Imperfect exchange rate pass-through: the role of distribution services and | | variable demand elasticity, by Philippe Jeanfils (National Bank of Belgium Working Papers 135) | Abstract
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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
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| Higher Order Properties of the Symmetricallr Normalized Instrumental | | Variable Estimator, by Rodrigo Alfaro (Central Bank of Chile Working Papers 500) | 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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| 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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| Money as an indicator | | variable for monetary policy when money demand is forward looking, by Lauri Kajanoja (Bank of Finland Discussion Papers 2003/09) | Abstract
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| The Stability of Dummy | | Variable Price Measures Obtained from Hedonic Regressions, by Ana Aizcorbe (Federal Reserve Board FEDS series 2003-5) | Abstract
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| | | Variable rate liquidity tenders, by Tuomas Välimäki (Bank of Finland Discussion Papers 2002/24) | Abstract
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| Financing in the Eurosystem: Fixed Versus | | Variable Rate Tenders, by Margarida Catalăo-Lopes (Bank of Portugal Working papers 200105) | 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 0186) | Full text |
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| Computational Efficiency in Bayesian Model and | | Variable Selection, by Jana Eklund, Sune Karlsson (Central Bank of Iceland Working Papers 35) | Abstract
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| Minimal State | | Variable Solutions to Markov-Switching Rational Expectations Models, by Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2008-23) | Abstract
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| How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic | | Variables , by John W. Galbraith and Greg Tkacz (Bank of Canada Working papers 2007-01) | 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
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| Optimal discretionary monetary policy in the open economy: Choosing between CPI and domestic inflation as target | | variables , by Alfred V. Guender (Bank of Finland Discussion Papers 2003/12) | Abstract
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| A note on the coefficient of determination in regression models with infinite-variance | | variables , by Jeong-Ryeol Kurz-Kim, Mico Loretan (Deutsche Bundesbank Discussion Papers 200710) | 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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| Common determinants of currency crises: role of external balance sheet | | variables , by Mirko Licchetta (Bank of England Working papers 366) | Abstract
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| A Residual-Based Cointegration Test for Near Unit Root | | Variables , by Erik Hjalmarsson and Par Osterholm (Federal Reserve Board International Financial Discussion Papers 2007-907) | Abstract
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| A Note on the Coefficient of Determination in Models with Infinite Variance | | Variables , by Jeong-Ryeol Kurz-Kim and Mico Loretan (Federal Reserve Board International Financial Discussion Papers 2007-895) | Abstract
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| DSGE Model-Based Forecasting of Non-Modelled | | Variables , by Frank Schorfheide (Philadelphia Fed Working Papers 08-17) | Full text |
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| Fiscal | | variables and bond spreads: evidence from Eastern European countries and Turkey, by Christiane Nickel, Philipp Rother, Jan C. Rülke (European Central Bank Working papers 1101) | Full text |
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| Short-Run and Long-Run Causality between Monetary Policy | | Variables and Stock Prices, by Jean-Marie Dufour and David Tessier (Bank of Canada Working papers 2006-39) | Abstract
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| Testing for Cointegration Using the Johansen Methodology when | | Variables are Near-Integrated, by Erik Hjalmarsson and Par Osterholm (Federal Reserve Board International Financial Discussion Papers 2007-915) | Abstract
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| Kalman Filtering with Truncated Normal State | | Variables for Bayesian Estimation of Macroeconomic Models, by Michael J. Dueker (St Louis Fed Working Papers 2005-057) | Full text |
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| Forecasting macroeconomic | | variables for the new member states of the European Union, by Anindya Banerjee (European Central Bank Working papers 0482) | Full text |
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| Accuracy in forecasting macroeconomic | | variables in Iceland, by Ásgeir Daníelsson (Central Bank of Iceland Working Papers 39) | Abstract
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| Use of Information | | Variables in Inflation Forecasting, by Jong Hwa Kim and Joong Shik Lee (The Bank of Korea Economic Papers 70) | Abstract
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| A Probabilistic Approach for Assessing the Significance of Contextual | | Variables in Nonparametric Frontier Models: an Application for Brazilian Banks, by Roberta Blass Staub and Geraldo da Silva e Souza (Central Bank of Brazil Working Papers 150) | Abstract
