RSS feeds RSS  |  E-mail alert  |  FAQ  |  Contact  
Advanced search   |   GoGo  
Overview  |  Organisation  |  Activities  |  History  |  Legal information  |  Representative offices  |  Recruitment  |  Contact
Research hub

  BIS home Central bank hub Research hub

Central Bank Research Hub Index - N: neuq-noises



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
na - nationwi | native - neglect | negotiat - networks | neuq - noises | nokia - nominal | nominali - nonfunda | noninter - norway | norwegia - näkymät

Launching the

  NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies, by Anna Piretti and Charles St-Arnaud (Bank of Canada Working papers 2006-22)Abstract
Full text

Forecasting inflation with thick models and

  neural networks, by Paul McNelis and Peter McAdam (European Central Bank Working papers 352)Full text

The Application of Structured Feedforward   Neural Networks to the Modelling of Daily Series of Currency in Circulation, by Marek Hlavácek, Michael Konák and Josef Cada (Czech National Bank Working papers 2005/11)Abstract
Full text

Density forecast evaluation and the effect of risk-

  neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities, by Csaba Csávás (Magyar Nemzeti Bank Working papers 2008/03)Abstract
Full text

Testing the forecasting performace of IBEX 35 option implied risk   neutral densities, by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0504)Abstract
Full text

The forecast ability of risk-   neutral densities of foreign exchange, by Ben Craig, Joachim Keller (Deutsche Bundesbank Banking Supervision Discussion Papers 200505)Full text

Interpreting implied risk-   neutral densities: the role of risk premia, by Peter Hördahl and David Vestin (European Central Bank Working papers 274)Full text

Estimating and analysing currency options implied risk-   neutral density functions for the largest new EU member states, by Olli Castrén (European Central Bank Working papers 440)Full text

A study of implied risk-   neutral density functions in the Norwegian option market, by Stig Arild Syrdal (Central Bank of Norway Working Papers 2002/13)Full text

Estimating Policy-   Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework, by Jean-Paul Lam and Greg Tkacz (Bank of Canada Working papers 2004-9)Abstract
Full text

Extracting risk   neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices., by Andersen, Allan Břdskov; Wagener, Tom (Danmarks Nationalbank Working papers WP09/2002)Abstract
Full text

Extracting risk   neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices, by Allan Bodskov Andersen and Tom Wagener (European Central Bank Working papers No.198)Full text

The Time-Varying Policy   Neutral Rate in Real Time: A Predictor for Future Inflation?, by Roman Horváth (Czech National Bank Working papers 2007/04)Abstract

Estimating a time varying   neutral real interest rate for New Zealand, by Olivier Basdevant, Nils Björksten and Özer Karagedikli (Reserve Bank of New Zealand Discussion Papers DP2004/01)Abstract
Full text

Estimating a Taylor Rule for New Zealand with a time-varying   neutral real rate, by L Christopher Plantier and Dean Scrimgeour (Reserve Bank of New Zealand Discussion Papers DP2002/06)Abstract
Full text

International Evidence on Stochastic and Deterministic Monetary

  Neutrality , by Noriega Antonio E.; Soria Luis M.; Velázquez Ramón (Bank of Mexico Working Papers 2008-04)Full text

A Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic

  News , by Meredith Beechey (Federal Reserve Board FEDS series 2007-06)Abstract
Full text

A Dynamic Factor Analysis of the Response of U. S. Interest Rates to   News , by Marco Lippi and Daniel L. Thornton (St Louis Fed Working Papers 2004-013)Full text

The Response of Financial Markets in Australia and New Zealand to   News about the Asian Crisis, by Luci Ellis, Eleanor Lewis (Reserve Bank of Australia Research Discussion Papers RDP2001-03)Abstract
Full text

  News and Interest Rate Expectations: A Study of Six Central Banks, by Ellis Connolly and Marion Kohler (Reserve Bank of Australia Research Discussion Papers RDP2004-10)Abstract
Full text

Macroeconomic   news and the euro/dollar exchange rate, by Gabriele Galati and Corrinne Ho (Bank for International Settlements Working papers 105)Abstract
Full text

The S&P 500 Effect: Not Such Good   News in the Long Run, by Daniel Cooper and Geoffrey Woglom (Federal Reserve Board FEDS series 2002-48)Abstract
Full text

