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Central Bank Research Hub Index - C: curvatur-curve



A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z
cable - campers | canada - capacity | capita - cars | cascades - cedit | cee - centered | centers - chairman | challeng - changeov | changers - chart | charts - child | children - chinese | chip - cis | cities - coaster | code - collegia | collisio - commerci | commitme - communic | communis - compare | compared - comparis | compatib - competes | competin - computin | comrades - cone | conferen - consider | consiste - constrai | construc - continui | continuo - control | controll - converti | cooperat - core | corner - corrupti | corto - cost | costly - counterc | counterf - counterv | counties - covarian | coverage - credibil | credible - crime | crises - critical | critique - cross | crosshai - cured | currenci - curse | curvatur - curve | curve%22 - cuts | cycl - cycles | cycle( - czech

Does

  Curvature Enhance Forecasting?, by Caio Almeida, Romeu Gomes, André Leite and José Vicente (Central Bank of Brazil Working Papers 155)Abstract
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A Term Structure Decomposition of the Australian Yield

  Curve , by Richard Finlay and Mark Chambers (Reserve Bank of Australia Research Discussion Papers RDP2008-09)Abstract
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Understanding the Flattening Phillips   Curve , by Ken Kuttner and Tim Robinson (Reserve Bank of Australia Research Discussion Papers RDP2008-05)Abstract
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On the Nature and the Stability of the Canadian Phillips   Curve , by Kichian, Maral (Bank of Canada Working papers 2001-4)Abstract
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Instability and nonlinearity in the Euro area Phillips   curve , by Alberto Musso (European Central Bank Working papers 811)Full text

The impact of ECB monetary policy decisions and communication on the yield   curve , by Claus Brand (European Central Bank Working papers 657)Full text

Partial Indexation, Trend Inflation, and the Hybrid Phillips   Curve , by Jean-Guillaume Sahuc (Bank of France Working Papers Nr 118)Abstract

Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield   curve , by Leo Krippner (Reserve Bank of New Zealand Discussion Papers DP2002/01)Abstract
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Testing the new Keynesian Phillips   curve , by Gunnar Bĺrdsen, Eilev S. Jansen and Ragnar Nymoen (Central Bank of Norway Working Papers 2002/05)Full text

Robustness of the Estimates of the Hybrid New Keynesian Phillips   Curve , by Jordi Galí, Mark Gertler and J. David López-Salido (Bank of Spain Working Papers 0520)Abstract
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Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield   curve , by Michael Joyce, Iryna Kaminska and Peter Lildholdt (Bank of England Working papers 358)Abstract
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A no-arbitrage structural vector autoregressive model of the UK yield   curve , by Iryna Kaminska (Bank of England Working papers 357)Abstract
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An affine macro-factor model of the UK yield   curve , by Peter Lildholdt, Nikolaos Panigirtzoglou and Chris Peacock (Bank of England Working papers 322)Abstract
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Endogenous price stickiness, trend inflation, and the New Keynesian Phillips   curve , by Hasan Bakhshi, Pablo Burriel-Llombart, Hashmat Khan and Barbara Rudolf (Bank of England Working papers 191)Abstract
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Inflation Forecasts and the New Keynesian Phillips   Curve , by by Sophocles N. Brissimis and Nicholas S. Magginas (IJCB International Journal of Central Banking 08q2a1)Abstract
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Firm-Specific Labor and Firm-Specific Capital: Implications for the Euro-Data New Phillips   Curve , by by Julien Matheron (IJCB International Journal of Central Banking 06q4a2)Abstract
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Firm-Specific Capital and the New Keynesian Phillips   Curve , by Michael Woodford (IJCB International Journal of Central Banking 05q3a1)Abstract
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Monetary Policy and the Yield   Curve , by Antulio N. Bomfim (Federal Reserve Board FEDS series 2003-15)Abstract
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Trend Inflation and Inflation Persistence in the New Keynesian Phillips   Curve , by Timothy Cogley and Argia M. Sbordone (New York Fed Staff reports 270)Abstract
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A Search for a Structural Phillips   Curve , by Timothy Cogley and Argia M. Sbordone (New York Fed Staff reports 203)Abstract
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Bond Positions, Expectations, and the Yield   Curve , by Monika Piazzesi and Martin Schneider (Atlanta Fed Working papers 2008-02)Abstract
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Identifying the New Keynesian Phillips   Curve , by James M. Nason and Gregor W. Smith (Atlanta Fed Working papers 2005-01)Abstract
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The Dynamic Beveridge   Curve , by Shigeru Fujita and Garey Ramey (Philadelphia Fed Working Papers wp05-22)Full text

