| | Sense and Nonsense on Asia's Export Dependency and The Decoupling Thesis, by Dong He, Lillian Cheung and Jian Chang (Hong Kong Monetary Authority Working Papers RM2007-06) | Full text |
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| Do decreasing hazard functions for price changes make any | | sense?, by Luis J. Álvarez (European Central Bank Working papers 461) | Full text |
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| Do decreasing hazard functions for price changes make any | | sense?, by Luis J. Álvarez, Pablo Burriel and Ignacio Hernando (Bank of Spain Working Papers 0508) | Abstract
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On Commodity- | | Sensitive Currencies and Inflation Targeting, by Clinton, Kevin (Bank of Canada Working papers 2001-3) | Abstract
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| Banks' optimal implementation strategies for a risk | | sensitive regulatory capital rule: a real options and signalling approach, by Kjell Bjřrn Nordal (Central Bank of Norway Working Papers 2006/12) | Full text |
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| Has the Chinese economy become more | | sensitive to interest rates? Studying credit demand in China, by Tuuli Koivu (Bank of Finland BOFIT Discussion Papers 2008/01) | Abstract
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| Why Are Long Rates | | Sensitive to Monetary Policy, by Tore Ellingsen and Ulf Söderström (Sveriges Riksbank Working Papers No160) | Abstract
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| Investment-cash flow | | sensitivities, credit rationing and financing constraints, by Leonardo Becchetti – Annalisa Castelli – Iftekhar Hasan (Bank of Finland Discussion Papers 2008/15) | Abstract
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| Interbank Contagion in the Dutch Banking Sector: A | | Sensitivity Analysis, by by Iman van Lelyveld and Franka Liedorp (IJCB International Journal of Central Banking 06q2a4) | Abstract
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| Capital-Skill Complementarity and Inequality: A | | Sensitivity Analysis, by Linnea Polgreen and Pedro Silos (Atlanta Fed Working papers 2005-20) | Abstract
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| | | Sensitivity analysis of volatility: a new tool for risk management, by Simone Manganelli (European Central Bank Working papers No.194) | Full text |
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| Excess | | Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets, by Meredith Beechey (Sveriges Riksbank Working Papers No173) | Abstract
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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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| Bank ties and bond market access: evidence on investment-cash flow | | sensitivity in Japan, by Patrick M McGuire (Bank for International Settlements Working papers 151) | Abstract
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| Exchange rate | | sensitivity of China's bilateral trade flows, by Jiao Wang and Andy G. Ji (Bank of Finland BOFIT Discussion Papers 2006/19) | Abstract
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| A Closer Look at the Sensitivity Puzzle: The | | Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic News, by Meredith Beechey (Federal Reserve Board FEDS series 2007-06) | Abstract
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| Accessibility to Capital Markets and the | | Sensitivity of Investment to Cash Flow, by KAIST Graduate School of Finance) (The Bank of Korea Economic Papers 90) | Abstract
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| The Excess | | Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models, by Refet S. Gurkaynak, Brian Sack, and Eric Swanson (Federal Reserve Board FEDS series 2003-50) | Abstract
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| Business cycle fluctuations and excess | | sensitivity of private consumption, by Gert Peersman and Lorenzo Pozzi (Bank of England Working papers 335) | Abstract
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| Distribution Margins, Imported Inputs, and the | | Sensitivity of the CPI to Exchange Rates, by José Manuel Campa and Linda S. Goldberg (New York Fed Staff reports 247) | Abstract
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| A Closer Look at the | | Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic News, by Meredith Beechey (Federal Reserve Board FEDS series 2007-06) | Abstract
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| Banks' option to lend, interest rate | | sensitivity, and credit availability, by Iftekhar Hasan - Sudipto Sarkar (Bank of Finland Discussion Papers 2002/15) | Abstract
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| Consumption excess | | sensitivity, liquidity constraints and the collateral role of housing, by Andrew Benito and Haroon Mumtaz (Bank of England Working papers 306) | Abstract
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| Corporate investment and cash flow | | sensitivity: what drives the relationship?, by Paul Mizen and Philip Vermeulen (European Central Bank Working papers 485) | Full text |