Does FOMC   News Increase Global FX Trading?, by Andreas M. Fischer and Angelo Ranaldo (Swiss National Bank Working Papers 2008-09)Abstract

Good   News Is No News? The Impact of Credit Rating Changes on the Pricing of Asset-Backed Securities, by John Ammer; Nathanael Clinton (Federal Reserve Board International Financial Discussion Papers 2004-809)Abstract
Full text

Consumer Sentiment, the Economy, and the   News Media, by Mark Doms and Norman Morin (Federal Reserve Board FEDS series 2004-51)Abstract
Full text

Consumer Sentiment, the Economy, and the   News Media, by Mark Doms and Norman Morin (San Francisco Fed Working Papers 2004-09)Full text

How Economic   News Moves Markets, by Leonardo Bartolini, Linda Goldberg, and Adam Sacarny (New York Fed Current issues ci14-06)Abstract
Full text

Which   news moves the euro area bond market?, by Magnus Andersson (European Central Bank Working papers 631)Full text

The Effects of Economic   News on Bond Market Liquidity, by Chris D'Souza and Charles Gaa (Bank of Canada Working papers 2004-16)Abstract
Full text

The impact of macroeconomic   news on exchange rate volatility, by Helinä Laakkonen (Bank of Finland Discussion Papers 2004/24)Abstract
Full text

The High-Frequency Impact of   News on Long-Term Yields and Forward Rates: Is It Real?, by Meredith J. Beechey and Jonathan H. Wright (Federal Reserve Board FEDS series 2008-39)Abstract
Full text

The Effects of Macroeconomic   News on Money Markets, by Norbert Kiss M. (Magyar Nemzeti Bank Occasional papers 2004/30)Abstract
Full text

What Moves Sovereign Bond Markets? The Effects of Economic   News on U.S. and German Yields, by Linda Goldberg and Deborah Leonard (New York Fed Current issues ci09-09)Abstract
Full text

Soft Information in Earnings Announcements:   News or Noise?, by Elizabeth Demers and Clara Vega (Federal Reserve Board International Financial Discussion Papers 2008-951)Abstract
Full text

  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
Full text

Getting Bad   News Out Early: Does it Really Help Stock Prices?, by Chris Downing and Steve Sharpe (Federal Reserve Board FEDS series 2003-58)Abstract
Full text

Convenient Prices, Currency, and Nominal Rigidity: Theory with Evidence from

  Newspaper Prices, by Edward S. Knotek (Kansas City Fed Working Papers RWP05-11)Abstract
Full text

The Impact of   Newspapers on Consumer Confidence: Does Spin Bias Exist?, by (DNB) (Netherlands Bank DNB Working Papers 011)Full text

On the Inadequacy of

  Newswire Reports for Empirical Research on Foreign Exchange Interventions, by Fischer, Andreas M. (Swiss National Bank Working Papers 2005-02)Full text

Do Energy Prices Respond to U.S. Macroeconomic

  News? A Test of the Hypothesis of Predetermined Energy Prices, by Lutz Kilian and Clara Vega (Federal Reserve Board International Financial Discussion Papers 2008-957)Abstract
Full text

Good News Is No   News? The Impact of Credit Rating Changes on the Pricing of Asset-Backed Securities, by John Ammer; Nathanael Clinton (Federal Reserve Board International Financial Discussion Papers 2004-809)Abstract
Full text

  News, Noise, and Estimates of the "True" Unobserved State of the Economy, by Dennis J. Fixler and Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-34)Abstract
Full text

Rounding and the Impact of   News: A Simple Test of Market Rationality, by Meredith Beechey and Jonathan H. Wright (Federal Reserve Board FEDS series 2007-05)Abstract
Full text

Service Exports: The

  Next Engine of Growth For Hong Kong?, by Frank Leung, Kevin Chow, Jessica Szeto and Dickson Tam (Hong Kong Monetary Authority Working Papers WP08_04)Abstract
Full text

Are Home Prices the   Next "Bubble"?, by Jonathan McCarthy and Richard W. Peach (New York Fed Economic policy review 0412mcca)Abstract
Full text

The Federal Home Loan Bank System:The Lender of   Next-to-Last Resort?, by Adam B. Ashcraft, Morten L. Bech, and W. Scott Frame (New York Fed Staff reports 357)Abstract
Full text

