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 |
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| Monetary policy | | predictability in the euro area: an international comparison, by Bjørn-Roger Wilhelmsen and Andrea Zaghini (European Central Bank Working papers 504) | Full text |
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| Monetary policy | | predictability in the euro area: An international comparison, by Bjørn-Roger Wilhelmsen and Andrea Zaghini (Central Bank of Norway Working Papers 2005/07) | Full text |
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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
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| On the | | predictability of GDP data revisions in the Netherlands, by (DNB) (Netherlands Bank DNB Working Papers 004) | Full text |
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| Taylor Rules and the | | Predictability of Interest Rates, by Paul Söderlind , Ulf Söderström and Anders Vredin (Sveriges Riksbank Working Papers No147) | Abstract
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| The | | predictability of monetary policy, by Tobias Blattner, Marco Catenaro, Michael Ehrmann, Rolf Strauch and Jarkko Turunen (European Central Bank Occasional papers 83) | Full text |
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| Testing for Longer Horizon | | Predictability of Return Volatility with an Application to the German DAX, by Burkhard Raunig (Austrian National Bank Working Papers WP086) | Abstract
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| Real-time macroeconomic data and ex ante | | predictability of stock returns, by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch (Deutsche Bundesbank Discussion Papers 200610) | Full text |
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| Long-horizon equity return | | predictability: some new evidence for the United Kingdom, by Anne Vila Wetherilt and Simon Wells (Bank of England Working papers 244) | Abstract
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| In-sample or out-of-sample tests of | | predictability: which one should we use?, by Atsushi Inoue and Lutz Kilian (European Central Bank Working papers No.195) | Full text |
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| | | Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface, by Silvia Goncalves, and Massimo Guidolin (St Louis Fed Working Papers 2005-010) | Full text |
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| The Economic and Statistical Value of Forecast Combinations under Regime Switching: An Application to | | Predictable US Returns, by Massimo Guidolin, and Carrie Fangzhou Na (St Louis Fed Working Papers 2006-059) | Full text |
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| Is the European Central Bank (and the United States Federal Reserve) | | predictable?, by Gabriel Pérez Quirós and Jorge Sicilia (Bank of Spain Working Papers 0229) | Full text |
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| Are emerging market currency crises | | predictable? A test, by Tuomas A. Peltonen (European Central Bank Working papers 571) | Full text |
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| Has Output Become More | | Predictable? Changes in Greenbook Forecast Accuracy, by Peter Tulip (Federal Reserve Board FEDS series 2005-31) | Abstract
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| The Emergence of "Regular and | | Predictable", by as a Treasury Debt Management Strategy (New York Fed Economic policy review 0703garb) | Abstract
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Is a Word to the Wise Indeed Enough? ECB Statements and the | | Predictibility of Interest Rate Decisions, by David-Jan Jansen and Jakob de Haan (Netherlands Bank DNB Working Papers 075) | Full text |
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| | | Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic, by Alexis Derviz, Jirí Podpiera (Czech National Bank Working papers 2004/01) | Abstract
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| On Credit Spread Slopes and | | Predicting Bank Risk, by C. N. V. Krishnan, Peter H. Ritchken and James B. Thomson (Cleveland Fed Working papers WP0314) | Full text |
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| Realized Jumps on Financial Markets and | | Predicting Credit Spreads, by George Tauchen and Hao Zhou (Federal Reserve Board FEDS series 2006-35) | Abstract
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| | | Predicting Cycles in Economic Activity, by Jane Haltmaier (Federal Reserve Board International Financial Discussion Papers 2008-926) | Abstract
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| The power of weather. Some empirical evidence on | | predicting day-ahead power prices through weather forecasts, by by Christian Huurman, Francesco Ravazzolo and Chen Zhou (Central Bank of Norway Working Papers 2008/08) | Abstract
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| Are sectoral stock prices useful for | | predicting euro area GDP?, by Magnus Andersson and Antonello D’Agostino (European Central Bank Working papers 876) | Full text |
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| Are sectoral stock prices useful for | | predicting euro area GDP?, by Magnus Andersson and Antonello D' Agostino (Central Bank of Ireland Research Technical Papers 08/RT/02) | Abstract
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| Detecting and | | predicting forecast breakdowns, by Raffaella Giacomini and Barbara Rossi (European Central Bank Working papers 638) | Full text |
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| The Yield Curve and | | Predicting Recessions, by Jonathan H. Wright (Federal Reserve Board FEDS series 2006-07) | Abstract
