Capital Structure and Firm Performance: A New Approach to | | Testing Agency Theory and an Application to the Banking Industry, by Allen N. Berger and Emilia Bonaccorsi di Patti (Federal Reserve Board FEDS series 2002-54) | Abstract
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| Stress | | Testing and Corporate Finance, by Olivier de Bandt, Catherine Bruneau and Widad El Amri (Bank of France Working Papers Nr 203) | Abstract
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| A Framework for Stress | | Testing Bank's Credit Risk, by Jim Wong, Ka-fai Choi, and Tom Fong (Hong Kong Monetary Authority Working Papers RM2006-15) | Full text |
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| Liquidity Stress-Tester: A macro model for stress- | | testing banks' liquidity risk, by Jan Willem van den End (Netherlands Bank DNB Working Papers 175) | Full text |
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| | | Testing Conflicts of Interest at Bond Rating Agencies with Market Anticipation: Evidence that Reputation Incentives Dominate, by Daniel M. Covitz and Paul Harrison (Federal Reserve Board FEDS series 2003-68) | Abstract
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| | | Testing Economic Hypotheses with State-Level Data: A Comment on Donohue and Levitt (2001), by Christopher L. Foote and Christopher F. Goetz (Boston Fed Working papers 05-15) | Abstract
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| Stress- | | testing financial systems: an overview of current methodologies, by Marco Sorge (Bank for International Settlements Working papers 165) | Abstract
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| Has the EU's Single Market Programme Fostered Competition? | | Testing for a Decrese in Markup Rations in EU Industries, by Harald Badinger (Austrian National Bank Working Papers WP135) | Abstract
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| | | Testing for a Structural Break in the Volatility of Real GDP Growth in Canada, by Debs, Alexandre (Bank of Canada Working papers 2001-9) | 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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| | | Testing for Adverse Selection and Moral Hazard in Consumer Loan Markets, by Wendy Edelberg (Federal Reserve Board FEDS series 2004-9) | Abstract
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| | | Testing for Bubbles in the Hong Kong Stock Market, by Ip-wing Yu and Angela Sze (Hong Kong Monetary Authority Working Papers RM2003-06) | Full text |
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| | | Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated, by Erik Hjalmarsson and Par Osterholm (Federal Reserve Board International Financial Discussion Papers 2007-915) | Abstract
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| | | Testing For Collusion in the Hong Kong Banking Sector, by Jim Wong, Eric Wong, Tom Fong and Ka-fai Choi (Hong Kong Monetary Authority Working Papers RM2007-03) | Full text |
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| | | Testing for competition in the Spanish banking industry: The Panzar-Rosse approach revisited, by Luis Gutiérrez de Rozas (Bank of Spain Working Papers 0726) | Abstract
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| | | Testing for conditional heteroscedasticity in the components of inflation (1.128 KB, by Carmen Broto and Esther Ruiz (Bank of Spain Working Papers 0812) | Abstract
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| | | Testing for contemporary fiscal policy discretion with real time data, by Ulf von Kalckreuth, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200724) | 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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| | | 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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| | | Testing for unit roots using economics, by Rómulo Chumacero (Central Bank of Chile Working Papers 102) | Abstract
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| | | Testing heterogeneity within the euro area, by Eric Jondeau and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 181) | Abstract
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| Stress | | testing in practice: a survey of 43 major financial institutions, by Ingo Fender and Michael S Gibson (Bank for International Settlements Quarterly Review 0106g) | Full text |
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| | | Testing Near-Rationality using Detailed Survey Data, by Michael F. Bryan and Stefan Palmqvist
(Sveriges Riksbank Working Papers No183) | Abstract
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| | | Testing Near-Rationality Using Detailed Survey Data, by Michael F. Bryan and Stefan Palmqvist (Cleveland Fed Working papers WP0502) | Full text |
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| | | Testing Nonlinearities Between Brazilian Exchange Rate and Inflation Volatilities, by Christiane R. Albuquerque and Marcelo S. Portugal (Central Bank of Brazil Working Papers 106) | Abstract
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| Simulation-based stress | | testing of banks' regulatory capital adequacy, by Samu Peura - Esa Jokivuolle (Bank of Finland Discussion Papers 2003/04) | Abstract
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| The Bankruptcy Abuse Prevention and Consumer Protection Act: Means- | | Testing or Mean Spirited?, by Adam B. Ashcraft, Astrid A. Dick, and Donald P. Morgan (New York Fed Staff reports 279) | Abstract
