Indeterminacy of rational expectations equilibria in | | sequential financial markets, by Paola Donati (European Central Bank Working papers 262) | Full text |
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| (Un)naturally low? | | Sequential Monte Carlo tracking of the US natural interest rate, by Marco J. Lombardi and Silvia Sgherri (European Central Bank Working papers 794) | Full text |
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| (Un)naturally Low? | | Sequential Monte Carlo Tracking of the US Natural Interest Rate, by Marco Lombardi and Silvia Sgherri (Netherlands Bank DNB Working Papers 142) | Full text |
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| | | Sequential optimization, front-loaded information, and U.S. consumption, by Alpo Willman (European Central Bank Working papers 765) | Full text |
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The business cycle of European countries Bayesian clustering of country- individual IP growth | | series , by Sylvia Kaufmann (Austrian National Bank Working Papers WP083) | Abstract Full text |
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| Distilling co-movements from persistent macro and financial | | series , by Karim Abadir and Gabriel Talmain (European Central Bank Working papers 525) | Full text |
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| The Composite Interest Rate of Hong Kong - A New Data | | Series , by Market Research Division (Hong Kong Monetary Authority Working Papers RM2005-26) | Full text |
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| Interpretation of the Effects of Filtering Integrated Time | | Series , by João Valle e Azevedo (Bank of Portugal Working papers 2007-12) | Abstract Full text |
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| Estimated Variance of Seasonally Adjusted | | Series , by William P. Cleveland (Federal Reserve Board FEDS series 2002-15) | Abstract 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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| How successful are exchange rate communication and interventions? Evidence from time- | | series and event-study approaches, by Marcel Fratzscher (European Central Bank Working papers 528) | Full text |
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| Measuring inflation persistence: a structural time | | series approach, by Maarten Dossche and Gerdie Everaert (National Bank of Belgium Working Papers 070) | Abstract Full text |
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| Measuring inflation persistence: a structural time | | series approach, by Maarten Dossche and Gerdie Everaert (European Central Bank Working papers 495) | Full text |
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| A Time | | Series Approach to Test a Change in Inflation Persistence: The Mexican Experience., by Chiquiar Daniel; Ramos Francia Manuel; Noriega Antonio E. (Bank of Mexico Working Papers 2007-01) | Full text |
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| Information combination and forecast (st)ability vidence from vintages of time- | | series data, by Carlo Altavilla and Matteo Ciccarelli (European Central Bank Working papers 846) | Full text |
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| Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time | | Series Environments, by 0825 (Philadelphia Fed Working Papers 08-25) | Full text |
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| Is Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time | | Series Evidence, by Hui Guo, Robert Savickas, Zijun Wang, and Jian Yang (St Louis Fed Working Papers 2005-026) | Full text |
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| Extracting Business Cycle Fluctuations:What Do Time | | Series Filters Really Do?, by Arturo Estrella (New York Fed Staff reports 289) | Abstract Full text |
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| Monthly Terms of Trade | | Series for the Chilean Economy: 1965-1999, by Herman Bennett, Rodrigo Valdés (Central Bank of Chile Working Papers 098) | Abstract Full text |
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| The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time | | Series Model, by Philippe Moës (National Bank of Belgium Working Papers 089) | Abstract Full text |
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| A Non-Gaussian Panel Time | | Series Model for Estimating and Decomposing Default Risk, by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
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| A Flexible Approach to Parametric Inference in Nonlinear Time | | Series Models, by Gary Koop and Simon Potter (New York Fed Staff reports 285) | Abstract Full text |
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| Comparing the New Keynesian Phillips Curve with Time | | Series Models to Forecast Inflation, by Fabio Rumler and Maria Teresa Valderrama (Austrian National Bank Working Papers WP148) | Abstract Full text |
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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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| Multivariate structural time | | series models with dual cycles : implications for measurement of output gap and potential growth, by Philippe Moës (National Bank of Belgium Working Papers 136) | Abstract Full text |
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| 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 |
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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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| Time | | series properties of a rating system based on financial ratios, by Ulrich Krüger, Martin Stötzel, Stefan Trück (Deutsche Bundesbank Banking Supervision Discussion Papers 200514) | Full text |
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| Clustering techniques applied to outlier detection of financial market | | series using a moving window filtering algorithm, by Josep Maria Puigvert Gutiérrez and Josep Fortiana Gregori (European Central Bank Working papers 948) | Full text |
