Component-smoothed Inflation: Estimating the Persistent Component of Inflation in Real | | Time , by Christian Gillitzer and John Simon (Reserve Bank of Australia Research Discussion Papers RDP2006-11) | Abstract
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| Trends and Cycles in Real- | | Time , by Rómulo A. Chumacero, Francisco A. Gallego (Central Bank of Chile Working Papers 130) | Abstract
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| Forecasting stock market volatility with macroeconomic variables in real | | time , by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch (Deutsche Bundesbank Banking Supervision Discussion Papers 200601) | Full text |
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| Fiscal policy in real | | time , by Jacopo Cimadomo (European Central Bank Working papers 919) | Full text |
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| Monopoly rights can reduce income big | | time , by Berthold Herrendorf - Arilton Teixeira (Bank of Finland Discussion Papers 2004/07) | Abstract
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| Banking Sector Competition in Hong Kong - Measurement and Evolution Over | | Time , by Guorong Jiang, Jim Wong, Nancy Tang and Angela Sze (Hong Kong Monetary Authority Working Papers RM2004-04) | Full text |
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| How Banking competition Changed over | | Time , by Jacob Bikker en Laura Spierdijk (Netherlands Bank DNB Working Papers 167) | Full text |
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| Monetary policy in real | | time , by Jan Fredrik Qvigstad (Central Bank of Norway Working Papers 2001/01) | Full text |
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| Approximating and Forecasting Macroeconomic Signals in Real- | | Time , by Joăo Valle e Azevedo, Ana Pereira (Bank of Portugal Working papers 2008-19) | Abstract
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| The Impact of Central Bank Announcements on Asset Prices in Real | | Time , by by Carlo Rosa and Giovanni Verga (IJCB International Journal of Central Banking 08q2a5) | Abstract
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| The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real | | Time , by Athanasios Orphanides and Simon van Norde (Federal Reserve Board FEDS series 2004-68) | Abstract
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| Tracking Productivity in Real | | Time , by James A. Kahn and Robert W. Rich (New York Fed Current issues ci12-08) | Abstract
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| Identifying Business Cycle Turning Points in Real | | Time , by Marcelle Chauvet and Jeremy Piger (Atlanta Fed Working papers 2002-27) | Abstract
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| Estimating Equilibrium Real Interest Rates in Real | | Time , by Todd E. Clark and Sharon Kozicki (Kansas City Fed Working Papers RWP04-08) | Abstract
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| Trends and patterns in working | | time across euro area countries 1970-2004: causes and consequences, by Nadine Leiner-Killinger, Christophe Madaschi and Melanie Ward-Warmedinger (European Central Bank Occasional papers 41) | Full text |
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| | | Time Aggregation and the Hodrick-Prescott Filter, by Agustín Maravall and Ana del Río (Bank of Spain Working Papers 0108) | Full text |
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| Investment and Interest Rate Policy: A Discrete | | Time Analysis, by Charles T. Carlstrom and Timothy S. Fuerst (Cleveland Fed Working papers WP03-20) | Full text |
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| Testing Uncovered Interest Parity: A Continuous- | | Time Approach, by Antonio Diez de los Rios and Enrique Sentana (Bank of Canada Working papers 2007-53) | Abstract
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| A Note on Estimating Realignment Probabilities -- A First-Passage- | | Time Approach, by Cho-Hoi Hui and Chi-Fai Lo (Hong Kong Monetary Authority Working Papers WP08_09) | Abstract
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| Incorporating prediction and estimation risk in point-in- | | time credit portfolio models, by Alfred Hamerle, Michael Knapp, Thilo Liebig, Nicole Wildenauer (Deutsche Bundesbank Banking Supervision Discussion Papers 200513) | Full text |
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| Testing for contemporary fiscal policy discretion with real | | time data, by Ulf von Kalckreuth, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200724) | Full text |
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| Exchange rates and fundamentals: new evidence from real- | | time data, by Michael Ehrmann and Marcel Fratzscher (European Central Bank Working papers 365) | Full text |
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| Did fiscal policy makers know what they were doing? Reassessing fiscal policy with real- | | time data, by Kerstin Bernoth, Andrew Hughes Hallet and John Lewis (Netherlands Bank DNB Working Papers 169) | Full text |
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| Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real- | | Time Data, by Marlene Amstad and Andreas M. Fischer (New York Fed Staff reports 228) | Abstract
