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Central Bank Research Hub Index - M: mode-modelled



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
ma - macoecon | macro - manage | managed - mandator | manipula - maritime | mark - marketde | marketlo - maternal | matrix - mcmc | me - measurem | measureo - measurin | mechanic - mega | meltdown - meta | metal - miami | mib30 - microfou | microsco - misspeci | mistakes - modal | mode - modelled | modellin - monentum | monetari - mornings | mortalit - moved | movement - multiple | multipli - m3

Profitability of foreign banks in Central and Eastern Europe: Does the entry

  mode matter?, by Olena Havrylchyk, Emilia Jurzyk (Bank of Finland BOFIT Discussion Papers 2006/05)Abstract
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Acquisition versus greenfield: the impact of the   mode of foreign bank entry on information and bank lending rates, by Sophie Claeys and Christa Hainz (European Central Bank Working papers 653)Full text

Acquisition versus greenfield: The impact of the   mode of foreign bank entry on information and bank lending rates*, by Sophie Claeys and Christa Hainz (Sveriges Riksbank Working Papers No210)Abstract
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More Potent Monetary Policy? Insights from a Threshold

  Model , by Jarkko Jääskelä (Reserve Bank of Australia Research Discussion Papers RDP2007-07)Abstract
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Trade Integration of Central and Eastern European Countries:Lessons from a Gravity   Model , by Matthieu Bussičre, Jarko Fidrmuc, Bernd Schnatz (Austrian National Bank Working Papers WP105)Abstract
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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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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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Risk premiums and macroeconomic dynamics in a heterogeneous agent   model , by Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens, Raf Wouters (National Bank of Belgium Working Papers 150)Abstract
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Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance   model , by Hans Dewachter (National Bank of Belgium Working Papers 144)Abstract
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Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM   model , by Joseph Plasmans, Tomasz Michalak, Jorge Fornero (National Bank of Belgium Working Papers 094)Abstract
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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 term structure of interest rates in a DSGE   model , by Marina Emiris (National Bank of Belgium Working Papers 088)Abstract
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Macroeconomic Coordination and Inflation Targeting in a Two-Country   Model , by Eui Jung Chang, Marcelo Kfoury Muinhos and Joanílio Rodolpho Teixeira (Central Bank of Brazil Working Papers 050)Abstract
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Welfare Effects of Commodity Price and Exchange Rate Volatilities in a Multi-Sector Small Open Economy   Model , by Ali Dib (Bank of Canada Working papers 2008-08)Abstract
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Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM)   Model , by Céline Gauthier and Fu Chun Li (Bank of Canada Working papers 2006-42)Abstract
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Convergence in a Stochastic Dynamic Heckscher-Ohlin   Model , by Partha Chatterjee and Malik Shukayev (Bank of Canada Working papers 2006-23)Abstract
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Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate   Model , by Christopher M. Cornell and Raphael H. Solomon (Bank of Canada Working papers 2006-05)Abstract
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Forecasting Canadian Time Series with the New Keynesian   Model , by Ali Dib, Mohamed Gammoudi, and Kevin Moran (Bank of Canada Working papers 2006-04)Abstract
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Simple Monetary Policy Rules in an Open-Economy, Limited-Participation   Model , by Scott Hendry, Wai-Ming Ho, and Kevin Moran (Bank of Canada Working papers 2003-38)Abstract
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Taylor Rules in the Quarterly Projection   Model , by Armour, Jamie, Ben Fung, and Dinah Maclean (Bank of Canada Working papers 2002-1)Abstract

Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction   Model , by Liu, Ying (Bank of Canada Working papers 2001-23)Abstract
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Learning, Endogenous Indexation, and Disinflation in the New-Keynesian   Model , by Volker Wieland (Central Bank of Chile Working Papers 493)Abstract
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Assessing Inflation Targeting in Latin America With a DSGE   Model , by John McDermott; Peter McMenamin (Central Bank of Chile Working Papers 469)Abstract
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The Chilean Business Cycles Through the Lens of a Stochastic General Equilibrium   Model , by Juan Pablo Medina; Claudio Soto (Central Bank of Chile Working Papers 457)Abstract
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Optimal Inflation Stabilization in a Medium-Scale Macroeconomic   Model , by Stephanie Schmitt-Grohé, Martín Uribe (Central Bank of Chile Working Papers 410)Abstract
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Forecasting Canadian Time Series With the New-Keynesian   Model , by Ali Dib, Mohamed Gammoudi, Kevin Moran (Central Bank of Chile Working Papers 382)Abstract
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The Default Rate and Price of Capital in a Costly External Finance   Model , by Juan Pablo Medina (Central Bank of Chile Working Papers 297)Abstract
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Age-Differentiated Minimum Wages in a Dual Labor Market   Model , by Mauricio Larraín, Joaquín Poblete (Central Bank of Chile Working Papers 268)Abstract
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The Monetary Transmission Mechanism in Chile: A Medium-Sized Macroeconometric   Model , by Carlos García, Pablo García, Igal Magendzo, Jorge Restrepo (Central Bank of Chile Working Papers 254)Abstract
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Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor   model , by Sandra Eickmeier (Deutsche Bundesbank Discussion Papers 200631)Full text

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

Inflation and relative price variability in the euro area: evidence from a panel threshold   model , by Dieter Nautz, Juliane Scharff (Deutsche Bundesbank Discussion Papers 200614)Full text

How synchronized are central and east European economies with the euro area? Evidence from a structural factor   model , by Sandra Eickmeier, Jörg Breitung (Deutsche Bundesbank Discussion Papers 200520)Full text

Measuring business sector concentration by an infection   model , by Klaus Düllmann (Deutsche Bundesbank Banking Supervision Discussion Papers 200603)Full text

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

Oil shocks and endogenous markups: results from an estimated euro area DSGE   model , by Marcelo Sánchez (European Central Bank Working papers 860)Full text

Inquiries on dynamics of transition economy convergence in a two-country   model , by Jan Bruha and Jirí Podpiera (European Central Bank Working papers 791)Full text

Euro area inflation persistence in an estimated nonlinear DSGE   model , by Gianni Amisano and Oreste Tristani (European Central Bank Working papers 754)Full text

Tax reform and labour-market performance in the euro area: a simulation-based analysis using the New Area-Wide   Model , by Günter Coenen (European Central Bank Working papers 747)Full text

What drives EU banks' stock returns? Bank-level evidence using the dynamic dividend-discount   model , by Olli Castren (European Central Bank Working papers 677)Full text

The Italian block of the ESCB multi-country   model , by Elena Angelini (European Central Bank Working papers 660)Full text

The German block of the ESCB multi-country   model , by Igor Vetlov and Thomas Warmedinger (European Central Bank Working papers 654)Full text

The Dutch block of the ESCB multi-country   model , by Elena Angelini (European Central Bank Working papers 646)Full text

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

Optimal fiscal and monetary policy in a medium-scale macroeconomic   model , by Stephanie Schmitt-Grohé and Martín Uribe (European Central Bank Working papers 612)Full text

Factor analysis in a New-Keynesian   model , by Andreas Beyer, Roger E. A. Farmer (European Central Bank Working papers 510)Full text

Optimal research in financial markets with heterogeneous private information: a rational expectations   model , by Katrin Tinn (European Central Bank Working papers 493)Full text

The French block of the ESCB multi-country   model , by Frédéric Boissay and Jean-Pierre Villetelle (European Central Bank Working papers 456)Full text

Central bank transparency and private information in a dynamic macroeconomic   model , by Joseph G. Pearlman (European Central Bank Working papers 455)Full text

Fiscal sustainability and public debt in an endogenous growth   model , by Jesús Fernández-Huertas Moraga and Jean-Pierre Vidal (European Central Bank Working papers 395)Full text

Fiscal rules and sustainability of public finances in an endogenous growth   model , by Barbara Annicchiarico and Nicola Giammarioli (European Central Bank Working papers 381)Full text

Optimal monetary policy rules for the euro area: an analysis using the area wide   model , by Alistair Dieppe, Keith Küster and Peter McAdam (European Central Bank Working papers 360)Full text