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| The role of financial | | variables in predicting economic activity, by Raphael Espinoza, Fabio Fornari, Marco J. Lombardi (European Central Bank Working papers 1108) | Full text |
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| Forecasting stock market volatility with macroeconomic | | variables in real time, by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch (Deutsche Bundesbank Banking Supervision Discussion Papers 200601) | Full text |
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| Omitted | | variables in the measure of a labour quality index: the case of Spain (653 KB), by Aitor Lacuesta, Sergio Puente and Pilar Cuadrado (Bank of Spain Working Papers 0835) | Abstract
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| The monetary-policy regime and the development in central macroeconomic | | variables in the OECD countries 1970-2003, by Christensen, Anders Mřller; Hansen, Niels Lynggĺrd (Danmarks Nationalbank Working papers WP31/2005) | Abstract
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| Forecasting Exogenous Fiscal | | Variables in the United States, by Darrel Cohen and Glenn Follette (Federal Reserve Board FEDS series 2003-59) | Abstract
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| The impact of financial | | variables on firms' real decisions: evidence from Spanish firm-level data, by Ignacio Hernando and Carmen Martínez-Carrascal (Bank of Spain Working Papers 0319) | Abstract
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| Do financial market | | variables show (symmetric) indicator properties relative to exchange rate returns?, by Olli Castrén (European Central Bank Working papers 0379) | Full text |
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| Forecasting Economic and Financial | | Variableswith Global VARs, by M. Hashem Pesaran, Til Schuermann, and L. Vanessa Smith (New York Fed Staff reports 317) | Abstract
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| Factors affecting asset price expectations: fundamentals and policy | | variables., by Nico Valckx (Bank of Finland Discussion Papers 2001/13) | Abstract
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| Do Macro | | Variables, Asset Markets, or Surveys Forecast Inflation Better?, by Andrew Ang, Geert Bekaert, and Min Wei (Federal Reserve Board FEDS series 2006-15) | Abstract
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| Longer-term effects of monetary growth on real and nominal | | variables, major industrial countries, 1880-2001, by Alfred A. Haug and William G. Dewald (European Central Bank Working papers 0382) | Full text |
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| Aggregating judgments on dependent | | variables: An (Im)possibility result, by Carl Andreas Claussen and Řistein Rřisland (Central Bank of Norway Working Papers 2007/07) | Abstract
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| Fixed and | | variable-rate mortgages, business cycles and monetary policy (737 KB), by Margarita Rubio (Bank of Spain Working Papers 0903) | Abstract
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Conditioning Information and | | Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence, by Fousseni Chabi-Yo (Bank of Canada Working papers 2006-38) | Abstract
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| A Trend and | | Variance Decomposition of the Rent-Price Ratio in Housing Markets, by Sean D. Campbell, Morris A. Davis, Joshua Gallin, and Robert F. Martin (Federal Reserve Board FEDS series 2006-29) | Abstract
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| Stock market optimism and participation cost: a mean- | | variance estimation, by (DNB) (Netherlands Bank DNB Working Papers 040) | Full text |
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| Minimum- | | Variance Kernels, Economic Risk Premia, and Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2001-24) | Abstract
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| Estimated | | Variance of Seasonally Adjusted Series, by William P. Cleveland (Federal Reserve Board FEDS series 2002-15) | Abstract
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| The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic | | Variance on Stock Returns in G7 Countries, by Hui Guo, and Robert Savickas (St Louis Fed Working Papers 2006-036) | Full text |
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| Characteristic-Based Mean- | | Variance Portfolio Choice, by Erik Hjalmarsson and Peter Manchev (Federal Reserve Board International Financial Discussion Papers 2009-981) | Abstract
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| Building Confidence Intervals with Block Bootstraps for the | | Variance Ratio Test of Predictability, by Eduardo José Araújo Lima and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 151) | Abstract
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| Small Caps in International Equity Portfolios: The Effects of | | Variance Risk, by Massimo Guidolin, and Giovanna Nicodano (St Louis Fed Working Papers 2005-075) | Full text |
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| Expected Stock Returns and | | Variance Risk Premia, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2007-11) | Abstract
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| A note on the coefficient of determination in regression models with infinite- | | variance variables, by Jeong-Ryeol Kurz-Kim, Mico Loretan (Deutsche Bundesbank Discussion Papers 200710) | Full text |
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| A Note on the Coefficient of Determination in Models with Infinite | | Variance Variables, by Jeong-Ryeol Kurz-Kim and Mico Loretan (Federal Reserve Board International Financial Discussion Papers 2007-895) | Abstract
