Fiscal discipline and the cost of public dept service: some | | estiames for OECD countries, by Silvia Ardagna (European Central Bank Working papers 411) | 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
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| An | | Estimate of the Measurement Bias in the HICP, by Mark A. Wynne (Dallas Fed Working Papers wp0509) | Full text |
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| Combining Hodrick-Prescott Filtering with a Production Function Approach to | | Estimate Output Gap, by Marta Areosa (Central Bank of Brazil Working Papers 172) | Abstract
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| An Orthogonal Polynomial Approach to | | Estimate the Term Structure of Interest Rates, by Hans-Jürg Büttler (Swiss National Bank Working Papers 2007-08) | Abstract
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| Money in an | | Estimated Business Cycle Model of the Euro Area, by Javier Andrés, J. David López-Salido and Javier Vallés (Bank of Spain Working Papers 0121) | Full text |
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| An | | Estimated Canadian DSGE Model with Nominal and Real Rigidities, by Dib, Ali (Bank of Canada Working papers 2001-26) | Abstract
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| | | Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data, by Moran, Kevin and Veronika Dolar (Bank of Canada Working papers 2002-18) | Abstract
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| Optimal monetary policy in an | | estimated DSGE for the euro area, by Stéphane Adjemian (European Central Bank Working papers 803) | Full text |
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| Monetary policy and housing prices in an | | estimated DSGE for the US and the euro area, by Matthieu Darracq Paričs and Alessandro Notarpietro (European Central Bank Working papers 972) | Full text |
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| Housing market spillovers: evidence from an | | estimated DSGE model, by Matteo Iacoviello, Stefano Neri (National Bank of Belgium Working Papers 145) | Abstract
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| Identifying the role of labor markets for monetary policy in an | | estimated DSGE model, by Kai Christoffel, Keith Küster, Tobias Linzert (Deutsche Bundesbank Discussion Papers 200617) | Full text |
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| Identifying the role of labor markets for monetary policy in an | | estimated DSGE model, by Kai Christoffel (European Central Bank Working papers 635) | Full text |
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| Oil Shocks and Monetary Policy in an | | Estimated DSGE Model for a Small Open Economy, by Juan Pablo Medina, Claudio Soto (Central Bank of Chile Working Papers 353) | Abstract
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| An | | estimated DSGE model for the German economy within the euro area, by Ernest Pytlarczyk (Deutsche Bundesbank Discussion Papers 200533) | Full text |
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| Optimal Monetary Policy in an | | Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity, by Eric Jondeau and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 141) | Abstract
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| Optimal Monetary Policy in an | | Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity, by by Eric Jondeau and Jean-Guillaume Sahuc (IJCB International Journal of Central Banking 08q2a2) | Abstract
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| An | | estimated DSGE model of the Hungarian economy, by Zoltán M. Jakab-Balázs Világi (Magyar Nemzeti Bank Working papers 2008/09) | Abstract
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| Measures of Potential Output from an | | Estimated DSGE Model of the United States, by Michel Juillard, Ondrej Kameník, Michael Kumhof, Douglas Laxton (Czech National Bank Working papers 2006/11) | Abstract
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| Welfare-based monetary policy rules in an | | estimated DSGE model of the US economy (forthcoming), by Michel Juillard, Philippe Karam (European Central Bank Working papers 613) | Full text |
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| Documentation of the Research and Statistics Division's | | Estimated DSGE Model of the U.S. Economy: 2006 Version, by Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte (Federal Reserve Board FEDS series 2007-53) | Abstract
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| Natural Rate Measures in an | | Estimated DSGE Model of the U.S. Economy, by Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte (Federal Reserve Board FEDS series 2007-08) | Abstract
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| Monetary Policy in an | | Estimated DSGE Model with a Financial Accelerator, by Ian Christensen and Ali Dib (Bank of Canada Working papers 2006-09) | Abstract
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| An | | estimated dynamic stochastic general equilibrium model of the euro area, by Frank Smets and Raf Wouters (National Bank of Belgium Working Papers 035) | Full text |
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| Oil shocks and endogenous markups: results from an | | estimated euro area DSGE model, by Marcelo Sánchez (European Central Bank Working papers 860) | Full text |
