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Central Bank Research Hub Index - M: matrix-mcmc



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 - missing | misspeci - modal | mode - modelled | modellin - monentum | monetari - mornings | mortalit - move | moved - multimar | multimod - mystique | myth - m3

Estimating the rank of the spectral density

  matrix , by Gonzalo Camba-Mendez and George Kapetanios (European Central Bank Working papers 349)Full text

Statistical tests and estimators of the rank of a   matrix and their applications in econometric modelling, by Gonzalo Camba-Méndez and George Kapetanios (European Central Bank Working papers 850)Full text

Technology Flows   Matrix Estimation Revisited, by F. M. Scherer (Philadelphia Fed Working Papers wp02-18)Full text

Developing a euro area accounting   matrix: issues and applications, by Tjeerd Jellema, Steven Keuning, Peter McAdam and Reimund Mink (European Central Bank Working papers 356)Full text

Fiscal federalism and public inputs provision: vertical externalities

  matter , by Diego Martínez-López (European Central Bank Working papers 484)Full text

Learning about Monetary Policy Rules when Long-Horizon Expectations   Matter , by Bruce Preston (IJCB International Journal of Central Banking 05q3a3)Abstract
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Learning about Monetary Policy Rules when Long-Horizon Expectations   Matter , by Bruce Preston (Atlanta Fed Working papers 2003-18)Abstract
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Technology Shocks   Matter , by Jonas Fisher (Chicago Fed Working papers WP-2002-14)Abstract
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Foreign direct investment in the enlarged EU: do taxes   matter and to what extent?, by Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200613)Full text

Central Bank Talk: Does It   Matter and Why?, by Donald L. Kohn and Brian P. Sack (Federal Reserve Board FEDS series 2003-55)Abstract
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Does capital regulation   matter for bank behaviour? Evidence for German savings banks, by Frank Heid, Daniel Porath, Stéphanie Stolz (Deutsche Bundesbank Banking Supervision Discussion Papers 200403)Full text

Does intra-firm bargaining   matter for business cycle dynamics?, by Michael Krause, Thomas Lubik (Deutsche Bundesbank Discussion Papers 200717)Full text

FDI and the Relevance of Spatial Linkages: do third country effects   matter for Dutch FDI?, by Harry Garretsen and Jolanda Peeters (Netherlands Bank DNB Working Papers 162)Full text

Does Exchange Rate Policy   Matter for Growth?, by Bailliu, Jeannine, Robert Lafrance, and Jean-François Perrault (Bank of Canada Working papers 2002-17)Abstract
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Does the Capital Intensity of Structural Change   Matter for Growth?, by Braude Jakob, Menashe Yigal (Bank of Israel Research - Discussion Papers dp0410)Abstract
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Does Money   Matter for Inflation in the Euro Area?, by Peter Kugler and Sylvia Kaufmann (Austrian National Bank Working Papers WP103)Abstract
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Does Bank Capital   Matter for Monetary Transmission?, by Skander J. Van den Heuvel (New York Fed Economic policy review 0205vand)Full text

Do Sunk Costs of Exporting   Matter for Net Export Dynamics?, by George Alessandria and Horag Choi (Philadelphia Fed Working Papers wp05-20)Full text

Do Liquidity Constraints   Matter for New Entrepreneurs?, by Kevin Moore (Federal Reserve Board FEDS series 2004-42)Abstract
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State-Dependent or Time-Dependent Pricing: Does It   Matter for Recent U.S. Inflation?, by Peter J. Klenow and Oleksiy Kryvtsov (Bank of Canada Working papers 2005-04)Abstract
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Does Money   Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective, by Céline Poilly (Bank of France Working Papers Nr 184)Abstract
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Does Financial Structure   Matter for the Information Content of Financial Indicators?, by Ramdane Djoudad, Jack Selody, and Carolyn Wilkins (Bank of Canada Working papers 2005-33)Abstract
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Does fiscal policy   matter for the trade account? A panel cointegration study, by Katja Funke and Christiane Nickel (European Central Bank Working papers 620)Full text

Do Nominal Rigidities   Matter for the Transmission of Technology Shocks?, by Liu, Phaneuf (San Francisco Fed Working Papers 2008-30)Full text