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| Mean- | | Variance vs. Full-Scale Optimization: Broad Evidence for the UK, by Björn Hagströmer, Richard G. Anderson, Jane M. Binner, Thomas Elger, and Birger Nilsson (St Louis Fed Working Papers 2007-016) | Full text |
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| Forecasting realized (co) | | variances with a block structure Wishart autoregressive model, by Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo (Swiss National Bank Working Papers 2009-03) | Full text |
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| Multivariate location-scale mixtures of normals and mean- | | variance-skewness portfolio allocation (1.129 KB), by Javier Mencía and Enrique Sentana (Bank of Spain Working Papers 0909) | 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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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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| Workweek Flexibility and Hours | | Variation , by Andrew Figura (Federal Reserve Board FEDS series 2004-59) | Abstract
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| Markup | | Variation and Endogenous Fluctuations in the Price of Investment Goods, by Max Floetotto, Nir Jaimovich, and Seth Pruitt (Federal Reserve Board International Financial Discussion Papers 2009-968) | Abstract
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| Local Price | | Variation and Labor Supply Behavior, by Dan Black, Natalia Kolesnikova, and Lowell J. Taylor (St Louis Fed Working Papers 2008-016) | Abstract
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| Cross-Sectoral | | Variation in Firm-Level Idiosyncratic Risk, by Rui Castro, Gian Luca Clementi and Yoonsoo Lee (Cleveland Fed Working papers 0812) | Full text |
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| Permanent Income and Transitory | | Variation in Investment and Output, by Lance A. Fisher, Hyeon-seung Huh, and Ellis W. Tallman (Atlanta Fed Working papers 2001-17) | Abstract
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| Estimating time- | | variation in measurement error from data revisions; an application to forecasting in dynamic models, by George Kapetanios and Tony Yates (Bank of England Working papers 238) | Abstract
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| Time | | Variation in Okun's Law: A Canada and U.S. Comparison, by Kimberly Beaton (Bank of Canada Working papers 2010-07) | Abstract
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| Time | | Variation in the Inflation Passthrough of Energy Prices, by Todd E. Clark and Stephen J. Terry (Kansas City Fed Working Papers 09-06) | Abstract
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| Investigating time- | | variation in the marginal predictive power of the yield spread, by Luca Benati and Charles Goodhart (European Central Bank Working papers 0802) | Full text |
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| Winter Blues and Time | | Variation in the Price of Risk, by Ian Garrett, Mark Kamstra, and Lisa Kramer (Atlanta Fed Working papers 2004-08) | Abstract
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| Time | | variation in the tail behaviour of bunds futures returns, by Thomas Werner and Christian Upper (European Central Bank Working papers 0199) | Full text |
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| Does natural rate | | variation matter? Evidence from New Zealand, by Michael Kirker (Reserve Bank of New Zealand Discussion Papers DP2008/17) | Abstract
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| Multipower | | Variation Under Market Microstructure Effects, by Carla Ysusi (Bank of Mexico Working Papers 2007-13) | Full text |
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| Geographic | | Variations in a Model of Physician Treatment Choice with Social Interactions, by Mary A. Burke, Gary M. Fournier, and Kislaya Prasad (Boston Fed Working papers 09-05) | Abstract
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| Currency Unions and Trade: | | Variations on Themes by Rose and Persson, by Dr Peter Kenen (Reserve Bank of New Zealand Discussion Papers DP2002/08) | Abstract
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| Nominal Rigidity, Desired Markup | | Variations, and Real Exchange Rate Persistence, by Bouakez, Hafedh (Bank of Canada Working papers 2002-26) | Abstract
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What is the Chance that the Equity Premium | | Varies Over Time? Evidence from Predictive Regressions, by Missaka Warusawitharana and Jessica A. Wachter (Federal Reserve Board FEDS series 2009-26) | Abstract
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Access to new imported | | varieties and total factor productivity: Firm level evidence from France., by Delphine Irac (Bank of France Working Papers Nr 204) | Abstract
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| Productive Capacity, Product | | Varieties, and the Elasticities Approach to the Trade Balance, by Joseph E. Gagnon (Federal Reserve Board International Financial Discussion Papers 2003-781) | Abstract
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Globalization and the Gains from | | Variety , by Christian Broda and David Weinstein (New York Fed Staff reports 180) | Abstract
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| Bounded Love of | | Variety and Patterns of Trade, by Philip Sauré (Swiss National Bank Working Papers 2009-10) | Full text |