Notes on the Inflation Dynamics of the New Keynesian Phillips   Curve , by Andreas Hornstein (Richmond Fed Working Papers 07-04)Abstract
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Forecasting Recessions: The Puzzle of the Enduring Power of the Yield   Curve , by Rudebusch, Williams (San Francisco Fed Working Papers 2007-16)Full text

Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips   Curve , by Lansing (San Francisco Fed Working Papers 2006-15)Full text

Controlling for Geographic Dispersion When Estimating the Japanese Phillips   Curve , by Hiroshi Fujiki, and Howard J. Wall (St Louis Fed Working Papers 2006-057)Full text

Estimating the makam yield   curve and deriving forward interest rates, by Stein Roy (Bank of Israel Monetary Studies - Discussion Papers mns0703)Abstract

The TIPS Yield   Curve and Inflation Compensation, by Refet S. Gürkaynak, Brian Sack, and Jonathan H. Wright (Federal Reserve Board FEDS series 2008-05)Abstract

The Phillips   curve and long-term unemployment, by Ricardo Llaudes (European Central Bank Working papers 441)Full text

The yield   curve and macroeconomic dynamics, by Peter Hördahl (European Central Bank Working papers 832)Full text

The Yield   Curve and Predicting Recessions, by Jonathan H. Wright (Federal Reserve Board FEDS series 2006-07)Abstract
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The kinked demand   curve and price rigidity: evidence from scanner data, by Maarten Dossche, Freddy Heylen, Dirk Van den Poel (National Bank of Belgium Working Papers 099)Abstract
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The Canadian Phillips   Curve and Regime Shifting, by Demers, Frédérick (Bank of Canada Working papers 2003-32)Abstract
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The Yield   Curve as a Leading Indicator: Some Practical Issues, by Arturo Estrella and Mary R. Trubin (New York Fed Current issues ci12-05)Abstract
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The yield   curve as a predictor and emerging economies, by Arnaud Mehl (European Central Bank Working papers 691)Full text

The yield   curve as a predictor and emerging economies, by Arnaud Mehl (Bank of Finland BOFIT Discussion Papers 2006/18)Abstract
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A comparison of yield-   curve fitting methods for monetary policy purposes in Hungary, by György Gyomai - Zoltán Varsányi (Magyar Nemzeti Bank Working papers 2002/06)Abstract
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Is the new Keynesian Phillips   Curve flat?, by Keith Kuester (European Central Bank Working papers 809)Full text

Estimates of the Open Economy New Keynesian Phillips   Curve for Euro Area Countries, by Fabio Rumler (Austrian National Bank Working Papers WP102)Abstract
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Estimates of the open economy New Keynesian Phillips   curve for euro area countries, by Fabio Rumler (European Central Bank Working papers 496)Full text

A New Phillips   Curve for Israel Theory and Some Evidence, by Ribon Sigal (Bank of Israel Research - Discussion Papers dp0411)Abstract
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Estimates of the Sticky-Information Phillips   Curve for the United States, Canada, and the United Kingdom, by Khan, Hashmat and Zhenhua Zhu (Bank of Canada Working papers 2002-19)Abstract
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Phillips   curve forecasting in a small open economy, by Troy Matheson (Reserve Bank of New Zealand Discussion Papers DP2006/01)Abstract
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Forecasting the yield   curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (forthcoming), by Emanuel Mönch (European Central Bank Working papers 544)Full text

