Do Safeguard Tariffs and Antidumping Duties Open or Close Technology | | Gaps?, by Meredith Crowley (Chicago Fed Working papers WP-2002-13) | Abstract
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| Markups, | | gaps, and the welfare costs of business fluctuations, by Jordi Galí, Mark Gertler and J. David López-Salido (Bank of Spain Working Papers 0204) | Full text |
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| Globalisation, domestic inflation and global output | | gaps: Evidence from the euro area, by Alessandro Calza (European Central Bank Working papers 890) | Full text |
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Inflation: Do Expectations Trump the | | Gap?, by by Jeremy M. Piger and Robert H. Rasche (IJCB International Journal of Central Banking 08q4a3) | Abstract
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| Inflation: Do Expectations Trump the | | Gap?, by Jeremy M. Piger, and Robert H. Rasche (St Louis Fed Working Papers 2006-013) | Full text |
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| The production function approach to the Belgian output | | gap, Estimation of a Multivariate Structural Time Series Model, by Philippe Moës (National Bank of Belgium Working Papers 089) | Abstract
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| The Output | | Gap, Expected Future Inflation and Inflation Dynamics: Another Look, by Yash P. Mehra (Richmond Fed Working Papers 04-06) | 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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| Mind the | | gap: domestic versus foreign currency sovereign ratings, by Frank Packer (Bank for International Settlements Quarterly Review 0309f) | Full text |
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| The Real Interest Rate | | Gap: Measurement and Application, by Christensen, Anders Mřller (Danmarks Nationalbank Working papers WP06/2002) | Abstract
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| Birth Cohort and the Black-White Achievement | | Gap: The Role of Health Soon After Birth, by Kenneth Y. Chay, Jonathan Guryan, Bhashkar Mazumder (Chicago Fed Working papers WP-2008-20) | Abstract
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International linkage of the Russian market and the Russian financial crisis: A multivariate | | GARCH analysis, by Kashif Saleem (Bank of Finland BOFIT Discussion Papers 2008/08) | Abstract
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| Does Uncertainty Impact Money Growth? A Multivariate | | GARCH Analysis, by David Cronin and Bernard Kennedy (Central Bank of Ireland Research Technical Papers 07/RT/06) | Abstract
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| Investigating the Intertemporal Risk-Return Relation in International Stock Markets with the Component | | GARCH Model, by Hui Guo, and Christopher J. Neely (St Louis Fed Working Papers 2006-006) | Full text |
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| The Spline | | GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes, by Robert F. Engle and Jose Gonzalo Rangel (Czech National Bank Working papers 2005/13) | Abstract
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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
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| Markov Switching | | GARCH Models of Currency Turmoil in Southeast Asia, by Celso Brunetti, Roberto S. Mariano, Chiara Scotti, and Augustine H.H. Tan (Federal Reserve Board International Financial Discussion Papers 2007-889) | Abstract
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| Inflation targeting in Latin America: Empirical analysis using | | GARCH models (712 KB), by Carmen Broto (Bank of Spain Working Papers 0826) | Abstract
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| Forecasting Commodity Prices: | | GARCH, Jumps, and Mean Reversion, by Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon (Bank of Canada Working papers 2006-14) | Abstract
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| Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of | | Garch, Option Implied and Composite Forecast Models, by Benavides Guillermo (Bank of Mexico Working Papers 2006-04) | Full text |
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| Jump Starting | | GARCH: Pricing and Hedging Options with Jumps in Returns and Volatilities, by Jin-Chuan Duan, Peter Ritchken, and Zhiqiang Sun (Cleveland Fed Working papers WP06-19) | Full text |
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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 | | gas chain: influence of its specificities on the liberalisation process, by Carine Swartenbroekx (National Bank of Belgium Working Papers 122) | 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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| What Drives Natural | | Gas Prices?, by Stephen P. A. Brown and Mine K. Yücel (Dallas Fed Working Papers wp0703) | Full text |
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| | Gasoline Content Regulation as a Trade Barrier: Do Boutique Fuels Discourage Fuel Imports?, by Adriana Z. Fernández; Robert W. Gilmer; Jonathan L. Story (Dallas Fed Working Papers wp0709) | Full text |
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What beyond oil and | | gas? Russian trade specialisation in manufactures, by Olga Garanina (Bank of Finland BOFIT Discussion Papers 2008/23) | Abstract
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Information | | Gathering by a Principal, by Ed Nosal (Cleveland Fed Working papers WP03-07) | 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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From the Horse's Mouth: | | Gauging Conditional Expected Stock Returns from Investor Surveys, by Gene Amromin and Steven A. Sharpe (Federal Reserve Board FEDS series 2005-26) | Abstract