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| | | Testing Parameter Stability: A Wild Bootstrap Approach, by Gerard O'Reilly and Karl Whelan (Central Bank of Ireland Research Technical Papers 05/RT/08) | Abstract
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| | | Testing Real Business Cycles Models in an Emerging Economy, by Raphael Bergoeing, Raimundo Soto (Central Bank of Chile Working Papers 159) | Abstract
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| | | Testing the Assumptions of Credit-scoring Models, by Dyrberg, Anne (Danmarks Nationalbank Working papers WP28/2005) | Abstract
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| Stress | | Testing the Corporate Loans Portfolio of the Canadian Banking Sector, by Miroslav Misina, David Tessier, and Shubhasis Dey (Bank of Canada Working papers 2006-47) | Abstract
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| Consumption, Debt and Portfolio Choice: | | Testing the Effect of Bankruptcy Law, by Andreas Lehnert and Dean M. Maki (Federal Reserve Board FEDS series 2002-14) | Abstract
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| | | Testing the forecasting performace of IBEX 35 option implied risk neutral densities, by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0504) | Abstract
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| Social value of public information: | | testing the limits to transparency, by Michael Ehrmann and Marcel Fratzscher (European Central Bank Working papers 821) | Full text |
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| | | Testing the new Keynesian Phillips curve, by Gunnar Bĺrdsen, Eilev S. Jansen and Ragnar Nymoen (Central Bank of Norway Working Papers 2002/05) | Full text |
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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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| | | Testing the Significance of Calendar Effects, by Peter Reinhard Hansen, Asger Lunde, and James M. Nason (Atlanta Fed Working papers 2005-02) | Abstract
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| | | Testing the Stability of the Canadian Phillips Curve Using Exact Methods, by Khalaf, Lynda and Maral Kichian (Bank of Canada Working papers 2003-7) | Abstract
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| | | Testing the Strong-Form of Market Discipline: The Effects of Public Market Signals on Bank Risk, by Simon Kwan (San Francisco Fed Working Papers 2004-19) | Full text |
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| | | Testing Theories of Job Creation: Does Supply Create Its Own Demand?, by Mikael Carlsson , Stefan Eriksson and Nils Gottfries (Sveriges Riksbank Working Papers No194) | Abstract
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| | | Testing Uncovered Interest Parity: A Continuous-Time Approach, by Antonio Diez de los Rios and Enrique Sentana (Bank of Canada Working papers 2007-53) | Abstract
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| The reserve fulfilment path of euro area commercial banks: empirical | | testing using panel data, by Nuno Cassola (European Central Bank Working papers 869) | Full text |
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| Macro stress | | testing with a macroeconomic credit risk model for Finland, by Kimmo Virolainen (Bank of Finland Discussion Papers 2004/18) | Abstract
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| Marianna Valentinyi-Endrész and Zoltán Vásáry: Macro stress | | testing with sector specific bankruptcy models, by Marianna Valentinyi-Endrész and Zoltán Vásáry (Magyar Nemzeti Bank Working papers 2008/02) | Abstract
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| FSAP Stress | | Testing : Singapore's Experience, by Chan Lily and Lim Phang Hong (Monetary Authority of Singapore Staff Papers No. 34) | Abstract
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Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration | | tests , by Brian M. Lucey, Svitlana Voronkova (Bank of Finland BOFIT Discussion Papers 2005/12) | Abstract
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| The yen real exchange rate may be stationary after all: evidence from non-linear unit root | | tests , by Georgios Chortareas and George Kapetanios (Bank of England Working papers 311) | Abstract
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| An International Survey of Stress | | Tests , by Ingo Fender, Michael S. Gibson, and Patricia C. Mosser (New York Fed Current issues ci07-10) | Abstract
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| Learning about Beta: A New Look at CAPM | | Tests , by Tobias Adrian and Francesco Franzoni (New York Fed Staff reports 193) | 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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| Statistical | | tests and estimators of the rank of a matrix and their applications in econometric modelling, by Gonzalo Camba-Méndez and George Kapetanios (European Central Bank Working papers 850) | Full text |
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| A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root | | tests and their implications, by Christoph Fischer, Daniel Porath (Deutsche Bundesbank Discussion Papers 200623) | Full text |
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| Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: | | tests based on EUR/HUF option-implied densities, by Csaba Csávás (Magyar Nemzeti Bank Working papers 2008/03) | Abstract
