The Cyclical Behavior of Short- | | Term and Long-Term Job Flows, by Andrew Figura (Federal Reserve Board FEDS series 2002-12) | Abstract
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| Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long- | | Term Bond Yields in the U.S., U.K., and Sweden, by Gurkaynak, Levin, Swanson (San Francisco Fed Working Papers 2006-09) | Full text |
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| The costs and benefits of moral suasion: Evidence from the rescue of long- | | term capital management, by Craig Furfine (Bank for International Settlements Working papers 103) | Abstract
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| The Costs and Benefits of Moral Suasion: Evidence from the Rescue of Long- | | Term Capital Management, by Craig Furfine (Chicago Fed Working papers WP-2002-11) | Abstract
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| Matching Workers to Jobs in the Past Lane: the Operation of Fixed- | | term Contracts, by José Varejăo, Pedro Portugal (Bank of Portugal Working papers 2004-10) | Abstract
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| Long- | | Term Contracts as a Strategic Device, by Klein Nir (Bank of Israel Research - Discussion Papers dp0416) | Abstract
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| Why do Firms Use Fixed- | | Term Contracts?, by José Varejăo, Pedro Portugal (Bank of Portugal Working papers 2003-08) | Abstract
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| Insolvency or Liquidity Squeeze? Explaining Very Short- | | Term Corporate Yield Spreads, by Dan Covitz and Chris Downing (Federal Reserve Board FEDS series 2002-45) | Abstract
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| An Analysis of Long- | | term Determinants of the Current Account and the Evaluation of its Sustainability in Korea, by Dongkoo Chang (The Bank of Korea Economic Papers 36) | Abstract
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| Model for Analysing and forecasting short | | term developments, by Mustapha Baghli, Véronique Brunhes-Lesage, Olivier De bandt, Henri Fraisse et Jean-Pierre Villetel (Bank of France Working Papers Nr 106) | Abstract
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| Public Debt in a Long | | Term Discretionary Model, by Liviatan Nissan, Frish Roni (Bank of Israel Research - Discussion Papers dp0307) | Abstract
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| The Long- | | Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation, by Michael R. King and Dan Segal (Bank of Canada Working papers 2006-44) | Abstract
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| Longer- | | term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001, by Alfred A. Haug and William G. Dewald (European Central Bank Working papers 382) | Full text |
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| Fixed | | Term Employment Contracts in an Equilibrium Search Model, by Fernando Alvarez, Marcelo Veracierto (Chicago Fed Working papers WP-2005-14) | Abstract
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| Short- | | term estimates of euro area real GDP by means of monthly data, by Gerhard Rünstler and Franck Sédillot (European Central Bank Working papers 276) | Full text |
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| Is the volatility of the EONIA transmitted to longer- | | term euro money market interest rates?, by Francisco Alonso and Roberto Blanco (Bank of Spain Working Papers 0541) | Abstract
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| Short- | | Term Exchange-Rate Effects of Capital Flows in a Small Open Economy With Pure Exhange-Rate Targeting, by Abildgren, Kim (Danmarks Nationalbank Working papers WP45/2007) | Abstract
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| Price Formation and Liquidity Provision in Short- | | Term Fixed Income Markets, by Chris D'Souza, Ingrid Lo, and Stephen Sapp (Bank of Canada Working papers 2007-27) | Abstract
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| Short- | | term forecasting of GDP using large monthly datasets - A pseudo real-time forecast evaluation exercise, by K. Barhoumi, S. Benk, R. Cristadoro, A. Den Reijer, A. Jakaitiene, P. Jelonek, A. Rua, G. Rünstler, K. Ruth, C. Van Nieuwenhuyze (National Bank of Belgium Working Papers 133) | Abstract
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| Short- | | term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise, by Karim Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, António Rua, Gerhard Rünstler, Karsten Ruth and Christophe Van Nieuwenhuyze (European Central Bank Occasional papers 84) | Full text |
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| Short- | | term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise., by Karim Barhoumi, Gerhard Rünstler, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Karsten Ruth, Szilard Benk and Christophe Van Nieuwenhuyze (Bank of France Working Papers Nr 215) | Abstract
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| Short- | | term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data, by Marie Diron (European Central Bank Working papers 622) | Full text |
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| How Does the Market Interpret Analysts' Long- | | Term Growth Forecasts?, by Steven A. Sharpe (Federal Reserve Board FEDS series 2002-7) | Abstract
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| Public finances and long- | | term growth in Europe - evidence from a panel data analysis, by Diego Romero de Ávila and Rolf Strauch (European Central Bank Working papers No.246) | Full text |
