Bank Imputed Interest Rates: | | Unbiased Estimates of Offered Rates?, by Evren Örs, Tara Rice (Chicago Fed Working papers WP-2006-26) | Abstract
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| Asymptotic distribution of linear | | unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals, by Jeong-Ryeol Kurz-Kim, Svetlozar T. Rachev, Gennady Samorodnitsky (Deutsche Bundesbank Discussion Papers 200521) | Full text |
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| Policy rate decisions and | | unbiased parameter estimation in typical monetary policy rules, by Jiri Podpiera (European Central Bank Working papers 771) | Full text |
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How | | uncertain are the welfare costs of inflation?, by Hasan Bakhshi, Ben Martin and Tony Yates (Bank of England Working papers 152) | Abstract
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| A state space approach to extracting the signal from | | uncertain data, by Alastair Cunningham, Jana Eklund, Christopher Jeffery, George Kapetanios and Vincent Labhard (Bank of England Working papers 336) | Abstract
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| Internet-only Banks: | | Uncertain Innovation, by Sangche Lee (The Bank of Korea Economic Papers 43) | Abstract
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| Combining forecast densities from VARs with | | uncertain instabilities, by Anne Sofie Jore, James Mitchell and Shaun P. Vahey (Economics Department) (Central Bank of Norway Working Papers 2008/01) | Abstract
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| Averaging Forecasts from VARs with | | Uncertain Instabilities, by Todd E. Clark and Michael W. McCracken (Federal Reserve Board FEDS series 2007-42) | Abstract
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| Differential Mortality, | | Uncertain Medical Expenses, and the Saving of Elderly Singles, by Mariacristina De Nardi, Eric French, John Bailey Jones (Chicago Fed Working papers WP-2005-13) | Abstract
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| Robust expectations and | | uncertain models - A robust control approach with application to the New Keynesian economy, by Juha Kilponen (Bank of Finland Discussion Papers 2004/05) | Abstract
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| Forecasting inflation with an | | uncertain output gap, by Hilde C. Bjřrnland, Leif Brubakk and Anne Sofie Jore (Central Bank of Norway Working Papers 2006/02) | Full text |
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| Credit Risk, Systemic | | Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio, by Alexis Derviz, Narcisa Kadlcáková, Lucie Kobzová (Czech National Bank Working papers 2003/09) | Abstract
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| Firms' investment decisions in response to demand and price | | uncertainty , by Catherine Fuss and Philip Vermeulen (National Bank of Belgium Working Papers 045) | Full text |
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| Price Level versus Inflation Targeting under Model | | Uncertainty , by Gino Cateau (Bank of Canada Working papers 2008-15) | Abstract
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| Guarding Against Large Policy Errors under Model | | Uncertainty , by Gino Cateau (Bank of Canada Working papers 2006-13) | Abstract
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| Monetary Policy under Model and Data-Parameter | | Uncertainty , by Gino Cateau (Bank of Canada Working papers 2005-06) | Abstract
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| Money Demand and Economic | | Uncertainty , by Joseph Atta-Mensah (Bank of Canada Working papers 2004-25) | Abstract
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| Some Notes on Monetary Policy Rules with | | Uncertainty , by Srour, Gabriel (Bank of Canada Working papers 2003-16) | Abstract
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| Money demand and macroeconomic | | uncertainty , by Claus Greiber, Wolfgang Lemke (Deutsche Bundesbank Discussion Papers 200526) | Full text |
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| Robust monetary rules under unstructured and structured model | | uncertainty , by Paul Levine (European Central Bank Working papers 899) | Full text |
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| Unions, wage setting and monetary policy | | uncertainty , by Hans Peter Grüner (European Central Bank Working papers 490) | Full text |
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| The conquest of U.S. inflation: learning and robustness to model | | uncertainty , by Timothy Cogley and Thomas J. Sargent (European Central Bank Working papers 478) | Full text |
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| Firms' investment decisions in response to demand and price | | uncertainty , by Catherine Fuss and Philip Vermeulen (European Central Bank Working papers 347) | Full text |
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| Modeling model | | uncertainty , by Alexei Onatski and Noah Williams (European Central Bank Working papers No.169) | Full text |
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| Equilibrium exchange rates in the transition: The tradable price-based real appreciation and estimation | | uncertainty , by Balázs Égert, Kirsten Lommatzsch (Bank of Finland BOFIT Discussion Papers 2004/09) | Abstract
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| Investment under Productivity | | Uncertainty , by Menashe Yigal (Bank of Israel Research - Discussion Papers dp0207) | Abstract
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| Forecasting Substantial Data Revisions in the Presence of Model | | Uncertainty , by Anthony Garratt, Gary Koop and Shaun P. Vahey (Reserve Bank of New Zealand Discussion Papers DP2006/02) | Abstract