Indeterminacy with inflation-forecast-based rules in a two-bloc   model , by Nicoletta Batini, Paul Levine and Joseph Pearlman (European Central Bank Working papers 340)Full text

Government deficits, wealth effects and the price level in an optimizing   model , by Barbara Annicchiarico (European Central Bank Working papers 285)Full text

Measuring contagion with a Bayesian, time-varying coefficient   model , by Matteo Ciccarelli and Alessandro Rebucci (European Central Bank Working papers 263)Full text

The Spanish block of the ESCB-multi-country   model , by Alpo Willman and Angel Estrada (European Central Bank Working papers No.149)Full text

Optimal contracts in a dynamic costly state verification   model , by Cyril Monnet and Erwan Quintin (European Central Bank Working papers No.126)Full text

Along but beyond mean-variance: Utility maximization in a semimartingale   model , by Heli Huhtala (Bank of Finland Discussion Papers 2008/05)Abstract
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The international transmission of monetary policy in a dollar pricing   model , by Juha Tervala (Bank of Finland Discussion Papers 2007/29)Abstract
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Population ageing in a small open economy - some policy experiments with a tractable general equilibrium   model , by Juha Kilponen – Helvi Kinnunen – Antti Ripatti (Bank of Finland Discussion Papers 2006/28)Abstract
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The optimal tax treatment of housing capital in the neoclassical growth   model , by Essi Eerola - Niku Määttänen (Bank of Finland Discussion Papers 2005/10)Abstract
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Buffer funding of unemployment insurance in a dynamic labour union   model , by Marja-Liisa Halko (Bank of Finland Discussion Papers 2003/24)Abstract
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Settlement in modern network-based payment infrastructures - description and prototype of the E-Settlement   model , by Harry Leinonen (Bank of Finland Discussion Papers 2002/23)Abstract
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Differences in Interest Rate Policy at the ECB and the Fed : An Investigation with a Medium-Scale DSGE   Model , by Frank Smets and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 182)Abstract
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Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-regional   Model , by Juha Alho and Vladimir Borgy (Bank of France Working Papers Nr 174)Abstract
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Central Bank Reputation in a Forward-Looking   Model , by Olivier Loisel (Bank of France Working Papers Nr 127)Abstract
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Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy   Model , by Stéphane Moyen and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 105)Abstract
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What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice   Model , by Dong He and Laurent L. Pauwels (Hong Kong Monetary Authority Working Papers WP08_06)Abstract
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Oil price shocks: Demand vs Supply in a two-country   model , by Alessia Campolmi (Magyar Nemzeti Bank Working papers 2008/05)Abstract
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Target zone rearrangements and exchange rate behavior in an options-based   model , by Anna Naszódi (Magyar Nemzeti Bank Working papers 2004/02)Abstract
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Analyzing Fiscal Policy and Growth with a Calibrated Macro   Model , by Péter Benczúr - András Simon - Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/13)Abstract
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The Optimal Euro Conversion Rate in a Stochastic Dynamic General Equilibrium   Model , by Balázs Világi (Magyar Nemzeti Bank Working papers 2003/11)Abstract
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Simulations with the NIGEM   Model , by Zoltán M. Jakab - Mihály András Kovács - Explaining the Exchange Rate Pass-Through in Hungary (Magyar Nemzeti Bank Working papers 2003/05)Abstract
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Disinflation Simulations with a Disaggregated Output Gap Based   Model , by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/03)Abstract
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Hungary in the NIGEM   model , by Zoltán M. Jakab - Mihály András Kovács (Magyar Nemzeti Bank Working papers 2002/03)Abstract
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The representative household's demand for money in a cointegrated VAR   model , by Thórarinn G. Pétursson (Central Bank of Iceland Working Papers 12)Full text

