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Central Bank Research Hub Index - K: kalman-kernels



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
kalman - kernels | key - kind | kingdom - known | kochin - korea | korean - kyrgyzst

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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Finance and the Business Cycle: a   Kalman Filter Approach with Markov Switching, by Ryan A. Compton and Jose Ricardo da Costa e Silva (Central Bank of Brazil Working Papers 097)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

A Nonlinear Look at Trend MFP Growth and the Business Cycle: Result from a Hybrid   Kalman/Markov Switching Model, by Mark W. French (Federal Reserve Board FEDS series 2005-12)Abstract
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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

Monetary Policy and Natural Disasters in a DSGE Model: How Should the Fed Have Responded to Hurricane

  Katrina?, by Benjamin D. Keen, and Michael R. Pakko (St Louis Fed Working Papers 2007-025)Full text

Dutch disease scare in

  Kazakhstan: Is it real?, by Balázs Égert and Carol S. Leonard (Bank of Finland BOFIT Discussion Papers 2007/09)Abstract
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The Determinants of Budget Balances of the Regional (Autonomous) Governments (577

  KB , by Isabel Argimón y Pablo Hernández de Cos (Bank of Spain Working Papers 0803)Abstract
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On the job search in a matching model with heterogeneous jobs and workers (698   KB , by Juan J. Dolado, Marcel Jansen and Juan F. Jimeno (Bank of Spain Working Papers 0813)Abstract
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Does immigration affect the Phillips curve? Some evidence for Spain (778   KB , by Samuel Bentolila, Juan J. Dolado and Juan F. Jimeno (Bank of Spain Working Papers 0814)Abstract
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Testing for conditional heteroscedasticity in the components of inflation (1.128   KB , by Carmen Broto and Esther Ruiz (Bank of Spain Working Papers 0812)Abstract
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A structural model of sovereign debt issuance: assessing the role of financial factors. (822   KB , by Aitor Erce (Bank of Spain Working Papers 0809)Abstract
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Uncertainty and entry into export markets (624   KB , by Rubén Segura-Cayuela and Josep M. Vilarrubia (Bank of Spain Working Papers 0811)Abstract
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Do trade and financial linkages foster business cycle synchronization in a small economy? (555   KB , by Alicia García-Herrero and Juan M. Ruiz (Bank of Spain Working Papers 0810)Abstract
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Introducing the Euro-STING: Short Term INdicator of Euro Area Growth (701   KB , by Maximo Camacho and Gabriel Perez-Quiros (Bank of Spain Working Papers 0807)Abstract
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The effect of foreign service on trade volumes and trade partners (602   KB , by Rubén Segura-Cayuela and Josep M. Vilarrubia (Bank of Spain Working Papers 0808)Abstract
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Search frictions, real rigidities and inflation dynamics (705   KB , by Carlos Thomas (Bank of Spain Working Papers 0806)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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Uncertainty and the price of risk in a nominal convergence process (879   KB , by Ricardo Gimeno and José Manuel Marqués (Bank of Spain Working Papers 0802)Abstract
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Size, growth and bank dynamics (543   KB , by Enrique Benito (Bank of Spain Working Papers 0801)Abstract
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The Output and Profit Contribution of Information Technology and Advertising Investments in Banks (724   KB , by Alfredo Martín-Oliver and Vicente Salas-Fumás (Bank of Spain Working Papers 0740)Abstract
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Price determinacy under non-Ricardian fiscal strategies (756   KB , by Óscar Arce (Bank of Spain Working Papers 0741)Abstract
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Banking competition, housing prices and macroeconomic stability (948

  KB) , by Javier Andrés and Óscar Arce (Bank of Spain Working Papers 0830)Abstract
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The impact of alternative imputation methods on the measurement of income and wealth: Evidence from the Spanish survey of household finances (1.272   KB) , by Cristina Barceló (Bank of Spain Working Papers 0829)Abstract
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Impact of bank competition on the interest rate pass-through in the euro area (835   KB) , by Michiel van Leuvensteijn, Christoffer Kok Sørensen, Jacob A. Bikker and Adrian van Rixtel (Bank of Spain Working Papers 0828)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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Search cost and price dispersion in vertically related markets: the case of bank loans and deposits (575   KB) , by Alfredo Martín-Oliver, Vicente Salas-Fumás and Jesús Saurina (Bank of Spain Working Papers 0825)Abstract
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Price adjustments in a general model of state-dependent pricing (924   KB) , by James Costain and Anton Nakov (Bank of Spain Working Papers 0824)Abstract
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Determinants of domestic and cross-border bank acquisitions in the European Union (560   KB) , by Ignacio Hernando, María J. Nieto and Larry D. Wall (Bank of Spain Working Papers 0823)Abstract
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Exchange rate pass-through in new Member States and candidate countries of the EU (721   KB) , by Ramón María-Dolores (Bank of Spain Working Papers 0822)Abstract
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Empirical analysis of corporate credit lines (836   KB) , by Gabriel Jiménez, José A. López and Jesús Saurina (Bank of Spain Working Papers 0821)Abstract
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The impact of financial position on investment: an analysis for non-financial corporations in the euro area (680   KB) , by Carmen Martínez-Carrascal and Annalisa Ferrando (Bank of Spain Working Papers 0820)Abstract
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Multiple safety net regulators and agency problems in the EU: Is Prompt Corrective Action partly the solution? (578   KB) , by David G. Mayes, María J. Nieto and Larry Wall (Bank of Spain Working Papers 0819)Abstract
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Labor market reform and price stability: an application to the Euro Area (673   KB) , by Carlos Thomas and Francesco Zanetti (Bank of Spain Working Papers 0818)Abstract
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Measuring and explaining the volatility of capital flows towards emerging countries (621   KB) , by Carmen Broto, Javier Díaz-Cassou and Aitor Erce-Domínguez (Bank of Spain Working Papers 0817)Abstract
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Organizational distance and use of collateral for business loans (633   KB) , by Gabriel Jiménez, Vicente Salas-Fumás and Jesús Saurina (Bank of Spain Working Papers 0816)Abstract
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Housing bubbles (765   KB) , by Óscar J. Arce and J. David López-Salido (Bank of Spain Working Papers 0815)Abstract
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Does Monetary Policy

  Keep Up with the Joneses? Optimal Interest-Rate Smoothing with Consumption Externalities, by Sanjay K. Chugh (Federal Reserve Board International Financial Discussion Papers 2004-812)Abstract
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Friends or Foes? The Stock Price Impact of Sovereign Wealth Fund Investments and the Price of

  Keeping Secrets, by Jason Kotter and Ugur Lel (Federal Reserve Board International Financial Discussion Papers 2008-940)Abstract
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  Keeping Up with the Joneses and Staying Ahead of the Smiths: Evidence from Suicide Data, by Daly, Wilson (San Francisco Fed Working Papers 2006-12)Full text

  Keeping up with the Joneses, reference dependence, and equilibrium indeterminacy, by Livio Stracca and Ali al-Nowaihi (European Central Bank Working papers 444)Full text

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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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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Pricing   Kernels, Inflation, and the Term Structure of Interest Rates, by Ben R. Craig and Joseph G. Haubrich (Cleveland Fed Working papers WP03-08)Full text


kalman - kernels | key - kind | kingdom - known | kochin - korea | korean - kyrgyzst

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