Some Preliminary Evidence on the Globalization-Inflation

  Nexus , by Sophie Guilloux and Enisse Kharroubi (Bank of France Working Papers Nr 195)Abstract
Full text

Asset prices, financial and monetary stability: exploring the   nexus , by Claudio Borio and Philip Lowe (Bank for International Settlements Working papers 114)Abstract
Full text

Is the Inflation-Output   Nexus Asymmetric in the Euro Area?, by Mustapha Baghli, Christophe Cahn and Henry Fraisse (Bank of France Working Papers Nr 140)Abstract
Full text

Moving to

  Nice Weather, by Jordan Rappaport (Kansas City Fed Working Papers RWP03-07)Abstract
Full text

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
Full text

Hungary in the   NIGEM model, by Zoltán M. Jakab - Mihály András Kovács (Magyar Nemzeti Bank Working papers 2002/03)Abstract
Full text

Determinants of house prices in

  nine Asia-Pacific economies, by Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu (Bank for International Settlements Working papers 263)Abstract
Full text

Exchange Rates and Monetary Policy in Open Economies: The Experience of Chile in the

  Nineties , by Rodrigo Caputo (Central Bank of Chile Working Papers 272)Abstract
Full text

The Effects of Nominal and Real Shocks on the Chilean Real Exchange Rate During the   Nineties , by Claudio Soto (Central Bank of Chile Working Papers 220)Abstract
Full text

Stabilization Policies in Chile during the   Nineties , by Carlos José García T. (Central Bank of Chile Working Papers 132)Abstract
Full text

Investment, the Cost of Capital and Monetary Policy in the   Nineties in France: A Panel Data Investigation, by Jean-Bernard Chatelain and André Tiomo (Bank of France Working Papers Nr 096)Abstract
Full text

Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the   Nineties using Bank-Level Data, by Marco Arena (Bank of Canada Working papers 2005-19)Abstract
Full text

Who was in the driving seat in Europe during the   nineties, International financial markets or the BUBA?, by Roger Hammersland (Central Bank of Norway Working Papers 2004/20)Full text

Cities and the Growth of Wages Among Young Workers: Evidence from the

  NLSY , by Christopher H. Wheeler (St Louis Fed Working Papers 2005-055)Full text

Home Computers and Educational Outcomes: Evidence from the

  NLSY97 and CPS, by Daniel O. Beltran, Kuntal K. Das, and Robert W. Fairlie (Federal Reserve Board International Financial Discussion Papers 2008-958)Abstract
Full text

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
Full text

Ultra high frequency volatility estimation with dependent microstructure

  noise , by Yacine Ait-Sahalia, Per A. Mykland, Lan Zhang (Deutsche Bundesbank Discussion Papers 200530)Full text

How Frequently Does the Stock Price Jump? - An Analysis of High-Frequency Data with Microstructure

  Noises , by Jin-Chuan Duan-András Fülöp (Magyar Nemzeti Bank Working papers 2007/04)Abstract
Full text

Soft Information in Earnings Announcements: News or

  Noise?, by Elizabeth Demers and Clara Vega (Federal Reserve Board International Financial Discussion Papers 2008-951)Abstract
Full text

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
Full text

Signal or   Noise? Implications of the Term Premiumfor Recession Forecasting, by Joshua V. Rosenberg and Samuel Maurer (New York Fed Economic policy review 0807rose)Abstract
Full text

Signal or   Noise? Implications of the Term Premium, by for Recession Forecasting (New York Fed Economic policy review 0801rose)Abstract
Full text

News,   Noise, and Estimates of the "True" Unobserved State of the Economy, by Dennis J. Fixler and Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-34)Abstract
Full text

Spatial Hedonic Models of Airport   Noise, Proximity, and Housing Prices, by Jeffrey P. Cohen, and Cletus C. Coughlin (St Louis Fed Working Papers 2006-026)Full text

Airport-Related   Noise, Proximity, and Housing Prices in Atlanta, by Jeffrey P. Cohen, and Cletus C. Coughlin (St Louis Fed Working Papers 2005-060)Full text


na - nationwi | native - neglect | negotiat - networks | neuq - noises | nokia - nominal | nominali - nonfunda | noninter - norway | norwegia - näkymät

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


 


 
 
Terms and conditions of use  |  Copyright and permissions  |  Disclaimers  |  Privacy policy