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| Does Indexation Bias the | | Estimated Frequency of Price Adjustment?, by Maral Kichian and Oleksiy Kryvtsov (Bank of Canada Working papers 2007-15) | Abstract
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| Optimal Taylor Rules in an | | Estimated Model of a Small Open Economy, by Steve Ambler, Ali Dib, and Nooman Rebei (Bank of Canada Working papers 2004-36) | Abstract
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| Monetary Policy in | | Estimated Models of Small Open and Closed Economies, by Dib, Ali (Bank of Canada Working papers 2003-27) | Abstract
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| Policy rate decisions and unbiased parameter estimation in conventionally | | estimated monetary policy rules, by Jirí Podpiera (Czech National Bank Working papers 2008/02) | Abstract
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| Interpreting the Significance of the Lagged Interest Rate in | | Estimated Monetary Policy Rules, by William B. English, William R. Nelson, and Brian P. Sack (Federal Reserve Board FEDS series 2002-24) | Abstract
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| Evaluating An | | Estimated New Keynesian Small Open Economy Model, by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers No203) | Abstract
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| An | | Estimated New-Keynesian Model for a Small Open Economy: an Application for Israel, by Elkayam David, Argov Eyal (Bank of Israel Monetary Studies - Discussion Papers mns0602) | Abstract
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| Euro area inflation persistence in an | | estimated nonlinear DSGE model, by Gianni Amisano and Oreste Tristani (European Central Bank Working papers 754) | Full text |
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| Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an | | Estimated Open Economy DSGE Model of the Euro Area, by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers No180) | Abstract
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| Monetary Policy in an | | Estimated Open-Economy Model with Imperfect Pass-Through, by Jesper Lindé , Marianne Nessén and Ulf Söderström (Sveriges Riksbank Working Papers No167) | Abstract
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| Monetary policy in an | | estimated optimisation-based model with sticky prices and wages, by Jeffery D Amato and Thomas Laubach (Bank for International Settlements Working papers 087) | Abstract
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| On The | | Estimated Size of the Balassa-Samuelson Effect in CEC5 Countries - Edited by Mihály András Kovács, by CEC5 (Magyar Nemzeti Bank Working papers 2002/05) | Abstract
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| Technology Shocks and Monetary Policy in an | | Estimated Sticky Price Model of the Euro Area, by Sanvi Avouyi-Dovi and Julien Matheron (Bank of France Working Papers Nr 126) | Abstract
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| Technology Shocks and Monetary Policy in an | | Estimated Sticky Price Model of the US Economy, by Sanvi Avouyi-Dovi and Julien Matheron (Bank of France Working Papers Nr 123) | Abstract
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| An | | estimated stochastic dynamic general equilibrium model of the euro area, by Frank Smet and Raf Wouters (European Central Bank Working papers No.171) | Full text |
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| An | | Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach, by Paul Castillo, Carlos Montoso, Vicente Tuesta (Central Bank of Chile Working Papers 381) | 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 information content of real-time output gap | | estimates , by Gerhard Rünstler (European Central Bank Working papers No.182) | Full text |
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| Applying the Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through | | estimates , by Franziska Bignasca and Enzo Rossi (Swiss National Bank Working Papers 2007-10) | Abstract
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| Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter | | Estimates , by J. Benson Durham (Federal Reserve Board FEDS series 2005-53) | Abstract
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| How Fast Do Personal Computers Depreciate? Concepts and New | | Estimates , by Mark E. Doms, Wendy E. Dunn, Stephen D. Oliner, and Daniel E. Sichel (Federal Reserve Board FEDS series 2004-31) | Abstract
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| How Fast do Personal Computers Depreciate? Concepts and New | | Estimates , by Mark E. Doms, Wendy E. Dunn, Stephen D. Oliner and Daniel E. Sichel (San Francisco Fed Working Papers 2003-20) | Full text |
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| Incorporating Insurance Rate | | Estimates and Differential Mortality into Net Marginal Social Security Tax Rate Calculations, by Brian S. Armour and M. Melinda Pitts (Atlanta Fed Working papers 2002-29) | Abstract
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| The Elasticity of Taxable Income: | | Estimates and Flat Tax Predictions Using the Hungarian Tax Changes in 2005, by Péter Bakos-Péter Benczúr-Dóra Benedek (Magyar Nemzeti Bank Working papers 2008/07) | Abstract
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| Why Are Semiconductor Prices Falling So Fast? Industry | | Estimates and Implications for Productivity Measurement, by Ana Aizcorbe (Federal Reserve Board FEDS series 2002-20) | Abstract