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| Tests of Equal Predictive Ability with Real- | | Time Data, by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP07-06) | Abstract
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| An Evaluation of Inflation Forecasts from Surveys Using Real- | | Time Data, by Dean Croushore (Philadelphia Fed Working Papers wp06-19) | Full text |
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| Tests of Equal Predictive Ability with Real- | | Time Data, by Todd E. Clark, and Michael W. McCracken (St Louis Fed Working Papers 2008-029) | Abstract
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| Frontiers of Real- | | Time Data Analysis, by Dean Croushore (Philadelphia Fed Working Papers 08-4) | Full text |
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| Information in the Revision Process of Real- | | Time Datasets, by Valentina Corradi (Philadelphia Fed Working Papers 08-27) | 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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| Real- | | Time Effects of Central Bank Interventions in the Euro Market, by Fatum, Rasmus; Pedersen, Jesper (Danmarks Nationalbank Working papers WP46/2007) | Abstract
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| Where Are We Now? Real- | | Time Estimates of the Macroeconomy, by Martin D. D. Evans (IJCB International Journal of Central Banking 05q3a4) | Abstract
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| Continuous | | Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-pass and Band-pass Filtering, by Tucker S. McElroy and Thomas M. Trimbur (Federal Reserve Board FEDS series 2007-68) | Abstract
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| Short-term forecasting of GDP using large monthly datasets - A pseudo real- | | time forecast evaluation exercise, by K. Barhoumi, S. Benk, R. Cristadoro, A. Den Reijer, A. Jakaitiene, P. Jelonek, A. Rua, G. Rünstler, K. Ruth, C. Van Nieuwenhuyze (National Bank of Belgium Working Papers 133) | Abstract
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| Short-term forecasting of GDP using large monthly datasets: a pseudo real- | | time forecast evaluation exercise, by Karim Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, António Rua, Gerhard Rünstler, Karsten Ruth and Christophe Van Nieuwenhuyze (European Central Bank Occasional papers 84) | Full text |
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| Short-term forecasting of GDP using large monthly datasets: a pseudo real- | | time forecast evaluation exercise., by Karim Barhoumi, Gerhard Rünstler, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Karsten Ruth, Szilard Benk and Christophe Van Nieuwenhuyze (Bank of France Working Papers Nr 215) | Abstract
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| Real- | | time forecasting and political stock market anomalies: evidence for the U.S., by Martin Bohl, Jörg Döpke, Christian Pierdzioch (Deutsche Bundesbank Discussion Papers 200622) | Full text |
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| Real- | | time forecasting of GDP based on a large factor model with monthly and quarterly data, by Christian Schumacher, Jörg Breitung (Deutsche Bundesbank Discussion Papers 200633) | Full text |
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| The Real- | | time Forecasting Performance of Phillips Curves, by Tim Robinson, Andrew Stone, Marileze van Zyl (Reserve Bank of Australia Research Discussion Papers RDP2003-12) | Abstract
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| Technology Diffusion within Central Banking: The Case of Real- | | Time Gross Settlement, by by Morten L. Bech and Bart Hobijn (IJCB International Journal of Central Banking 07q3a5) | Abstract
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| Technology Diffusion within Central Banking: The Case of Real- | | Time Gross Settlement, by Morten L. Bech and Bart Hobijn (New York Fed Staff reports 260) | Abstract
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| Real- | | Time Gross Settlement and hybrid payment systems: a comparison, by Matthew Willison (Bank of England Working papers 252) | Abstract
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| On Shadow-Prices of Banks in Real- | | Time Gross Settlement Systems, by Rodrigo Andrés de Souza Peńaloza (Central Bank of Brazil Working Papers 071) | Abstract
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| First- | | Time Home Buyers and Residential Investment Volatility, by Jonas D. M. Fisher, Martin Gervais (Chicago Fed Working papers WP-2007-15) | Abstract
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| Space and | | Time in Macroeconomic Panel Data: Young Workers and State-Level Unemployment Revisited, by Christopher L. Foote (Boston Fed Working papers 07-10) | Abstract
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| Does The | | Time Inconsistency Problem Make Flexible Exchange Rates Look Worse Than You Think?, by Roc Armenter Martin Bodenstein (Federal Reserve Board International Financial Discussion Papers 2006-865) | Abstract
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| Does the | | Time Inconsistency Problem Make Flexible Exchange Rates Look Worse Than You Think?, by Roc Armenter and Martin Bodenstein (New York Fed Staff reports 230) | Abstract