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| Long- | | term growth prospects for the Russian economy, by Roland Beck, Annette Kamps and Elitza Mileva (European Central Bank Occasional papers 58) | Full text |
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| How Did Schooling Laws Improve Long- | | Term Health and Lower Mortality? (REVISED January, 2007), by Bhashkar Mazumder (Chicago Fed Working papers WP-2006-23) | Abstract
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| The Impact of Interest-Rate Subsidies on Long- | | Term Household Debt: Evidence From a Large Program, by (DNB) (Netherlands Bank DNB Working Papers 026) | Full text |
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| The Impact of Interest-rate Subsidies on Long- | | term Household Debt: Evidence from a Large Program, by Nuno C. Martins, Ernesto Villanueva (Bank of Portugal Working papers 2003-14) | Abstract
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| The short- | | term impact of government budgets on prices: evidence from macroeconomic models, by Jérôme Henry (European Central Bank Working papers 396) | Full text |
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| The short- | | term impact of government budgets on prices: evidence from macroeconometrics models, by Jérôme Henry, Pablo Hernández de Cos and Sandro Momigliano (Bank of Spain Working Papers 0418) | Abstract
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| Introducing the Euro-STING: Short | | Term INdicator of Euro Area Growth (701 KB, by Maximo Camacho and Gabriel Perez-Quiros (Bank of Spain Working Papers 0807) | Abstract
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| Definition of price stability, range and point inflation targets: the anchoring of long- | | term inflation expectations, by Efrem Castelnuovo, Sergio Nicoletti-Altimari and Diego Rodriguez-Palenzuela (European Central Bank Working papers 273) | Full text |
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| A happy "halfway-house"? Medium | | term inflation targeting in New Zealand, by Sam Warburton and Kirdan Lees (Reserve Bank of New Zealand Discussion Papers DP2005/03) | Abstract
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| An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short- | | Term Interest Rate, by Ingrid Lo (Bank of Canada Working papers 2005-45) | Abstract
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| Using a Long- | | Term Interest Rate as the Monetary Policy Instrument, by Bruce McGough, Glenn Rudebusch and John C. Williams (San Francisco Fed Working Papers 2004-22) | Full text |
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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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| A defence of the expectations theory as a model of us long- | | term interest rates, by Gregory D Sutton (Bank for International Settlements Working papers 085) | Abstract
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| Federal Reserve Transparency and Financial Market Forecasts of Short- | | Term Interest Rates, by Eric T. Swanson (Federal Reserve Board FEDS series 2004-6) | Abstract
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| Monetary Policy and Long- | | Term Interest Rates in Chile, by Mauricio Larraín (Central Bank of Chile Working Papers 335) | Abstract
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| Determinants of long- | | term interest rates in the United States and the euro area: A multivariate approach, by Julien Idier, caroline Jardet and Aymeric de Loubens (Bank of France Working Papers Nr 170) | Abstract
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| What Do German Short- | | Term Interest Rates Tell Us About Future Inflation?, by Harald Grech (Austrian National Bank Working Papers WP094) | Abstract
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| How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short- | | term Interest Rates?, by Dong He, Frank Leung and Philip Ng (Hong Kong Monetary Authority Working Papers WP07_17) | Abstract
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| Does Mortgage Hedging Amplify Movements in Long- | | term Interest Rates?, by Roberto Perli and Brian Sack (Federal Reserve Board FEDS series 2003-49) | Abstract
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| Long- | | term interest rates, wealth and consumption, by Roy Cromb and Emilio Fernandez-Corugedo (Bank of England Working papers 243) | Abstract
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| Forecasts of US Short- | | term Interest Rates: A Flexible Forecast Combination Approach, by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-059) | Full text |
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| Threshold dynamics of short- | | term interest rates: empirical evidence and implications for the term structure, by Theofanis Archontakis, Wolfgang Lemke (Deutsche Bundesbank Discussion Papers 200702) | Full text |
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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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| Public debt and long- | | term interest rates: the case of Germany, Italy and the USA, by Paolo Paesani (European Central Bank Working papers 656) | Full text |
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| An Examination of Treasury | | Term Investment, by Interest Rates (New York Fed Economic policy review 0703hrun) | Abstract
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| The Cyclical Behavior of Short-Term and Long- | | Term Job Flows, by Andrew Figura (Federal Reserve Board FEDS series 2002-12) | Abstract
