
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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
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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
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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
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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

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
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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
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A monetary   model of factor utilisation, by Katharine S Neiss and Evi Pappa (Bank of England Working papers 154)Abstract
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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
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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
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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
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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

An empirical   model of household arrears, by John Whitley, Richard Windram and Prudence Cox (Bank of England Working papers 214)Abstract
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Notes on Collateral Constraints in a Simple   Model of Housing, by Andreas Hornstein (Richmond Fed Working Papers 09-03)Abstract
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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
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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
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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

A Copula-Based Autoregressive Conditional Dependence   Model of International Stock Markets, by (DNB) (Netherlands Bank DNB Working Papers 022)Full text

Structural   Model Of Irish Inflation, by Geraldine Slevin (Central Bank of Ireland Research Technical Papers 03/RT/01)Abstract
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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
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A Q-   model of labour demand, by Cristina Barceló (Bank of Spain Working Papers 0626)Abstract
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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

A   model of market surprises, by Lavan Mahadeva (Bank of England Working papers 327)Abstract
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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
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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
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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
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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

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

Endogenously Segmented Asset Market in an Inventory Theoretic   Model of Money Demand, by Jonathan Chiu (Bank of Canada Working papers 2007-46)Abstract
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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

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
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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

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

A matching   model of non-employment and wage pressure, by Andrew Brigden and Jonathan Thomas (Bank of England Working papers 208)Abstract
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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
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An agent-based   model of payment systems, by Marco Galbiati and Kimmo Soramäki (Bank of England Working papers 352)Abstract
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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
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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
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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
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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

An Econometric Forecast   Model of Private Investment in Mexico, by Pérez-López, A. (Bank of Mexico Working Papers 2004-04)Full text

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

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
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A dynamic   model of settlement, by Thorsten Volker Koeppl (European Central Bank Working papers 0604)Full text

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
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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
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A Leverage-based   Model of Speculative Bubbles, by Gadi Barlevy (Chicago Fed Working papers WP-2008-01)Abstract
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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
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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
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Evaluating the Calvo   Model of Sticky Prices, by Martin Eichenbaum , Jonas Fisher (Chicago Fed Working papers WP-2003-23)Abstract
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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
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A Simple, Structural, and Empirical   Model of the Antipodean Transmission Mechanism, by Thomas A Lubik (Reserve Bank of New Zealand Discussion Papers DP2005/06)Abstract
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A Sectoral   Model of the Australian Economy, by Jeremy Lawson and Daniel Rees (Reserve Bank of Australia Research Discussion Papers RDP2008-01)Abstract
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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
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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
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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
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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

Optimal monetary policy in a   model of the credit channel, by Fiorella De Fiore, Oreste Tristani (European Central Bank Working papers 1043)Full text

A Structural VAR Approach to the Intertemporal   Model of the Current Account, by Takashi Kano (Bank of Canada Working papers 2003-42)Abstract
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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
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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
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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
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A calibrated structural   model of the Czech economy, by Tibor Hlédik (Bank of Finland Discussion Papers 2003/35)Abstract
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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

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

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
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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
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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
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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

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
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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
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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
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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
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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

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

A   model of the Eurosystem's operational framework for monetary policy implementation, by Christian Ewerhart (European Central Bank Working papers 0197)Full text

A Short-Term   Model of the Fed's Portfolio Choice, by Dean Croushore (Philadelphia Fed Working Papers wp03-08)Full text

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
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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

An estimated DSGE   model of the Hungarian economy, by Zoltán M. Jakab-Balázs Világi (Magyar Nemzeti Bank Working papers 2008/09)Abstract
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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

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

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
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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
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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
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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
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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
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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
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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

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
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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
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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
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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

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

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

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
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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
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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
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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
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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

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
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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

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
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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
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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

A   Model of Tiered Settlement Networks, by James Chapman, Jonathan Chiu, and Miguel Molico (Bank of Canada Working papers 2008-12)Abstract
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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
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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

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
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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
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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

A   Model of (the Threat of) Counterfeiting, by Ed Nosal and Neil Wallace (Cleveland Fed Working papers 0401)Full text

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
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A comprehensive   model on the euro overnight rate, by Flemming Reinhardt Würtz (European Central Bank Working papers 0207)Full text

Can a simple DSGE   model outperform Professional Forecasters?, by Michal Rubaszek, Pawel Skrzypczynski (National Bank of Poland Working papers 043)Full text

Can the Kydland--Prescott   Model Pass the Cogley--Nason Test?, by Patrick Fčve and Julien Matheron (Bank of France Working Papers Nr 125)Abstract
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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
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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
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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
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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

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

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
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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

Price convergence: What can the Balassa-Samuelson   model tell us?, by Tomáš Holub, Martin Cihák (Czech National Bank Working papers 2003/08)Abstract

Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive   Model to characterize GDP dynamics for the Euro-area and Portugal, by Francisco Craveiro Dias (Bank of Portugal Working papers 2003-09)Abstract
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An Unobserved Components   Model to Forecast Austrian GDP, by Gerhard Fenz and Martin Spitzer (Austrian National Bank Working Papers WP119)Abstract
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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
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Measuring Financial Stability: Applying the MfRisk   Model to the Netherlands, by (DNB) (Netherlands Bank DNB Working Papers 030)Full text

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

Price Level versus Inflation Targeting under   Model Uncertainty, by Gino Cateau (Bank of Canada Working papers 2008-15)Abstract
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Guarding Against Large Policy Errors under   Model Uncertainty, by Gino Cateau (Bank of Canada Working papers 2006-13)Abstract
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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

Robust monetary rules under unstructured and structured   model uncertainty, by Paul Levine (European Central Bank Working papers 0899)Full text