Employment and Inflation Responses to an Exchange Rate Shock in a Calibrated   Model , by Colin Bermingham (Central Bank of Ireland Research Technical Papers 05/RT/02)Abstract
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Public Debt in a Long Term Discretionary   Model , by Liviatan Nissan, Frish Roni (Bank of Israel Research - Discussion Papers dp0307)Abstract
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The State-of-The-Economy Index and The probability of Recession: The Markov Regime-Switching   Model , by Marom Arie, Menashe Yigal, Suchoy Tanya (Bank of Israel Research - Discussion Papers dp0305)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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An Analysis of Brisk Exports and Sluggish Domestic Demand Using a Nontradables   Model , by Dongkoo Chang and Youngjun Choi (The Bank of Korea Economic Papers 63)Abstract
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The Impact of Trend Inflation in an Open Economy   Model , by Fernandez-Corugedo Emilio (Bank of Mexico Working Papers 2007-15)Full text

Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data   Model , by Cheng Hsiao, M. Hashem Pesaran and Andreas Pick* (Netherlands Bank DNB Working Papers 140)Full text

Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation   Model , by Axel Börsch-Supan, Alexander Ludwig and Joachim Winter (Netherlands Bank DNB Working Papers 065)Full text

Banks, remittances and financial deepening in receiving countries. A   model , by Enrique Alberola and Rodrigo César Salvado (Bank of Spain Working Papers 0621)Abstract
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Wage inequality, segregation by skill and the price of capital in an assignment   model , by Ángel Gavilán (Bank of Spain Working Papers 0613)Abstract
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The Spanish block of the ESCB-Multi-Country   model , by Alpo Willman and Ángel Estrada (Bank of Spain Working Papers 0212)Full text

Introducing Financial Frictions and Unemployment into a Small Open Economy   Model , by Lawrence J. Christiano, Mathias Trabandt and Karl Walentin (Sveriges Riksbank Working Papers No214)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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Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium   Model , by Malin Adolfson , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers No190)Abstract
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Bubbles and crashes in a behavioural finance   model , by Paul De Grauwe and Marianna Grimaldi (Sveriges Riksbank Working Papers No164)Abstract
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The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC   model , by Jesper Lindé (Sveriges Riksbank Working Papers No161)Abstract
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Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration   Model , by Tor Jacobson , Johan Lyhagen , Rolf Larsson and Marianne Nessén (Sveriges Riksbank Working Papers No145)Abstract
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The Empirical Relevanceof Simple Forward- andBackward-looking models:A View from a DynamicGeneral Equilibrium   Model , by Jesper Lindé (Sveriges Riksbank Working Papers No130)Abstract
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Dealing with country diversity: challenges for the IMF credit union   model , by Gregor Irwin, Adrian Penalver, Chris Salmon and Ashley Taylor (Bank of England Working papers 349)Abstract
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Evolving international inflation dynamics: evidence from a time-varying dynamic factor   model , by Haroon Mumtaz and Paolo Surico (Bank of England Working papers 341)Abstract
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Labour market institutions and aggregate fluctuations in a search and matching   model , by Francesco Zanetti (Bank of England Working papers 333)Abstract
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Asset pricing implications of a New Keynesian   model , by Bianca De Paoli, Alasdair Scott and Olaf Weeken (Bank of England Working papers 326)Abstract
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The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary   model , by Alex Brazier, Richard Harrison, Mervyn King and Tony Yates (Bank of England Working papers 303)Abstract
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Price-setting behaviour, competition, and mark-up shocks in the New Keynesian   model , by Hashmat Khan (Bank of England Working papers 240)Abstract
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How can the IMF catalyse private capital flows? A   model , by Adrian Penalver (Bank of England Working papers 215)Abstract
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Explaining the level of credit spreads: option-implied jump risk premia in a firm value   model , by Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum (Bank for International Settlements Working papers 191)Abstract
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Debt-deflation: concepts and a stylised   model , by Goetz von Peter (Bank for International Settlements Working papers 176)Abstract
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Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF   Model , by by Nikola Tarashev and Haibin Zhu (IJCB International Journal of Central Banking 08q2a4)Abstract
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The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary   Model , by by Alex Brazier, Richard Harrison, Mervyn King and Tony Yates (IJCB International Journal of Central Banking 08q2a6)Abstract
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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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Temporary Partial Expensing in a General-Equilibrium   Model , by Rochelle M. Edge and Jeremy B. Rudd (Federal Reserve Board FEDS series 2005-19)Abstract
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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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Expectation Traps in a New Keynesian Open Economy   Model , by David M. Arseneau (Federal Reserve Board FEDS series 2004-45)Abstract
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Geographic Concentration and Establishment Size: Analysis in an Alternative Economic Geography   Model , by Thomas J. Holmes and John J. Stevens (Federal Reserve Board FEDS series 2002-17)Abstract
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Alterntive Financial Strategies: The Results of some policy Simulations with the Multi-Country   Model , by Steven A. Symansky and Richard D. Haas (Federal Reserve Board International Financial Discussion Papers 2008-235)Abstract