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| A Short- | | Term Model of the Fed's Portfolio Choice, by Dean Croushore (Philadelphia Fed Working Papers wp03-08) | Full text |
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| Short- | | term monitoring of fiscal policy discipline, by Gonzalo Camba-Mendez and Ana Lamo (European Central Bank Working papers No.152) | Full text |
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| Long- | | term Patterns in Australia's Terms of Trade, by Christian Gillitzer and Jonathan Kearns (Reserve Bank of Australia Research Discussion Papers RDP2005-01) | Abstract
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| Measuring the long- | | term perception of monetary policy and the term structure, by Nicolas Rautureau (Bank of Finland Discussion Papers 2004/12) | Abstract
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| Executive Compensation: A New View from a Long- | | Term Perspective, 1936-2005, by Carola Frydman and Raven E. Saks (Federal Reserve Board FEDS series 2007-35) | Abstract
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| Estimates of time-varying | | term premia for New Zealand and Australia, by Michael Gordon (Reserve Bank of New Zealand Discussion Papers DP2003/06) | 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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| | | Term Premia: Endogenous Constraints on Monetary Policy, by Sharon Kozicki and P.A. Tinsley (Kansas City Fed Working Papers RWP02-07) | Abstract
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| Signal or Noise? Implications of the | | Term Premium, by for Recession Forecasting (New York Fed Economic policy review 0801rose) | Abstract
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| Macroeconomic Implications of Changes in the | | Term Premium, by Rudebusch, Sack, Swanson (San Francisco Fed Working Papers 2006-46) | Full text |
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| Estimates of the | | Term Premium on Near-dated Federal Funds Futures Contracts, by J. Benson Durham (Federal Reserve Board FEDS series 2003-19) | 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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| | | Term Premiums and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset, by Jonathan H. Wright (Federal Reserve Board FEDS series 2008-25) | Abstract
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| Implied Interest Rate Skew, | | Term Premiums, and the "Conundrum", by J. Benson Durham (Federal Reserve Board FEDS series 2007-55) | Abstract
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| Papers on the medium- | | term prospects of the banking sector, by Katalin Méro (ed.) (Magyar Nemzeti Bank Occasional papers 2002/26) | 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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| The Expectation Hypothesis of the Term Structure of Very Short- | | Term Rates: Statistical Tests and Economic Value, by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton (St Louis Fed Working Papers 2006-061) | Full text |
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| Can confidence indicators be useful to predict short | | term real GDP growth?, by Annabelle Mourougane and Moreno Roma (European Central Bank Working papers No.133) | Full text |
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| The longer | | term refinancing operations of the ECB, by Tobias Linzert, Dieter Nautz and Ulrich Bindseil (European Central Bank Working papers 359) | Full text |
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| The Case for Foreign Exchange Intervention: The Government as a Long- | | term Speculator, by Christopher J. Neely (St Louis Fed Working Papers 2004-031) | Full text |
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| The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the | | term spread, by 01/2006 Dieter Nautz, Christian J. Offermanns (Deutsche Bundesbank Discussion Papers 200601) | Full text |
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| Monetary policy and the | | term spread in a macro model of a small open economy, by Viktor Kotlán (Czech National Bank Working papers 2002/01) | Abstract
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| Threshold dynamics of short-term interest rates: empirical evidence and implications for the | | term structure, by Theofanis Archontakis, Wolfgang Lemke (Deutsche Bundesbank Discussion Papers 200702) | Full text |
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| Measuring the long-term perception of monetary policy and the | | term structure, by Nicolas Rautureau (Bank of Finland Discussion Papers 2004/12) | Abstract
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| Genetic algorithm estimation of interest rate | | term structure, by Ricardo Gimeno and Juan M. Nave (Bank of Spain Working Papers 0634) | Abstract
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| A No-Arbitrage Analysis of Economic Determinants of the Credit Spread | | Term Structure, by Liuren Wu and Frank Xiaoling Zhang (Federal Reserve Board FEDS series 2005-59) | Abstract
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| | | Term structure and the sluggishness of retail bank interest rates in euro area countries, by Gabe de Bondt (European Central Bank Working papers 518) | Full text |
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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 Recent Shift in | | Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective, by Glenn Rudebusch and Tao Wu (San Francisco Fed Working Papers 2004-25) | Full text |