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Measuring Market | | Sentiment in Hong Kong's Stock Market, by Ip-Wing Yu and Chi-Sang Tam (Hong Kong Monetary Authority Working Papers WP07_05) | 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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| Do | | sentiment indicators help to assess and predict actual developments of the Chinese economy?, by Aaron Mehrotra and Jouko Rautava (Bank of Finland BOFIT Discussion Papers 2007/11) | Abstract
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| What do | | Sentiment Surveys Measure?, by Ivan Roberts and John Simon (Reserve Bank of Australia Research Discussion Papers RDP2001-09) | Abstract
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| Consumer | | Sentiment, the Economy, and the News Media, by Mark Doms and Norman Morin (Federal Reserve Board FEDS series 2004-51) | Abstract
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| Consumer | | Sentiment, the Economy, and the News Media, by Mark Doms and Norman Morin (San Francisco Fed Working Papers 2004-09) | Full text |
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| Merger Monentum and Investor | | Sentiment: The Stock Market Reaction to Merger Announcements, by Richard J. Rosen (Chicago Fed Working papers WP-2004-07 ) | 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
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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 |
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Politics and Efficiency of | | Separating Capital and Ordinary Government Budgets, by Marco Bassetto, Thomas J. Sargent (Chicago Fed Working papers WP-2005-07) | Abstract
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| The effect of FDI on job | | separation , by Sascha O. Becker, Marc-Andreas Mündler (Deutsche Bundesbank Discussion Papers 200701) | Full text |
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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 Cyclicality of | | Separation and Job Finding Rates, by Shigeru Fujita and Garey Ramey (Philadelphia Fed Working Papers wp07-19) | Full text |
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| Job | | Separation Behavior of Welfare Recipients: Results from a Unique Case Study, by Jill Marie Gunderson and Julie L. Hotchkiss (Atlanta Fed Working papers 2004-12) | Abstract
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| Welfare Recipiency, Job | | Separation Outcomes, and Postseparation Earnings: Insight from Linked Personnel and State Administrative Data, by Jill Marie Gunderson and Julie L. Hotchkiss (Atlanta Fed Working papers 2006-07) | Abstract
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| Job-Finding and | | Separation Rates in the OECD, by Bart Hobijn and Aysegül Sahin (New York Fed Staff reports 298) | Abstract
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| On Portfolio | | Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk, by Fousseni Chabi-Yo, Eric Ghysels, and Eric Renault (Bank of Canada Working papers 2008-16) | Abstract
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| Disentangling the Minimum Wage Puzzle: An Analysis of Worker Accessions and | | Separations from Longitudinal Matched Employer-Employee Data Set, by Pedro Portugal, Ana Rute Cardoso (Bank of Portugal Working papers 2002-08) | Abstract
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Payment Network Scale Economies, | | SEPA, and Cash Replacement, by Wilko Bolt and David Humphrey (Philadelphia Fed Working Papers wp07-32) | Full text |
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New York City's Economy before and after | | September 11, by Jason Bram (New York Fed Current issues ci09-02) | Abstract
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| Reconciling Bagehot with the Fed's Response to | | September 11, by Antoine Martin (New York Fed Staff reports 217) | Abstract
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| Has | | September 11 Affected New York City's Growth Potential?, by Jason Bram , Andrew Haughwout , and James Orr (New York Fed Economic policy review 0211bram) | Abstract
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| Measuring the Effects of the | | September 11 Attack on New York City, by Jason Bram , James Orr , and Carol Rapaport (New York Fed Economic policy review 0211rapa) | Abstract
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| Liquidity Effects of the Events of | | September 11, 2001, by James J. McAndrews and Simon M. Potter (New York Fed Economic policy review 0211mcan) | Abstract
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| Payment System Disruptions and the Federal Reserve Following | | September 11, 2001, by Jeffrey M. Lacker (Richmond Fed Working Papers 03-16) | Abstract
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| A New Federal Funds Rate Target Series: | | September 27, 1982 - December 31, 1993, by Daniel L. Thornton (St Louis Fed Working Papers 2005-032) | Full text |