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| The use of real | | time information in Phillips curve relationships for the euro area, by Maritta Paloviita - David G. Mayes (Bank of Finland Discussion Papers 2004/16) | Abstract
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| Nowcasting GDP and inflation: the real- | | time informational content of macroeconomic data (forthcoming), by Domenico Giannone (European Central Bank Working papers 633) | Full text |
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| Nowcasting GDP and Inflation: The Real- | | Time Informational Content of Macroeconomic Data Releases, by Domenico Giannone, Lucrezia Reichlin, and David Small (Federal Reserve Board FEDS series 2005-42) | Abstract
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| When is Inter-Transaction | | Time Informative?, by Craig Furfine (Chicago Fed Working papers WP-2003-04) | Abstract
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| Real- | | time macroeconomic data and ex ante predictability of stock returns, by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch (Deutsche Bundesbank Discussion Papers 200610) | Full text |
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| What drives financial markets? Real- | | time macroeconomic indicators, by Hansen, Jakob Lage (Danmarks Nationalbank Working papers WP42/2006) | Abstract
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| Real- | | Time Measurement of Business Conditions, by S. Boragan Aruoba, Francis X. Diebold, and Chiara Scotti (Federal Reserve Board International Financial Discussion Papers 2007-901) | Abstract
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| Real- | | Time Measurement of Business Conditions, by S. Boragan Aruoba (Philadelphia Fed Working Papers 08-19) | Full text |
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| A continuous- | | time model of the term structure of interest rates with fiscal-monetary policy interactions, by Massimiliano Marzo – Silvia Romagnoli – Paolo Zagaglia (Bank of Finland Discussion Papers 2008/25) | Abstract
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| Real- | | time model uncertainty in the United States: the Fed from 1996-2003, by Robert J. Tetlow and Brian Ironside (European Central Bank Working papers 610) | Full text |
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| Real- | | time Model Uncertainty in the United States: The Fed from 1996-2003, by Robert J. Tetlow and Brian Ironside (Federal Reserve Board FEDS series 2006-08) | Abstract
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| Capital and Macroeconomic Instability in a Discrete- | | Time Model with Forward-Looking Interest Rate Rules, by Kevin X. D. Huang and Qinglai Meng (Philadelphia Fed Working Papers wp07-04) | Full text |
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| Real- | | time National Accounts Data, by Andrew Stone and Sharon Wardrop (Reserve Bank of Australia Research Discussion Papers RDP2002-05) | Abstract
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| Working with Children? The Probability of Mothers Exiting the Workforce at | | Time of Birth, by Julie L. Hotchkiss, M. Melinda Pitts, and Mary Beth Walker (Atlanta Fed Working papers 2008-08) | Abstract
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| Paper or Plastic? The Effect of | | Time on the Use of Check and Debit Cards at Grocery Stores, by Elizabeth Klee (Federal Reserve Board FEDS series 2006-02) | Abstract
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| | | Time or state dependent price setting rules? Evidence from Portuguese micro data, by Daniel Dias (European Central Bank Working papers 511) | Full text |
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| | | Time or State Dependent Price Setting Rules? Evidence from Portuguese Micro Data, by Daniel Dias, Carlos Robalo Marques, J.M.C.Santos Silva (Bank of Portugal Working papers 2005-08) | Abstract
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| The information content of real- | | time output gap estimates, by Gerhard Rünstler (European Central Bank Working papers No.182) | Full text |
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| Working | | Time over the 20th Century, by Alexander Ueberfeldt (Bank of Canada Working papers 2006-18) | Abstract
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| Time Present and | | Time Past: A Duration Analysis of IMF Program Spells, by Joseph P. Joyce Revised article forthcoming in Review of International Economics . (Boston Fed Working papers 01-02) | Abstract
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| Short-term forecasts of euro area real GDP growth: an assessment of real- | | time performance based on vintage data, by Marie Diron (European Central Bank Working papers 622) | Full text |
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| A Comparison of the Real- | | Time Performance of Business Cycle Dating Methods, by Marcelle Chauvet, and Jeremy M. Piger (St Louis Fed Working Papers 2005-021) | Full text |
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| The real- | | time predictive content of money for output, by Jeffery D Amato and Norman R Swanson (Bank for International Settlements Working papers 096) | Abstract
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| Endogenous | | time preference, investment and development traps, by Pertti Haaparanta, Mikko Puhakka (Bank of Finland BOFIT Discussion Papers 2004/04) | Abstract