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| A joint econometric model of macroeconomic and | | term structure dynamics, by Peter Hördahl (European Central Bank Working papers 405) | Full text |
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| | | Term Structure Estimation with Survey Data on Interest Rate Forecasts, by Don H. Kim and Athanasios Orphanides (Federal Reserve Board FEDS series 2005-48) | Abstract
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| An Estimate of the Inflation Risk Premium Using a Three-Factor Affine | | Term Structure Model, by J. Benson Durham (Federal Reserve Board FEDS series 2006-42) | Abstract
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| An Arbitrage-Free Generalized Nelson-Siegel | | Term Structure Model, by Christensen, Diebold, Rudebusch (San Francisco Fed Working Papers 2008-07) | Full text |
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| An Arbitrage-Free Three-Factor | | Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates, by Don H. Kim and Jonathan H. Wright (Federal Reserve Board FEDS series 2005-33) | Abstract
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| Reading the Minds of Investors: An Empirical | | Term Structure Model for Policy Analysis, by Jim Clouse (Federal Reserve Board FEDS series 2004-64) | Abstract
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| An affine macro-finance | | term structure model for the euro area, by Wolfgang Lemke (Deutsche Bundesbank Discussion Papers 200713) | Full text |
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| Zero Bound, Option-Implied PDFs, and | | Term Structure Models, by Don H. Kim (Federal Reserve Board FEDS series 2008-31) | Abstract
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| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine | | Term Structure Models, by Torben G. Andersen, Luca Benzoni (Chicago Fed Working papers WP-2006-15) | Abstract
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| The Affine Arbitrage-Free Class of Nelson-Siegel | | Term Structure Models, by Christensen, Diebold, Rudebusch (San Francisco Fed Working Papers 2007-20) | Full text |
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| Affine | | term structure models for the foreign exchange risk premium, by Luca Benati (Bank of England Working papers 291) | Abstract
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| Can Affine | | Term Structure Models Help Us Predict Exchange Rates?, by Antonio Diez de los Rios (Bank of Canada Working papers 2006-27) | Abstract
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| Multi-Lag | | Term Structure Models with Stochastic Risk Premia, by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 189) | Abstract
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| Switching VARMA | | Term Structure Models - Extended Version, by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 191) | 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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| | | Term Structure Movements Implicit in Option Prices, by Carlos Ibsen R. Almeida and José Valentim M. Vicente (Central Bank of Brazil Working Papers 128) | Abstract
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| Large | | Term Structure Movements in a Factor Model Framework, by Marcelo Reyes (Central Bank of Chile Working Papers 341) | Abstract
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| The | | Term Structure of Commercial Paper Rates, by Chris Downing and Stephen Oliner (Federal Reserve Board FEDS series 2004-18) | Abstract
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| Determinants of Euro | | Term Structure of Credit Spreads, by Astrid Van Landschoot (National Bank of Belgium Working Papers 057) | Full text |
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| Determinants of euro | | term structure of credit spreads, by Astrid Van Landschoot (European Central Bank Working papers 397) | Full text |
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| Macro factors in the | | term structure of credit spreads, by Jeffery D Amato and Maurizio Luisi (Bank for International Settlements Working papers 203) | Abstract
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| The | | term structure of credit spreads in project finance, by Marco Sorge and Blaise Gadanecz (Bank for International Settlements Working papers 159) | Abstract
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| On Forecasting the | | Term Structure of Credit Spreads, by C.N.V. Krishnan, Peter H. Ritchken, and James B. Thomson (Cleveland Fed Working papers wp0705) | Full text |
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| The | | term structure of euro area break-even inflation rates: the impact of seasonality, by Jacob Ejsing (European Central Bank Working papers 830) | Full text |
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| Survey-Based Estimates of the | | Term Structure of Expected U.S. Inflation, by Sharon Kozicki and P.A. Tinsley (Bank of Canada Working papers 2006-46) | Abstract
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| The | | term structure of interest rates in a DSGE model, by Marina Emiris (National Bank of Belgium Working Papers 088) | Abstract
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| Modeling the | | Term Structure of Interest Rates: Where Do We Stand?, by Konstantijn Maes (National Bank of Belgium Working Papers 042) | Full text |
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| Characterizing the Brazilian | | Term Structure of Interest Rates, by Osmani T. Guillen and Benjamin M. Tabak (Central Bank of Brazil Working Papers 158) | Abstract