Does Distance   Matter in Banking?, by Kenneth P. Brevoort and John D. Wolken (Federal Reserve Board FEDS series 2008-34)Abstract
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Do Enclaves   Matter in Immigrants' Self-Employment Decision?, by Maude Toussaint-Comeau (Chicago Fed Working papers WP-2005-23)Abstract
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Does money   matter in the IS curve? The case of the UK, by Barry E. Jones and Livio Stracca (European Central Bank Working papers 904)Full text

Forecasting ECB monetary policy: accuracy is (still) a   matter of geography, by Helge Berger (European Central Bank Working papers 578)Full text

Does Geography   Matter to Bondholders?, by Bill Francis, Iftekhar Hasan, and Maya Waisman (Atlanta Fed Working papers 2007-02)Abstract
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Volume and volatility in the FX market: Does it   matter who you are?, by Geir H. Bjřnnes, Dagfinn Rime and Haakon O.Aa. Solheim (Central Bank of Norway Working Papers 2003/07)Full text

On policy interactions among nations: when do cooperation and commitment   matter ?, by Hubert Kempf and Leopold von Thadden (Bank of France Working Papers Nr 196)Abstract
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Does It   Matter (for Equilibrium Determinacy) What Price Index the Central Bank Targets?, by Charles T. Carlstrom, Timothy S. Fuerst, and Fabio Ghironi (Cleveland Fed Working papers WP02-02)Full text

Why do financial systems differ? History

  matters , by Cyril Monnet and Erwan Quintin (European Central Bank Working papers 442)Full text

Learning about Monetary Policy Rules when the Cost Channel   Matters , by Vicente Tuesta (Central Reserve Bank of Peru Working Papers 2007-014)Abstract
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Market Size   Matters , by Jeffrey R. Campbell , Hugo Hopenhayn (Chicago Fed Working papers WP-2003-12)Abstract
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Financial System Structure and Economic Development: Structure   Matters , by O. Emre Ergungor (Cleveland Fed Working papers WP03-05)Full text

The Monetary Instrument   Matters , by William T. Gavin, Benjamin D. Keen and Michael R. Pakko (St Louis Fed Working Papers 2004-026)Full text

Monetary Policy: Why Money   Matters and Interest Rates Don't, by Daniel L. Thornton (St Louis Fed Working Papers 2008-011)Full text

Measurement   Matters for Modeling U.S. Import Prices, by Charles P. Thomas and Jaime Marquez (Federal Reserve Board International Financial Discussion Papers 2006-883)Abstract
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Measurement   matters - Input price proxies and bank efficiency in Germany, by Michael Koetter (Deutsche Bundesbank Banking Supervision Discussion Papers 200501)Full text

Finance and growth in a bank-based economy: is it quantity or quality that   matters?, by Michael Koetter, Michael Wedow (Deutsche Bundesbank Banking Supervision Discussion Papers 200602)Full text

Privatization   matters: Bank efficiency in transition countries, by John P.Bonin, Iftekhar Hasan, Paul Wachtel (Bank of Finland BOFIT Discussion Papers 2004/08)Abstract
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Size   matters: economies of scale in European payments processing, by Christine Beijnen and Wilko Bolt (Netherlands Bank DNB Working Papers 155)Full text

Liquidity   matters: Evidence from the Russian interbank market, by Alexei Karas, Koen Schoors and Gleb Lanine (Bank of Finland BOFIT Discussion Papers 2008/19)Abstract
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The Human Capital That   Matters: Expected Returns and the Income of Affluent Households, by Sean D. Campbell and George M. Korniotis (Federal Reserve Board FEDS series 2008-09)Abstract

The role of banks in the Brazilian Interbank Market: Does bank type

  matter?, by Daniel O. Cajueiro and Benjamin M. Tabak (Central Bank of Brazil Working Papers 130)Abstract
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Stocks, Flows and Valuation Effects of Foreign Assets and Liabilities: Do They   Matter?, by Alfredo Pistelli; Jorge Selaive; Rodrigo Valdés (Central Bank of Chile Working Papers 443)Abstract
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Bank Ownership and Performance Does Politics   Matter?, by Alejandro Micco, Ugo Panizza, Monica Yańez (Central Bank of Chile Working Papers 356)Abstract
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Greenfield Fdi vs. Mergers and Acquisitions: Does the Distinction   Matter?, by César Calderón, Norman Loayza, Luis Servén (Central Bank of Chile Working Papers 173)Abstract
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On policy interactions among nations: when do cooperation and commitment   matter?, by Hubert Kempf and Leopold von Thadden (European Central Bank Working papers 880)Full text