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| | | Time Present and Time Past: A Duration Analysis of IMF Program Spells, by Joseph P. Joyce Revised article forthcoming in Review of International Economics . (Boston Fed Working papers 01-02) | Abstract
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| Real- | | Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets, by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Clara Vega (Federal Reserve Board International Financial Discussion Papers 2006-871) | Abstract
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| Biases in cross-space comparisons through cross- | | time price indexes: The case of Russia, by Konstantin Gluschenko (Bank of Finland BOFIT Discussion Papers 2006/09) | Abstract
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| How Does the Unemployment Insurance System Shape the | | Time Profile of Jobless Duration?, by John T. Addison, Pedro Portugal (Bank of Portugal Working papers 2004-01) | Abstract
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| Do Banks Strategically | | Time Public Bond Issuance Because of Accompanying Disclosure, Due Diligence, and Investor Scrutiny?, by Daniel M. Covitz and Paul Harrison (Federal Reserve Board FEDS series 2003-37) | Abstract
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| Higher-Order Perturbation Solutions to Dynamic, Discrete- | | Time Rational Expectations Models, by Swanson, Anderson, Levin (San Francisco Fed Working Papers 2006-01) | Full text |
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| Is | | time ripe for a currency union in emerging East Asia? The role of monetary stabilisation (forthcoming), by Marcelo Sánchez (European Central Bank Working papers 567) | Full text |
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| Is | | time ripe for price level path stability?, by Vítor Gaspar (European Central Bank Working papers 818) | Full text |
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| Is | | Time Ripe for Price Level Path Stability?, by Vítor Gaspar, Frank Smets, David Vestin (Bank of Portugal Working papers 2007-19) | Abstract
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| Interpretation of the Effects of Filtering Integrated | | Time Series, by Joăo Valle e Azevedo (Bank of Portugal Working papers 2007-12) | Abstract
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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
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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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| 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
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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
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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
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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
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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
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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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| Seasonal adjustment of Danish financial | | time series using the X-12-ARIMA procedure, by Fćste, Charlotte Franck; Pedersen, Mette Kramer (Danmarks Nationalbank Working papers WP44/2006) | Abstract
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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
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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
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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
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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
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| An Evaluation of MLE in a Model of the Nonlinear Continuous- | | Time Short-Term Interest Rate, by Ingrid Lo (Bank of Canada Working papers 2005-45) | Abstract
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| Optimal Monetary Policy with Real- | | time Signal Extraction from the Bond Market, by Kristoffer Nimark (Reserve Bank of Australia Research Discussion Papers RDP2006-05) | Abstract
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| Requirements and Prospects for a New | | Time to Payoff Disclosure for Open End Credit Under Truth in Lending, by Thomas A. Durkin (Federal Reserve Board FEDS series 2006-34) | Abstract
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| Market Thinness, List Price Revisions and | | Time to Sell: Evidence from a large-scale housing dataset, by Marco Hoeberichts, Maarten van Rooij and Arjen Siegmann (Netherlands Bank DNB Working Papers 176) | Full text |
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| Estimating Probabilities of Recession in Real | | Time Using GDP and GDI, by Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-07) | Abstract
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| Winter Blues and | | Time Variation in the Price of Risk, by Ian Garrett, Mark Kamstra, and Lisa Kramer (Atlanta Fed Working papers 2004-08) | Abstract