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| Exact Non-Parametric | | Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity, by Luger, Richard (Bank of Canada Working papers 2001-2) | 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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| 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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| Optimality | | Tests for Multi-Horizon Forecasts, by Capistrán Carlos (Bank of Mexico Working Papers 2007-14) | Full text |
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| Racial Profiling or Racist Policing?: Bounds | | Tests in Aggregate Data, by Rubén Hernández-Murillo and John Knowles (St Louis Fed Working Papers 2004-012) | Full text |
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| Econometric | | Tests of Asset Price Bubbles: Taking Stock, by Refet S. Gurkaynak (Federal Reserve Board FEDS series 2005-4) | Abstract
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| Specification | | Tests of Asset Pricing Models Using Excess Returns, by Raymond Kan and Cesare Robotti (Atlanta Fed Working papers 2006-10) | 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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| 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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| | | 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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| Mimicking Portfolios, Economic Risk Premia, and | | Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-04) | Abstract
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| Minimum-Variance Kernels, Economic Risk Premia, and | | Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2001-24) | 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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| 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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| 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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| Some Simple | | Tests of the Globalization and Inflation Hypothesis, by Jane Ihrig, Steven B. Kamin, Deborah Lindner, and Jaime Marquez (Federal Reserve Board International Financial Discussion Papers 2007-891) | Abstract
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| What Have We Learned from Empirical | | Tests of the Monetary Transmission Effect, by Stefan Norrbin (Sveriges Riksbank Working Papers No121) | Abstract
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| Likelihood Ratio | | Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and their Orthogonal Complements, by Norman Morin (Federal Reserve Board FEDS series 2006-21) | Abstract
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| Financial contagion and | | tests using instrumental variables, by Andreas Pick (Netherlands Bank DNB Working Papers 139) | Full text |
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| Finance Constraints and Inventory Investment: Empirical | | Tests with Panel Data, by Rose Cunningham (Bank of Canada Working papers 2004-38) | Abstract
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| Regional Convergence in Chile: New | | Tests, Old Results, by Roberto Duncan, J. Rodrigo Fuentes (Central Bank of Chile Working Papers 313) | Abstract
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Can the Kydland--Prescott Model Pass the Cogley--Nason | | Test?, by Patrick Fčve and Julien Matheron (Bank of France Working Papers Nr 125) | Abstract
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A New Monthly Index of the | | Texas Business Cycle, by Keith R. Phillips (Dallas Fed Working Papers wp0401) | Full text |
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| Industrial Structure and Economic Complementarities in City Pairs on the | | Texas-Mexico Border, by Robert W. Gilmer and Jesus Cańas (Dallas Fed Working Papers wp0503) | Full text |
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| Business Cycle Coordination Along the | | Texas-Mexico Border, by Keith R. Phillips and Jesus Cańas (Dallas Fed Working Papers wp0502) | Full text |
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Measuring | | TFP: A Latent Variable Approach, by Rodrigo Fuentes, Marco Morales (Central Bank of Chile Working Papers 419) | Abstract
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| Monetary Policy, Oil Shocks, and | | TFP: Accounting for the Decline in U.S. Volatility, by Sylvain Leduc and Keith Sill (Federal Reserve Board International Financial Discussion Papers 2006-873) | Abstract
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| Monetary Policy, Oil Shocks, and | | TFP: Accounting for the Decline in U.S. Volatility, by Sylvain Leduc and Keith Sill (Philadelphia Fed Working Papers wp03-22) | Full text |
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Risk Taking and the Quality of Informal Insurance: Gambling and Remittances in | | Thailand , by Douglas L. Miller, Anna Paulson (Chicago Fed Working papers WP-2007-01) | Abstract
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Out-Of- | | The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling, by Jaqueline Terra Moura Marins, Eduardo Saliby and Joséte Florencio do Santos (Central Bank of Brazil Working Papers 116) | Abstract
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Credit and Identity | | Theft , by Charles M. Kahn and William Roberds (Atlanta Fed Working papers 2005-19) | Abstract
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Breaks in the mean of inflation: how they happen and what to do with | | them , by Sandrine Corvoisier and Benoît Mojon (European Central Bank Working papers 451) | Full text |
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| Home Country versus Cross-Border Negative Externalities in Large Banking Organization Failures and How to Avoid | | Them , by Robert A. Eisenbeis (Atlanta Fed Working papers 2006-18) | Abstract
