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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| 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 |
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| Technology Flows | | Matrix Estimation Revisited, by F. M. Scherer (Philadelphia Fed Working Papers wp02-18) | Full text |
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| 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 |
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Fiscal federalism and public inputs provision: vertical externalities | | matter , by Diego Martínez-López (European Central Bank Working papers 484) | Full text |
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| Learning about Monetary Policy Rules when Long-Horizon Expectations | | Matter , by Bruce Preston (IJCB International Journal of Central Banking 05q3a3) | Abstract Full text |
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| Learning about Monetary Policy Rules when Long-Horizon Expectations | | Matter , by Bruce Preston (Atlanta Fed Working papers 2003-18) | Abstract Full text |
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| Technology Shocks | | Matter , by Jonas Fisher (Chicago Fed Working papers WP-2002-14) | Abstract Full text |
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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 |
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| Central Bank Talk: Does It | | Matter and Why?, by Donald L. Kohn and Brian P. Sack (Federal Reserve Board FEDS series 2003-55) | Abstract Full text |
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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 |
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| Does intra-firm bargaining | | matter for business cycle dynamics?, by Michael Krause, Thomas Lubik (Deutsche Bundesbank Discussion Papers 200717) | Full text |
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| 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 |
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| Does Exchange Rate Policy | | Matter for Growth?, by Bailliu, Jeannine, Robert Lafrance, and Jean-François Perrault (Bank of Canada Working papers 2002-17) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 |
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| Do Sunk Costs of Exporting | | Matter for Net Export Dynamics?, by George Alessandria and Horag Choi (Philadelphia Fed Working Papers wp05-20) | Full text |
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| Do Liquidity Constraints | | Matter for New Entrepreneurs?, by Kevin Moore (Federal Reserve Board FEDS series 2004-42) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 |
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| Do Nominal Rigidities | | Matter for the Transmission of Technology Shocks?, by Liu, Phaneuf (San Francisco Fed Working Papers 2008-30) | Full text |
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| Does Distance | | Matter in Banking?, by Kenneth P. Brevoort and John D. Wolken (Federal Reserve Board FEDS series 2008-34) | Abstract Full text |
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| Do Enclaves | | Matter in Immigrants' Self-Employment Decision?, by Maude Toussaint-Comeau (Chicago Fed Working papers WP-2005-23) | Abstract Full text |
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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 |
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| Forecasting ECB monetary policy: accuracy is (still) a | | matter of geography, by Helge Berger (European Central Bank Working papers 578) | Full text |
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| Does Geography | | Matter to Bondholders?, by Bill Francis, Iftekhar Hasan, and Maya Waisman (Atlanta Fed Working papers 2007-02) | Abstract Full text |
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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 |
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| 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 Full text |
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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 |
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Why do financial systems differ? History | | matters , by Cyril Monnet and Erwan Quintin (European Central Bank Working papers 442) | Full text |
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| Learning about Monetary Policy Rules when the Cost Channel | | Matters , by Vicente Tuesta (Central Reserve Bank of Peru Working Papers 2007-014) | Abstract Full text |
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| Market Size | | Matters , by Jeffrey R. Campbell , Hugo Hopenhayn (Chicago Fed Working papers WP-2003-12) | Abstract Full text |
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| Financial System Structure and Economic Development: Structure | | Matters , by O. Emre Ergungor (Cleveland Fed Working papers WP03-05) | Full text |
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| The Monetary Instrument | | Matters , by William T. Gavin, Benjamin D. Keen and Michael R. Pakko (St Louis Fed Working Papers 2004-026) | Full text |
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| Monetary Policy: Why Money | | Matters and Interest Rates Don't, by Daniel L. Thornton (St Louis Fed Working Papers 2008-011) | Full text |
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| 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 Full text |
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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 |
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| 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 |
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| Privatization | | matters: Bank efficiency in transition countries, by John P.Bonin, Iftekhar Hasan, Paul Wachtel (Bank of Finland BOFIT Discussion Papers 2004/08) | Abstract Full text |
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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 |
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| 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 Full text |
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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
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 |
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| What is global excess liquidity, and does it | | matter?, by Rasmus Rüffer and Livio Stracca (European Central Bank Working papers 696) | Full text |
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| Price setting and inflation persistence: did EMU | | matter?, by Ignazio Angeloni (European Central Bank Working papers 597) | Full text |
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| 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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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| Foreclosures in Ohio: Does Lender Type | | Matter?, by O. Emre Ergungor (Cleveland Fed Working papers WP07-24) | Full text |
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| 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 |
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| Modelling the MIB30 Implied Volatility Surface. Does Efficiency | | Matter?, by Gianluca Cassesse, and Massimo Guidolin (St Louis Fed Working Papers 2005-008) | Full text |
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| 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 |
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| 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 |
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| Discussion of Preston, "Learning about Monetary Policy Rules when Long-Horizon Expectations | | Matter", by Seppo Honkapohja (Atlanta Fed Working papers 2003-19) | Abstract Full text |
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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 |
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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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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 |
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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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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 Full text |
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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 |
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| Currency mismatch, uncertainty and debt | | maturity structure, by Matthieu Bussičre (European Central Bank Working papers 409) | Full text |
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| 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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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
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| Welfare- | | Maximizing Monetary Policy under Parameter Uncertainty, by Edge, Laubach, Williams (San Francisco Fed Working Papers 2007-11) | Full text |
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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 |
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| Estimating New-Keynesian Phillips Curves: A Full Information | | Maximum Likelihood Approach, by Jesper Lindé (Sveriges Riksbank Working Papers No129) | Abstract Full text |
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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 |
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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 Full text |
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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 |
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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 Full text |
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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
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| 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 Full text |
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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 |
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| | McCallum rule and Chinese monetary policy, by Tuuli Koivu, Aaron Mehrotra and Riikka Nuutilainen (Bank of Finland BOFIT Discussion Papers 2008/15) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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