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| Volatility Puzzles: A Unified Framework for | | Gauging Return-Volatility Regressions, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2003-40) | Abstract
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| The efficiency frontier as a method for | | gauging the performance of public expenditure: a Belgian case study, by Bruno Eugčne (National Bank of Belgium Working Papers 138) | Abstract
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| | | Gauging the Uncertainty of the Economic Outlook from Historical Forecasting Errors, by David Reifschneider and Peter Tulip (Federal Reserve Board FEDS series 2007-60) | 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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The Repurchase Agreement Refined: | | GCF Repo®, by Michael J. Fleming and Kenneth D. Garbade (New York Fed Current issues ci09-06) | 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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An Unobserved Components Model to Forecast Austrian | | GDP , by Gerhard Fenz and Martin Spitzer (Austrian National Bank Working Papers WP119) | Abstract
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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
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| Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German | | GDP , by Massimiliano Marcellino, Christian Schumacher (Deutsche Bundesbank Discussion Papers 200734) | Full text |
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| A look into the factor model black box: publication lags and the role of hard and soft data in forecasting | | GDP , by Marta Banbura and Gerhard Rünstler (European Central Bank Working papers 751) | Full text |
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| The importance of being mature: the effect of demographic maturation on global per-capita | | GDP , by Rafael Gómez and Pablo Hernández de Cos (European Central Bank Working papers 670) | Full text |
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| Now-casting Irish | | GDP , by Antonello D'Agostino, Kieran McQuinn and Derry O' Brien (Central Bank of Ireland Research Technical Papers 08/RT/09) | Abstract
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| How Professional Forecasters View Shocks to | | GDP , by Spencer Krane (Chicago Fed Working papers WP-2006-19) | Abstract
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| A Bayesian Approach to Counterfactual Analysis with an Application to the Volatility Reduction in U.S. Real | | GDP , by Chang-Jin Kim, James Morley and Jeremy M. Piger (St Louis Fed Working Papers 2004-014) | 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
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| Nowcasting | | GDP and inflation: the real-time informational content of macroeconomic data (forthcoming), by Domenico Giannone (European Central Bank Working papers 633) | Full text |
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| Nowcasting | | GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases, by Domenico Giannone, Lucrezia Reichlin, and David Small (Federal Reserve Board FEDS series 2005-42) | Abstract
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| Short-run and long-run comovement of | | GDP and some expenditure aggregates in Germany, France and Italy, by Thomas A. Knetsch (Deutsche Bundesbank Discussion Papers 200539) | Full text |
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| News or Noise? An Analysis of Brazilian | | GDP Announcements, by Rebeca de la Rocque Palis; Roberto Luis Olinto Ramos; Patrice Robitaille (Federal Reserve Board International Financial Discussion Papers 2003-776) | Abstract
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| | | GDP at risk in a DSGE model: an application to banking sector stress testing, by Esa Jokivuolle – Juha Kilponen – Tero Kuusi (Bank of Finland Discussion Papers 2007/26) | Abstract
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| Real-time forecasting of | | GDP based on a large factor model with monthly and quarterly data, by Christian Schumacher, Jörg Breitung (Deutsche Bundesbank Discussion Papers 200633) | 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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| What caused the 2000/01 slowdown? Results from a VAR analysis of G7 | | GDP components, by Hasan Bakhshi, Pablo Burriel-Llombart, Hashmat Khan and Barbara Rudolf (Bank of England Working papers 190) | 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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| On the predictability of | | GDP data revisions in the Netherlands, by (DNB) (Netherlands Bank DNB Working Papers 004) | Full text |
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| Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize | | GDP dynamics for the Euro-area and Portugal, by Francisco Craveiro Dias (Bank of Portugal Working papers 2003-09) | Abstract
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| Short-term forecasts of euro area | | GDP growth, by Elena Angelini, Gonzalo Camba-Méndez, Domenico Giannone (European Central Bank Working papers 949) | Full text |
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| Demographic Maturity and Economic Performance: The Effect of Demographic Transitions on Per Capita | | GDP Growth, by Rafael Gómez and Pablo Hernández de Cos (Bank of Spain Working Papers 0318) | Abstract
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| Evaluating Forecasts from Factor Models for Canadian | | GDP Growth and Core Inflation, by Calista Cheung and Frédérick Demers (Bank of Canada Working papers 2007-08) | Abstract
