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Central Bank Research Hub Index - N: nonlinea-numerica



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na - nationwi | native - nelson | nemzeti - neutral | neutrali - noises | nokia - nominal | nominali - noninter | nonlinea - numerica | nurses - näkymät

  Non-Keynesian effects of fiscal contraction in new member states, by Andrzej Rzonca and Piotr Cizkowicz (European Central Bank Working papers 519)Full text

Performance of the Dutch   non-life insurance industry: competition, efficiency and focus, by Jacob Bikker and Janko Gorter (Netherlands Bank DNB Working Papers 164)Full text

  Non-linear adjustment of import prices in the European Union, by José Manuel Campa, José M González Mínguez and María Sebastiá Barriel (Bank of England Working papers 347)Abstract
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  Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003, by Q. Farook Akram, Øyvind Eitrheim amd Lucio Sarno. (Central Bank of Norway Working Papers 2005/02)Full text

  Non-linear dynamics in the euro area demand for M1, by Alessandro Calza and Andrea Zaghini (European Central Bank Working papers 592)Full text

Time-Consistent Control in   Non-Linear Models, by Steve Ambler and Florian Pelgrin (Bank of Canada Working papers 2007-03)Abstract
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  Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?, by Massimo Guidolin, Stuart Hyde, David McMillan, and Sadayuki Ono (St Louis Fed Working Papers 2008-010)Full text

Assessing and Valuing the   Non-Linear Structure of Hedge Fund Returns, by Antonio Diez de los Rios and René Garcia (Bank of Canada Working papers 2006-31)Abstract
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  Non-Linear Target Adjustment in Corporate Liquidity Mmanagement: An Endogenous Thresholds Approach, by W. Allard Bruinshoofd and Clemens J. M. Kool (Netherlands Bank DNB Working Papers 087)Full text

Evaluating Linear and   Non-Linear Time-Varying Forecast-Combination Methods, by Li, Fuchun and Greg Tkacz (Bank of Canada Working papers 2001-12)Abstract
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The yen real exchange rate may be stationary after all: evidence from   non-linear unit root tests, by Georgios Chortareas and George Kapetanios (Bank of England Working papers 311)Abstract
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Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A   Non-linear VAR Approach, by Gaytán González Alejandro; González García Jesús (Bank of Mexico Working Papers 2006-06)Full text

Exchange rate pass-through to trade prices: the role of   non-linearities and asymmetries, by Matthieu Bussière (European Central Bank Working papers 822)Full text

Is reversion to PPP in euro exchange rates   non-linear?, by Bernd Schnatz (European Central Bank Working papers 682)Full text

Is the Firm-Level Relationship between Uncertainty and Irreversible Investment   Non-Linear? 15.12.2005, by Menashe Yigal (Bank of Israel Research - Discussion Papers dp0512)Abstract
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  Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths, by Siddhartha Chib and Michael J. Dueker (St Louis Fed Working Papers 2004-030)Full text

Determinants of   Non-Mining Exports: A Regional Perspective, by Mabel Cabezas B., Jorge Selaive C., Gonzalo Becerra M. (Central Bank of Chile Working Papers 296)Abstract
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Optimal Nonlinear Policy: Signal Extraction with a   Non-Normal Prior, by Swanson (San Francisco Fed Working Papers 2005-24)

Are money and consumption additively separable in the euro area? A   non-parametric approach, by Barry E. Jones and Livio Stracca (European Central Bank Working papers 704)Full text

  Non-Parametric Estimation of Conditional and Unconditional Loan Portfolio Loss Distributions with Public Credit Registry Data, by Matías Gutiérrez Girault (Central Bank of Argentina Working Papers 2007/20T)Full text

Total factor productivity growth in European stock exchanges: A   non-parametric frontier approach, by Heiko Schmiedel (Bank of Finland Discussion Papers 2002/11)Abstract
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Robust   Non-parametric Quantile Estimation of Efficiency and Productivity Change in U.S. Commercial Banking, 1985-2004, by David C. Wheelock, and Paul Wilson (St Louis Fed Working Papers 2006-041)Full text

Exact   Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity, by Luger, Richard (Bank of Canada Working papers 2001-2)Abstract
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  Non-parametric, Unconditional Quantile Estimation for Efficiency Analysis with An Application to Federal Reserve Check Processing Operations, by David C. Wheelock, and Paul Wilson (St Louis Fed Working Papers 2005-027)Full text