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| | | Predicting recessions with leading indicators: An application on the Icelandic economy, by Bruno Eklund (Central Bank of Iceland Working Papers 33) | Abstract
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| Financial market volatility: informative in | | predicting recessions., by Jan Annaert - Marc J.K. De Ceuster - Nico Valckx (Bank of Finland Discussion Papers 2001/14) | Abstract
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| | | Predicting Sharp Depreciations in Industrial Country Exchange Rates, by Jonathan H. Wright and Joseph E. Gagnon (Federal Reserve Board International Financial Discussion Papers 2006-881) | Abstract
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| | | Predicting Stock Market Returns by Combining Forecasts, by Laurence Fung and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP08_01) | Abstract
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| Should We Expect Significant Out-of-Sample Results When | | Predicting Stock Returns?, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2006-855) | Abstract
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| A model of bankruptcy | | prediction , by Eivind Bernhardsen (Central Bank of Norway Working Papers 2001/10) | Full text |
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| A 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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| Incorporating | | prediction and estimation risk in point-in-time credit portfolio models, by Alfred Hamerle, Michael Knapp, Thilo Liebig, Nicole Wildenauer (Deutsche Bundesbank Banking Supervision Discussion Papers 200513) | Full text |
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| Using Out-of-Sample Mean Squared | | Prediction Errors to Test the Martingale Difference Hypothesis, by Todd E. Clark and Kenneth D. West (Kansas City Fed Working Papers RWP04-03) | Abstract
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| Yield curve | | prediction for the strategic investor, by Carlos Bernadell (European Central Bank Working papers 472) | Full text |
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| Interpreting | | Prediction Market Prices as Probabilities, by Wolfers, Zitzewitz (San Francisco Fed Working Papers 2006-11) | Full text |
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| Five Open Questions about | | Prediction Markets, by Wolfers, Zitzewitz (San Francisco Fed Working Papers 2006-06) | Full text |
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| Partisan Impacts on the Economy: Evidence from | | Prediction Markets and Close Elections, by Snowberg, Wolfers, Zitzewitz (San Francisco Fed Working Papers 2006-08) | Full text |
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| The 2001 US recession: what did recession | | prediction models tell us?, by Andrew J Filardo (Bank for International Settlements Working papers 148) | Abstract
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| Failure | | prediction models: performance, disagreements, and internal rating systems, by Janet Mitchell, Patrick Van Roy (National Bank of Belgium Working Papers 123) | Abstract
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| 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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| Forecasting the price of crude oil via convenience yield | | predictions , by Thomas A. Knetsch (Deutsche Bundesbank Discussion Papers 200612) | Full text |
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| Jackknifing Stock Return | | Predictions , by Benjamin Chiquoine and Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2008-932) | 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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| | | Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates, by Daniel L. Thornton (St Louis Fed Working Papers 2004-010) | Full text |
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| Regime transplants in GDP growth forecasting: A recipe for better | | predictions?, by Lennard van Gelder, Ad Stokman (Netherlands Bank DNB Working Papers 106) | Full text |
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| The | | Predictive Abilities of the New York Fed'sEmpire State Manufacturing Survey, by Richard Deitz and Charles Steindel (New York Fed Current issues ci11-01) | Abstract
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| Combining Tests of | | Predictive Ability Theory and Evidence for Chilean and Canadian Exchange Rates., by Pablo Pincheira (Central Bank of Chile Working Papers 459) | Full text |
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| Tests of Equal | | Predictive Ability with Real-Time Data, by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP07-06) | 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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| 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
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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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| The real-time | | predictive content of money for output, by Jeffery D Amato and Norman R Swanson (Bank for International Settlements Working papers 096) | Abstract
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| The | | Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence, by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP03-06) | Abstract
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| Combining Multivariate Density Forecasts Using | | Predictive Criteria, by Hugo Gerard and Kristoffer Nimark (Reserve Bank of Australia Research Discussion Papers RDP2008-02) | Abstract
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| Forecast combination and model averaging using | | predictive measures, by Jana Eklund and Sune Karlsson (Sveriges Riksbank Working Papers No191) | Abstract