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| Taking the temperature - forecasting | | GDP growth for mainland China, by Declan Curran, Michael Funke (Bank of Finland BOFIT Discussion Papers 2006/06) | Abstract
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| Regime transplants in | | GDP growth forecasting: A recipe for better predictions?, by Lennard van Gelder, Ad Stokman (Netherlands Bank DNB Working Papers 106) | Full text |
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| A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and | | GDP growth forecasts, by Christophe Van Nieuwenhuyze (National Bank of Belgium Working Papers 080) | Abstract
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| Testing for a Structural Break in the Volatility of Real | | GDP Growth in Canada, by Debs, Alexandre (Bank of Canada Working papers 2001-9) | Abstract
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| Can confidence indicators be useful to predict short term real | | GDP growth?, by Annabelle Mourougane and Moreno Roma (European Central Bank Working papers No.133) | Full text |
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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 forecasts of euro area real | | GDP growth: an assessment of real-time performance based on vintage data, by Marie Diron (European Central Bank Working papers 622) | Full text |
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| Oil price shocks and real | | GDP growth: empirical evidence for some OECD countries, by Rebeca Jiménez-Rodríguez and Marcelo Sánchez (European Central Bank Working papers 362) | Full text |
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| | | GDP Splicing: Annual and Quarterly series 1986 - 1995, 1996 base. Methodological document (upcoming), by Víctor Correa, Antonio Escandón , René Luengo , José Venegas (Central Bank of Chile Working Papers 179) | Abstract
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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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| 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
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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
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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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| Forecasting Austrian | | GDP using the generalized dynamic factor model, by Martin Schneider, Martin Spitzer (Austrian National Bank Working Papers WP089) | Abstract
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| Productivity versus welfare: or, | | GDP versus Weitzman's NDP, by Nicholas Oulton (Bank of England Working papers 163) | Abstract
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| Sales Persistence and the Reductions in | | GDP Volatility, by F. Owen Irvine (Boston Fed Working papers 05-05) | Abstract
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| Tracking the Source of the Decline in | | GDP Volatility: An Analysis of the Automobile Industry, by Valerie A. Ramey and Daniel J. Vine (Federal Reserve Board FEDS series 2005-14) | Abstract
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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
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| Are sectoral stock prices useful for predicting euro area | | GDP?, by Magnus Andersson and Antonello D’Agostino (European Central Bank Working papers 876) | Full text |
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| Are sectoral stock prices useful for predicting euro area | | GDP?, by Magnus Andersson and Antonello D' Agostino (Central Bank of Ireland Research Technical Papers 08/RT/02) | Abstract
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| Monthly forecasting of French | | GDP: A revised version of the OPTIM model., by Karim Barhoumi, Véronique Brunhes-Lesage, Olivier Darné, Laurent Ferrara, Bertrand Pluyaud and Béatrice Rouvreau (Bank of France Working Papers Nr 222) | Abstract
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| Forecasting Canadian | | GDP: Region-Specific versus Countrywide Information, by Frédérick Demers and David Dupuis (Bank of Canada Working papers 2005-31) | Abstract
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| Nowcasting Norwegian | | GDP: The role of asset prices in a small open economy, by by Knut Are Aastveit and Třrres G. Trovik (Central Bank of Norway Working Papers 2007/09) | Abstract
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| Forecasting real | | GDP: what role for narrow money?, by C. Brand (European Central Bank Working papers No.254) | Full text |
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Asset Prices and Rents in a | | GE Model with Imperfect Competition, by Pierre Lafourcade (Federal Reserve Board FEDS series 2003-60) | Abstract
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| Tax Incentives for Retirement Savings: Macro and Welfare Effects in an OLG- | | GE Model with Liquidity Constraints and Heterogeneous Consumers., by Rodrigo Cifuentes (Central Bank of Chile Working Papers 242) | Abstract
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Flying | | Geese or Sitting Ducks: China's Impact on the Trading Fortunes of other Asian Economies, by Alan G. Ahearne, John G. Fernald, Prakash Loungani, and John W. Schindler (Federal Reserve Board International Financial Discussion Papers 2006-887) | Abstract
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Inflation Targeting and Price-Level-Path Targeting in the | | GEM: Some Open Economy Considerations, by Donald Coletti, René Lalonde, and Dirk Muir (Bank of Canada Working papers 2008-06) | Abstract
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