Credit Risk Monte Carlos Simulation Using | | Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling, by Jaqueline Terra Moura Marins and Eduardo Saliby (Central Bank of Brazil Working Papers 132) | Abstract
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| | Simulating forward-looking models, by Dag Kolsrud (Central Bank of Norway Working Papers 2001/09) | Full text |
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| | | Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 simulator, by Harry Leinonen - Kimmo Soramäki (Bank of Finland Discussion Papers 2003/23) | Abstract
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| | | Simulating retaliation in payment systems: Can banks control their exposure to a failing participant?, by Elisabeth Ledrut (Netherlands Bank DNB Working Papers 133) | Full text |
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| Defined benefit company pensions and corporate valuations: | | simulation and empirical evidence from the United Kingdom, by Kamakshya Trivedi and Garry Young (Bank of England Working papers 289) | Abstract
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| Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A | | Simulation Approach, by Neville Arjani (Bank of Canada Working papers 2006-20) | Abstract
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| Risks and efficiency gains of a tiered structure in large-value payments: a | | simulation approach, by Ana Lasaosa and Merxe Tudela (Bank of England Working papers 337) | Abstract
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| An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio | | simulation approach applied to brazilian banks, by Theodore M. Barnhill, Marcos R. Souto and Benjamin M. Tabak (Central Bank of Brazil Working Papers 117) | Abstract
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| Globalisation and the euro area: | | simulation based analysis using the New Area Wide Model., by Roland Straub and Pascal Jacquinot (European Central Bank Working papers 907) | Full text |
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| Other stabilisation objectives within an inflation targeting regime: Some stochastic | | simulation experiments, by James Twaddle; David Hargreaves; Tim Hampton (Reserve Bank of New Zealand Discussion Papers DP2006/04) | Abstract
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| Towards a More Complete Debt Strategy | | Simulation Framework, by Bolder, David Jamieson (Bank of Canada Working papers 2002-13) | Abstract
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| A Stochastic | | Simulation Framework for the Government of Canada's Debt Strategy, by Bolder, David Jamieson (Bank of Canada Working papers 2003-10) | Abstract
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| Nested | | Simulation in Portfolio Risk Measurement, by Michael B. Gordy and Sandeep Juneja (Federal Reserve Board FEDS series 2008-21) | Abstract
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| Market power and merger | | simulation in retail banking, by József Molnár (Bank of Finland Discussion Papers 2008/04) | Abstract
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| 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 |
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| Out-Of-The_Money Monte Carlo | | Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling, by Jaqueline Terra Moura Marins, Eduardo Saliby and Joséte Florencio do Santos (Central Bank of Brazil Working Papers 116) | Abstract
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| Labour and product market competition in a small open economy - | | Simulation results using a DGE model of the Finnish economy, by Juha Kilponen - Antti Ripatti (Bank of Finland Discussion Papers 2006/05) | Abstract
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| Optimization in a | | Simulation Setting: Use of Function Approximation in Debt Strategy Analysis, by David Jamieson Bolder and Tiago Rubin (Bank of Canada Working papers 2007-13) | Abstract
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| Money market volatility - A | | simulation study, by Michal Kempa (Bank of Finland Discussion Papers 2006/13) | Abstract
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| Credit Risk Monte Carlos | | Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling, by Jaqueline Terra Moura Marins and Eduardo Saliby (Central Bank of Brazil Working Papers 132) | Abstract
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| Using counterfactual | | simulations to assess the danger of contagion in interbank markets, by Christian Upper (Bank for International Settlements Working papers 234) | 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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| Disinflation | | Simulations with a Small Model of an Open Economy, by Péter Benczúr - András Simon - Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2002/04) | Abstract
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| Household loan loss risk in Finland - estimations and | | simulations with micro data, by Risto Herrala – Karlo Kauko (Bank of Finland Discussion Papers 2007/05) | 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
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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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| 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 |
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| Downward nominal wage rigidity and the long-run Philips Curve: | | simulation-based evidence for the euro area, by Günter Coenen (European Central Bank Working papers 270) | Full text |
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| | | Simulation-based stress testing of banks' regulatory capital adequacy, by Samu Peura - Esa Jokivuolle (Bank of Finland Discussion Papers 2003/04) | 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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Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 | | simulator , by Harry Leinonen - Kimmo Soramäki (Bank of Finland Discussion Papers 2003/23) | Abstract