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| Simple monetary policy rules and exchange rate | | uncertainty , by Kai Leitemo and Ulf Söderström (Central Bank of Norway Working Papers 2001/06) | Full text |
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| Modelling Taylor Rule | | Uncertainty , by Fernando Martins, José A. F. Machado, Paulo Soares Esteves (Bank of Portugal Working papers 2002-03) | Abstract
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| Simple monetary policy rules and exchange rate | | uncertainty , by Kai Leitemo and Ulf Söderström (Sveriges Riksbank Working Papers No122) | Abstract
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| Fundamental inflation | | uncertainty , by Charlotta Groth, Jarkko Jääskelä and Paolo Surico (Bank of England Working papers 309) | Abstract
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| Welfare-Maximizing Monetary Policy under Parameter | | Uncertainty , by Rochelle M. Edge, Thomas Laubach, and John C. Williams (Federal Reserve Board FEDS series 2007-56) | Abstract
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| Optimal Monetary Policy in a Micro-founded Model with Parameter | | Uncertainty , by Takeshi Kimura and Takushi Kurozumi (Federal Reserve Board FEDS series 2003-67) | Abstract
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| Avoiding Nash Inflation: Bayesian and Robust Responses to Model | | Uncertainty , by Robert J. Tetlow and Peter von zur Muehlen (Federal Reserve Board FEDS series 2002-9) | Abstract
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| Reexamining the Consumption-Wealth Relationship:The Role of Model | | Uncertainty , by Gary Koop, Simon M. Potter, and Rodney W. Strachan (New York Fed Staff reports 202) | Abstract
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| Central Bank Transparency under Model | | Uncertainty , by Stefano Eusepi (New York Fed Staff reports 199) | Abstract
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| Welfare-Maximizing Monetary Policy under Parameter | | Uncertainty , by Edge, Laubach, Williams (San Francisco Fed Working Papers 2007-11) | Full text |
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| Optimal monetary policy with | | uncertainty about financial frictions, by Richhild Moessner (European Central Bank Working papers 639) | Full text |
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| Optimal discretionary policy and | | uncertainty about inflation persistence (forthcoming), by Richhild Moessner (European Central Bank Working papers 540) | Full text |
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| Implications of | | Uncertainty about Long-Run Inflation and the Price Level, by Stuber, Gerald (Bank of Canada Working papers 2001-16) | Abstract
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| | | Uncertainty about perceived inflation target and monetary policy, by Kosuke Aoki, Takeshi Kimura (Deutsche Bundesbank Discussion Papers 200718) | Full text |
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| | | Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority., by Rodríguez Arnulfo; González Fidel; González García Jesús R. (Bank of Mexico Working Papers 2007-05) | Full text |
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| Circuit Breakers with | | Uncertainty about the Presence of Informed Agents: I Know What You Know . . . I Think, by Lucy F. Ackert, Bryan K. Church, and Narayanan Jayaraman (Atlanta Fed Working papers 2002-25) | Abstract
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| Income | | uncertainty and Aggregate Consumption, by Lorenzo Pozzi (National Bank of Belgium Working Papers 077) | Abstract
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| Lifecycle Dynamics of Income | | Uncertainty and Consumption, by James Feigenbaum and Geng Li (Federal Reserve Board FEDS series 2008-27) | Abstract
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| Currency mismatch, | | uncertainty and debt maturity structure, by Matthieu Bussičre (European Central Bank Working papers 409) | Full text |
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| | | Uncertainty and entry into export markets (624 KB, by Rubén Segura-Cayuela and Josep M. Vilarrubia (Bank of Spain Working Papers 0811) | Abstract
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| Finance, | | uncertainty and investment, by Marcel Gérard and Frédéric Verschueren (National Bank of Belgium Working Papers 026) | Full text |
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| | | Uncertainty and Investment: An Empirical Investigation Using Data on Analysts' Profits Forecasts, by Stephen R. Bond and Jason G. Cummins (Federal Reserve Board FEDS series 2004-20) | Abstract
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| Investment, | | uncertainty and irreversibility: evidence from belgian accounting data, by D. Cassimon, P.-J. Engelen, H. Meersman and M. Van Wouwe (National Bank of Belgium Working Papers 023) | Full text |
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| Is the Firm-Level Relationship between | | Uncertainty and Irreversible Investment Non-Linear? 15.12.2005, by Menashe Yigal (Bank of Israel Research - Discussion Papers dp0512) | Abstract
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| Model | | Uncertainty and Monetary Policy, by Dennis (San Francisco Fed Working Papers 2007-09) | Full text |
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| | | Uncertainty And Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited, by Álvaro A. Novo, Maximiano Pinheiro (Bank of Portugal Working papers 2003-19) | Abstract