Household debt sustainability: what explains household   non-performing loans? An empirical analysis, by Laura Rinaldi and Alicia Sanchis-Arellano (European Central Bank Working papers 570)Full text

Forecasting the   Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach, by Li-gang Liu, Jian Chang and Andrew Tsang (Hong Kong Monetary Authority Working Papers RM2006-03)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

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 649)Full text

Price determinacy under   non-Ricardian fiscal strategies (756 KB, by Óscar Arce (Bank of Spain Working Papers 0741)Abstract
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Are   non-risk based capital requirements for insurance companies binding?, by Leo de Haan and Jan Kakes (Netherlands Bank DNB Working Papers 145)Full text

Measuring Disparities in   Non-School Costs and Revenue Capacity among Massachusetts Cities and Towns, by Katharine Bradbury and Bo Zhao (Boston Fed Working papers 06-19)Abstract
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Habit Persistence,   Non-separability Between Consumption and Leisure, or Rule-of-Thumb Consumers: Which Accounts for the Predictability of Consumption Growth?, by Michael T. Kiley (Federal Reserve Board FEDS series 2007-48)Abstract

  Non-standard central bank loss functions, by Ali al-Nowaihi and Livio Stracca (European Central Bank Working papers No.129)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

  Non-Stationary Hours in a DSGE Model, by Yongsung Chang, Taeyoung Doh, and Frank Schorfheide (Philadelphia Fed Working Papers wp06-03)Full text

Financial Structure and Economic Growth: A   Non-Technical Survey, by Dolar, Veronika and Césaire Meh (Bank of Canada Working papers 2002-24)Abstract
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Real exchange rates and the relative prices of   non-traded and traded goods: an empirical analysis, by Jan J J Groen and Clare Lombardelli (Bank of England Working papers 223)Abstract
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  Non-Traded Goods and Monetary Policy Trade-Offs in a Small Open Economy., by Claudio Soto (Central Bank of Chile Working Papers 214)Abstract
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The Consumption-Real Exchange Rate Anomaly:   Non-Traded Goods, Incomplete Markets and Distribution Services., by Jorge Selaive, Vicente Tuesta (Central Bank of Chile Working Papers 359)Abstract
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Reaction functions in a small open economy: What role for   non-traded inflation?, by Ana Maria Santacreu (Reserve Bank of New Zealand Discussion Papers DP2005/04)Abstract
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  Non-wage benefits, costs of turnover, and labor attachment: Evidence from Russian firms, by Tuuli Juurikkala, Olga Lazareva (Bank of Finland BOFIT Discussion Papers 2006/04)Abstract
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The Macroeconomic Effects of   Non-Zero Trend Inflation, by Robert Amano, Steve Ambler, and Nooman Rebei (Bank of Canada Working papers 2006-34)Abstract
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Financial Cycles and Bankruptcies in the

  Nordic Countries, by Jan Hansen (Sveriges Riksbank Working Papers No149)Abstract
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Labour productivity in the   Nordic EU countries: a comparative overview and explanatory factors 1980-2004, by Anatoli Annenkov and Christophe Madaschi (European Central Bank Occasional papers 39)Full text

The Multivariate Split

  Normal Distribution and Asymmetric Principal Components Analysis, by Mattias Villani and Rolf Larsson (Sveriges Riksbank Working Papers No175)Abstract
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Hierarchical Markov   normal mixture models with applications to financial asset returns, by John Geweke and Gianni Amisano (European Central Bank Working papers 831)Full text

Optimal Nonlinear Policy: Signal Extraction with a Non-   Normal Prior, by Swanson (San Francisco Fed Working Papers 2005-24)

Pricing and Inference with Mixtures of Conditionally   Normal Processes, by Henri Bertholon, Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 188)Abstract
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Kalman Filtering with Truncated   Normal State Variables for Bayesian Estimation of Macroeconomic Models, by Michael J. Dueker (St Louis Fed Working Papers 2005-057)Full text

Approximately   Normal Tests for Equal Predictive Accuracy in Nested Models, by Todd E. Clark and Kenneth D. West (Kansas City Fed Working Papers RWP05-05)Abstract

