A | | Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks, by Roberta Blass Staub and Geraldo da Silva e Souza (Central Bank of Brazil Working Papers 150) | Abstract
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| Optimal Policy with | | Probabilistic Equilibrium Selection, by Huberto M. Ennis (Richmond Fed Working Papers 01-03) | Abstract
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| Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion | | probabilities , by Michael Scharnagl, Christian Schumacher (Deutsche Bundesbank Discussion Papers 200709) | Full text |
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| Exploring the relationship between credit spreads and default | | probabilities , by Mark J Manning (Bank of England Working papers 225) | Abstract
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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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| Default | | probabilities and expected recovery: an analysis of emerging market sovereign bonds, by Liz Dixon-Smith, Roman Goossens and Simon Hayes (Bank of England Working papers 261) | Abstract
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| Aggregate bankruptcy | | probabilities and their role in explaining banks' loan losses, by Olga Andreeva (Central Bank of Norway Working Papers 2004/02) | Full text |
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| Estimating | | Probabilities of Default, by Til Schuermann and Samuel Hanson (New York Fed Staff reports 190) | Abstract
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| Estimating | | probabilities of default for German saving banks and credit cooperatives, by Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200406) | Full text |
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| Estimating | | probabilities of default with support vector machines, by Wolfgang K. Härdle, Rouslan A. Moro, Dorothea Schäfer (Deutsche Bundesbank Banking Supervision Discussion Papers 200718) | Full text |
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| Estimating market | | probabilities of future interest rate changes, by Martin Hlušek (Czech National Bank Working papers 2002/02) | 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 |
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| Estimating | | Probabilities of Recession in Real Time Using GDP and GDI, by Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-07) | 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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| Extracting risk neutral | | probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices., by Andersen, Allan Bødskov; Wagener, Tom (Danmarks Nationalbank Working papers WP09/2002) | Abstract
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| Extracting risk neutral | | probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices, by Allan Bodskov Andersen and Tom Wagener (European Central Bank Working papers No.198) | Full text |
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| Summary statistics of option-implied | | probability density functions and their properties, by Damien Lynch and Nikolaos Panigirtzoglou (Bank of England Working papers 345) | Abstract
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| What can | | probability forecasts tell us about inflation risks?, by Juan Angel García and Andrés Manzanares (European Central Bank Working papers 825) | Full text |
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| | | Probability of default models of Russian banks, by Anatoly A. Peresetsky, Alexandr A. Karminsky, Sergei V. Golovan (Bank of Finland BOFIT Discussion Papers 2004/21) | Abstract
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| The Effects of Past Entry, Market Consolidation, and Expansion by Incumbents on the | | Probability of Entry, by Robert M. Adams and Dean F. Amel (Federal Reserve Board FEDS series 2007-51) | Abstract
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| The Timing and | | Probability of FDI: An Application to the United States Multinational Enterprises, by José Brandão de Brito, Felipa de Mello Sampayo (Bank of Portugal Working papers 2003-02) | Abstract
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| | | Probability of informed trading: an empirical application to the euro overnight market rate., by Julien Idier and Stefano Nardelli (Bank of France Working Papers Nr 176) | Abstract
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| | | Probability of Insolvency, by Marcelo Reyes M., Eugenio Saavedra G (Central Bank of Chile Working Papers 327) | Abstract
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| Working with Children? The | | Probability of Mothers Exiting the Workforce at Time of Birth, by Julie L. Hotchkiss, M. Melinda Pitts, and Mary Beth Walker (Atlanta Fed Working papers 2008-08) | 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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| Modelling the implied | | probability of stock market movements, by Ernst Glatzer and Martin Scheicher (European Central Bank Working papers No.212) | Full text |
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| Info-Gap Robust-Satisficing and the | | Probability of Survival, by Yakov Ben-Haim (Netherlands Bank DNB Working Papers 138) | Full text |
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The Past, Present, and | | Probable Future for Community Banks, by Robert DeYoung , William C. Hunter , Gregory F. Udell (Chicago Fed Working papers WP-2003-14) | Abstract
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Does the Israeli Yield Spread Contain Leading Signals? A Trial of Dynamic Ordered | | Probit , by Suchoy Tanya (Bank of Israel Research - Discussion Papers dp0418) | Abstract
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| Contagious Currency Crisis: A Spatial | | Probit Approach, by Álvaro A. Novo (Bank of Portugal Working papers 2003-05) | Abstract
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Lender of last resort and the moral hazard | | problem , by Mikko Niskanen (Bank of Finland Discussion Papers 2002/17) | Abstract
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| Perpetual youth and endogenous labour supply: a | | problem and a possible solution, by Guido Ascari and Neil Rankin (European Central Bank Working papers 346) | Full text |