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| | | Time variation in the tail behaviour of bunds futures returns, by Thomas Werner and Christian Upper (European Central Bank Working papers No.199) | Full text |
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| | | Time Varying Equilibrium Real Rates and Monetary Policy Analysis, by Bharat Trehan and Tao Wu (San Francisco Fed Working Papers 2004-10) | Full text |
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| 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
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| Part- | | time work in EU countries: labour market mobility, entry and exit, by Hielke Buddelmeyer (European Central Bank Working papers 460) | Full text |
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| Economic relations with regions neighbouring the euro area in the "euro | | time zone", by Francesco Mazzaferro, Arnaud Mehl, Michael Sturm, Christian Thimann and Adalbert Winkler (European Central Bank Occasional papers 07) | Full text |
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| | Timeless Perspective Policymaking: When Is Discretion Superior?, by Dennis (San Francisco Fed Working Papers 2008-21) | Full text |
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| The | | timeless perspective vs. discretion: theory and monetary policy implications for an open economy, by Alfred V. Guender (Deutsche Bundesbank Discussion Papers 200729) | Full text |
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| Discretion rather than rules? When is discretionary policy-making better than the | | timeless perspective?, by Stephan Sauer (European Central Bank Working papers 717) | Full text |
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| Computing Optimal Policy in a | | Timeless-Perspective: An Application to a Small-Open Economy, by Michel Juillard and Florian Pelgrin (Bank of Canada Working papers 2007-32) | Abstract
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Forecasting with Factors: The Accuracy of | | Timeliness , by Christian Gillitzer and Jonathan Kearns (Reserve Bank of Australia Research Discussion Papers RDP2007-03) | Abstract
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Yesterday's Bad | | Times are Today's Good Old Times: Retail Price Changes in the 1890s were Smaller, Less Frequent, and More Permanent, by Alan Kackmeister (Federal Reserve Board FEDS series 2005-18) | Abstract
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| Do options-implied RND functions on G3 currencies move around the | | times of interventions on the JPY/USD exchange rate?, by Olli Castrén (European Central Bank Working papers 410) | Full text |
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| Counterparty Credit Risk in Interest Rate Swaps during | | Times of Market Stress, by Antulio N. Bomfim (Federal Reserve Board FEDS series 2003-9) | Abstract
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| Do Countries Default in "Bad | | Times"?, by Tomz, Wright (San Francisco Fed Working Papers 2007-17) | Full text |
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| Yesterday's Bad Times are Today's Good Old | | Times: Retail Price Changes in the 1890s were Smaller, Less Frequent, and More Permanent, by Alan Kackmeister (Federal Reserve Board FEDS series 2005-18) | Abstract
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Liquidity, inflation and asset prices in a | | timevarying framework for the euro area, by Christiane Baumeister, Eveline Durinck, Gert Peersman (National Bank of Belgium Working Papers 142) | Abstract
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Restructuring securities systems processing - a blue print proposal for real- | | time/t+0 processing, by Harry Leinonen (Bank of Finland Discussion Papers 2003/07) | Abstract
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| | | Time-Consistent Control in Non-Linear Models, by Steve Ambler and Florian Pelgrin (Bank of Canada Working papers 2007-03) | Abstract
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| A Consistent Bootstrap Test for Conditional Density Functions with | | Time-Dependent Data, by Li, Fuchun and Greg Tkacz (Bank of Canada Working papers 2001-21) | Abstract
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| | | Time-dependent or state-dependent price setting? - micro-evidence from German metal-working industries -, by Harald Stahl (Deutsche Bundesbank Discussion Papers 200525) | Full text |
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| | | Time-dependent or state-dependent price setting? Micro-evidence from German metal-working industries, by Harald Stahl (European Central Bank Working papers 534) | 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
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| | | Time-dependent versus state-dependent pricing: a panel data approach to the determinants of Belgian consumer price changes, by Luc Aucremanne and Emmanuel Dhyne (European Central Bank Working papers 462) | Full text |
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| Are Corporates' Target Leverage Ratios | | Time-Dependent?, by Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2005-03) | Full text |
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| Decomposing the co-movement of the business cycle: a | | time-frequency analysis of growth cycles in the euro area, by Patrick M. Crowley - Jim Lee (Bank of Finland Discussion Papers 2005/12) | Abstract