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Does Monetary Policy Affect Stock Prices and Treasury Yields? An Error Correction and | | Simultaneous Equation Approach, by J. Benson Durham (Federal Reserve Board FEDS series 2003-10) | Abstract
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| Hedging, Financing, and Investment Decisions: A | | Simultaneous Equations Framework, by Chen-Miao Lin and Stephen D. Smith (Atlanta Fed Working papers 2005-05) | Abstract
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| A | | Simultaneous Model of the Swedish Krona, the US Dollar and the Euro, by Hans Lindblad and Peter Sellin (Sveriges Riksbank Working Papers No193) | 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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Must Original | | Sin Cause Macroeconomic Damnation?, by Luis Felipe Céspedes, Roberto Chang, Andrés Velasco (Central Bank of Chile Working Papers 234) | Abstract
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| The determinants of ‘domestic' original | | sin in emerging market economies, by Arnaud Mehl and Julien Reynaud (European Central Bank Working papers 560) | Full text |
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Three episodes of financial fragility in Norway | | since the 1890s, by Karsten R Gerdrup (Bank for International Settlements Working papers 142) | Abstract
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| ‘Some unpleasant fiscal arithmetic': the role of monetary and fiscal policy in public debt dynamics | | since the 1970s, by Harri Hasko (Bank of Finland Discussion Papers 2007/28) | Abstract
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| Labour force developments in the euro area | | since the 1980s, by Véronique Genre and Ramón Gómez-Salvador (European Central Bank Occasional papers 04) | Full text |
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| Retirement on a Pension in the Public Sector in Israel | | since the 1980s 22.2.2006, by Mazar Yuval (Bank of Israel Research - Discussion Papers dp0603) | Abstract
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| Government Spending Adjustment: The OECD | | Since the 1990s 7.9.2005, by Hercowitz Zvi, Strawczynski Michel (Bank of Israel Research - Discussion Papers dp0509) | Abstract
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| Capital flows in East Asia | | since the 1997 crisis, by Robert N McCauley (Bank for International Settlements Quarterly Review 0306e) | Full text |
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| Money Demand in the Czech Republic | | since Transition, by Don Bredin and Keith Cuthbertson (Central Bank of Ireland Research Technical Papers 01/RT/03) | Abstract
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| Monetary Trends and Business Cycles in Denmark | | Since 1875, by Abildgren, Kim (Danmarks Nationalbank Working papers WP43/2006) | Abstract
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| Estimates of the government budget balance | | since 1875, by Abildgren, Kim (Danmarks Nationalbank Working papers WP30/2005) | Abstract
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| Nominal Rigidities and Monetary Policy in Canada | | Since 1981, by Dib, Ali (Bank of Canada Working papers 2002-25) | Abstract
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| The Real Exchange Rate and the Balassa-Samuelson Hypothesis: An Appraisal of Israel's Case | | Since 1986, by Romanov Dmitri (Bank of Israel Research - Discussion Papers dp0309) | Abstract
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| Equipment Expenditures | | since 1995: The Boom and the Bust, by Jonathan McCarthy (New York Fed Current issues ci07-09) | Abstract
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Macroeconomic Determinants of Banking Financial Performance and Resilience in | | Singapore , by Robert St. Clair (Monetary Authority of Singapore Staff Papers No. 38) | Abstract
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| Education For Growth: The Premium On Education And Work Experience In | | Singapore , by Audrey Low, Sam Ouliaris, Edward Robinson, and Wong Yuet Mei (Monetary Authority of Singapore Staff Papers No. 26) | Abstract
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| Monetary policy regimes and macroeconomic outcomes: Hong Kong and | | Singapore , by Stefan Gerlach and Petra Gerlach-Kristen (Bank for International Settlements Working papers 204) | Abstract
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| Using Leading Indicators to Forecast the | | Singapore Electronics Industry, by Ng Yi Ping, Tu Suh Ping, Edward Robinson and Choy Keen Meng (Monetary Authority of Singapore Staff Papers No. 30) | Abstract
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| Managed Floating and Intermediate Exchange Rate Systems: The | | Singapore Experience, by Khor Hoe Ee, Edward Robinson and Jason Lee (Monetary Authority of Singapore Staff Papers No. 37) | Abstract
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| | | Singapore's Balance of Payments, 1965 to 2003: An Analysis, by Jean Tay, Saktiandi Supaat, Shivani Tharmaratnam and Edward Robinson (Monetary Authority of Singapore Staff Papers No. 33) | Abstract
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| | | Singapore's Exchange Rate-Centered Monetary Policy Regime and Its Relevance for China, by Bennett T McCallum (Monetary Authority of Singapore Staff Papers No. 43) | Abstract
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| FSAP Stress Testing : | | Singapore's Experience, by Chan Lily and Lim Phang Hong (Monetary Authority of Singapore Staff Papers No. 34) | Abstract
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| Assessing | | Singapore's Export Competitiveness Through Dynamic Shift-Share Analysis, by Ting Su Chern, Tu Suh Ping, Edward Robinson, Peter Wilson, and Ho Shih Chuan (Monetary Authority of Singapore Staff Papers No. 23) | Abstract
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| | | Singapore's Unique Monetary Policy: How Does It Work?, by Eric Parrado (Monetary Authority of Singapore Staff Papers No. 31) | Abstract