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| The role of market discipline in handling | | problem banks, by David T. Llewellyn - David G. Mayes (Bank of Finland Discussion Papers 2003/21) | Abstract
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| A Specialized Inventory | | Problem in Banks: Optimizing Retail Sweeps, by Suresh K. Nair, and Richard G. Anderson (St Louis Fed Working Papers 2005-023) | Full text |
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| The Replacement | | Problem in Frictional Economies: A Near-Equivalence Result, by Andreas Hornstein, Per Krusell, Giovanni L. Violante (Richmond Fed Working Papers 05-01) | Abstract
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| The adverse selection | | problem in imperfectly competitive credit markets, by Ville Mälkönen – Timo Vesala (Bank of Finland Discussion Papers 2006/26) | Abstract
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| The Trade Comovement | | Problem in International Macroeconomics, by M. Ayhan Kose and Kei-Mu Yi (New York Fed Staff reports 155) | Abstract
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| Zero lower bound: is it a | | problem in the euro area?, by Günter Coenen (European Central Bank Working papers 269) | Full text |
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| Does The Time Inconsistency | | Problem Make Flexible Exchange Rates Look Worse Than You Think?, by Roc Armenter Martin Bodenstein (Federal Reserve Board International Financial Discussion Papers 2006-865) | Abstract
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| Does the Time Inconsistency | | Problem Make Flexible Exchange Rates Look Worse Than You Think?, by Roc Armenter and Martin Bodenstein (New York Fed Staff reports 230) | Abstract
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| The Big | | Problem of Large Bills: The Bank of Amsterdam and the Origins of Central Banking, by Stephen Quinn and William Roberds (Atlanta Fed Working papers 2005-16) | Abstract
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Identification of Search Models with Initial Condition | | Problems , by Gadi Barlevy, H. N. Nagaraja (Chicago Fed Working papers WP-2006-03) | Abstract
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| Operational | | Problems and Aggregate Uncertainty in the Federal Funds Market, by Elizabeth Klee (Federal Reserve Board FEDS series 2007-49) | Abstract
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| Agency | | Problems and Goal Conflicts, by Robert A. Eisenbeis (Atlanta Fed Working papers 2004-24) | Abstract
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| Examining finite-sample | | problems in the application of cointegration tests for long-run bilateral exchange rates, by Angela Huang (Reserve Bank of New Zealand Discussion Papers DP2004/08) | Abstract
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| Multiple Safety Net Regulators and Agency | | Problems in the European Union: Is Prompt Corrective Action Partly the Solution?, by David G. Mayes, María J. Nieto, and Larry Wall (Atlanta Fed Working papers 2007-09) | Abstract
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| Multiple safety net regulators and agency | | problems in the EU: is Prompt Corrective Action a partial solution?, by David G Mayes – María J Nieto – Larry Wall (Bank of Finland Discussion Papers 2007/07) | Abstract
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| Japan's deflation, | | problems in the financial system and monetary policy, by Naohiko Baba, Shinichi Nishioka, Nobuyuki Oda, Masaaki Shirakawa, Kazuo Ueda and Hiroshi Ugai (Bank for International Settlements Working papers 188) | Abstract
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| Agency | | Problems in the Solutions of Banking Crises, by Gonzalo I. Sanhueza (Central Bank of Chile Working Papers 135) | Abstract
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| Japanese Banking | | Problems: Implications For Southeast Asia, by Joe Peek Eric, S. Rosengren (Central Bank of Chile Working Papers 121) | Abstract
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Coping with Chile's External Vulnerability: A Financial | | Problem., by Ricardo J. Caballero (Central Bank of Chile Working Papers 154) | Abstract
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| Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the | | Problem?, by Michael R. King and Maksym Padalko (Bank of Canada Working papers 2005-03) | Abstract
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| Term Structure Anomalies: Term Premium or Peso | | problem?, by Caroline JARDET (Bank of France Working Papers Nr 143) | Abstract
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| The stabilisation | | problem: the case of New Zealand, by Kirdan Lees (Reserve Bank of New Zealand Discussion Papers DP2003/08) | Abstract
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Implementing the stability and growth pact: enforcement and | | procedural flexibility, by Roel Beetsma and Xavier Debrun (European Central Bank Working papers 433) | Full text |
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| Downward wage rigidity for different workers and firms: an evaluation for Belgium using the IWFP | | procedure , by Ph. Du Caju, C. Fuss, L. Wintr (National Bank of Belgium Working Papers 124) | Abstract
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| Seasonal adjustment of Danish financial time series using the X-12-ARIMA | | procedure , by Fæste, Charlotte Franck; Pedersen, Mette Kramer (Danmarks Nationalbank Working papers WP44/2006) | Abstract
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| Downward wage rigidity for different workers and firms: an evaluation for Belgium using the IWFP | | procedure , by Philip Du Caju (European Central Bank Working papers 840) | Full text |
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| An Application of TRAMO-SEATS: Automatic | | Procedure and Sectoral Aggregation, by Agustín Maravall (Bank of Spain Working Papers 0207) | Full text |
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| Forecasting Chilean Industrial Production and Sales with Automated | | Procedures , by Rómulo Chumacero (Central Bank of Chile Working Papers 260) | Abstract