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| Climate Change and Asset Prices: Hedonic | | Estimates for North American Ski Resorts, by Butsic, Hanak, Valletta (San Francisco Fed Working Papers 2008-12) | 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
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| Money and the natural rate of interest: structural | | estimates for the United States and the euro area (1.238 KB, by Javier Andrés, J. David López-Salido and Edward Nelson (Bank of Spain Working Papers 0805) | Abstract
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| Wealth effects on consumption: microeconometric | | estimates from the Spanish survey of household finances., by Olympia Bover (Bank of Spain Working Papers 0522) | Abstract
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| Interpreting Long-Horizon | | Estimates in Predictive Regressions, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2008-928) | Abstract
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| The Reliability of Inflation Forecasts Based on Output Gap | | Estimates in Real Time, by Athanasios Orphanides and Simon van Norde (Federal Reserve Board FEDS series 2004-68) | Abstract
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| The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap | | Estimates in Real Time: an Assessment for the Euro Area, by Jean-Stéphane Mésonnier (Bank of France Working Papers Nr 157) | Abstract
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| Early | | estimates of euro area real GDP growth: a bottom up approach from the production side, by Elke Hahn and Frauke Skudelny (European Central Bank Working papers 975) | Full text |
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| Short-term | | estimates of euro area real GDP by means of monthly data, by Gerhard Rünstler and Franck Sédillot (European Central Bank Working papers 276) | Full text |
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| | | Estimates of fundamental real exchange rates for the five EU pre-accession countries, by Katerina Šmídková, Ray Barrell, Dawn Holland (Czech National Bank Working papers 2002/03) | Abstract
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| | | Estimates of Home Mortgage Originations, Repayments, and Debt on One-to-Four-Family Residences, by Alan Greenspan and James Kennedy (Federal Reserve Board FEDS series 2005-41) | Abstract
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| ML vs GMM | | Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve), by Éric Jondeau and Hervé Le Bihan (Bank of France Working Papers Nr 103) | Abstract
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| Revised | | Estimates of Intergenerational Income Mobility in the United States, by Bhashkar Mazumder (Chicago Fed Working papers WP-2003-16) | Abstract
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| Bank Imputed Interest Rates: Unbiased | | Estimates of Offered Rates?, by Evren Örs, Tara Rice (Chicago Fed Working papers WP-2006-26) | Abstract
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| Empirical | | estimates of reaction functions for the euro area, by Dieter Gerdesmeier and Barbara Roffia (European Central Bank Working papers No.206) | Full text |
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| Asset price based | | estimates of sterling exchange rate risk premia, by Jan J J Groen and Ravi Balakrishnan (Bank of England Working papers 250) | Abstract
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| Hedonic | | Estimates of the Cost of Housing Services: Rental and Owner-Occupied Units, by Theodore P. Crone, Leonard I. Nakamura and Richard P. Voith (Philadelphia Fed Working Papers wp04-22) | Full text |
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| Cross-Country | | Estimates of the Degree of Fiscal Dominance and Central Bank Independence, by Carlos de Resende (Bank of Canada Working papers 2007-36) | Abstract
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| Assessing | | estimates of the exchange rate pass-through, by Ida Wolden Bache Research Department (Central Bank of Norway Working Papers 2007/12) | Abstract
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| Including | | estimates of the future in today's financial statements, by Mary Barth (Bank for International Settlements Working papers 208) | Abstract
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| | | Estimates of the government budget balance since 1875, by Abildgren, Kim (Danmarks Nationalbank Working papers WP30/2005) | Abstract
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| 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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| Where Are We Now? Real-Time | | Estimates of the Macroeconomy, by Martin D. D. Evans (IJCB International Journal of Central Banking 05q3a4) | Abstract
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| The role of expectations in | | estimates of the NAIRU in the United States and the United Kingdom, by Rebecca L Driver, Jennifer V Greenslade and Richard G Pierse (Bank of England Working papers 180) | Abstract
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| | | 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 |