  Normality, Modal Risk Level, and Exchange-Rate Jumps, by Hecht Yoel, Pomposhko Helena (Bank of Israel Monetary Studies - Discussion Papers mns0501)Abstract
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  Normalization in Econometrics, by James D. Hamilton, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2004-13)Abstract
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Identification and   Normalization in Markov Switching Models of "Business Cycles", by Penelope A. Smith and Peter M. Summers (Kansas City Fed Working Papers RWP04-09)Abstract
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Factor substitution and factor augmenting technical progress in the US: a   normalized supply-side system approach, by Rainer Klump, Peter McAdam and Alpo Willman (European Central Bank Working papers 367)Full text

Positive and

  Normative Effects of a Minimum Wage, by Guillaume Rocheteau and Murat Tasci (Cleveland Fed Working papers WP08-01)Full text

Asymmetric Labor Market Institutions in the EMU: positive and   normative implications, by Mirko Abbritti and Andreas Mueller (Central Bank of Iceland Working Papers 37)Abstract

Regional Currency Arrangements in

  North America, by Sven Arndt (comments by Steve Kamin and Pierre Siklos) (Austrian National Bank Working Papers WP121)Abstract
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Employment Effects of Restructuring in the Public Sector in   North America, by Fenton, Paul, Irene Ip, and Geoff Wright (Bank of Canada Working papers 2001-19)Abstract
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The Syndicated Loan Market: Developments in the   North American Context, by Armstrong, Jim (Bank of Canada Working papers 2003-15)Abstract
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Whither   North Carolina Furniture Manufacturing?, by Robert L. Lacy (Richmond Fed Working Papers 04-07)Abstract
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An Analysis of the Effect of   North Korea's International and Inter-Korean Trade on Its Economic Growth, by Seung-Je Hong and JeongHo Hahm (The Bank of Korea Economic Papers 61)Abstract
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Dashboard Indicators for the

  Northeast Ohio Economy: Prepared for the Fund for Our Economic Future, by Randall Eberts, George Erickcek, and Jack Kleinhenz (Cleveland Fed Working papers wp06-05)Full text

  North-South Technological Diffusion and Dynamic Gains from Trade, by Michele Connolly and Diego Valderrama (San Francisco Fed Working Papers 2004-24)Full text

Regional Integration And   North-South Technology Diffusion: The Case of Nafta, by Maurice Schiff , Yanling Wang (Central Bank of Chile Working Papers 283)Abstract
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Oil wealth and real exchange rates: The FEER for

  Norway , by Q. Farooq Akram (Central Bank of Norway Working Papers 2004/16)Full text

The market impact and timing of open market share repurchases in   Norway , by Johannes A. Skjeltorp (Central Bank of Norway Working Papers 2004/08)Full text

PPP in the medium run despite oil shocks: The case of   Norway , by Qaisar Farook Akram (Central Bank of Norway Working Papers 2002/04)Full text

Is the price level in   Norway determined by fiscal policy?, by Ragna Alstadheim. (Central Bank of Norway Working Papers 2005/05)Full text

Three episodes of financial fragility in   Norway since the 1890s, by Karsten R Gerdrup (Bank for International Settlements Working papers 142)Abstract
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House prices in   Norway 1819-1989, by Øyvind Eitrheim and Solveig K. Erlandsen (Central Bank of Norway Working Papers 2004/21)Full text

Non-linear dynamics in output, real exchange rates and real money balances:   Norway, 1830-2003, by Q. Farook Akram, Øyvind Eitrheim amd Lucio Sarno. (Central Bank of Norway Working Papers 2005/02)Full text

Age structure effects and consumption in   Norway, 1968(3) - 1998(4), by Solveig Erlandsen (Central Bank of Norway Working Papers 2003/01)Full text

Failure prediction of

  Norwegian banks: A Logit approach, by Henrik Andersen (Financial Market Department) (Central Bank of Norway Working Papers 2008/02)Abstract
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Nowcasting   Norwegian GDP: The role of asset prices in a small open economy, by by Knut Are Aastveit and Tørres G. Trovik Research Department (Central Bank of Norway Working Papers 2007/09)Abstract
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Empirical modelling of   Norwegian import prices, by Ida Wolden Bache (Central Bank of Norway Working Papers 2002/01)Full text