Monetary Transmission and the Yield   Curve in a Small Open Economy, by Mariano Kulish and Daniel Rees (Reserve Bank of Australia Research Discussion Papers RDP2008-03)Abstract
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Derivation and Estimation of a New Keynesian Phillips   Curve in a Small Open Economy, by Karolina Holmberg (Sveriges Riksbank Working Papers No197)Abstract
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The New Keynesian Phillips   Curve in an Emerging Market Economy: The Case of Chile, by Luis F. Céspedes, Marcelo Ocho, Claudio Soto (Central Bank of Chile Working Papers 355)Abstract
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Productivity Growth and the Phillips   Curve in Canada, by Joseph W. Gruber (Federal Reserve Board International Financial Discussion Papers 2003-787)Abstract
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Does Micro Evidence Support the Wage Phillips   Curve in Canada?, by Farčs, Jean (Bank of Canada Working papers 2002-4)Abstract

The Wage   Curve in Chile, by Pablo García Paulina Granados (Central Bank of Chile Working Papers 320)Abstract
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Macroeconomic Surprises and the Inflation Compensation   Curve in the Euro Area, by Jérôme Coffinet and Sébastien Frappa (Bank of France Working Papers Nr 220)Abstract
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Phillips   Curve Instability and Optimal Monetary Policy, by Troy Davig (Kansas City Fed Working Papers RWP07-04)Abstract
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Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips   curve model with threshold for Brazil, by Arnildo da Silva Correa and André Minella (Central Bank of Brazil Working Papers 122)Abstract
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Exponentials, Polynomials, and Fourier Series: More Yield   Curve Modelling at the Bank of Canada, by Bolder, David Jamieson and Scott Gusba (Bank of Canada Working papers 2002-29)Abstract
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Is the Short-run Phillips   Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States, by Ann-Charlotte Eliasson (Sveriges Riksbank Working Papers No124)Abstract
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The co-movements along the forward   curve of natural gas futures: a structural view, by Fabrizio Spargoli – Paolo Zagaglia (Bank of Finland Discussion Papers 2008/26)Abstract
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Yield   curve prediction for the strategic investor, by Carlos Bernadell (European Central Bank Working papers 472)Full text

Investigating the structural stability of the Phillips   curve relationship, by Jan J J Groen and Haroon Mumtaz (Bank of England Working papers 350)Abstract
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The use of real time information in Phillips   curve relationships for the euro area, by Maritta Paloviita - David G. Mayes (Bank of Finland Discussion Papers 2004/16)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

Comparing alternative Phillips   curve specifications: European results with survey-based expectations, by Maritta Paloviita (Bank of Finland Discussion Papers 2005/22)Abstract
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What Does the Yield   Curve Tell Us About the Federal Reserve's Implicit Inflation Target?, by Taeyoung Doh (Kansas City Fed Working Papers RWP07-10)Abstract
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Modelling and Forecasting the Yield   Curve under Model uncertainty, by Paola Donati and Francesco Donati (European Central Bank Working papers 917)Full text

The Phillips   curve under state-dependent pricing, by Bakhshi, Hasan, Hashmat Khan and Barbara Rudolf (Swiss National Bank Working Papers 2005-01)Full text

The Phillips   curve under state-dependent pricing, by Hasan Bakhshi, Hashmat Khan and Barbara Rudolf (Bank of England Working papers 227)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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Money in monetary policy design under uncertainty: the Two-Pillar Phillips   Curve versus ECB-style cross-checking, by Günter W. Beck, Volker Wieland (Deutsche Bundesbank Discussion Papers 200720)Full text

New Phillips   Curve with Alternative Marginal Cost Measures for Canada, the United States, and the Euro Area, by Gagnon, Edith and Hashmat Khan (Bank of Canada Working papers 2001-25)Abstract
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A Phillips   Curve with an Ss Foundation, by Mark Gertler and John Leahy (Philadelphia Fed Working Papers wp06-08)Full text