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| Monetary Policy Surprises and the Brazilian | | Term Structure of Interest Rates, by Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 070) | Abstract
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| Exact Tests of Equal Forecast Accuracy with an Application to the | | Term Structure of Interest Rates, by Richard Luger (Bank of Canada Working papers 2004-2) | Abstract
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| Inflation risk premia in the | | term structure of interest rates, by Peter Hördahl and Oreste Tristani (European Central Bank Working papers 734) | Full text |
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| Estimating a Benchmark | | Term Structure of Interest Rates for Mainland China, by Hongyi Chen and Vincent Yeung (Hong Kong Monetary Authority China Economic Issues 200604) | Full text |
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| Alternative Tests of the Expectations Hypothesis of the | | Term Structure of Interest Rates, by Don Bredin (Central Bank of Ireland Research Technical Papers 01/RT/02) | Abstract
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| Estimation of the | | Term Structure of Interest Rates and Its Characteristics, by Hyoung-Seok Lim (The Bank of Korea Economic Papers 65) | Abstract
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| Monetary Policy Signaling and Movements in the Swedish | | Term Structure of Interest Rates, by Malin Andersson , Hans Dillén and Peter Sellin (Sveriges Riksbank Working Papers No132) | Abstract
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| Inflation risk premia in the | | term structure of interest rates, by Peter Hördahl and Oreste Tristani (Bank for International Settlements Working papers 228) | Abstract
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| Pricing Kernels, Inflation, and the | | Term Structure of Interest Rates, by Ben R. Craig and Joseph G. Haubrich (Cleveland Fed Working papers WP0308) | Full text |
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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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| Credit spreads on sterling corporate bonds and the | | term structure of UK interest rates, by Jeremy Leake (Bank of England Working papers 202) | Abstract
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| The Expectation Hypothesis of the | | Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value, by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton (St Louis Fed Working Papers 2006-061) | Full text |
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| An Empirical Analysis of the Canadian | | Term Structure of Zero-Coupon Interest Rates, by David J. Bolder, Grahame Johnson, and Adam Metzler (Bank of Canada Working papers 2004-48) | Abstract
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| | | Term Structure Rules for Monetary Policy, by Mariano Kulish (Reserve Bank of Australia Research Discussion Papers RDP2006-02) | Abstract
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| | | Term Structure Transmission of Monetary Policy, by Sharon Kozicki and P.A. Tinsley (Bank of Canada Working papers 2007-30) | Abstract
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| | | Term Structure Transmission of Monetary Policy, by Sharon Kozick and P.A. Tinsley (Kansas City Fed Working Papers RWP05-06) | Abstract
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| A No-Arbitrage Analysis of Macroeconomic Determinants of | | Term Structures and the Exchange Rate, by Fousseni Chabi-Yo and Jun Yang (Bank of Canada Working papers 2007-21) | Abstract
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| Cross-dynamics of volatility | | term structures implied by foreign exchange options, by Elizaveta Krylova (European Central Bank Working papers 530) | Full text |
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| Regime-Shifts, Risk Premiums in the | | Term Structure, and the Business Cycle, by Ravi Bansal, George Tauchen, and Hao Zhou (Federal Reserve Board FEDS series 2003-21) | Abstract
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| Heterogeneous information about the | | term structure, least-squares learning and optimal rules for inflation targeting, by Eric Schaling - Sylvester Eijffinger - Mewael Tesfaselassie (Bank of Finland Discussion Papers 2004/23) | Abstract
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| A Macro-Finance Model of the | | Term Structure, Monetary Policy, and the Economy, by Glenn D. Rudebusch and Tao Wu (San Francisco Fed Working Papers 2003-17) | Full text |
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| Market based compensation, price informativeness and short- | | term trading, by Riccardo Calcagno and Florian Heider (European Central Bank Working papers 735) | Full text |
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| Anomalous Bidding in Short- | | Term Treasury Bill Auctions, by Michael J. Fleming, Kenneth D. Garbade, and Frank Keane (New York Fed Staff reports 184) | Abstract
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| Bond market inflation expectations and longer- | | term trends in broad monetary growth and inflation in industrial countries, 1880-2001, by William G. Dewald (European Central Bank Working papers No.253) | Full text |
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| The Phillips curve and long- | | term unemployment, by Ricardo Llaudes (European Central Bank Working papers 441) | Full text |
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| An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long- | | Term Yields and Distant-Horizon Forward Rates, by Don H. Kim and Jonathan H. Wright (Federal Reserve Board FEDS series 2005-33) | Abstract