A European-type wage equation from an American-style labor market: Evidence from a panel of   Norwegian manufacturing industries in the 1930s, by Gunnar Bårdsen, Jurgen Doornik and Jan Tore Klovland (Central Bank of Norway Working Papers 2004/04)Full text

A study of implied risk-neutral density functions in the   Norwegian option market, by Stig Arild Syrdal (Central Bank of Norway Working Papers 2002/13)Full text

Costs and income in the   Norwegian payment system 2001., by Olaf Gresvik and Grete Øwre (Central Bank of Norway Working Papers 2003/08)Full text

Efficient consumption of revenues from natural resources - An application to   Norwegian petroleum revenues, by Q. Farooq Akram (Central Bank of Norway Working Papers 2005/01)Full text

The degree of independence in European goods markets: An I(2) analysis of German and   Norwegian trade data, by Roger Hammersland (Central Bank of Norway Working Papers 2004/19)Full text

Why do some countries produce so much more output per worker than others? - A

  note , by Gerry Boyle and Kieran McQuinn (Central Bank of Ireland Research Technical Papers 04/RT/09)Abstract
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Estimation of Asian effective exchange rates: a technical   note , by San Sau Fung, Marc Klau, Guonan Ma and Robert N. McCauley (Bank for International Settlements Working papers 217)Abstract
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Aggregate Unemployment in Krusell and Smith's Economy: A   Note , by Marco Del Negro (Atlanta Fed Working papers 2005-06)Abstract
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MCMC Method for Markov Mixture Simultaneous-Equation Models: A   Note , by Christopher A. Sims and Tao Zha (Atlanta Fed Working papers 2004-15)Abstract
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Central Bank Independence and Inflation: A   Note , by Charles T. Carlstrom and Timothy S. Fuerst (Cleveland Fed Working papers wp0621)Full text

Capital Trading, Stock Trading, and the Inflation Tax on Equity: A   Note , by Scott L. Baier, Charles T. Carlstrom, Ralph Chami, Thomas F. Cosimano, Timothy S. Fuerst, and Collen Fullenkamp (Cleveland Fed Working papers WP0321)Full text

The Institutionalization of Treasury   Note and Bond Auctions, 1970-75, by Kenneth D. Garbade (New York Fed Economic policy review 0405garb)Abstract
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A   Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach, by Cho-Hoi Hui and Chi-Fai Lo (Hong Kong Monetary Authority Working Papers WP08_09)Abstract
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A   note on exchange rate pass-through in CIS countries, by Iikka Korhonen, Paul Wachtel (Bank of Finland BOFIT Discussion Papers 2005/02)Abstract
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A   Note on Global Welfare in Pharmaceutical Patenting, by F.M. Scherer (Philadelphia Fed Working Papers wp03-11)Full text

A   note on inflation persistence, by Steinar Holden and John C. Driscoll (Central Bank of Norway Working Papers 2002/14)Full text

A   Note on Social Welfare and Cost Recovery in Two-Sided Markets, by (DNB) (Netherlands Bank DNB Working Papers 024)Full text

A   note on the coefficient of determination in regression models with infinite-variance variables, by Jeong-Ryeol Kurz-Kim, Mico Loretan (Deutsche Bundesbank Discussion Papers 200710)Full text

A   Note on the Coefficient of Determination in Models with Infinite Variance Variables, by Jeong-Ryeol Kurz-Kim and Mico Loretan (Federal Reserve Board International Financial Discussion Papers 2007-895)Abstract
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A   Note on the Cointegration of Consumption, Income, and Wealth, by Jeremy Rudd and Karl Whelan (Central Bank of Ireland Research Technical Papers 02/RT/05)Abstract
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A   Note on the Cointegration of Consumption, Income, and Wealth, by Jeremy Rudd and Karl Whelan (Federal Reserve Board FEDS series 2002-53)Abstract
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A   note on the national contributions to euro area M3, by Aaron Mehrotra (Bank of Finland Discussion Papers 2007/02)Abstract
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A   Note on Trade Costs and Distance, by Martina Lawless and Karl Whelan (Central Bank of Ireland Research Technical Papers 07/RT/07)Abstract
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  Note on zero lower bound worries, by Cees Ullersma and Gerben Hieminga (Netherlands Bank DNB Working Papers 117)Full text

