The BIS consolidated banking statistics: structure, | | uses and recent enhancements, by Patrick McGuire, Philip Wooldridge (Bank for International Settlements Quarterly Review 0509f) | Abstract Full text |
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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 Full text |
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| | | Uses of the BIS statistics: an introduction, by Philip D Wooldridge (Bank for International Settlements Quarterly Review 0203h) | Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 |
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| 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 |
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| 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 |
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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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| 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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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| Estimating Integrated Volatility | | Using Absolute High-Frequency Returns, by Ysusi Carla (Bank of Mexico Working Papers 2006-13) | Full text |
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| | | 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 Full text |
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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 Full text |
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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 Full text |
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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 |
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| Forecasting German GDP | | using alternative factor models based on large datasets, by Christian Schumacher (Deutsche Bundesbank Discussion Papers 200524) | Full text |
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| 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 Full text |
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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 Full text |
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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 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 Full text |
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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 |
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| Monetary Policy Analysis in a Small Open Economy | | using Bayesian Cointegrated Structural VARs, by Mattias Villani , Anders Warne (Sveriges Riksbank Working Papers No156) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 |
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| 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 |
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| 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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 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 Full text |
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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 |
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| Testing Near-Rationality | | using Detailed Survey Data, by Michael F. Bryan and Stefan Palmqvist (Sveriges Riksbank Working Papers No183) | Abstract Full text |
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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 |
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| 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 |
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| 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 |
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| 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 Full text |
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| Testing for unit roots | | using economics, by Rómulo Chumacero (Central Bank of Chile Working Papers 102) | Abstract Full text |
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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 |
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| Estimating New Keynesian Phillips Curves | | Using Exact Methods, by Lynda Khalaf and Maral Kichian (Bank of Canada Working papers 2004-11) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 |
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| Asset Allocation | | Using Extreme Value Theory, by Bensalah, Younes (Bank of Canada Working papers 2002-2) | Abstract
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| | | Using Factor Analysis for Forecasting Chilean Macro Variables, by Alvaro Aguirre, Luis Felipe Céspedes (Central Bank of Chile Working Papers 274) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 |
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| 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 |
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| Optimal dynamic hedging | | using futures under a borrowing constraint, by Akash Deep (Bank for International Settlements Working papers 109) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 |
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| 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 |
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| 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 Full text |
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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 |
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| 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 |
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| | | Using Home Maintenance and Repairs to Smooth Variable Earnings, by Joseph Gyourko and Joseph Tracy (New York Fed Staff reports 168) | Abstract Full text |
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| Inference | | Using Instrumental Variable Estimators, by Rodrigo Alfaro (Central Bank of Chile Working Papers 464) | Abstract Full text |
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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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| 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 Full text |
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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 Full text |
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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 |
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| Forecasting inflation | | using labour market indicators, by Vincenzo Cassino and Michael Joyce (Bank of England Working papers 195) | Abstract Full text |
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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 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, 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 Full text |
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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
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| Forecasting Dutch GDP | | using Large Scale Factor Models, by (DNB) (Netherlands Bank DNB Working Papers 028) | Full text |
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| | | 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 Full text |
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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 |
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| 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 Full text |
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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 Full text |
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| Measuring Oil-Price Shocks | | Using Market-Based Information, by Cavallo, Wu (San Francisco Fed Working Papers 2006-28) | Full text |
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| 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 |
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| | | Using mean reversion as a measure of persistence, by Daniel Dias and Carlos Robalo Marques (European Central Bank Working papers 450) | Full text |
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| | | Using Mean Reversion as a Measure of Persistence, by Daniel Dias, Carlos Robalo Marques (Bank of Portugal Working papers 2005-03) | Abstract Full text |
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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 |
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| 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 |
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| 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 Full text |
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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 |
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| | | Using Monthly Indicators to Predict Quarterly GDP, by Isabel Yi Zheng and James Rossiter (Bank of Canada Working papers 2006-26) | Abstract Full text |
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| Detecting Jumps in High-Frequency Financial Series | | Using Multipower Variation, by Ysusi Carla (Bank of Mexico Working Papers 2006-10) | Full text |
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| Analysis of delinquent firms | | using multi-state transitions, by António R. Antunes (Bank of Portugal Working papers 2005-05) | Abstract Full text |
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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 Full text |
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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 Full text |
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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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| 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 Full text |
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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 Full text |
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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 Full text |
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| Forecast combination and model averaging | | using predictive measures, by Jana Eklund and Sune Karlsson (Sveriges Riksbank Working Papers No191) | Abstract Full text |
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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 |
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| Estimating Models of On-the-Job Search | | using Record Statistics, by Gadi Barlevy (Chicago Fed Working papers WP-2003-18) | Abstract Full text |
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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 |
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| Forecasting | | Using Relative Entropy, by John C. Robertson, Ellis W. Tallman, and Charles H. Whiteman (Atlanta Fed Working papers 2002-22) | Abstract Full text |
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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 |
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| Modelling dynamic portfolio risk | | using risk drivers of elliptical processes, by Rafael Schmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 200707) | Full text |
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| 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 |
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| 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 Full text |
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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 Full text |
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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 |
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| 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 Full text |
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| | | Using standstills to manage sovereign debt crises, by Aitor Erce Domínguez (Bank of Spain Working Papers 0636) | Abstract Full text |
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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 |
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| 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 Full text |
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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 |
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| | | Using Structural Shocks to Identify Models of Investment, by John M. Roberts (Federal Reserve Board FEDS series 2005-69) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 |
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| 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 Full text |
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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 |
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| | | 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 Full text |
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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 Full text |
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| Model Comparison | | Using the Hansen-Jagannathan Distance, by Raymond Kan and Cesare Robotti (Atlanta Fed Working papers 2007-04) | Abstract Full text |
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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 Full text |
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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 |
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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 Full text |
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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 |
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| 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 |
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| 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 |
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| Seasonal adjustment of Danish financial time series | | using the X-12-ARIMA procedure, by Fćste, Charlotte Franck; Pedersen, Mette Kramer (Danmarks Nationalbank Working papers WP44/2006) | Abstract Full text |
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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 |
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| 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 Full text |
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| Forecasting the Icelandic business cycle | | using vector autoregressive models, by Bruno Eklund (Central Bank of Iceland Working Papers 36) | Abstract
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| 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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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A monetary model of factor | | utilisation , by Katharine S Neiss and Evi Pappa (Bank of England Working papers 154) | Abstract Full text |
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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 Full text |
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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 Full text |
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Representing Roomates' Preferences with Symmetric | | Utilities , by José Álvaro Rodrigues Neto (Central Bank of Brazil Working Papers 105) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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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| Smooth Nonexpected | | Utility without State Independence, by Hengjie Ai (Minneapolis Fed Working Papers WP637) | Abstract Full text |
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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 Full text |
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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 Full text |
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| Solving Stochastic Money-in-the- | | Utility-Function Models, by Travis D. Nesmith (Federal Reserve Board FEDS series 2005-52) | Abstract Full text |
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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 Full text |
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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 Full text |
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| Capacity | | utilization and Monetary Policy, by Pedro Pablo Álvarez Lois (Bank of Spain Working Papers 0306) | |