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| Too many to fail - an analysis of | | time-inconsistency in bank closure policies, by Viral Acharya and Tanju Yorulmazer (Bank of England Working papers 319) | Abstract
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| Measuring the | | time-inconsistency of US monetary policy, by Paolo Surico (European Central Bank Working papers 291) | Full text |
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| Segmentation and | | Time-of-Day Patterns in Foreign Exchange Markets, by Ranaldo, Angelo (Swiss National Bank Working Papers 2007-03) | 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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| 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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| | | Time-to-build approach in a sticky price, by Miguel Casares (European Central Bank Working papers No.147) | Full text |
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| Estimating | | time-variation in measurement error from data revisions; an application to forecasting in dynamic models, by George Kapetanios and Tony Yates (Bank of England Working papers 238) | Abstract
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| Investigating | | time-variation in the marginal predictive power of the yield spread, by Luca Benati and Charles Goodhart (European Central Bank Working papers 802) | Full text |
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| Russian equity market linkages before and after the 1998 crisis: Evidence from | | time-varying and stochastic cointegration tests, by Brian M. Lucey, Svitlana Voronkova (Bank of Finland BOFIT Discussion Papers 2005/12) | Abstract
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| Measuring contagion with a Bayesian, | | time-varying coefficient model, by Matteo Ciccarelli and Alessandro Rebucci (European Central Bank Working papers 263) | Full text |
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| | | Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve, by Harry Partouche (Bank of France Working Papers Nr 177) | Abstract
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| | | Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G-7 Countries, by Asani Sarkar and Lingjia Zhang (New York Fed Staff reports 181) | Abstract
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| | | Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery, by Niko Dötz (Deutsche Bundesbank Banking Supervision Discussion Papers 200708) | Full text |
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| Basel II and the Risk Management of Basket Options with | | Time-Varying Correlations, by by Amy S. K. Wong (IJCB International Journal of Central Banking 06q4a1) | Abstract
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| Evolving international inflation dynamics: evidence from a | | time-varying dynamic factor model, by Haroon Mumtaz and Paolo Surico (Bank of England Working papers 341) | Abstract
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| | | Time-varying exchange rate pass-through: experiences of some industrial countries, by Toshitaka Sekine (Bank for International Settlements Working papers 202) | Abstract
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| | | Time-varying exposures and leverage in hedge funds, by Patrick McGuire, Eli Remolona and Kostas Tsatsaronis (Bank for International Settlements Quarterly Review 0503f) | Abstract
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| Evaluating Linear and Non-Linear | | Time-Varying Forecast-Combination Methods, by Li, Fuchun and Greg Tkacz (Bank of Canada Working papers 2001-12) | Abstract
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| The tail wags the dog: | | time-varying information shares in the Bund market, by Christian Upper and Thomas Werner (Bank for International Settlements Working papers 224) | Abstract
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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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| The Federal Reserve's Dual Mandate: A | | Time-Varying Monetary Policy Priority Index for the United States, by René Lalonde and Nicolas Parent (Bank of Canada Working papers 2006-11) | Abstract
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| A | | Time-Varying Natural Rate for the Euro Area, by Jean-Stéphane Mésonnier and Jean-Paul Renne (Bank of France Working Papers Nr 115) | Abstract
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| Does uncertainty make a | | time-varying natural rate of interest irrelevant for the conduct of monetary policy?, by Jean-Stéphane Mésonnier and Jean-Paul Renne (Bank of France Working Papers Nr 175) | Abstract
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| 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
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| Dynamic Factor Models with | | Time-Varying Parameters: Measuring Changes in International Business Cycles, by Marco Del Negro and Christopher Otrok (New York Fed Staff reports 326) | Abstract
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| | | Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data, by Marlene Amstad and Andreas M. Fischer (New York Fed Staff reports 228) | Abstract
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