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| | | Estimates of the output gap in real time: how well have we been doing?, by Michael Graff (Reserve Bank of New Zealand Discussion Papers DP2004/04) | Abstract
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| Alternative | | Estimates of the Presidential Premium, by Sean D. Campbell and Canlin Li (Federal Reserve Board FEDS series 2004-69) | Abstract
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| Panel data | | estimates of the production function and product and labor market imperfections, by Sabien Dobbelaere and Jacques Mairesse (European Central Bank Working papers 782) | Full text |
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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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| | | Estimates of the Term Premium on Near-dated Federal Funds Futures Contracts, by J. Benson Durham (Federal Reserve Board FEDS series 2003-19) | Abstract
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| Survey-Based | | Estimates of the Term Structure of Expected U.S. Inflation, by Sharon Kozicki and P.A. Tinsley (Bank of Canada Working papers 2006-46) | Abstract
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| Minding the Gap: Central Bank | | Estimates of the Unemployment Natural Rate, by Sharon Kozicki and P.A. Tinsley (Kansas City Fed Working Papers RWP05-03) | Abstract
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| News, Noise, and | | Estimates of the "True" Unobserved State of the Economy, by Dennis J. Fixler and Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-34) | Abstract
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| | | Estimates of time-varying term premia for New Zealand and Australia, by Michael Gordon (Reserve Bank of New Zealand Discussion Papers DP2003/06) | Abstract
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| Monthly | | Estimates of U.S. Cross-Border Securities Positions, by Carol C. Bertaut and Ralph W. Tryon (Federal Reserve Board International Financial Discussion Papers 2007-910) | Abstract
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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
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| | Estimating a Benchmark Term Structure of Interest Rates for Mainland China, by Hongyi Chen and Vincent Yeung (Hong Kong Monetary Authority China Economic Issues 200604) | Full text |
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| | | Estimating a small DSGE model under rational and measured expectations: some comparisons, by Maritta Paloviita (Bank of Finland Discussion Papers 2007/14) | Abstract
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| | | Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate, by L Christopher Plantier and Dean Scrimgeour (Reserve Bank of New Zealand Discussion Papers DP2002/06) | Abstract
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| | | Estimating a time varying neutral real interest rate for New Zealand, by Olivier Basdevant, Nils Björksten and Özer Karagedikli (Reserve Bank of New Zealand Discussion Papers DP2004/01) | Abstract
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| | | Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states, by Olli Castrén (European Central Bank Working papers 440) | Full text |
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| | | Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms, by Jonathan Witmer and Lorie Zorn (Bank of Canada Working papers 2007-48) | Abstract
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| A Non-Gaussian Panel Time Series Model for | | Estimating and Decomposing Default Risk, by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
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| | | Estimating and forecasting the euro area monthly national accounts from a dynamic factor model, by Elena Angelini (European Central Bank Working papers 953) | Full text |
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| | | Estimating ARMA Models Efficiently, by Rómulo Chumacero (Central Bank of Chile Working Papers 092) | Abstract
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| | | Estimating asset correlations from stock prices or default rates - which method is superior?, by Klaus Düllmann, Jonathan Küll, Michael Kunisch (Deutsche Bundesbank Banking Supervision Discussion Papers 200804) | Full text |
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| | | Estimating Capacity Utilization from Survey Data, by Norman Morin and John Stevens (Federal Reserve Board FEDS series 2004-49) | Abstract
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| | | Estimating Demand for Narrow Money and Broad Money, by Daryl Ho, Jimmy Shek, Andrew Tsang (Hong Kong Monetary Authority Working Papers RM2006-02) | Full text |
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| | | Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood, by Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramírez (Atlanta Fed Working papers 2004-03) | Abstract
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| | | Estimating Elasticities for U.S. Trade in Services, by Jaime Marquez (Federal Reserve Board International Financial Discussion Papers 2005-836) | Abstract
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| | | Estimating Equilibrium Real Interest Rates in Real Time, by Todd E. Clark and Sharon Kozicki (Kansas City Fed Working Papers RWP04-08) | Abstract