What is global excess liquidity, and does it   matter?, by Rasmus Rüffer and Livio Stracca (European Central Bank Working papers 696)Full text

Price setting and inflation persistence: did EMU   matter?, by Ignazio Angeloni (European Central Bank Working papers 597)Full text

Risk-taking by Russian banks: Do location, ownership and size   matter?, by Zuzana Fungácová and Laura Solanko (Bank of Finland BOFIT Discussion Papers 2008/21)Abstract
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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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An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility   Matter?, by Don Bredin, Stilianos Fountas and Eithne Murphy (Central Bank of Ireland Research Technical Papers 02/RT/01)Abstract
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House prices and rents in Spain: does the discount factor   matter?, by Juan Ayuso and Fernando Restoy (Bank of Spain Working Papers 0609)Abstract
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Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings   matter?, by Spyros Pagratis (Bank of England Working papers 265)Abstract
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The effects of stock market movements on consumption and investment: does the shock   matter?, by Stephen Millard and John Power (Bank of England Working papers 236)Abstract
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The price impact of rating announcements: which announcements   matter?, by Marian Micu, Eli M Remolona and Philip D. Wooldridge (Bank for International Settlements Working papers 207)Abstract
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Consumer credit scoring: do situational circumstances   matter?, by Robert B Avery, Paul S Calem and Glenn B Canner (Bank for International Settlements Working papers 146)Abstract
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The determinants of private sector credit in industrialised countries: do property prices   matter?, by Boris Hofmann (Bank for International Settlements Working papers 108)Abstract
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An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices   Matter?, by Chris Downing, Richard Stanton, and Nancy Wallace (Federal Reserve Board FEDS series 2003-42)Abstract
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Why Do U.S. Cross-Listings   Matter?, by John Ammer, Sara B. Holland, David C. Smith, and Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2008-930)Abstract
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Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option   Matter?, by John Ammer and Fang Cai (Federal Reserve Board International Financial Discussion Papers 2007-912)Abstract
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The Adjustment of Global External Imbalances: Does Partial Exchange Rate Pass-Through to Trade Prices   Matter?, by Christopher Gust; Nathan Sheets (Federal Reserve Board International Financial Discussion Papers 2006-850)Abstract
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On Policy Interactions among Nations: When Do Cooperation and Commitment   Matter?, by Hubert Kempf and Leopold von Thadden (Atlanta Fed Working papers 2008-05)Abstract
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Measuring Productivity Growth in Asia: Do Market Imperfections   Matter?, by John Fernald , Brent Neiman (Chicago Fed Working papers WP-2003-15)Abstract
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Foreclosures in Ohio: Does Lender Type   Matter?, by O. Emre Ergungor (Cleveland Fed Working papers WP07-24)Full text

The Adjustment of Global External Balances: Does Partial Exchange Rate Pass-Through to Trade Prices   Matter?, by Gust, Leduc, Sheets (San Francisco Fed Working Papers 2008-16)Full text

Modelling the MIB30 Implied Volatility Surface. Does Efficiency   Matter?, by Gianluca Cassesse, and Massimo Guidolin (St Louis Fed Working Papers 2005-008)Full text

Does anticipation of government spending   matter? Evidence from an expectation augmented VAR, by Jörn Tenhofen, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200714)Full text

Lending booms in the new EU Member States: will euro adoption   matter? (forthcoming), by Michal Brzoza-Brzezina (European Central Bank Working papers 543)Full text

Discussion of Preston, "Learning about Monetary Policy Rules when Long-Horizon Expectations   Matter", by Seppo Honkapohja (Atlanta Fed Working papers 2003-19)Abstract
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When Bonds   Matter: Home Bias in Goods and Assets, by Coeurdacier, Gourinchas (San Francisco Fed Working Papers 2008-25)Full text

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

Changing links between

  mature and emerging financial markets, by Philip D Wooldridge,Dietrich Domanski,Anna Cobau (Bank for International Settlements Quarterly Review 0309e)Full text