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Reconciling Bagehot with the Fed's Response to | | Sept. 11, by Antoine Martin (Kansas City Fed Working Papers RWP02-10) | Abstract
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Indeterminacy of rational expectations equilibria in | | sequential financial markets, by Paola Donati (European Central Bank Working papers 262) | Full text |
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| (Un)naturally low? | | Sequential Monte Carlo tracking of the US natural interest rate, by Marco J. Lombardi and Silvia Sgherri (European Central Bank Working papers 794) | Full text |
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| (Un)naturally Low? | | Sequential Monte Carlo Tracking of the US Natural Interest Rate, by Marco Lombardi and Silvia Sgherri (Netherlands Bank DNB Working Papers 142) | Full text |
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| | | Sequential optimization, front-loaded information, and U.S. consumption, by Alpo Willman (European Central Bank Working papers 765) | Full text |
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The business cycle of European countries Bayesian clustering of country- individual IP growth | | series , by Sylvia Kaufmann (Austrian National Bank Working Papers WP083) | Abstract
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| Distilling co-movements from persistent macro and financial | | series , by Karim Abadir and Gabriel Talmain (European Central Bank Working papers 525) | Full text |
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| The Composite Interest Rate of Hong Kong - A New Data | | Series , by Market Research Division (Hong Kong Monetary Authority Working Papers RM2005-26) | Full text |
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| Interpretation of the Effects of Filtering Integrated Time | | Series , by Joăo Valle e Azevedo (Bank of Portugal Working papers 2007-12) | Abstract
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| Estimated Variance of Seasonally Adjusted | | Series , by William P. Cleveland (Federal Reserve Board FEDS series 2002-15) | Abstract
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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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| How successful are exchange rate communication and interventions? Evidence from time- | | series and event-study approaches, by Marcel Fratzscher (European Central Bank Working papers 528) | Full text |
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| Measuring inflation persistence: a structural time | | series approach, by Maarten Dossche and Gerdie Everaert (National Bank of Belgium Working Papers 070) | Abstract
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| Measuring inflation persistence: a structural time | | series approach, by Maarten Dossche and Gerdie Everaert (European Central Bank Working papers 495) | Full text |
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| A Time | | Series Approach to Test a Change in Inflation Persistence: The Mexican Experience., by Chiquiar Daniel; Ramos Francia Manuel; Noriega Antonio E. (Bank of Mexico Working Papers 2007-01) | Full text |
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| Information combination and forecast (st)ability vidence from vintages of time- | | series data, by Carlo Altavilla and Matteo Ciccarelli (European Central Bank Working papers 846) | Full text |
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| Is Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time | | Series Evidence, by Hui Guo, Robert Savickas, Zijun Wang, and Jian Yang (St Louis Fed Working Papers 2005-026) | Full text |
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| Extracting Business Cycle Fluctuations:What Do Time | | Series Filters Really Do?, by Arturo Estrella (New York Fed Staff reports 289) | Abstract
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| Monthly Terms of Trade | | Series for the Chilean Economy: 1965-1999, by Herman Bennett, Rodrigo Valdés (Central Bank of Chile Working Papers 098) | 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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| A Non-Gaussian Panel Time | | Series Model for Estimating and Decomposing Default Risk, by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
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| A Flexible Approach to Parametric Inference in Nonlinear Time | | Series Models, by Gary Koop and Simon Potter (New York Fed Staff reports 285) | 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 Application of Structured Feedforward Neural Networks to the Modelling of Daily | | Series of Currency in Circulation, by Marek Hlavácek, Michael Konák and Josef Cada (Czech National Bank Working papers 2005/11) | Abstract
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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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| Time | | series properties of a rating system based on financial ratios, by Ulrich Krüger, Martin Stötzel, Stefan Trück (Deutsche Bundesbank Banking Supervision Discussion Papers 200514) | Full text |
