| | Search, Money and Capital: A Neoclassical Dichotomy, by S. Boragan Aruoba and Randall Wright (Cleveland Fed Working papers WP02-08) | Full text |
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| Consumer | | Search, Price Dispersion, and International Relative Price Volatility, by George Alessandria (Philadelphia Fed Working Papers wp05-09) | Full text |
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| The interaction of firing costs and on-the-job | | search: an application of a search theoretic model to the Spanish labour market, by Ravi Balakrishnan (Bank of Spain Working Papers 0102) | Full text |
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A new mixed multiplicative-additive model for | | seasonal adjustment, by Stephanus Arz (Deutsche Bundesbank Discussion Papers 200647) | Full text |
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| | | Seasonal adjustment and the detection of business cycle phases, by Antonio Matas Mir and Denise R Osborn (European Central Bank Working papers 357) | Full text |
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| | | Seasonal adjustment of Danish financial time series using the X-12-ARIMA procedure, by Fæste, Charlotte Franck; Pedersen, Mette Kramer (Danmarks Nationalbank Working papers WP44/2006) | Abstract
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| | | Seasonal Adjustment of Economic Series: The Procedures Used by the Central Bank of Chile, by Héctor Felipe Bravo, Leonardo Luna, Víctor Correa, Francisco Ruiz (Central Bank of Chile Working Papers 177) | Abstract
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| Comparative Analysis of Alternative Methods for | | Seasonal Adjustment: X-12-ARIMA and TRAMO-SEATS, by Hahn Shik Lee (The Bank of Korea Economic Papers 28) | Abstract
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| | | Seasonal cointegration and the stability of the demand for money, by Raimundo Soto, Matías Tapia (Central Bank of Chile Working Papers 103) | Abstract
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| The Analysis of | | Seasonal Return Anomalies in the Portuguese Stock Market, by Miguel Balbina, Nuno C. Martins (Bank of Portugal Working papers 2002-11) | Abstract
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| The term structure of euro area break-even inflation rates: the impact of | | seasonality , by Jacob Ejsing (European Central Bank Working papers 830) | Full text |
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| Rational | | Seasonality , by Travis D. Nesmith (Federal Reserve Board FEDS series 2007-04) | Abstract
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| Exchange rate volatility, macro announcements and the choice of intraday | | seasonality filtering method, by Helinä Laakkonen (Bank of Finland Discussion Papers 2007/23) | Abstract
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| Estimated Variance of | | Seasonally Adjusted Series, by William P. Cleveland (Federal Reserve Board FEDS series 2002-15) | Abstract
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| Business surveys modelling with | | Seasonal-Cyclical Long Memory models, by Laurent Ferrara and Dominique Guégan (Bank of France Working Papers Nr 224) | Abstract
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Why Do Analysts Continue to Provide Favorable Coverage for | | Seasoned Stocks?, by Simona Mola, and Massimo Guidolin (St Louis Fed Working Papers 2006-034) | Full text |
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A trend-cycle(- | | season) filter, by Matthias Mohr (European Central Bank Working papers 499) | Full text |
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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 |
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Comparative Analysis of Alternative Methods for Seasonal Adjustment: X-12-ARIMA and TRAMO- | | SEATS , by Hahn Shik Lee (The Bank of Korea Economic Papers 28) | Abstract
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| An application of the Tramo | | Seats automatic procedure; direct versus indirect adjustment., by Agustín Maravall (Bank of Spain Working Papers 0524) | Abstract
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| An Application of TRAMO- | | SEATS: Automatic Procedure and Sectoral Aggregation, by Agustín Maravall (Bank of Spain Working Papers 0207) | Full text |
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Escape From New York: The Market Impact of | | SEC Rule 12h-6, by Nuno Fernandes, Ugur Lel, and Darius P. Miller (Federal Reserve Board International Financial Discussion Papers 2008-945) | Abstract
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The Returns to Speaking a | | Second Language, by Albert Saiz and Elena Zoido (Philadelphia Fed Working Papers wp02-16) | Full text |
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| Welfare Implications of a | | Second Lender in the International Markets, by Luis Opazo (Central Bank of Chile Working Papers 422) | Abstract
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| House Prices and Affordability - A First and | | Second Look Across Countries, by Dirk Brounen, Peter Neuteboom and Arjen van Dijkhuizen (Netherlands Bank DNB Working Papers 083) | Full text |
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| Calculating and Using | | Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models, by Jinill Kim, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims (Federal Reserve Board FEDS series 2003-61) | Abstract
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A Stochastic Frontier Analysis of | | Secondary Education Output in Portugal, by Manuel Coutinho Pereira, Sara Moreira (Bank of Portugal Working papers 2007-06) | Abstract