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| Speculative hyperinflations: when can we rule | | them out?, by Oscar J. Arce (Bank of Spain Working Papers 0607) | Abstract
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Currency Unions and Trade: Variations on | | Themes by Rose and Persson, by Dr Peter Kenen (Reserve Bank of New Zealand Discussion Papers DP2002/08) | 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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Globalization, Regional Wage Differentials and The Stolper-Samuelson | | Theorem: Evidence from Mexico, by Chiquiar, D. (Bank of Mexico Working Papers 2004-06) | Full text |
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| IT Investment and Hicks' Composite-Good | | Theorem: The U.S. Experience, by Jaime Marquez; Shing-Yi B. Wang (Federal Reserve Board International Financial Discussion Papers 2003-767) | Abstract
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Links between securities settlement systems: An oligopoly | | theoretic approach, by Karlo Kauko (Bank of Finland Discussion Papers 2002/27) | Abstract
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| Job Flow and Unemployment in Korea : A Search- | | Theoretic Approach, by January. 04, 2007 (The Bank of Korea Economic Papers 78) | Abstract
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| Why People Choose Negative Expected Return Assets - An Empirical Examination of a Utility | | Theoretic Explanation, by Thomas A. Garrett, and Nalinaksha Bhattacharyya (St Louis Fed Working Papers 2006-014) | Full text |
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| Forecasting using Bayesian and information | | theoretic model averaging: an application to UK inflation, by George Kapetanios, Vincent Labhard and Simon Price (Bank of England Working papers 268) | Abstract
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| Optimal Monetary and Fiscal Policies in a Search | | Theoretic Model of Monetary Exchange, by Pere Gomis-Porqueras, and Adrian Peralta-Alva (St Louis Fed Working Papers 2008-015) | Abstract
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| Endogenously Segmented Asset Market in an Inventory | | Theoretic Model of Money Demand, by Jonathan Chiu (Bank of Canada Working papers 2007-46) | Abstract
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| The interaction of firing costs and on-the-job search: an application of a search | | theoretic model to the Spanish labour market, by Ravi Balakrishnan (Bank of Spain Working Papers 0102) | Full text |
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| Aggregation- | | theoretic monetary aggregation over the euro area, when countries are heterogeneous, by William A. Barnett (European Central Bank Working papers 260) | Full text |
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| A Game- | | Theoretic View of the Fiscal Theory of the Price Level, by Marco Bassetto (Minneapolis Fed Working Papers wp612) | Abstract
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| Bail out or work out? | | Theoretical considerations, by Andrew G Haldane, Gregor Irwin and Victoria Saporta (Bank of England Working papers 219) | Abstract
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| Government debt management in the euro area - recent | | theoretical developments and changes in practices, by Guido Wolswijk and Jakob de Haan (European Central Bank Occasional papers 25) | Full text |
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| Intraday Margining of Central Counterparties: EU Practice and a | | Theoretical Evaluation of Benefits and Costs, by Froukelien Wendt (Netherlands Bank DNB Working Papers 107) | Full text |
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| Pension fund finance and sponsoring companies: empirical evidence on | | theoretical hypotheses, by E. Philip Davis, Sybille Grob and Leo de Haan (Netherlands Bank DNB Working Papers 158) | Full text |
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| Regulation of multinational banks: a | | theoretical inquiry, by Giacomo Calzolari and Gyongyi Loranth (European Central Bank Working papers 431) | Full text |
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| Delegated portfolio management: a survey of the | | theoretical literature, by Livio Stracca (European Central Bank Working papers 520) | Full text |
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| State Capital Taxes and the Location of Investment: Empirical Lessons from | | Theoretical Models of Tax Competition, by Brian Knight (Federal Reserve Board FEDS series 2002-59) | Abstract
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Cross-Country Technology Adoption: Making the | | Theories Face the Facts, by Diego Comin and Bart Hobijn (New York Fed Staff reports 169) | Abstract
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| Testing | | Theories of Job Creation: Does Supply Create Its Own Demand?, by Mikael Carlsson , Stefan Eriksson and Nils Gottfries (Sveriges Riksbank Working Papers No194) | Abstract
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| Monetary and Fiscal | | Theories of the Price Level: The Irreconcilable Differences, by Bennett T. McCallum, and Edward Nelson (St Louis Fed Working Papers 2006-010) | Full text |
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James Pennington, (1777-1862): Classical Banking, Monetary, and Trade | | Theorist and Economic Policy Advisor, by Thomas M. Humphrey (Richmond Fed Working Papers 03-08) | Abstract
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