Competitive Search Equilibrium in a DSGE   Model , by David M. Arseneau and Sanjay K. Chugh (Federal Reserve Board International Financial Discussion Papers 2008-929)Abstract
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Are Antidumping Duties for Sale? Case-Level Evidence on the Grossman-Helpman Protection for Sale   Model , by Carolyn L. Evans and Shane M. Sherlund (Federal Reserve Board International Financial Discussion Papers 2006-888)Abstract
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Indeterminacy with Inflation-Forecast-Based Rules in a Two-Bloc   Model , by Nicoletta Batini; Paul Levine; Joseph Pearlman (Federal Reserve Board International Financial Discussion Papers 2004-797)Abstract
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Aggregation and the PPP Puzzle in a Sticky-Price   Model , by Carlos Carvalho and Fernanda Nechio (New York Fed Staff reports 351)Abstract
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Disagreement and Learning in a Dynamic Contracting   Model , by Tobias Adrian and Mark M. Westerfield (New York Fed Staff reports 269)Abstract
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Indeterminacy in a Forward-Looking Regime-Switching   Model , by Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2006-19)Abstract
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Some Results on the Solution of the Neoclassical Growth   Model , by Jesus Fernandez-Villaverde and Juan Francisco Rubio-Ramírez (Atlanta Fed Working papers 2003-34)Abstract
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Minimally Altruistic Wages and Unemployment in a Matching   Model , by Julio J. Rotemberg (Boston Fed Working papers 07-05)Abstract
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Fixed Term Employment Contracts in an Equilibrium Search   Model , by Fernando Alvarez, Marcelo Veracierto (Chicago Fed Working papers WP-2005-14)Abstract
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Bank Procyclicality, Credit Crunches, and Asymmetric Monetary Policy Effects: A Unifying   Model , by Robert Bliss , George Kaufman (Chicago Fed Working papers WP-2002-18)Abstract
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The Role of Independence in the Green-Lin Diamond-Dybvig   Model , by David Andolfatto, Ed Nosal, and Neil Wallace (Cleveland Fed Working papers WP06-15)Full text

Non-Stationary Hours in a DSGE   Model , by Yongsung Chang, Taeyoung Doh, and Frank Schorfheide (Philadelphia Fed Working Papers wp06-03)Full text

An Arbitrage-Free Generalized Nelson-Siegel Term Structure   Model , by Christensen, Diebold, Rudebusch (San Francisco Fed Working Papers 2008-07)Full text

Examining the Bond Premium Puzzle with a DSGE   Model , by Rudebusch, Swanson (San Francisco Fed Working Papers 2007-25)Full text

The Welfare Consequences of ATM Surcharges: Evidence from a Structural Entry   Model , by Gautam Gowrisankaran and John Krainer (San Francisco Fed Working Papers 2005-01)Full text

Lock-in of Extrapolative Expectations in an Asset Pricing   Model , by Kevin J. Lansing (San Francisco Fed Working Papers 2004-06)Full text

Who Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching   Model , by Massimo Guidolin, and Stuart Hyde (St Louis Fed Working Papers 2006-029)Full text