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| The | | Predictive Power of the Index of Consumer Sentiment in Korea, by Seung-Nyeon Kim and Youngwan Goo (The Bank of Korea Economic Papers 64) | Abstract
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| The | | Predictive Power of the Senior Loan Officer Survey: Do Lending Officers Know Anything Special?, by Thomas J. Cunningham (Atlanta Fed Working papers 2006-24) | Abstract
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| Investigating time-variation in the marginal | | predictive power of the yield spread, by Luca Benati and Charles Goodhart (European Central Bank Working papers 802) | Full text |
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| Interpreting Long-Horizon Estimates in | | Predictive Regressions, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2008-928) | Abstract
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| The Stambaugh Bias in Panel | | Predictive Regressions, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2007-914) | Abstract
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| New Methods for Inference in Long-Run | | Predictive Regressions, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2006-853) | Abstract
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| | | Predictive Regressions with Panel Data, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2006-869) | Abstract
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The yield curve as a | | predictor and emerging economies, by Arnaud Mehl (European Central Bank Working papers 691) | Full text |
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| The yield curve as a | | predictor and emerging economies, by Arnaud Mehl (Bank of Finland BOFIT Discussion Papers 2006/18) | Abstract
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| The Time-Varying Policy Neutral Rate in Real Time: A | | Predictor for Future Inflation?, by Roman Horváth (Czech National Bank Working papers 2007/04) | Abstract
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| Comparing alternative | | predictors based on large-panel factor models, by Antonello D'Agostino and Domenico Giannone (European Central Bank Working papers 680) | Full text |
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| Comparing Alternative | | Predictors Based on Large-Panel Factor Models, by Antonello D'Agostino and Domenico Giannone (Central Bank of Ireland Research Technical Papers 06/RT/14) | 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 No138) | Abstract
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| Imperfect predictability and mutual fund dynamics. How managers use | | predictors in changing systematic risk., by Gianni Amisano and Roberto Savona (European Central Bank Working papers 881) | Full text |
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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 |
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| 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 |
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Stability of Risk | | Preference , by Claudia R. Sahm (Federal Reserve Board FEDS series 2007-66) | Abstract
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| Monetary Policy in a Small Open Economy with a | | Preference for Robustness, by Dennis, Leitemo, Soderstrom (San Francisco Fed Working Papers 2007-04) | Full text |
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| | | Preference heterogeneity in monetary policy committees, by Alessandro Riboni and Francisco Ruge-Murcia (Netherlands Bank DNB Working Papers 157) | Full text |
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| | | Preference Heterogeneity in Monetary Policy Committees, by by Alessandro Riboni and Francisco J. Ruge-Murcia (IJCB International Journal of Central Banking 08q1a6) | Abstract
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| Optimal supervisory policies and depositor- | | preference laws, by Henri Pagès and João A C Santos (Bank for International Settlements Working papers 131) | Abstract
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| Heterogeneity and Aggregation in the Labor Market: Implications for Aggregate | | Preference Shifts, by Yongsung Chang, Sun-Bin Kim (Richmond Fed Working Papers 03-17) | Abstract
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| Less cash on the counter - Forecasting Finnish payment | | preferences , by Hanna Jyrkönen (Bank of Finland Discussion Papers 2004/27) | Abstract
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| Inflation Targeting Under Asymmetric | | Preferences , by Francisco J. Ruge-Murcia (Bank of Spain Working Papers 0106) | Full text |
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| International Asset Allocation under Regime Switching, Skew and Kurtosis | | Preferences , by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-034) | Full text |
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| Optimal Portfolio Choice under Regime Switching, Skew and Kurtosis | | Preferences , by Massimo Guidolin (St Louis Fed Working Papers 2005-006) | Full text |
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| Option-implied | | preferences adjustments, density forecasts, and the equity risk premium, by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0630) | Abstract
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| The stability of efficiency rankings when risk- | | preferences and objectives are different, by Michael Koetter (Deutsche Bundesbank Banking Supervision Discussion Papers 200608) | Full text |
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| Do changes in pension incentives affect retirement? A stated | | preferences approach to Dutch retirement consideration, by Allard Bruinshoofd and Sybille Grob (Netherlands Bank DNB Working Papers 115) | Full text |