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| Investigating The Relationship between Exchange Rate Volatility and Macroeconomic Volatility In | | Singapore?, by Saktiandi Supaat, Angela Phang, Ng Heng Tiong, and Edward Robinson (Monetary Authority of Singapore Staff Papers No. 25) | Abstract
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| The Long-Run Real Effective Exchange Rate of | | Singapore: A Behavioural Approach, by Ronald MacDonald (Monetary Authority of Singapore Staff Papers No. 36) | Abstract
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| Financial Market Integration in | | Singapore: The Narrow and the Broad Views, by Financial and Special Studies Division (Monetary Authority of Singapore Staff Papers No. 20) | Abstract
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Prebisch- | | Singer Redux, by John T. Cuddington, Rodney Ludema, Shamila A Jayasuriya (Central Bank of Chile Working Papers 140) | Abstract
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Endogeneities of optimum currency areas: what brings countries sharing a | | single currency closer together?, by Paul De Grauwe and Francesco Paolo Mongelli (European Central Bank Working papers 468) | Full text |
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| The economic impact of the | | Single Euro Payments Area, by Heiko Schmiedel (European Central Bank Occasional papers 71) | Full text |
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| Is there a single frontier in a | | single European banking market?, by Jaap W. B. Bos and Heiko Schmiedel (European Central Bank Working papers 701) | Full text |
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| The | | single European electricity market: A long road to convergence, by François Coppens, David Vivet (National Bank of Belgium Working Papers 084) | Abstract
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| Intellectual Property Rights and Standard Setting in Financial Services: The Case of the | | Single European Payments Area, by Robert M. Hunt, Samuli Simojoki, and Tuomas Takalo (Philadelphia Fed Working Papers wp07-20) | Full text |
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| Is there a | | single frontier in a single European banking market?, by Jaap W. B. Bos and Heiko Schmiedel (European Central Bank Working papers 701) | Full text |
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| Monetary Policy with | | Single Instrument Feedback Rules, by Bernardino Adão, Isabel Horta Correia, Pedro Teles (Bank of Portugal Working papers 2004-19) | Abstract
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| Monetary Policy with | | Single Instrument Feedback Rules, by Bernardino Adão, Isabel Correia, Pedro Teles (Chicago Fed Working papers WP-2004-30) | Abstract
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| Has the EU's | | Single Market Programme Fostered Competition? Testing for a Decrese in Markup Rations in EU Industries, by Harald Badinger (Austrian National Bank Working Papers WP135) | Abstract
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| Unique equilibrium with | | single monetary instrument rules, by Bernardino Adão, Isabel Horta Correia, Pedro Teles (Bank of Portugal Working papers 2005-12) | Abstract
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| What If Welfare had no Work Requirements? The Age of Youngest Child Exemption and the Rise in Employment of | | Single Mothers, by Jonathan F. Pingle (Federal Reserve Board FEDS series 2003-57) | Abstract
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| The Effects of Welfare Reform and Related Policies on | | Single Mothers' Welfare Use and Employment in the 1990s, by Adam Looney (Federal Reserve Board FEDS series 2005-45) | Abstract
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| Switching from | | single to multiple bank lending relationships: determinants and implications, by Luísa A Farinha and João A C Santos (Bank for International Settlements Working papers 083) | Abstract
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Differential Mortality, Uncertain Medical Expenses, and the Saving of Elderly | | Singles , by Mariacristina De Nardi, Eric French, John Bailey Jones (Chicago Fed Working papers WP-2005-13) | Abstract
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An Economic Activity Index for Ireland: The Dynamic | | Single-Factor Method, by Alan P Murphy (Central Bank of Ireland Research Technical Papers 05/RT/04) | Abstract
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| The Profitability of Small, | | Single-Market Banks In an Era of Multimarket Banking, by Timothy H. Hannan and Robin A. Prager (Federal Reserve Board FEDS series 2006-41) | Abstract
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| The Effects of Competition from Large, Multimarket Firms on the Performance of Small, | | Single-Market Firms: Evidence from the Banking Industry, by Allen N. Berger, Astrid A. Dick, Lawrence G. Goldberg, and Lawrence J. White (Federal Reserve Board FEDS series 2005-15) | Abstract
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The Maastricht Inflation Criterion: 'Saints" and ' | | Sinners", by Aleš Bulír and Jaromír Hurník (Czech National Bank Working papers 2006/08) | Abstract
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Diversification, Original | | Sin, and International Bond Portfolios, by John D. Burger; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2003-755) | Abstract
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The Cyclicality of Worker Flows: New Evidence from the | | SIPP , by Shigeru Fujita, Christopher J. Nekarda, and Garey Ramey (Philadelphia Fed Working Papers wp07-05) | Full text |
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An Analysis of Off- | | Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks, by Theodore M. Barnhill, Marcos R. Souto and Benjamin M. Tabak (Central Bank of Brazil Working Papers 117) | Abstract
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Flying Geese or | | Sitting Ducks: China's Impact on the Trading Fortunes of other Asian Economies, by Alan G. Ahearne, John G. Fernald, Prakash Loungani, and John W. Schindler (Federal Reserve Board International Financial Discussion Papers 2006-887) | 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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