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| | | Estimating Forward Looking Euler Equations with GMM Estimators: An Optimal Instruments Approach, by Jeffrey C. Fuhrer and Giovanni P. Olivei (Boston Fed Working papers 04-02) | Abstract
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| | | Estimating Gaps and Trends for the Chilean Economy, by Gabriela Contreras M., Pablo García S (Central Bank of Chile Working Papers 165) | Abstract
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| Numerical Method for | | Estimating GDP Data for Hungary, by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/02) | Abstract
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| | | Estimating hedge fund leverage, by Patrick M McGuire and Kostas Tsatsaronis (Bank for International Settlements Working papers 260) | Abstract
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| | | Estimating Hong Kong's Output Gap and Its Impact on Inflation, by Jiming Ha and Cynthia Leung (Hong Kong Monetary Authority Working Papers RM2001-17) | 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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| | | Estimating Integrated Volatility Using Absolute High-Frequency Returns, by Ysusi Carla (Bank of Mexico Working Papers 2006-13) | Full text |
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| | | Estimating market probabilities of future interest rate changes, by Martin Hlušek (Czech National Bank Working papers 2002/02) | Abstract
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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
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| Forecasting and | | Estimating Multiple Change-Point Models with an Unknown Number of Change Points, by Gary M. Koop and Simon M. Potter (New York Fed Staff reports 196) | Abstract
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| | | Estimating multi-country VAR models, by Fabio Canova and Matteo Ciccarelli (European Central Bank Working papers 603) | Full text |
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| | | Estimating NAIRU for Chile, by Jorge E. Restrepo (Central Bank of Chile Working Papers 361) | Abstract
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| Specifying and | | Estimating New Keynesian Models with Instrument Rules and Optimal Monetary Policies, by Richard Dennis (San Francisco Fed Working Papers 2004-17) | 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
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| | | Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach, by Jesper Lindé (Sveriges Riksbank Working Papers No129) | Abstract
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| | | Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach, by Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramírez (Atlanta Fed Working papers 2004-01) | Abstract
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| | | 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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| | | 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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| | | Estimating Potential Output with a Production Function for France, Germany and Italy., by Mustapha Baghli, Christophe Cahn and Jean-Pierre Villetelle (Bank of France Working Papers Nr 146) | Abstract
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| | | Estimating probabilities of default with support vector machines, by Wolfgang K. Härdle, Rouslan A. Moro, Dorothea Schäfer (Deutsche Bundesbank Banking Supervision Discussion Papers 200718) | Full text |
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| | | Estimating probabilities of default for German saving banks and credit cooperatives, by Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200406) | Full text |
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| | | Estimating Probabilities of Default, by Til Schuermann and Samuel Hanson (New York Fed Staff reports 190) | 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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| Modeling Direct Investment Valuation Adjustments and | | Estimating Quarterly Positions, by Jane Ihrig, Jaime Marquez (Federal Reserve Board International Financial Discussion Papers 2006-857) | Abstract
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| | | Estimating Real and Nominal Term Structures using Treasury Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates, by Joseph G Haubrich, George Pennacchi and Peter Ritchken (Cleveland Fed Working papers 0810) | Full text |
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| | | Estimating real interest rates for the United Kingdom, by Jens Larsen, Ben May and James Talbot (Bank of England Working papers 200) | Abstract
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| A Note on | | Estimating Realignment Probabilities -- A First-Passage-Time Approach, by Cho-Hoi Hui and Chi-Fai Lo (Hong Kong Monetary Authority Working Papers WP08_09) | Abstract
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| | | Estimating regime-switching Taylor rules with trend inflation, by Efrem Castelnuovo – Luciano Greco – Davide Raggi (Bank of Finland Discussion Papers 2008/20) | Abstract
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| | | Estimating risk premia in money market rates, by Alain Durré (European Central Bank Working papers No.221) | Full text |