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| Cross-country efficiency of | | secondary education provision: a semi-parametric analysis with non-discretionary inputs, by António Afonso and Miguel St. Aubyn (European Central Bank Working papers 494) | Full text |
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| GSEs, Mortgage Rates, and | | Secondary Market Activities, by Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2006-30) | Abstract
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| GSEs, Mortgage Rates, and | | Secondary Market Activities, by Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2005-7) | Abstract
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| The Transition to Electronic Trading in the | | Secondary Treasury Market, by Bruce Mizrach, and Christopher J. Neely (St Louis Fed Working Papers 2006-012) | Full text |
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Dynamics of Externalities: A | | Second-Order Perspective, by Huabin Wu (St Louis Fed Working Papers 2008-044) | Abstract
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| Computing | | second-order-accurate solutions for rational expectation models using linear solution methods, by Giovanni Lombardo and Alan Sutherland (European Central Bank Working papers 487) | Full text |
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| Modelling the | | second-round effects of supply-side shocks on inflation, by Tibor Hlédik (Czech National Bank Working papers 2003/12) | Abstract
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Immediate Disclosure or | | Secrecy? The Release of Information in Experimental Asset Markets, by Lucy F. Ackert, Bryan K. Church, and Ann B. Gillette (Atlanta Fed Working papers 2001-5) | Abstract
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Friends or Foes? The Stock Price Impact of Sovereign Wealth Fund Investments and the Price of Keeping | | Secrets , by Jason Kotter and Ugur Lel (Federal Reserve Board International Financial Discussion Papers 2008-940) | Abstract
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| Revealing the | | Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections, by Rudebusch, Williams (San Francisco Fed Working Papers 2006-31) | Full text |
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Cointegration in panel data with breaks and cross- | | section dependence, by Anindya Banerjee and Josep Lluís Carrion-i-Silvestre (European Central Bank Working papers 591) | Full text |
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| Interest Sensitivity and Volatility Reductions: Cross- | | Section Evidence, by F. Owen Irvine and Scott Schuh (Boston Fed Working papers 05-04) | Abstract
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| 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 |
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| Governance and Financial Fragility: Evidence from a Cross- | | Section of Countries, by Francis, Michael (Bank of Canada Working papers 2003-34) | Abstract
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| The Extreme Bounds of the Cross- | | Section of Expected Stock Returns, by J. Benson Durham (Federal Reserve Board FEDS series 2002-34) | Abstract
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| The Cross- | | Section of Foreign Currency Risk Premia and Consumption Growth Risk, by Hanno Lustig and Adrien Verdelhan (Bank of France Working Papers Nr 155) | Abstract
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| A Quantile Regression Analysis of the Cross | | Section of Stock Market Returns, by Michelle L. Barnes and Anthony W. Hughes (Boston Fed Working papers 02-02) | Abstract
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| Human Capital Growth in a Cross | | Section of US Metropolitan Areas, by Christopher H. Wheeler (St Louis Fed Working Papers 2005-065) | Full text |
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| Determining factors of Czech foreign trade: A cross- | | section time series perspective, by Vladimír Benácek, Jirí Podpiera, Ladislav Prokop (Czech National Bank Working papers 2005/03) | Abstract
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| Banks in the Securities Business: Market-Based Risk Implications of | | Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-17) | Full text |
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| Risk-Adjusted Performance Measures at Bank Holding Companies with | | Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-26) | Full text |
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| Asset Allocation and | | Section 529 Plans, by Ramon P. DeGennaro (Atlanta Fed Working papers 2003-1) | Abstract
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Large T and small N: A three-step approach to the identification of cointegrating relationships in time series models with a small cross- | | sectional dimension, by Roger Hammersland (Central Bank of Norway Working Papers 2004/15) | Full text |
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| The cross- | | sectional dynamics of German business cycles: a bird's eye view, by Jörg Döpke, Michael Funke, Sean Holly, Sebastian Weber (Deutsche Bundesbank Discussion Papers 200523) | Full text |
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| The Relation between Time-Series and Cross- | | Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries, by Hui Guo, and Robert Savickas (St Louis Fed Working Papers 2006-036) | Full text |
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| Convenient Prices and Price Rigidity: Cross- | | Sectional Evidence, by Edward S. Knotek II (Kansas City Fed Working Papers 08-04) | Abstract
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