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Subprime Refinancing: Equity Extraction and Mortgage | | Termination , by Souphala Chomsisengphet, and Anthony Pennington-Cross (St Louis Fed Working Papers 2006-023) | Full text |
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| The | | Termination of Subprime Hybrid and Fixed Rate Mortgages, by Anthony Pennington-Cross, and Giang Ho (St Louis Fed Working Papers 2006-042) | Full text |
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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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Contractual | | terms and CDS pricing, by Franck Packer and Haibin Zhu (Bank for International Settlements Quarterly Review 0503h) | Abstract
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| Long-term Patterns in Australia's | | Terms of Trade, by Christian Gillitzer and Jonathan Kearns (Reserve Bank of Australia Research Discussion Papers RDP2005-01) | Abstract
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| US Dollar Fluctuations, Copper Price and | | Terms of Trade, by José De Gregorio, Hermann González, Felipe Jaque (Central Bank of Chile Working Papers 310) | Abstract
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| | | Terms of Trade and Exchange Rate Regimes in Developing Countries, by Christian Broda (New York Fed Staff reports 148) | Abstract
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| Sovereign Default, | | Terms of Trade and Interest Rates in Emerging Markets, by Cuadra, G. & H. Sapriza (Bank of Mexico Working Papers 2006-01) | Full text |
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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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| What is behind the recent evolution of Portuguese | | terms of trade?, by Fátima Cardoso, Paulo Soares Esteves (Bank of Portugal Working papers 2008-05) | Abstract
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| Productivity Spillovers, | | Terms of Trade, and the "Home Market Effect", by Giancarlo Corsetti, Philippe Martin, and Paolo Pesenti (New York Fed Staff reports 201) | Abstract
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| Coping with | | Terms-of-Trade Shocks in Developing Countries, by Christian Broda and Cédric Tille (New York Fed Current issues ci09-11) | Abstract
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| Do Homeowners Know Their House Values and Mortgage | | Terms?, by Brian Bucks and Karen Pence (Federal Reserve Board FEDS series 2006-03) | Abstract
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The Effect of Interest Rate Options Hedging on | | Term-Structure Dynamics, by John Kambhu and Patricia C. Mosser (New York Fed Economic policy review 0112kamb) | Abstract
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| Modelling | | Term-Structure Dynamics for Risk Management: A Practitioner's Perspective, by David Jamieson Bolder (Bank of Canada Working papers 2006-48) | Abstract
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| Examining Simple Joint Macroeconomic and | | Term-Structure Models: A Practitioner's Perspective, by David Jamieson Bolder and Shudan Liu (Bank of Canada Working papers 2007-49) | Abstract
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| Affine | | Term-Structure Models: Theory and Implementation, by Bolder, David Jamieson (Bank of Canada Working papers 2001-15) | Abstract
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| | Terrorism and the Resilience of Cities, by James Harrigan and Philippe Martin (New York Fed Economic policy review 0211harr) | Abstract
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Credit Channel with Sovereign Credit Risk: an Empirical | | Test , by Victorio Yi Tson Chu (Central Bank of Brazil Working Papers 051) | Abstract
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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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| Must-Take Cards and the Tourist | | Test , by Jean-Charles Rochet and Jean Tirole (Netherlands Bank DNB Working Papers 127) | Full text |
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| Are speculative attacks triggered by sunspots? A new | | test , by Nikola A Tarashev (Bank for International Settlements Working papers 166) | Abstract
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| Firm Specific Human Capital vs. Job Matching: A New | | Test , by Erwan Quintin and John J. Stevens (Federal Reserve Board FEDS series 2003-33) | Abstract
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| Contagion: An Empirical | | Test , by Jon Wongswan (Federal Reserve Board International Financial Discussion Papers 2003-775) | Abstract
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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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| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification | | Test for Affine Term Structure Models, by Torben G. Andersen, Luca Benzoni (Chicago Fed Working papers WP-2006-15) | Abstract
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| One-Sided | | Test for an Unknown Breakpoint: Theory, Computation, and Application to Monetary Theory, by Arturo Estrella and Anthony P. Rodrigues (New York Fed Staff reports 232) | Abstract
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| A Consistent Bootstrap | | Test for Conditional Density Functions with Time-Dependent Data, by Li, Fuchun and Greg Tkacz (Bank of Canada Working papers 2001-21) | |