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| Detecting Jumps in High-Frequency Financial | | Series Using Multipower Variation, by Ysusi Carla (Bank of Mexico Working Papers 2006-10) | Full text |
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| Seasonal adjustment of Danish financial time | | series using the X-12-ARIMA procedure, by Fćste, Charlotte Franck; Pedersen, Mette Kramer (Danmarks Nationalbank Working papers WP44/2006) | Abstract
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| Linear Cointegration of Nonlinear Time | | Series with an Application to Interest Rate Dynamics, by Barry E. Jones and Travis D. Nesmith (Federal Reserve Board FEDS series 2007-03) | Abstract
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| Eigenvalue decomposition of time | | series with application to the Czech business cycle, by Jaromír Beneš, David Vávra (Czech National Bank Working papers 2004/08) | 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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| 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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| GDP Splicing: Annual and Quarterly | | series 1986 - 1995, 1996 base. Methodological document (upcoming), by Víctor Correa, Antonio Escandón , René Luengo , José Venegas (Central Bank of Chile Working Papers 179) | Abstract
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| Comment on Harding and Pagan 'The Econometric Analysis of Some Constructed Binary Time | | Series', by Michael J. Dueker (St Louis Fed Working Papers 2007-054) | Full text |
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| Testing for Long Memory and Nonlinear Time | | Series: A Demand for Money Study, by Derek Bond, Michael J (Central Bank of Ireland Research Technical Papers 06/RT/02) | Abstract
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| 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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| A New Federal Funds Rate Target | | Series: September 27, 1982 - December 31, 1993, by Daniel L. Thornton (St Louis Fed Working Papers 2005-032) | Full text |
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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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Conditional Converegence Revisited: Taking Solow Very | | Seriously , by Kieran McQuinn and Karl Whelan (Central Bank of Ireland Research Technical Papers 06/RT/07) | Abstract
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| Should we take inside money | | seriously?, by Livio Stracca (European Central Bank Working papers 841) | Full text |
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Monitoring and Controlling Bank Risk: Does Risky Debt | | Serve Any Purpose?, by C. N. V. Krishnan, P. H. Ritchken, J. B. Thomson (Cleveland Fed Working papers WP0301) | Full text |
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| Total factor productivity and the decision to | | serve foreign markets: Firm level evidence from France., by Delphine Irac (Bank of France Working Papers Nr 205) | Abstract
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The Shift toward the | | Service Economy: Causes and Effects, by Senior Economist, Macroeconomic Studies Team, Bank of Korea) (The Bank of Korea Economic Papers 87) | Abstract
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| Institutions and | | service employment: a panel study for OECD countries, by Julián Messina (European Central Bank Working papers 320) | Full text |
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| | | Service Exports: The Next Engine of Growth For Hong Kong?, by Frank Leung, Kevin Chow, Jessica Szeto and Dickson Tam (Hong Kong Monetary Authority Working Papers WP08_04) | Abstract
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| The effect of foreign | | service on trade volumes and trade partners (602 KB, by Rubén Segura-Cayuela and Josep M. Vilarrubia (Bank of Spain Working Papers 0808) | Abstract
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| Loanable Funds, Risk, and Bank | | Service Output, by J. Christina Wang (Boston Fed Working papers 03-04) | Abstract
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| | | Service Output of Bank Holding Companies in the 1990s and the Role of Risk, by J. Christina Wang (Boston Fed Working papers 03-06) | Abstract
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| The Value of Risk: Measuring the | | Service Output of U.S. Commercial Banks, by Susanto Basu, Robert Inklaar, and J. Christina Wang (Boston Fed Working papers 08-04) | Abstract
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| Productivity and Economies of Scale in the Production of Bank | | Service Value Added, by J. Christina Wang (Boston Fed Working papers 03-07) | Abstract
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Loan | | Servicer Heterogeneity and The Termination of Subprime Mortgages, by Anthony Pennington-Cross, and Giang Ho (St Louis Fed Working Papers 2006-024) | Full text |
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