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

Modeling   model uncertainty, by Alexei Onatski and Noah Williams (European Central Bank Working papers 0169)Full text

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
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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
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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
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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
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Central Bank Transparency under   Model Uncertainty, by Stefano Eusepi (New York Fed Staff reports 199)Abstract
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  Model Uncertainty and Monetary Policy, by Dennis (San Francisco Fed Working Papers 2007-09)Full text

  Model uncertainty and the equilibrium value of the real effective euro exchange rate, by C. Detken (European Central Bank Working papers 0160)Full text

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

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
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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
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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

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
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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
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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
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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
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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
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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
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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
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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
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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
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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

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

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

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

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

A Utility-Based Welfare Criterion in a   Model with Endogenous Capital Accumulation, by Rochelle M. Edge (Federal Reserve Board FEDS series 2003-66)Abstract
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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
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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
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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

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
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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

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

Optimal Monetary Policy in a   Model with Habit Formation, by Jeffrey C. Fuhrer (Boston Fed Working papers 00-05)Abstract
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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
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Estimation of an Adaptive Stock Market   Model with Heterogeneous Agents, by Henrik Amilon (Sveriges Riksbank Working Papers 177)Abstract
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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
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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
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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
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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

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
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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
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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
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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
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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

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
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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
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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

Real price and wage rigidities in a   model with matching frictions, by Keith Kuester (European Central Bank Working papers 0720)Full text

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

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
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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

An Estimated Canadian DSGE   Model with Nominal and Real Rigidities, by Dib, Ali (Bank of Canada Working papers 2001-26)Abstract
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Reconciling the New Keynesian   model with observed persistence, by Kenneth Leong (Bank of Finland Discussion Papers 2002/19)Abstract
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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

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
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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
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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

Labour taxation and shock propagation in a New Keynesian   model with search frictions, by Juuso Vanhala (Bank of Finland Discussion Papers 2006/12)Abstract
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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
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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
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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
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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
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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
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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
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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
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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

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
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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
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A new Keynesian   model with unemployment, by Olivier Blanchard, Jordi Gali (National Bank of Belgium Working Papers 092)Abstract
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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
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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
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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
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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
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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

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
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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
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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
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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

A Systemic Approach to Money Demand

  Modeling , by Mauricio Calani, J. Rodrigo Fuentes, Klaus Schmidt-Hebbel (Central Bank of Chile Working Papers 512)Abstract
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Challenges in Macro-Finance   Modeling , by Don Kim (Federal Reserve Board FEDS series 2008-06)Abstract

Bayesian Semiparametric Stochastic Volatility   Modeling , by Mark J. Jensen and John M. Maheu (Atlanta Fed Working papers 2008-15)Abstract
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Challenges in macro-finance   modeling , by Don H Kim (Bank for International Settlements Working papers 240)Abstract
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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
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  Modeling Aggregate Investment: A Fundamentalist Approach, by John M. Roberts (Federal Reserve Board FEDS series 2003-48)Abstract
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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

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

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

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
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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

  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
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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

  Modeling Credit Aggregates, by Sylvia Kaufmann, Maria Teresa Valderrama (Austrian National Bank Working Papers WP090)Abstract
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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
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  Modeling Earnings Dynamics, by Joseph Altonji, Anthony Smith, and Ivan Vidangos (Federal Reserve Board FEDS series 2009-08)Abstract
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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

  Modeling model uncertainty, by Alexei Onatski and Noah Williams (European Central Bank Working papers 0169)Full text

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
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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
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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
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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

  Modeling the Term Structure of Interest Rates: Where Do We Stand?, by Konstantijn Maes (National Bank of Belgium Working Papers 042)Full text

  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
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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
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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
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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
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DSGE Model-Based Forecasting of Non-

  Modelled Variables, by Frank Schorfheide (Philadelphia Fed Working Papers 08-17)Full text

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

Econometric Asset Pricing   Modelling , by Henri Bertholon, Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 223)Abstract
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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
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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
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  Modelling and Forecasting Housing Investment: The Case of Canada, by Frédérick Demers (Bank of Canada Working papers 2005-41)Abstract
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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

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

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
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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

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
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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
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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

  Modelling Financial Instability: A Survey of the Literature, by Lai, Alexandra (Bank of Canada Working papers 2002-12)Abstract
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A Bayesian Approach to   Modelling Graphical Vector Autoregressions, by Jukka Corander and Mattias Villani (Sveriges Riksbank Working Papers 171)Abstract
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  Modelling heterogeneity and dynamics in the volatility of individual wages, by Laura Hospido (Bank of Spain Working Papers 0738)Abstract
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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
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Macroeconomic   modelling in EMU, by Javier Andrés and Fernando Restoy (Bank of Spain Working Papers 0718)Abstract
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On applications of state-space   modelling in macroeconomics, by Olivier Basdevant (Reserve Bank of New Zealand Discussion Papers DP2003/02)Abstract
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  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
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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
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  Modelling inflation in China - a regional perspective, by Aaron Mehrotra (European Central Bank Working papers 0829)Full text

  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
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  Modelling inflation in the euro area, by Eilev S. Jansen (European Central Bank Working papers 0322)Full text

  Modelling inflation in the Euro Area, by Eilev S. Jansen (Central Bank of Norway Working Papers 2004/10)Full text

  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

  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
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  Modelling Ireland's exchange rates: from EMS to EMU, by Derek Bond (European Central Bank Working papers 0823)Full text

  Modelling loans to non-financial corporations in the euro area, by Christoffer Kok Sřrensen (European Central Bank Working papers 0989)Full text

  Modelling Manufactured Exports: Evidence from Australian States, by David Norman (Reserve Bank of Australia Research Discussion Papers RDP2006-01)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
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