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| Model | | uncertainty and the equilibrium value of the real effective euro exchange rate, by C. Detken (European Central Bank Working papers No.160) | Full text |
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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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| | | Uncertainty and the Specificity of Human Capital, by Martin Gervais, Igor Livshits, and Césaire Meh (Bank of Canada Working papers 2007-57) | Abstract
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| Does | | Uncertainty Impact Money Growth? A Multivariate GARCH Analysis, by David Cronin and Bernard Kennedy (Central Bank of Ireland Research Technical Papers 07/RT/06) | Abstract
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| Global Ageing and Macroeconomic Consequences of Demographic | | Uncertainty in a Multi-regional Model, by Juha Alho and Vladimir Borgy (Bank of France Working Papers Nr 174) | Abstract
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| Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation | | Uncertainty in Brazil, by Tito Nícias Teixeira da Silva Filho (Central Bank of Brazil Working Papers 157) | Abstract
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| Sovereign Default, Interest Rates and Political | | Uncertainty in Emerging Markets, by Cuadra, G. & H. Sapriza (Bank of Mexico Working Papers 2006-02) | Full text |
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| Precautionary saving and income | | uncertainty in Germany - new evidence from microdata, by Nikolaus Bartzsch (Deutsche Bundesbank Discussion Papers 200644) | Full text |
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| Quantifying risk and | | uncertainty in macroeconomic forecasts, by Malte Knüppel, Karl-Heinz Tödter (Deutsche Bundesbank Discussion Papers 200725) | Full text |
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| Monetary Policy under | | Uncertainty in Micro-Founded Macroeconomic Models, by Levin, Onatski, Williams, N. Williams (San Francisco Fed Working Papers 2005-15) | Full text |
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| Monetary Policy, Regime Shift and Inflation | | Uncertainty in Peru (1949-2006), by Paul Castillo, Alberto Humala, Vicente Tuesta (Central Reserve Bank of Peru Working Papers 2007-005) | 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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| Macroeconomic Volatility, Predictability and | | Uncertainty in the Great Moderation: Evidence from the Survey of Professional Forecasters, by Sean D. Campbell (Federal Reserve Board FEDS series 2004-52) | Abstract
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| Private Risk Premium and Aggregate | | Uncertainty in the Model of Uninsurable Investment Risk, by Francisco Covas and Shigeru Fujita (Philadelphia Fed Working Papers wp07-30) | Full text |
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| Investment Spikes and | | Uncertainty in the Petroleum Refining Industry, by Timothy Dunne and Xiaoyi Mu (Cleveland Fed Working papers This paper investigates the effect of uncertainty on the investment decisions of petroleum refineries in the US. We construct uncertainty measures from commodity futures market and use data on actual capacity changes to measure investment episodes. Capacity changes in US refineries occur infrequently and a small number of investment spikes account for a large fraction of the change in industry capacity. Given the lumpy nature of investment adjustment in this industry, we empirically model the investment process using hazard models. An increase in uncertainty decreases the probability a refinery adjusts its capacity. The results are robust to various investment thresholds. Our findings lend support to theories that emphasize the role of irreversibility in investment decisions.) | Full text |
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| Real-time model | | uncertainty in the United States: the Fed from 1996-2003, by Robert J. Tetlow and Brian Ironside (European Central Bank Working papers 610) | Full text |
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| Real-time Model | | Uncertainty in the United States: The Fed from 1996-2003, by Robert J. Tetlow and Brian Ironside (Federal Reserve Board FEDS series 2006-08) | Abstract
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| Is the Investment- | | Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in Brazil, by Tito Nícias Teixeira da Silva Filho (Central Bank of Brazil Working Papers 157) | Abstract
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| Does | | uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy?, by Jean-Stéphane Mésonnier and Jean-Paul Renne (Bank of France Working Papers Nr 175) | Abstract
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| Gauging the | | Uncertainty of the Economic Outlook from Historical Forecasting Errors, by David Reifschneider and Peter Tulip (Federal Reserve Board FEDS series 2007-60) | Abstract
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| The impact of | | uncertainty on investment plans, by Paul Butzen, Catherine Fuss and Philip Vermeulen (National Bank of Belgium Working Papers 024) | Full text |
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| Managing | | uncertainty through robust-satisficing monetary policy, by Q. Farooq Akram, Yakov Ben-Haim and Řyvind Eitrheim (Central Bank of Norway Working Papers 2006/10) | Full text |
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| Risk Management in Action. Robust monetary policy rules under structured | | uncertainty., by Paul Levine, Peter McAdam (European Central Bank Working papers 870) | Full text |
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| Risk, | | Uncertainty, and Asset Prices, by Geert Bekaert, Eric Engstrom, and Yuhang Xing (Federal Reserve Board FEDS series 2005-40) | Abstract
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| Discretionary Policy, Potential Output | | Uncertainty, and Optimal Learning, by James Yetman (Reserve Bank of New Zealand Discussion Papers DP2005/07) | Abstract
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| Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, | | Uncertainty, and Risk, by Gurkaynak, Wolfers (San Francisco Fed Working Papers 2005-26) | Full text |
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| | | Uncertainty, Exchange Rate Regimes, and National Price Levels, by Christian Broda (New York Fed Staff reports 151) | Abstract
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| | | Uncertainty, Inflation, and Welfare, by Jonathan Chiu and Miguel Molico (Bank of Canada Working papers 2008-13) | Abstract
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| An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation | | Uncertainty, Relative Price Dispersion, and Output Growth, by Vitek, Francis (Bank of Canada Working papers 2002-39) | Abstract
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| Monetary policy with model | | uncertainty: distribution forecast targeting, by Lars E.O. Svensson, Noah Williams (Deutsche Bundesbank Discussion Papers 200535) | Full text |
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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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| The Relationship between Expected Inflation, Disagreement, and | | Uncertainty: Evidence from Matched Point and Density Forecasts, by Robert Rich and Joseph Tracy (New York Fed Staff reports 253) | Abstract
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| Monetary policy under | | uncertainty: Min-max vs robust-satisficing strategies, by By Yakov Ben-Haim, Q. Farooq Akram and Řyvind Eitrheim. (Central Bank of Norway Working Papers 2007/06) | Abstract
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| Modeling | | Uncertainty: Predictive Accuracy as a Proxy for Predictive Confidence, by Robert Rich and Joseph Tracy (New York Fed Staff reports 161) | Abstract
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| Money in monetary policy design under | | uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking, by Günter W. Beck, Volker Wieland (Deutsche Bundesbank Discussion Papers 200720) | Full text |
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| Real options and investment under | | uncertainty: What do we know?, by Lenos Trigeorgis (National Bank of Belgium Working Papers 022) | Full text |
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| | Uncollateralized Overnight Loans Settled in LVTS, by Scott Hendry and Nadja Kamhi (Bank of Canada Working papers 2007-11) | Abstract
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Great Moderations and U.S. Interest Rates: | | Unconditional Evidence, by James M. Nason and Gregor W. Smith (Atlanta Fed Working papers 2008-01) | Abstract
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| Non-Parametric Estimation of Conditional and | | Unconditional Loan Portfolio Loss Distributions with Public Credit Registry Data, by Matías Gutiérrez Girault (Central Bank of Argentina Working Papers 2007/20T) | Full text |
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| Non-parametric, | | Unconditional Quantile Estimation for Efficiency Analysis with An Application to Federal Reserve Check Processing Operations, by David C. Wheelock, and Paul Wilson (St Louis Fed Working Papers 2005-027) | Full text |
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| Great moderation at the firm level? | | Unconditional versus conditional output volatility, by 13/2008:Claudia M. Buch, Jörg Döpke, Kerstin Stahn (Deutsche Bundesbank Discussion Papers 200813) | Full text |
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| The Spline GARCH Model for | | Unconditional Volatility and its Global Macroeconomic Causes, by Robert F. Engle and Jose Gonzalo Rangel (Czech National Bank Working papers 2005/13) | Abstract
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Explaining exchange rate dynamics: the | | uncovered equity return parity condition, by Lorenzo Cappiello and Roberto A. De Santis (European Central Bank Working papers 529) | Full text |
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| | | Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities, by Arnaud Mehl and Lorenzo Cappiello (European Central Bank Working papers 801) | Full text |
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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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| | | Uncovered Interest Parity: It Works, But Not For Long, by Alain P. Chaboud; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-752) | Abstract
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| Emerging Market Liberalization and the Impact on | | Uncovered Interest Rate Parity, by Bill Francis, Iftekhar Hasan, and Delroy Hunter (Atlanta Fed Working papers 2002-16) | Abstract
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| The | | uncovered return parity condition., by Lorenzo Cappiello and Roberto A. De Santis (European Central Bank Working papers 812) | Full text |
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| | Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates, by Zsolt Darvas, Gábor Rappai, Zoltán Schepp (Netherlands Bank DNB Working Papers 098) | Full text |
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