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| Using Stated | | Preferences Data to Analyze Preferences for Full and Partial Retirement, by Arthur van Soest, Arie Kapteyn and Julie Zissimopoulos (Netherlands Bank DNB Working Papers 081) | Full text |
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| State Dependence in Fundamentals and | | Preferences Explains Risk-Aversion Puzzle, by Fousseni Chabi-Yo, René Garcia, and Eric Renault (Bank of Canada Working papers 2005-09) | Abstract
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| Using Stated Preferences Data to Analyze | | Preferences for Full and Partial Retirement, by Arthur van Soest, Arie Kapteyn and Julie Zissimopoulos (Netherlands Bank DNB Working Papers 081) | Full text |
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| Estimation of monetary policy | | preferences in a forward-looking model: a Bayesian approach, by Pelin Ilbas (National Bank of Belgium Working Papers 129) | Abstract
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| Risk-Return | | Preferences in the Pension Domain: are People Able to Choose?, by (DNB) (Netherlands Bank DNB Working Papers 025) | Full text |
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| Optimal Supervisory Policies and Depositor- | | Preferences Laws, by Henri Pagès and João A.C. Santos (Bank of France Working Papers Nr 091) | Abstract
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| Representing Roomates' | | Preferences with Symmetric Utilities, by José Álvaro Rodrigues Neto (Central Bank of Brazil Working Papers 105) | Abstract
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| Efficiency of the Monetary Policy and Stability of Central Bank | | Preferences. Empirical Evidence for Peru, by Gabriel Rodríguez (Central Reserve Bank of Peru Working Papers 2007-008) | Abstract
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| Consumer' Use of Debit Cards: Patterns, | | Preferences, and Price Response, by Ron Borzekowski, Elizabeth K. Kiser, and Shaista Ahmed (Federal Reserve Board FEDS series 2006-16) | Abstract
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| U.S. Trade | | Preferences: All are not Created Equal, by Daniel Lederman, Çaglar Özden (Central Bank of Chile Working Papers 280) | Abstract
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| Tax Policy Design in the Presence of Social | | Preferences: Some Experimental Evidence, by Lucy F. Ackert, Jorge Martinez-Vazquez, and Mark Rider (Atlanta Fed Working papers 2004-33) | Abstract
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| Endogenous time | | preference, investment and development traps, by Pertti Haaparanta, Mikko Puhakka (Bank of Finland BOFIT Discussion Papers 2004/04) | Abstract
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| Impact of | | Preferential Trade Agreements on the Import Dependence of Tech. Intensive Industries_EP9-2, by January. 04, 2007 (The Bank of Korea Economic Papers 77) | Abstract
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| Nash Equilibrium Tariffs and Illegal Immigration: An Analysis of | | Preferential Trade Liberalization, by Subhayu Bandyopadhyay, and Ryo Takashima (St Louis Fed Working Papers 2007-021) | Full text |
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| | | Preferential Trading Arrangements, Trade, and Growth, by Arvind Panagariya (Central Bank of Chile Working Papers 284) | Abstract
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The financial turmoil of 2007-?: a | | preliminary assessment and some policy considerations, by Claudio Borio (Bank for International Settlements Working papers 251) | Abstract
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| Monitoring pro-cyclicality under the capital requirements directive: | | preliminary concepts for developing a framework, by Nancy Masschelein (National Bank of Belgium Working Papers 120) | Abstract
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| Some | | Preliminary Evidence on the Globalization-Inflation Nexus, by Sophie Guilloux and Enisse Kharroubi (Bank of France Working Papers Nr 195) | Abstract
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| Evaluating the Quarterly Projection Model: A | | Preliminary Investigation, by Amano, Robert, Kim McPhail, Hope Pioro, and Andrew Rennison (Bank of Canada Working papers 2002-20) | Abstract
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| Estimated DGE Models and Forecasting Accuracy: A | | Preliminary Investigation with Canadian Data, by Moran, Kevin and Veronika Dolar (Bank of Canada Working papers 2002-18) | Abstract
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Fiscal institutions, fiscal policy and sovereign risk | | premia , by Mark Hallerberg, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200635) | Full text |
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| Fool the markets? Creative accounting, fiscal transparency and sovereign risk | | premia , by Kerstin Bernoth, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200619) | Full text |
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| Interpreting implied risk-neutral densities: the role of risk | | premia , by Peter Hördahl and David Vestin (European Central Bank Working papers 274) | Full text |
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| Does hedging tell the full story? Reconciling differences in US aggregate and industry-level exchange rate risk | | premia , by Bill B Francis – Iftekhar Hasan – Delroy M Hunter (Bank of Finland Discussion Papers 2008/14) | Abstract
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| Monetary policy, expected inflation and inflation risk | | premia , by Federico Ravenna – Juha Seppälä (Bank of Finland Discussion Papers 2007/18) | Abstract
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