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| Growth-Led Exports: Is | | Variety the Spice of Trade?, by Joseph E. Gagnon (Federal Reserve Board International Financial Discussion Papers 2004-822) | Abstract
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| Emerging Market Crises, Phoenix Miracles, and Garden- | | Variety-Type Recoveries, by Carlos E. J. M. Zarazaga (Dallas Fed Working Papers wp0605) | Full text |
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| The China Phenomenon: Price, Quality or | | Variety?, by Roberto Álvarez, Sebastián Claro (Central Bank of Chile Working Papers 411) | Abstract
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Business cycle analysis and | | VARMA models, by Christian Kascha and Karel Mertens (Central Bank of Norway Working Papers 2008/05) | Abstract
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| Switching | | VARMA Term Structure Models - Extended Version, by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 191) | Abstract
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Large Bayesian | | VARs , by Marta Banbura (European Central Bank Working papers 0966) | 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 0296) | Full text |
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| Minimum Distance Estimation and Testing of DSGE Models from Structural | | VARs , by Patrick Fčve, Julien Matheron and Jean-Guillaume Sahuc (in French) (Bank of France Working Papers Nr 245) | Abstract
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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 156) | Abstract
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| The Power of Long-Run Structural | | VARs , by Christopher Gust and Robert Vigfusson (Federal Reserve Board International Financial Discussion Papers 2009-978) | Abstract
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| Assessing Structural | | VARs , by Lawrence J. Christiano Martin Eichenbaum Robert Vigfusson (Federal Reserve Board International Financial Discussion Papers 2006-866) | Abstract
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| Forecasting Economic and Financial Variableswith Global | | VARs , by M. Hashem Pesaran, Til Schuermann, and L. Vanessa Smith (New York Fed Staff reports 317) | Abstract
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| A, B, C's, (and D's) for Understanding | | VARs , by Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramírez, and Thomas Sargent (Atlanta Fed Working papers 2005-09) | Abstract
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| Priors from General Equilibrium Models for | | VARs , by Marco Del Negro and Frank Schorfheide (Atlanta Fed Working papers 2002-14) | Abstract
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| An Economic Test of Structural | | VARs , by V. V. Chari, Patrick J. Kehoe, and Ellen R. McGrattan (Minneapolis Fed Working Papers wp631) | Abstract
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| Infinite-dimensional | | VARs and factor models, by Alexander Chudik and Hashem Pesaran (European Central Bank Working papers 0998) | Full text |
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| Regional | | VARs and the Channels of Monetary Policy, by Michael T. Owyang, and Howard J. Wall (St Louis Fed Working Papers 2006-002) | Full text |
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| Combining Forecast Densities from | | VARs and Uncertain Instabilities, by Anne Sofie Jore, James Mitchell and Shaun Vahey (Reserve Bank of New Zealand Discussion Papers DP2008/18) | Abstract
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| Forecasting with Small Macroeconomic | | VARs in the Presence of Instabilities, by Todd E. Clark and Michael W. McCracken (Federal Reserve Board FEDS series 2007-41) | Abstract
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| Forecasting with Small Macroeconomic | | VARs in the Presence of Instabilities, by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP06-09) | Abstract
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| Real-Time Density Forecasts from | | VARs with Stochastic Volatility, by Todd E. Clark (Kansas City Fed Working Papers 09-08) | Abstract
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| Combining forecast densities from | | VARs with uncertain instabilities, by Anne Sofie Jore, James Mitchell and Shaun P. Vahey (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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| Averaging Forecasts from | | VARs with Uncertain Instabilities, by Todd E. Clark, and Michael W. McCracken (St Louis Fed Working Papers 2008-030) | Abstract
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| Real-time conditional forecasts with Bayesian | | VARs: An application to New Zealand, by Chris Bloor and Troy Matheson (Reserve Bank of New Zealand Discussion Papers DP2009/02) | Abstract
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Earnings Functions When Wages and Prices | | Vary by Location, by Dan Black, Natalia Kolesnikova, and Lowell J. Taylor (St Louis Fed Working Papers 2007-031) | Full text |
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| Why do risk premia | | vary over time? A theoretical investigation under habit formation, by Bianca De Paoli and Pawel Zabczyk (Bank of England Working papers 361) | Abstract
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Russian equity market linkages before and after the 1998 crisis: Evidence from time- | | varying and stochastic cointegration tests, by Brian M. Lucey, Svitlana Voronkova (Bank of Finland BOFIT Discussion Papers 2005/12) | Abstract
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