| Title | Author(s) | |
|---|---|---|
A dynamic default dependence modelBank of Italy Working Papers [View] (Paper: 892, 14.12.2012) |
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Marginal quantiles for stationary processesBank of Spain Working Papers [View] (Paper: 1228, 14.08.2012) JEL: C01 |
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Macroeconomic shocks in an oil market VAREuropean Central Bank Working papers [View] (Paper: 1432, 04.05.2012) |
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Sharing a risky cakeReserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/06, 01.10.2010) |
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Redshirting, Compulsory Schooling Laws, and Educational AttainmentCleveland Fed Working papers [View] (Paper: 1012, 14.09.2010) |
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The Merton Approach to Estimating Loss Given Default: Application to the Czech RepublicCzech National Bank Working papers [View] (Paper: 2009/13, 19.08.2010) |
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Financial Stress, Monetary Policy, and Economic ActivityBank of Canada Working papers [View] (Paper: 2010-12, 21.05.2010) |
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A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed EffectsBank of Portugal Working papers [View] (Paper: 200909, 30.07.2009) |
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Dynamics in Systematic LiquiditySt Louis Fed Working Papers [View] (Paper: 2009-025, 27.05.2009) |
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Testing for structural breaks in dynamic factor modelsDeutsche Bundesbank Discussion Papers [View] (Paper: 200905, 16.03.2009) |