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| A Reveiw of Backtesting and Backtesting | | Procedures , by Sean D. Campbell (Federal Reserve Board FEDS series 2005-21) | Abstract
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| Alternative | | Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions, by Lawrence J. Christiano; Martin Eichenbaum; Robert J. Vigfusson (Federal Reserve Board International Financial Discussion Papers 2005-842) | Abstract
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| Implementing monetary policy in the 2000s: operating | | procedures in Asia and beyond, by Corrinne Ho (Bank for International Settlements Working papers 253) | Abstract
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| Seasonal Adjustment of Economic Series: The | | Procedures Used by the Central Bank of Chile, by Héctor Felipe Bravo, Leonardo Luna, Víctor Correa, Francisco Ruiz (Central Bank of Chile Working Papers 177) | Abstract
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| An application of the Tramo Seats automatic | | procedure; direct versus indirect adjustment., by Agustín Maravall (Bank of Spain Working Papers 0524) | Abstract
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The gas chain: influence of its specificities on the liberalisation | | process , by Carine Swartenbroekx (National Bank of Belgium Working Papers 122) | Abstract
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| Testing the Parametric Specification of the Diffusion Function in a Diffusion | | Process , by Fuchun Li (Bank of Canada Working papers 2005-35) | Abstract
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| Issues in Adopting DSGE Models for Use in the Policy | | Process , by Martin Fukac and Adrian Pagan (Czech National Bank Working papers 2006/06) | Abstract
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| Bond pricing when the short term interest rate follows a threshold | | process , by Wolfgang Lemke, Theofanis Archontakis (Deutsche Bundesbank Discussion Papers 200606) | Full text |
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| The Money-Injection Function of the Bank of Israel and the Inflation | | Process , by Liviatan Oded (Bank of Israel Research - Discussion Papers dp0204) | Abstract
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| Testing for a time-varying price-cost markup in the Euro area inflation | | process , by Christopher Bowdler and Eilev S. Jansen (Central Bank of Norway Working Papers 2004/09) | Full text |
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| Tenure, Business Cycle and the Wage-Setting | | Process , by Leandro Arozamena, Mário Centeno (Bank of Portugal Working papers 2001-08) | Abstract
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| Central banks, governments and the European monetary unification | | process , by Alexandre Lamfalussy (Bank for International Settlements Working papers 201) | Abstract
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| The Recent Brazilian Disinflation | | Process and Costs, by Alexandre A. Tombini and Sergio A. Lago Alves (Central Bank of Brazil Working Papers 109) | Abstract
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| Learning | | process and rational expectations: an analysis using a small macroeconomic model for New Zealand, by Olivier Basdevant (Reserve Bank of New Zealand Discussion Papers DP2003/05) | Abstract
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| Has the inflation | | process changed?, by Stephen Cecchetti and Guy Debelle (Bank for International Settlements Working papers 185) | Abstract
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| The role of expectations in the inflation | | process in the euro area, by Maritta Paloviita - Matti Virén (Bank of Finland Discussion Papers 2005/06) | Abstract
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| The | | process of European monetary integration : a comparison of the Belgian and Italian approaches, by I. Maes, L. Quaglia (National Bank of Belgium Working Papers 040) | Full text |
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| The role of product market regulations in the | | process of structural change, by Julián Messina (European Central Bank Working papers No.217) | Full text |
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| An economic analysis of education externalities in the matching | | process of UK regions (1992-99), by Pablo Burriel-Llombart (Bank of Spain Working Papers 0403) | Abstract
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| Uncertainty and the price of risk in a nominal convergence | | process (879 KB, by Ricardo Gimeno and José Manuel Marqués (Bank of Spain Working Papers 0802) | 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 |
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| Frequency domain principal components estimation of fractionally cointegrated | | processes , by Claudio Morana (European Central Bank Working papers 321) | Full text |
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| 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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| Itô Conditional Moment Generator and the Estimation of Short Rate | | Processes , by Hao Zhou (Federal Reserve Board FEDS series 2003-32) | Abstract
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| Jump-Diffusion | | Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates, by J. Benson Durham (Federal Reserve Board FEDS series 2005-53) | Abstract
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| World trade and global integration in production | | processes: a re-assessment of import demand equations, by Ray Barrell and Stephane Dées (European Central Bank Working papers 503) | Full text |
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Restructuring securities systems processing - a blue print proposal for real-time/t+0 | | processing , by Harry Leinonen (Bank of Finland Discussion Papers 2003/07) | Abstract
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| Size matters: economies of scale in European payments | | processing , by Christine Beijnen and Wilko Bolt (Netherlands Bank DNB Working Papers 155) | Full text |
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