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| | | Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System, by Northcott, Carol Ann (Bank of Canada Working papers 2002-41) | Abstract
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| | | Estimating the Chilean Natural Rate of Interest, by Rodrigo Fuentes; Fabián Gredig (Central Bank of Chile Working Papers 448) | Abstract
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| | | Estimating the common trend rate of inflation for consumer prices and consumer prices excluding food and energy prices, by Michael T. Kiley (Federal Reserve Board FEDS series 2008-38) | Abstract
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| | | Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach, by Guillermo Felices and Bjorn-Erik Orskaug (Bank of England Working papers 354) | Abstract
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| | | Estimating the Determinants of Foreign Direct Investment Inflows: How Important are Sampling and Omitted Variable Biases?, by Yuko Kinoshita, Nauro F. Campos (Bank of Finland BOFIT Discussion Papers 2004/10) | Abstract
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| | | Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework, by Balázs Vonnák (Magyar Nemzeti Bank Working papers 2005/01) | Abstract
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| | | Estimating the effects of fiscal policy in OECD countries, by Roberto Perotti (European Central Bank Working papers No.168) | Full text |
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| | | Estimating the Euler Equation for Output, by Jeffrey C. Fuhrer and Glenn D. Rudebusch Revised article forthcoming in Journal of Monetary Economics . (Boston Fed Working papers 02-03) | Abstract
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| | | Estimating the Fundamentals of Voluntary Household Savings in Chile, by Andrea Butelmann, Francisco Gallego (Central Bank of Chile Working Papers 097) | Abstract
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| | | Estimating the immediate impact of monetary policy shocks on the exchange rate, by András Rezessy (Magyar Nemzeti Bank Occasional papers 2005/38) | Abstract
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| | | Estimating the Impact of SBTC on Input Demand Elasticities in Hungary, by Hajnalka Tarjáni (Magyar Nemzeti Bank Working papers 2004/03) | Abstract
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| 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 |
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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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| | | Estimating the makam yield curve and deriving forward interest rates, by Stein Roy (Bank of Israel Monetary Studies - Discussion Papers mns0703) | Abstract
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| | | Estimating the natural rates in a simple New Keynesian framework, by Hilde C. Bjřrnland, Kai Leitemo and Junior Maih (Central Bank of Norway Working Papers 2007/10) | Abstract
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| | | Estimating the Output Gap for Chile, by Rodrigo Fuentes; Fabián Gredig; Mauricio Larraín (Central Bank of Chile Working Papers 455) | Abstract
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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
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| | | Estimating the output gap in real time: A factor model approach, by Knut Are Aastveit and Třrres G. Trovik, (Central Bank of Norway Working Papers 2008/23) | Abstract
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| | | Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity, by Daniel O. Beltran and David Draper (Federal Reserve Board International Financial Discussion Papers 2008-955) | Abstract
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| Component-smoothed Inflation: | | Estimating the Persistent Component of Inflation in Real Time, by Christian Gillitzer and John Simon (Reserve Bank of Australia Research Discussion Papers RDP2006-11) | Abstract
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| | | Estimating the rank of the spectral density matrix, by Gonzalo Camba-Mendez and George Kapetanios (European Central Bank Working papers 349) | Full text |
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| | | Estimating the Returns to Community College Schooling for Displaced Workers, by Louis S. Jacobson , Robert LaLonde , Daniel G. Sullivan (Chicago Fed Working papers WP-2002-31) | Abstract
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| | | Estimating the Structural Demand for Irish Housing, by Diarmaid Addison-Smyth, Kieran McQuinn and Gerard O'Reilly (Central Bank of Ireland Research Technical Papers 08/RT/01) | Abstract
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| | | Estimating the trend of M3 income velocity underlying the reference value for monetary growth, by Claus Brand, Dieter Gerdesmeier and Barbara Roffia (European Central Bank Occasional papers 03) | Full text |
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| A Kalman filter approach to | | estimating the UK NAIRU, by Jennifer V Greenslade, Richard G Pierse and Jumana Saleheen (Bank of England Working papers 179) | Abstract
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| | | Estimating the Worldwide Volume of Counterfeit U.S. Currency: Data and Extrapolation, by Ruth Judson and Richard Porter (Federal Reserve Board FEDS series 2003-52) | |