Market distress and | | vanishing liquidity: Anatomy and policy options, by Claudio Borio (Bank for International Settlements Working papers 158) | Abstract
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Does anticipation of government spending matter? Evidence from an expectation augmented | | VAR , by Jörn Tenhofen, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200714) | Full text |
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| Using financial markets information to identify oil supply shocks in a restricted | | VAR , by Marko Melolinna (Bank of Finland Discussion Papers 2008/09) | Abstract
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| Exploring the international linkages of the euro area: a global | | VAR analysis, by Stéphane Dées, Filippo di Mauro (European Central Bank Working papers 568) | Full text |
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| International Transmission of Inflation among G-7 Countries: A Data-Determined | | VAR Analysis, by Jian Yang, Hui Guo and Zijun Wang (St Louis Fed Working Papers 2004-028) | Full text |
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| | | VAR analysis and the Great Moderation, by Luca Benati and Paolo Surico (European Central Bank Working papers 866) | Full text |
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| What caused the 2000/01 slowdown? Results from a | | VAR analysis of G7 GDP components, by Hasan Bakhshi, Pablo Burriel-Llombart, Hashmat Khan and Barbara Rudolf (Bank of England Working papers 190) | Abstract
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| A | | VAR analysis of the effects of monetary policy in East Asia, by Ben S C Fung (Bank for International Settlements Working papers 119) | Abstract
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| What does a technology shock do? A | | VAR analysis with model-based sign restrictions (forthcoming), by Luca Dedola and Stefano Neri (European Central Bank Working papers 705) | Full text |
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| The monetary transmission mechanism in the Czech Republic (evidence from | | VAR analysis), by Katerina Arnotová, Jaromír Hurník (Czech National Bank Working papers 2005/04) | Abstract
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| Forecasting Euro Area Aggregates with Bayesian | | VAR and VECM Models, by Ricardo Mourinho Félix, Luís Catela Nunes (Bank of Portugal Working papers 2003-04) | Abstract
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| Efficient, profitable and safe banking: an oxymoron? Evidence from a panel | | VAR approach, by Michael Koetter, Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200702) | Full text |
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| Global liquidity glut or global savings glut? A structural | | VAR approach, by Thierry Bracke and Michael Fidora (European Central Bank Working papers 911) | Full text |
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| Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-linear | | VAR Approach, by Gaytán González Alejandro; González García Jesús (Bank of Mexico Working Papers 2006-06) | Full text |
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| Assessing Changes in the Monetary Transmission Mechanism: A | | VAR Approach, by Jean Boivin and Marc Giannoni (New York Fed Economic policy review 0205boiv) | Full text |
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| A Structural | | VAR Approach to the Intertemporal Model of the Current Account, by Takashi Kano (Bank of Canada Working papers 2003-42) | Abstract
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| Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented | | VAR approach (forthcoming), by Emanuel Mönch (European Central Bank Working papers 544) | Full text |
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| | | VAR Estimation and Forecasting When Data Are Subject to Revision, by N. Kundan Kishor and Evan F. Koenig (Dallas Fed Working Papers wp0501) | Full text |
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| Estimating the Effect of Hungarian Monetary Policy within a Structural | | VAR Framework, by Balázs Vonnák (Magyar Nemzeti Bank Working papers 2005/01) | Abstract
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| A | | VAR Framework for Forecasting Hong Kong's Output and Inflation, by Hans Genberg and Jian Chang (Hong Kong Monetary Authority Working Papers RM2007-05) | Full text |
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| The representative household's demand for money in a cointegrated | | VAR model, by Thórarinn G. Pétursson (Central Bank of Iceland Working Papers 12) | Full text |
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| A review of nonfundamentalness and identification in structural | | VAR models, by Lucia Alessi (European Central Bank Working papers 922) | Full text |
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| Estimating multi-country | | VAR models, by Fabio Canova and Matteo Ciccarelli (European Central Bank Working papers 603) | Full text |
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| Implementing optimal control in cointegrated I(1) structural | | VAR models, by Francesca V. Monti (European Central Bank Working papers 288) | Full text |
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| Bayesian forecast combination for | | VAR models, by Michael K Andersson and Sune Karlsson (Sveriges Riksbank Working Papers No216) | Abstract
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| Eigenvalue filtering in | | VAR models with application to the Czech business cycle, by Jaromír Bene and David Vávra (European Central Bank Working papers 549) | Full text |
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| Selection of Optimal Lag Length in Cointegrated | | VAR Models with Weak Form of Common Cyclical Features, by Carlos Enrique Carrasco Gutiérrez, Reinaldo Castro Souza and Osmani Teixeira de Carvalho Guillén (Central Bank of Brazil Working Papers 139) | Abstract
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| