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Central Bank Research Hub Index - U: uses-utilizin



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The BIS consolidated banking statistics: structure,

  uses and recent enhancements, by Patrick McGuire, Philip Wooldridge (Bank for International Settlements Quarterly Review 0509f)Abstract
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Sources and   Uses of Equity Extracted from Homes, by Alan Greenspan and James Kennedy (Federal Reserve Board FEDS series 2007-20)Abstract
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  Uses of the BIS statistics: an introduction, by Philip D Wooldridge (Bank for International Settlements Quarterly Review 0203h)Full text

Labour and product market competition in a small open economy - Simulation results

  using a DGE model of the Finnish economy, by Juha Kilponen - Antti Ripatti (Bank of Finland Discussion Papers 2006/05)Abstract
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The Effect of Adverse Oil Price Shocks on Monetary Policy and Output   Using a Dynamic Small Open Economy General Equilibrium Model With Staggered Price for Brazil, by Mirta Noemi Sataka Bugarin, Marcelo Kfoury Muinhos, Jose Ricardo da Costa e Silva, Maria da Glória D. Silva Araújo (Central Bank of Chile Working Papers 348)Abstract
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Estimating Policy-Neutral Interest Rates for Canada   Using a Dynamic Stochastic General-Equilibrium Framework, by Jean-Paul Lam and Greg Tkacz (Bank of Canada Working papers 2004-9)Abstract
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Corporate marginal tax rate, tax loss carryforwards and investment functions â?? empirical analysis   using a large German panel data set, by Fred Ramb (Deutsche Bundesbank Discussion Papers 200721)Full text

Forecasting   using a large number of predictors: is Bayesian regression a valid alternative to principal components?, by Christine De Mol, Domenico Giannone, Lucrezia Reichlin (Deutsche Bundesbank Discussion Papers 200632)Full text

Forecasting   using a large number of predictors: Is Bayesian regression a valid alternative to principal components?, by Christine De Mol (European Central Bank Working papers 700)Full text

  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

Nonparametric Regression Density Estimation   Using a Mixture of Adaptive Heteroscedastic Experts, by Mattias Villani , Robert Kohn and Paolo Giordani (Sveriges Riksbank Working Papers No211)Abstract
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  Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts, by Peter Sellin (Sveriges Riksbank Working Papers No213)Abstract
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Assessing Aggregate Comovements in France, Germany and Italy.   Using a Non Stationary Factor Model of the Euro Area, by Olivier de Bandt, Catherine Bruneau, Alexis Flageollet (Bank of France Working Papers Nr 145)Abstract
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An Analysis of Brisk Exports and Sluggish Domestic Demand   Using a Nontradables Model, by Dongkoo Chang and Youngjun Choi (The Bank of Korea Economic Papers 63)Abstract
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Cyclical Behavior of Debt and Equity   Using a Panel of Canadian Firms, by Francisco Covas and Wouter J. Den Haan (Bank of Canada Working papers 2007-44)Abstract
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Learning process and rational expectations: an analysis   using a small macroeconomic model for New Zealand, by Olivier Basdevant (Reserve Bank of New Zealand Discussion Papers DP2003/05)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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Estimating Integrated Volatility   Using Absolute High-Frequency Returns, by Ysusi Carla (Bank of Mexico Working Papers 2006-13)Full text

  Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach, by Gonzalo Llosa and Shirley Miller (Central Reserve Bank of Peru Working Papers 2005-004)Abstract
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Mortality, Mass-Layoffs, and Career Outcomes: An Analysis   using Administrative Data, by Daniel G. Sullivan, Till von Wachter (Chicago Fed Working papers WP-2006-21)Abstract
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Implicit interest rates and corporate balance sheets: an analysis   using aggregate and disaggregated UK data, by Andrew Benito and John Whitley (Bank of England Working papers 193)Abstract
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The Synchronisation of European Labour Markets: An Analysis   Using Aggregate Philips Curves, by Nicolien Schermer (Netherlands Bank DNB Working Papers 076)Full text

Forecasting German GDP   using alternative factor models based on large datasets, by Christian Schumacher (Deutsche Bundesbank Discussion Papers 200524)Full text

Estimation of Korean Monthly GDP with Mixed-Frequency Data   using an Unobserved Component Error Correction Model, by by (The Bank of Korea Economic Papers 99)Abstract
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Investigating asymmetries in the bank lending channel. An analysis   using Austrian banks' balance sheet data, by Sylvia Frühwirth-Schnatter, Sylvia Kaufmann (Austrian National Bank Working Papers WP085)Abstract
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Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties   using Bank-Level Data, by Marco Arena (Bank of Canada Working papers 2005-19)Abstract
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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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Monetary policy analysis in a small open economy   using Bayesian cointegrated structural VARs, by Mattias Villani and Anders Warne (European Central Bank Working papers 296)Full text

Monetary Policy Analysis in a Small Open Economy   using Bayesian Cointegrated Structural VARs, by Mattias Villani , Anders Warne (Sveriges Riksbank Working Papers No156)Abstract
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Forecasting in Large Macroeconomic Panels   Using Bayesian Model Averaging, by Gary Koop and Simon Potter (New York Fed Staff reports 163)Abstract
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Local or State? Evidence on Bank Market Size   Using Branch Prices, by Paul Edelstein and Donald P. Morgan (New York Fed Economic policy review 0605morg)Abstract
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Do Peer Group Members Outperform Individual Borrowers? A Test of Peer Group Lending   Using Canadian Micro-Credit Data, by Gomez, Rafael and Eric Santor (Bank of Canada Working papers 2003-33)Abstract
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Manufacturing Plants' Use of Temporary Workers: An Analysis   Using Census Micro Data, by Yukako Ono, Daniel G. Sullivan (Chicago Fed Working papers WP-2006-24)Abstract
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Taylor Rules for the ECB   using Consensus Data, by Janko Gorter, Jan Jacobs and Jakob de Haan (Netherlands Bank DNB Working Papers 160)Full text

Price setting behaviour in Spain: stylised facts   using consumer price micro data, by Luis J. Álvarez and Ignacio Hernando (European Central Bank Working papers 416)Full text

Price setting behaviour in Spain: stylised facts   using consumer price micro data, by Luis J. Álvarez and Ignacio Hernando (Bank of Spain Working Papers 0422)Abstract
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  Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index, by Matthew Hurd, Mark Salmon and Christoph Schleicher (Bank of England Working papers 334)Abstract
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  Using counterfactual simulations to assess the danger of contagion in interbank markets, by Christian Upper (Bank for International Settlements Working papers 234)Abstract
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  Using Credit Risk Models for Regulatory Capital: Issues and Options, by Beverly J. Hirtle , Mark Levonian, Marc Saidenberg, Stefan Walter, and David Wright (New York Fed Economic policy review 0103hirt)Abstract
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Estimating the Long-Run User Cost Elasticity for a Small Open Economy: Evidence   Using Data from South Africa, by Brahima Coulibaly and Jonathan Millar (Federal Reserve Board FEDS series 2007-25)Abstract
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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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Credit Risk Transfers   using Derivatives, by Ada Lee and Eve Law (Hong Kong Monetary Authority Working Papers RM2003-18c)Full text

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 WP05-02)Full text

A Comparison of Poverty Trends and Policy Impacts for Working Families   Using Different Poverty Indexes, by Robert H. DeFina (Philadelphia Fed Working Papers wp07-13)Full text

Forecasting euro area inflation   using dynamic factor measures of underlying inflation, by Gonzalo Camba-Mendez and George Kapetanios (European Central Bank Working papers 402)Full text

Forecasting Inflation   using Economic Indicators: the Case of France, by Catherine Bruneau, Olivier De Bandt, Alexis Flageollet and Emmanuel Michaux (Bank of France Working Papers Nr 101)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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New Keynesian Phillips Curves: a reassessment   using euro-area data, by Peter McAdam and Alpo Willman (European Central Bank Working papers 265)Full text

Estimating New Keynesian Phillips Curves   Using Exact Methods, by Lynda Khalaf and Maral Kichian (Bank of Canada Working papers 2004-11)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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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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  Using Extraneous Information to Analyze Monetary Policy in Transition Economies, by William T. Gavin, and David M. Kemme (St Louis Fed Working Papers 2004-034)Full text

Asset Allocation   Using Extreme Value Theory, by Bensalah, Younes (Bank of Canada Working papers 2002-2)Abstract

  Using Factor Analysis for Forecasting Chilean Macro Variables, by Alvaro Aguirre, Luis Felipe Céspedes (Central Bank of Chile Working Papers 274)Abstract
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  Using Federal Funds Futures Contracts for Monetary Policy Analysis, by Refet S. Gurkaynak (Federal Reserve Board FEDS series 2005-29)Abstract
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  Using financial markets information to identify oil supply shocks in a restricted VAR, by Marko Melolinna (Bank of Finland Discussion Papers 2008/09)Abstract
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Bank interest rates in a small European economy: Some exploratory macro level analyses   using Finnish data, by Karlo Kauko (Bank of Finland Discussion Papers 2005/09)Abstract
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Financial constraints and investment in France and Spain: a comparison   using firm level data, by Ignacio Hernando and André Tiomo (Bank of Spain Working Papers 0214)Full text

Estimating inflation expectations   using French government inflation-indexed bonds, by Francisco Alonso, Roberto Blanco and Ana del Río (Bank of Spain Working Papers 0111)Full text

Optimal dynamic hedging   using futures under a borrowing constraint, by Akash Deep (Bank for International Settlements Working papers 109)Abstract
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Assessing central counterparty margin coverage on futures contracts   using GARCH models, by Raymond Knott and Marco Polenghi (Bank of England Working papers 287)Abstract
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Estimating Probabilities of Recession in Real Time   Using GDP and GDI, by Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-07)Abstract
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Inflation persistence during periods of structural change: an assessment   using Greek data, by George Hondroyiannis and Sophia Lazaretou (European Central Bank Working papers 370)Full text

Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective   using group inclusion probabilities, by Michael Scharnagl, Christian Schumacher (Deutsche Bundesbank Discussion Papers 200709)Full text

Tracking the New Economy:   Using Growth Theory to Detect Changes in Trend Productivity, by James A. Kahn and Robert Rich (New York Fed Staff reports 159)Abstract
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Euro area banking sector integration:   using hierarchical cluster analysis techniques, by Christoffer Kok Sřrensen and Josep Maria Puigvert Gutiérrez (European Central Bank Working papers 627)Full text

Identifying the effects of monetary policy shocks on exchange rates   using high frequency data, by Jon Faust (European Central Bank Working papers No.167)Full text

  Using Home Maintenance and Repairs to Smooth Variable Earnings, by Joseph Gyourko and Joseph Tracy (New York Fed Staff reports 168)Abstract
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Inference   Using Instrumental Variable Estimators, by Rodrigo Alfaro (Central Bank of Chile Working Papers 464)Abstract
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Financial contagion and tests   using instrumental variables, by Andreas Pick (Netherlands Bank DNB Working Papers 139)Full text

The Impact of Monetary Policy on the Exchange Rate: A Study   Using Intraday Data, by Jonathan Kearns and Phil Manners (Reserve Bank of Australia Research Discussion Papers RDP2005-02)Abstract
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The Impact of Monetary Policy on the Exchange Rate: A Study   Using Intraday Data, by by Jonathan Kearns and Phil Manners (IJCB International Journal of Central Banking 06q4a6)Abstract
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  Using intraday data to gauge financial market responses to Fed and ECB monetary policy decisions, by Magnus Andersson (European Central Bank Working papers 726)Full text

Forecasting inflation   using labour market indicators, by Vincenzo Cassino and Michael Joyce (Bank of England Working papers 195)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

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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An Embarrassment of Riches: Forecasting   Using Large Panels, by Jana Eklund, Sune Karlsson (Central Bank of Iceland Working Papers 34)Abstract

Forecasting Dutch GDP   using Large Scale Factor Models, by (DNB) (Netherlands Bank DNB Working Papers 028)Full text

  Using Leading Indicators to Forecast the Singapore Electronics Industry, by Ng Yi Ping, Tu Suh Ping, Edward Robinson and Choy Keen Meng (Monetary Authority of Singapore Staff Papers No. 30)Abstract
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Computing second-order-accurate solutions for rational expectation models   using linear solution methods, by Giovanni Lombardo and Alan Sutherland (European Central Bank Working papers 487)Full text

Employer-to-Employer Flows in the United States: Estimates   Using Linked Employer-Employee Data, by Melissa Bjelland, Bruce Fallick, John Haltiwanger, and Erika McEntarfer (Federal Reserve Board FEDS series 2007-30)Abstract
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  Using Market Information for Banking System Risk Assessment, by by Helmut Elsinger, Alfred Lehar, and Martin Summer (IJCB International Journal of Central Banking 06q1a4)Abstract
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Measuring Oil-Price Shocks   Using Market-Based Information, by Cavallo, Wu (San Francisco Fed Working Papers 2006-28)Full text

Analysis of Panel Vector Error Correction Models   Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators, by Richard G. Anderson, Hailong Qian, and Robert H. Rasche (St Louis Fed Working Papers 2006-050)Full text

  Using mean reversion as a measure of persistence, by Daniel Dias and Carlos Robalo Marques (European Central Bank Working papers 450)Full text

  Using Mean Reversion as a Measure of Persistence, by Daniel Dias, Carlos Robalo Marques (Bank of Portugal Working papers 2005-03)Abstract
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An empirical analysis of price setting behaviour in the Netherlands in the period 1998-2003   using micro data, by Nicole Jonker (European Central Bank Working papers 413)Full text

An Empirical Analysis of Price Setting Behaviour in the Netherlands in the Period 1998-2003   Using Micro Data, by (DNB) (Netherlands Bank DNB Working Papers 019)Full text

One Money, Several Cycles? Evaluation of European business cycles   using model-based cluster analysis, by Patrick M Crowley (Bank of Finland Discussion Papers 2008/03)Abstract
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  Using money market rates to assess the alternatives of fixed vs. variable rate tenders: the lesson from 1989-1998 data for Germany, by Michele Manna (European Central Bank Working papers No.186)Full text

  Using Monthly Indicators to Predict Quarterly GDP, by Isabel Yi Zheng and James Rossiter (Bank of Canada Working papers 2006-26)Abstract
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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

Analysis of delinquent firms   using multi-state transitions, by António R. Antunes (Bank of Portugal Working papers 2005-05)Abstract
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Short-Run Assessment of French Economic Activity   Using OPTIM, by Delphine Irac and Franck Sédillot (Bank of France Working Papers Nr 088)Abstract
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  Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis, by Todd E. Clark and Kenneth D. West (Kansas City Fed Working Papers RWP04-03)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

Determinants of Productivity per Employee: an Empirical Estimation   Using Panel Data, by Nicolas Belorgey, Rémy Lecat and Tristan-Pierre Maury (Bank of France Working Papers Nr 110)Abstract
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Forecasting Exchange Rate Density   using Parametric Models: The Case of Brazil, by Marcos M. Abe, Eui J. Chang and Benjamin M. Tabak (Central Bank of Brazil Working Papers 138)Abstract
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Combining Multivariate Density Forecasts   Using Predictive Criteria, by Hugo Gerard and Kristoffer Nimark (Reserve Bank of Australia Research Discussion Papers RDP2008-02)Abstract
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Forecast combination and model averaging   using predictive measures, by Jana Eklund and Sune Karlsson (Sveriges Riksbank Working Papers No191)Abstract
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An Evaluation of Inflation Forecasts from Surveys   Using Real-Time Data, by Dean Croushore (Philadelphia Fed Working Papers wp06-19)Full text

Estimating Models of On-the-Job Search   using Record Statistics, by Gadi Barlevy (Chicago Fed Working papers WP-2003-18)Abstract
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Why Has the U.S. Beveridge Curve Shifted Back? New Evidence   Using Regional Data, by Valletta (San Francisco Fed Working Papers 2005-25)Full text

Forecasting   Using Relative Entropy, by John C. Robertson, Ellis W. Tallman, and Charles H. Whiteman (Atlanta Fed Working papers 2002-22)Abstract
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On   Using Relative Prices to Measure Capital Specific TechnologicalProgress, by Milton Marquis and Bharat Trehan (San Francisco Fed Working Papers 2005-02)Full text

Modelling dynamic portfolio risk   using risk drivers of elliptical processes, by Rafael Schmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 200707)Full text

A failure in the measurement of inflation: results from a hedonic and matched experiment   using scanner data, by Mick Silver and Saeed Heravi (European Central Bank Working papers No.144)Full text

Calculating and   Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models, by Jinill Kim, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims (Federal Reserve Board FEDS series 2003-61)Abstract
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  Using Securities Market Information for Bank Supervisory Monitoring, by by John Krainer and Jose A. Lopez (IJCB International Journal of Central Banking 08q1a4)Abstract
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  Using Securities Market Information for Bank Supervisory Monitoring, by John Krainer and Jose A. Lopez (San Francisco Fed Working Papers 2004-05)Full text

Credit Risk Monte Carlos Simulation   Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling, by Jaqueline Terra Moura Marins and Eduardo Saliby (Central Bank of Brazil Working Papers 132)Abstract
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  Using standstills to manage sovereign debt crises, by Aitor Erce Domínguez (Bank of Spain Working Papers 0636)Abstract
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  Using Stated Preferences Data to Analyze Preferences for Full and Partial Retirement, by Arthur van Soest, Arie Kapteyn and Julie Zissimopoulos (Netherlands Bank DNB Working Papers 081)Full text

Measuring Housing Price Growth -   Using Stratification to Improve Median-based Measures, by Nalini Prasad and Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2006-04)Abstract
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Identifying the monetary transmission mechanism   using structural breaks, by Andreas Beyer and Roger E. A. Farmer (European Central Bank Working papers 275)Full text

  Using Structural Shocks to Identify Models of Investment, by John M. Roberts (Federal Reserve Board FEDS series 2005-69)Abstract
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  Using Subjective Expectations to Forecast Longevity: Do Survey Respondents Know Something We Don't Know?, by Maria G. Perozek (Federal Reserve Board FEDS series 2005-68)Abstract
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Forecasting   Using Targeted Diffusion Indexes, by Francisco Craveiro Dias, Maximiano Pinheiro, António Rua (Bank of Portugal Working papers 2008-07)Abstract
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Optimal monetary policy rules for the euro area: an analysis   using the area wide model, by Alistair Dieppe, Keith Küster and Peter McAdam (European Central Bank Working papers 360)Full text

From tiny samples do mighty populations grow?   Using the British Household Panel Survey to analyse the household sector balance sheet, by Victoria Redwood and Merxe Tudela (Bank of England Working papers 239)Abstract
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What drives EU banks' stock returns? Bank-level evidence   using the dynamic dividend-discount model, by Olli Castren (European Central Bank Working papers 677)Full text

  Using the First Principal Component as a Core Inflation Indicator, by José Ferreira Machado, Carlos Robalo Marques, Pedro Duarte Neves, Afonso Gonçalves da Silva (Bank of Portugal Working papers 2001-09)Abstract
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Forecasting Austrian GDP   using the generalized dynamic factor model, by Martin Schneider, Martin Spitzer (Austrian National Bank Working Papers WP089)Abstract
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Model Comparison   Using the Hansen-Jagannathan Distance, by Raymond Kan and Cesare Robotti (Atlanta Fed Working papers 2007-04)Abstract
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Downward wage rigidity for different workers and firms: an evaluation for Belgium   using the IWFP procedure, by Ph. Du Caju, C. Fuss, L. Wintr (National Bank of Belgium Working Papers 124)Abstract
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Downward wage rigidity for different workers and firms: an evaluation for Belgium   using the IWFP procedure, by Philip Du Caju (European Central Bank Working papers 840)Full text

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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Globalisation and the euro area: simulation based analysis   using the New Area Wide Model., by Roland Straub and Pascal Jacquinot (European Central Bank Working papers 907)Full text

Tax reform and labour-market performance in the euro area: a simulation-based analysis   using the New Area-Wide Model, by Günter Coenen (European Central Bank Working papers 747)Full text

Inflation Dynamics in Mexico: A Characterization   Using the New Phillips Curve., by Ramos Francia Manuel; Torres García Alberto (Bank of Mexico Working Papers 2006-15)Full text

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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Beyond the Classroom:   Using Title IX to Measure the Return to High School Sports, by Stevenson (San Francisco Fed Working Papers 2006-44)Full text

Forex Risk: Measurement and Evaluation   using Value-at-Risk, by Don Bredin and Stuart Hyde (Central Bank of Ireland Research Technical Papers 02/RT/06)Abstract
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Forecasting the Icelandic business cycle   using vector autoregressive models, by Bruno Eklund (Central Bank of Iceland Working Papers 36)Abstract

Revisiting the Border: An Assessment of the Law of One Price   Using Very Disaggregated Consumer Price Data, by Charles M. Engel; John H. Rogers; Shing-Yi B. Wang (Federal Reserve Board International Financial Discussion Papers 2003-777)Abstract
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How hard is the euro area core? An evaluation of growth cycles   using wavelet analysis, by Patrick M Crowley - Douglas Maraun - David Mayes (Bank of Finland Discussion Papers 2006/18)Abstract
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The Present-Value Model of the Current Account Has Been Rejected: Round Up the

  Usual Suspects, by James M. Nason; John H. Rogers (Federal Reserve Board International Financial Discussion Papers 2003-760)Abstract
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The Present-Value Model of the Current Account Has Been Rejected: Round Up the   Usual Suspects, by James M. Nason and John H. Rogers (Atlanta Fed Working papers 2003-7a)Abstract
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The Present-Value Model of the Current Account Has Been Rejected: Round Up the   Usual Suspects, by James M. Nason and John H. Rogers (Atlanta Fed Working papers 2003-7)Abstract
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A monetary model of factor

  utilisation , by Katharine S Neiss and Evi Pappa (Bank of England Working papers 154)Abstract
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Factor   utilisation and productivity estimates for the United Kingdom, by Jens Larsen, Katharine Neiss and Fergal Shortall (Bank of England Working papers 162)Abstract
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Productivity growth, adjustment costs and variable factor   utilisation: the UK case, by Charlotta Groth, Soledad Nuńez and Sylaja Srinivasan (Bank of England Working papers 295)Abstract
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Representing Roomates' Preferences with Symmetric

  Utilities , by José Álvaro Rodrigues Neto (Central Bank of Brazil Working Papers 105)Abstract
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Real Effects of Nominal shocks: a 2-sector Dynamic Model with Slow Capital Adjustment and Money-in-the-

  utility , by Péter Benczúr (Magyar Nemzeti Bank Working papers 2003/09)Abstract
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A New Mean Standard Deviation   Utility Function and the Behaviour Towards Risk of Specialist Irish Agricultural Producers: 1988-1997, by Gerry Boyle, Denis Conniffe and Kieran McQuinn (Central Bank of Ireland Research Technical Papers 05/RT/05)Abstract
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Real Balances in the   Utility Function: Evidence for Brazil, by Leonardo Soriano de Alencar and Márcio I. Nakane (Central Bank of Brazil Working Papers 068)Abstract
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Regulatory choices in global financial markets - restoring the role of aggregate   utility in the shaping of market supervision, by Peik Granlund (Bank of Finland Discussion Papers 2008/01)Abstract
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Along but beyond mean-variance:   Utility maximization in a semimartingale model, by Heli Huhtala (Bank of Finland Discussion Papers 2008/05)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

Smooth Nonexpected   Utility without State Independence, by Hengjie Ai (Minneapolis Fed Working Papers WP637)Abstract
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A   Utility-Based Welfare Criterion in a Model with Endogenous Capital Accumulation, by Rochelle M. Edge (Federal Reserve Board FEDS series 2003-66)Abstract
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The Harberger-Laursen-Metzler Effect Revisited: An Indirect-   Utility-Function Approach, by Roberto Duncan (Central Bank of Chile Working Papers 250)Abstract
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Solving Stochastic Money-in-the-   Utility-Function Models, by Travis D. Nesmith (Federal Reserve Board FEDS series 2005-52)Abstract
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Explaining Cyclical Movements in Employment: Creative Destruction or Changes in

  Utilization , by Andrew Figura (Federal Reserve Board FEDS series 2006-23)Abstract
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Technology, Capital Spending, and Capacity   Utilization , by Cynthia Bansak, Norman Morin, and Martha Starr (Federal Reserve Board FEDS series 2004-30)Abstract
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Capacity   utilization and Monetary Policy, by Pedro Pablo Álvarez Lois (Bank of Spain Working Papers 0306)