Along the New Keynesian Phillips   Curve with Nominal and Real Rigidities, by James M. Nason and George A. Slotsve (Atlanta Fed Working papers 2004-09)Abstract
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Comparing the New Keynesian Phillips   Curve with Time Series Models to Forecast Inflation, by Fabio Rumler and Maria Teresa Valderrama (Austrian National Bank Working Papers WP148)Abstract
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Comments on Piazzesi and Schneider's %22Bond Positions, Expectations, and the Yield

  Curve%22 , by Jon Faust (Atlanta Fed Working papers 2008-04)Abstract
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The Real-time Forecasting Performance of Phillips

  Curves , by Tim Robinson, Andrew Stone, Marileze van Zyl (Reserve Bank of Australia Research Discussion Papers RDP2003-12)Abstract
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Aggregating Phillips   curves , by Jean Imbs (European Central Bank Working papers 785)Full text

Aggregation and euro area Phillips   curves , by Silvia Fabiani and Julian Morgan (European Central Bank Working papers No.213)Full text

The functional form of yield   curves , by Vincent Brousseau (European Central Bank Working papers No.148)Full text

The Synchronisation of European Labour Markets: An Analysis Using Aggregate Philips   Curves , by Nicolien Schermer (Netherlands Bank DNB Working Papers 076)Full text

The emergence of new benchmark yield   curves , by Philip D Wooldridge (Bank for International Settlements Quarterly Review 0112f)Full text

Extracting market expectations from yield   curves augmented by money market interest rates: the case of Japan, by Teppei Nagano and Naohiko Baba (European Central Bank Working papers 980)Full text

Estimation of Zero-Coupon Yield   Curves Based on Exchange Fund Bills and Notes in Hong Kong, by Ip-wing Yu and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2002-09)Full text

Estimating open economy Phillips   curves for the euro area with directly measured expectations, by Maritta Paloviita (Bank of Finland Discussion Papers 2008/16)Abstract
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Identification of new Keynesian Phillips   Curves from a global perspective., by Stéphane Dées, Hashem Pesaran (European Central Bank Working papers 892)Full text

The estimation of nominal and real yield   curves from government bonds in Israel, by Wiener Zvi, Pomposhko Helena (Bank of Israel Monetary Studies - Discussion Papers mns0603)Abstract
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Subjective Expectations and New Keynesian Phillips   Curves in Europe, by (DNB) (Netherlands Bank DNB Working Papers 049)Full text

Regional real exchange rates and Phillips   curves in monetary unions - Evidence from the US and EMU, by Jan Marc Berk and Job Swank (Netherlands Bank DNB Working Papers 147)Full text

Convergence and anchoring of yield   curves in the euro area, by Michael Ehrmann, Marcel Fratzscher (European Central Bank Working papers 817)Full text

Convergence and Anchoring of Yield   Curves in the Euro Area, by Ehrmann, Fratzscher, Gurkaynak, Swanson (San Francisco Fed Working Papers 2007-24)Full text

Modelling Sovereign Bond Yield   Curves of the US, Japan and Germany, by Chi-sang Tam and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP07_09)Abstract
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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
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Phillips   Curves, Monetary Policy, and a Labor Market Transmission Mechanism, by Robert R. Reed and Stacey L. Schreft (Kansas City Fed Working Papers RWP07-12)Abstract
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cable - campers | canada - capacity | capita - cars | cascades - cedit | cee - centered | centers - chairman | challeng - changeov | changers - chart | charts - child | children - chinese | chip - cis | cities - coaster | code - collegia | collisio - commerci | commitme - communic | communis - compare | compared - comparis | compatib - competes | competin - computin | comrades - cone | conferen - consider | consiste - constrai | construc - continui | continuo - control | controll - converti | cooperat - core | corner - corrupti | corto - cost | costly - counterc | counterf - counterv | counties - covarian | coverage - credibil | credible - crime | crises - critical | critique - cross | crosshai - cured | currenci - curse | curvatur - curve | curve%22 - cuts | cycl - cycles | cycle( - czech

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