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| Detecting Jumps in High-Frequency Financial | | Series Using Multipower Variation, by Ysusi Carla (Bank of Mexico Working Papers 2006-10) | 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 Full text |
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| Linear Cointegration of Nonlinear Time | | Series with an Application to Interest Rate Dynamics, by Barry E. Jones and Travis D. Nesmith (Federal Reserve Board FEDS series 2007-03) | Abstract Full text |
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| Eigenvalue decomposition of time | | series with application to the Czech business cycle, by Jaromír Beneš, David Vávra (Czech National Bank Working papers 2004/08) | Abstract
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| Forecasting Canadian Time | | Series with the New Keynesian Model, by Ali Dib, Mohamed Gammoudi, and Kevin Moran (Bank of Canada Working papers 2006-04) | Abstract Full text |
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| Forecasting Canadian Time | | Series With the New-Keynesian Model, by Ali Dib, Mohamed Gammoudi, Kevin Moran (Central Bank of Chile Working Papers 382) | Abstract Full text |
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| GDP Splicing: Annual and Quarterly | | series 1986 - 1995, 1996 base. Methodological document (upcoming), by Víctor Correa, Antonio Escandón , René Luengo , José Venegas (Central Bank of Chile Working Papers 179) | Abstract Full text |
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| Comment on Harding and Pagan 'The Econometric Analysis of Some Constructed Binary Time | | Series', by Michael J. Dueker (St Louis Fed Working Papers 2007-054) | Full text |
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Loss Aversion in Aggregate Macroeconomic Time | | SeriesForthcoming in: European Economic Review, by Rina Rosenblatt-Wisch (Swiss National Bank Working Papers 2007-06) | Abstract
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Testing for Long Memory and Nonlinear Time | | Series: A Demand for Money Study, by Derek Bond, Michael J (Central Bank of Ireland Research Technical Papers 06/RT/02) | Abstract Full text |
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| Exponentials, Polynomials, and Fourier | | Series: More Yield Curve Modelling at the Bank of Canada, by Bolder, David Jamieson and Scott Gusba (Bank of Canada Working papers 2002-29) | Abstract Full text |
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| A New Federal Funds Rate Target | | Series: September 27, 1982 - December 31, 1993, by Daniel L. Thornton (St Louis Fed Working Papers 2005-032) | Full text |
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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 Full text |
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Conditional Converegence Revisited: Taking Solow Very | | Seriously , by Kieran McQuinn and Karl Whelan (Central Bank of Ireland Research Technical Papers 06/RT/07) | Abstract Full text |
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| Should we take inside money | | seriously?, by Livio Stracca (European Central Bank Working papers 841) | Full text |
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Monitoring and Controlling Bank Risk: Does Risky Debt | | Serve Any Purpose?, by C. N. V. Krishnan, P. H. Ritchken, J. B. Thomson (Cleveland Fed Working papers WP03-01) | Full text |
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| Total factor productivity and the decision to | | serve foreign markets: Firm level evidence from France., by Delphine Irac (Bank of France Working Papers Nr 205) | Abstract Full text |
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The Shift toward the | | Service Economy: Causes and Effects, by Hyun-Jeong Kim (The Bank of Korea Economic Papers 87) | Abstract Full text |
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| Institutions and | | service employment: a panel study for OECD countries, by Julián Messina (European Central Bank Working papers 320) | Full text |
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| | | 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 |
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| The effect of foreign | | service on trade volumes and trade partners (602 KB, by Rubén Segura-Cayuela and Josep M. Vilarrubia (Bank of Spain Working Papers 0808) | Abstract Full text |
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| Loanable Funds, Risk, and Bank | | Service Output, by J. Christina Wang (Boston Fed Working papers 03-04) | Abstract Full text |
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| | | Service Output of Bank Holding Companies in the 1990s and the Role of Risk, by J. Christina Wang (Boston Fed Working papers 03-06) | Abstract Full text |
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| The Value of Risk: Measuring the | | Service Output of U.S. Commercial Banks, by Susanto Basu, Robert Inklaar, and J. Christina Wang (Boston Fed Working papers 08-04) | Abstract Full text |
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| Indebtedness and the Household Financial Health: An Examination of the Canadian Debt | | Service Ratio Distribution, by Umar Faruqui (Bank of Canada Working papers 2008-46) | Abstract Full text |
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| Productivity and Economies of Scale in the Production of Bank | | Service Value Added, by J. Christina Wang (Boston Fed Working papers 03-07) | Abstract Full text |
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Loan | | Servicer Heterogeneity and The Termination of Subprime Mortgages, by Anthony Pennington-Cross, and Giang Ho (St Louis Fed Working Papers 2006-024) | Full text |
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| The Incentives of Mortgage | | Servicers: Myths and Realities, by Larry Cordell, Karen Dynan, Andreas Lehnert, Nellie Liang, and Eileen Mauskopf (Federal Reserve Board FEDS series 2008-46) | Abstract Full text |
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Sectoral explanations of employment in Europe: the role of | | services , by Antonello D'Agostino, Roberta Serafini and Melanie Ward (Central Bank of Ireland Research Technical Papers 06/RT/08) | Abstract Full text |
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