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

How Well Does a Monetary Dynamic Equilibrium   Model Account for Chilean Data?, by Roberto Duncan (Central Bank of Chile Working Papers 190)Abstract
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Density Selection and Combination Under   Model Ambiguity: An Application to Stock Returns, by Stefania D'Amico (Federal Reserve Board FEDS series 2005-9)Abstract
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Monetary Policy under   Model and Data-Parameter Uncertainty, by Gino Cateau (Bank of Canada Working papers 2005-06)Abstract
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When Do Matched-   Model and Hedonic Techniques Yield Similar Measures?, by Mark Doms, Ana Aizcorbe and Carol Corrado (San Francisco Fed Working Papers 2003-14)Full text

An Arbitrage-Free Three-Factor Term Structure   Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates, by Don H. Kim and Jonathan H. Wright (Federal Reserve Board FEDS series 2005-33)Abstract
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Computational Efficiency in Bayesian   Model and Variable Selection, by Jana Eklund, Sune Karlsson (Central Bank of Iceland Working Papers 35)Abstract

A Merton-   model approach to assessing the default risk of UK public companies, by Merxe Tudela and Garry Young (Bank of England Working papers 194)Abstract
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Forecasting U.S. Inflation by Bayesian   Model Averaging, by Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-780)Abstract
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Forecasting in Large Macroeconomic Panels Using Bayesian   Model Averaging, by Gary Koop and Simon Potter (New York Fed Staff reports 163)Abstract
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Bayesian   Model Averaging and Exchange Rate Forecasts, by Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-779)Abstract
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Finding Good Predictors for Inflation: A Bayesian   Model Averaging Approach, by Tor Jacobson and Sune Karlsson (Sveriges Riksbank Working Papers No138)Abstract
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Forecast combination and   model averaging using predictive measures, by Jana Eklund and Sune Karlsson (Sveriges Riksbank Working Papers No191)Abstract
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Forecasting using Bayesian and information theoretic   model averaging: an application to UK inflation, by George Kapetanios, Vincent Labhard and Simon Price (Bank of England Working papers 268)Abstract
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Evaluating China's integration in world trade with a gravity   model based benchmark, by Matthieu Bussičre and Bernd Schnatz (European Central Bank Working papers 693)Full text

Combining filter design with   model based filtering (with an application to business cycle estimation), by Regina Kaiser and Agustín Maravall (Bank of Spain Working Papers 0417)Abstract
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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

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

  Model Comparison Using the Hansen-Jagannathan Distance, by Raymond Kan and Cesare Robotti (Atlanta Fed Working papers 2007-04)Abstract
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Choosing the Best Volatility Models: The   Model Confidence Set Approach, by Peter Reinhard Hansen, Asger Lunde, and James M. Nason (Atlanta Fed Working papers 2003-28)Abstract
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  Model Confidence Sets for Forecasting Models, by Peter Reinhard Hansen, Asger Lunde, and James M. Nason (Atlanta Fed Working papers 2005-07)Abstract
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Capital Adjustment Patterns in Swedish Manufacturing Firms: What   Model Do They Suggest?, by Mikael Carlsson and Stefan Laséen (Sveriges Riksbank Working Papers No143)Abstract
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Policy Predictions If the   Model Doesn't Fit, by Marco Del Negro and Frank Schorfheide (Atlanta Fed Working papers 2004-38)Abstract
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New Keynesian   Model Dynamics under Heterogeneous Expectations and Adaptive Learning, by Martin Fukac (Czech National Bank Working papers 2006/05)Abstract

Can the Standard International Business Cycle   Model Explain the Relation Between Trade and Comovement?, by M. Ayhan Kose and Kei-Mu Yi (Philadelphia Fed Working Papers wp05-03)Full text

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 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

  Model for Analysing and forecasting short term developments, by Mustapha Baghli, Véronique Brunhes-Lesage, Olivier De bandt, Henri Fraisse et Jean-Pierre Villetel (Bank of France Working Papers Nr 106)Abstract
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A New Keynesian   Model for Analysing Monetary Policy in Mainland China, by Li-gang Liu and Wenlang Zhang (Hong Kong Monetary Authority Working Papers WP07_18)Abstract
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Noname - A new quarterly   model for Belgium, by Philippe Jeanfils and Koen Burggraeve (National Bank of Belgium Working Papers 068)Abstract