GSEs, Mortgage Rates, and | | Secondary Market Activities, by Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2006-30) | Abstract
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| GSEs, Mortgage Rates, and | | Secondary Market Activities, by Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2005-7) | Abstract
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| The Transition to Electronic Trading in the | | Secondary Treasury Market, by Bruce Mizrach, and Christopher J. Neely (St Louis Fed Working Papers 2006-012) | Full text |
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Computing | | second-order-accurate solutions for rational expectation models using linear solution methods, by Giovanni Lombardo and Alan Sutherland (European Central Bank Working papers 487) | Full text |
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| Modelling the | | second-round effects of supply-side shocks on inflation, by Tibor Hlédik (Czech National Bank Working papers 2003/12) | Abstract
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Immediate Disclosure or | | Secrecy? The Release of Information in Experimental Asset Markets, by Lucy F. Ackert, Bryan K. Church, and Ann B. Gillette (Atlanta Fed Working papers 2001-5) | Abstract
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Revealing the | | Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections, by Rudebusch, Williams (San Francisco Fed Working Papers 2006-31) | Full text |
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Cointegration in panel data with breaks and cross- | | section dependence, by Anindya Banerjee and Josep Lluís Carrion-i-Silvestre (European Central Bank Working papers 591) | Full text |
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| Interest Sensitivity and Volatility Reductions: Cross- | | Section Evidence, by F. Owen Irvine and Scott Schuh (Boston Fed Working papers 05-04) | Abstract
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| Diagnostic Tests of Cross | | Section Independence for Nonlinear Panel Data Model, by Cheng Hsiao, M. Hashem Pesaran and Andreas Pick* (Netherlands Bank DNB Working Papers 140) | Full text |
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| Governance and Financial Fragility: Evidence from a Cross- | | Section of Countries, by Francis, Michael (Bank of Canada Working papers 2003-34) | Abstract
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| The Extreme Bounds of the Cross- | | Section of Expected Stock Returns, by J. Benson Durham (Federal Reserve Board FEDS series 2002-34) | Abstract
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| The Cross- | | Section of Foreign Currency Risk Premia and Consumption Growth Risk, by Hanno Lustig and Adrien Verdelhan (Bank of France Working Papers Nr 155) | Abstract
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| A Quantile Regression Analysis of the Cross | | Section of Stock Market Returns, by Michelle L. Barnes and Anthony W. Hughes (Boston Fed Working papers 02-02) | Abstract
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| Human Capital Growth in a Cross | | Section of US Metropolitan Areas, by Christopher H. Wheeler (St Louis Fed Working Papers 2005-065) | Full text |
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| Determining factors of Czech foreign trade: A cross- | | section time series perspective, by Vladimír Benácek, Jirí Podpiera, Ladislav Prokop (Czech National Bank Working papers 2005/03) | Abstract
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| Banks in the Securities Business: Market-Based Risk Implications of | | Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-17) | Full text |
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| Risk-Adjusted Performance Measures at Bank Holding Companies with | | Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-26) | Full text |
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| Asset Allocation and | | Section 529 Plans, by Ramon P. DeGennaro (Atlanta Fed Working papers 2003-1) | Abstract
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Large T and small N: A three-step approach to the identification of cointegrating relationships in time series models with a small cross- | | sectional dimension, by Roger Hammersland (Central Bank of Norway Working Papers 2004/15) | Full text |
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| The cross- | | sectional dynamics of German business cycles: a bird's eye view, by Jörg Döpke, Michael Funke, Sean Holly, Sebastian Weber (Deutsche Bundesbank Discussion Papers 200523) | Full text |
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| The Relation between Time-Series and Cross- | | Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries, by Hui Guo, and Robert Savickas (St Louis Fed Working Papers 2006-036) | Full text |
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Opening the black box: structural factor models with large gross- | | sections , by Mario Forni, Domenico Giannone (European Central Bank Working papers 712) | Full text |
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