Resolving the Puzzle of the Underissuance of National Bank

  Notes , by Charles Calomiris and Joseph R. Mason (Philadelphia Fed Working Papers wp05-19)Full text

Three Lectures on Monetary Theory and Policy:Speaking   Notes and Background Papers, by David Laidler (Austrian National Bank Working Papers WP128)Abstract
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National Bank   Notes and Silver Certificates, by Bruce Champ and James B. Thomson (Cleveland Fed Working papers wp0622)Full text

Estimation of Zero-Coupon Yield Curves Based on Exchange Fund Bills and   Notes in Hong Kong, by Ip-wing Yu and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2002-09)Full text

Some   Notes on Monetary Policy Rules with Uncertainty, by Srour, Gabriel (Bank of Canada Working papers 2003-16)Abstract
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  Notes on the Inflation Dynamics of the New Keynesian Phillips Curve, by Andreas Hornstein (Richmond Fed Working Papers 07-04)Abstract
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Resolving the National Banking System

  Note-Issue Puzzle, by Bruce Champ and Neil Wallace (Cleveland Fed Working papers WP0316)Full text

Sectoral productivity and real exchange rate appreciation: much ado about

  nothing?, by Vladislav Flek, Lenka Marková, Jirí Podpiera (Czech National Bank Working papers 2002/04)Abstract

Corporate Dollar Debt and Depreciations: Much Ado About   Nothing?, by Hoyt Bleakley and Kevin Cowan (Boston Fed Working papers 02-05)Abstract
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  Nowcasting GDP and inflation: the real-time informational content of macroeconomic data (forthcoming), by Domenico Giannone (European Central Bank Working papers 633)Full text

  Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases, by Domenico Giannone, Lucrezia Reichlin, and David Small (Federal Reserve Board FEDS series 2005-42)Abstract
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  Nowcasting Norwegian GDP: The role of asset prices in a small open economy, by by Knut Are Aastveit and Tørres G. Trovik Research Department (Central Bank of Norway Working Papers 2007/09)Abstract
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Un

  Nuevo Marco para la Elaboración de los Programas de Impresión y Acuñación, by Rómulo Chumacero; Claudio Pardo; David Valdés (Central Bank of Chile Working Papers 454)Abstract
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Staggered prices and trend inflation: some

  nuisances , by Guido Ascari (Bank of Finland Discussion Papers 2003/27)Abstract
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Recent Trends in the

  Number and Size of Bank Branches: An Examination of Likely Determinants, by Timothy H. Hannan and Gerald A. Hanweck (Federal Reserve Board FEDS series 2008-02)Abstract

Forecasting and Estimating Multiple Change-Point Models with an Unknown   Number of Change Points, by Gary M. Koop and Simon M. Potter (New York Fed Staff reports 196)Abstract
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Danmarks Nationalbank's operating costs and   number of employees in an international comparison, by Pedersen, Erik Haller (Danmarks Nationalbank Working papers WP35/2006)Abstract
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Determining the   number of factors in approximate factor models with global and group-specific factors, by Francisco Craveiro Dias, Maximiano Pinheiro, António Rua (Bank of Portugal Working papers 2008-09)Abstract
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The Breaks in per Capita Productivity Trends in a   Number of Industrial Countries, by Tristan-Pierre Maury and Bertrand Pluyaud (Bank of France Working Papers Nr 111)Abstract
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Forecasting using a large   number of predictors: is Bayesian regression a valid alternative to principal components?, by Christine De Mol, Domenico Giannone, Lucrezia Reichlin (Deutsche Bundesbank Discussion Papers 200632)Full text

Forecasting using a large   number of predictors: Is Bayesian regression a valid alternative to principal components?, by Christine De Mol (European Central Bank Working papers 700)Full text

A robust criterion for determining the   number of static factors in approximate factor models., by Lucia Alessi (European Central Bank Working papers 903)Full text

Beyond the

  Numbers: An Analysis of Optimistic and Pessimistic Language in Earnings Press Releases, by Angela K. Davis, Jeremy M. Piger, and Lisa M. Sedor (St Louis Fed Working Papers 2006-005)Full text

  Numerical Method for Estimating GDP Data for Hungary, by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/02)Abstract
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