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

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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Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long   maturity forward rates, by Zsolt Darvas, Gábor Rappai, Zoltán Schepp (Netherlands Bank DNB Working Papers 098)Full text

Currency mismatch, uncertainty and debt   maturity structure, by Matthieu Bussičre (European Central Bank Working papers 409)Full text

The effect of payments standstills on yields and the   maturity structure of international debt, by Benjamin Martin and Adrian Penalver (Bank of England Working papers 184)Abstract
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Debt   maturity structure with pre-emptive creditors, by Prasanna Gai and Hyun Song Shin (Bank of England Working papers 201)Abstract
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Debt   Maturity, Risk, and Asymmetric Information, by Allen N. Berger, Marco A. Espinosa-Vega, W. Scott Frame, and Nathan H. Miller (Federal Reserve Board FEDS series 2004-60)Abstract
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Debt   Maturity, Risk, and Asymmetric Information, by Allen N. Berger, Marco A. Espinosa-Vega, W. Scott Frame, and Nathan H. Miller (Atlanta Fed Working papers 2004-32)Abstract
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Monetary policy under uncertainty: Min-

  max vs robust-satisficing strategies, by Yakov Ben-Haim, Q. Farooq Akram and Řyvind Eitrheim. (Central Bank of Norway Working Papers 2007/06)Abstract
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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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Welfare-

  Maximizing Monetary Policy under Parameter Uncertainty, by Rochelle M. Edge, Thomas Laubach, and John C. Williams (Federal Reserve Board FEDS series 2007-56)Abstract

Welfare-   Maximizing Monetary Policy under Parameter Uncertainty, by Edge, Laubach, Williams (San Francisco Fed Working Papers 2007-11)Full text

Stochastic frontier analysis by means of

  maximum likelihood and the method of moments, by Andreas Behr, Sebastian Tente (Deutsche Bundesbank Banking Supervision Discussion Papers 200819)Full text

Estimating New-Keynesian Phillips Curves: A Full Information   Maximum Likelihood Approach, by Jesper Lindé (Sveriges Riksbank Working Papers No129)Abstract
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A quasi   maximum likelihood approach for large approximate dynamic factor models, by Catherine Doz (European Central Bank Working papers 674)Full text

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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Analysis of Panel Vector Error Correction Models Using   Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators, by Richard G. Anderson, Hailong Qian, and Robert H. Rasche (St Louis Fed Working Papers 2006-050)Full text

The yen real exchange rate

  may be stationary after all: evidence from non-linear unit root tests, by Georgios Chortareas and George Kapetanios (Bank of England Working papers 311)Abstract
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Why 'Basel II'   May Need a Leverage Ratio RestrictionForthcoming in: Journal of Banking and Finance, by Jürg M. Blum (Swiss National Bank Working Papers 2007-04)Abstract

Why a Dollar Depreciation   May Not Closethe U.S. Trade Deficit, by Linda Goldberg and Eleanor Wiske Dillon (New York Fed Current issues ci13-05)Abstract
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Monetary policy and exchange rate interactions in a small open economy, (   May 2005, revised version December 2005), by Hilde C. Bjřrnland (Central Bank of Norway Working Papers 2005/16)Full text

  McCallum rule and Chinese monetary policy, by Tuuli Koivu, Aaron Mehrotra and Riikka Nuutilainen (Bank of Finland BOFIT Discussion Papers 2008/15)Abstract
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  McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates, by Antonio Diez de los Rios (Bank of Canada Working papers 2008-43)Abstract
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The

  McKenna Rule and U.K. World War I Finance, by James M. Nason and Shaun P. Vahey (Atlanta Fed Working papers 2007-03)Abstract
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Selecting inflation indicators under an inflation targeting regime: evidence from the

  MCL method, by Juha-Pekka Koskinen, Tuuli Koivu, Abdur Chowdhury (Bank of Finland BOFIT Discussion Papers 2004/16)Abstract
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  MCMC Method for Markov Mixture Simultaneous-Equation Models: A Note, by Christopher A. Sims and Tao Zha (Atlanta Fed Working papers 2004-15)Abstract
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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 - missing | misspeci - modal | mode - modelled | modellin - monentum | monetari - mornings | mortalit - move | moved - multimar | multimod - mystique | myth - m3

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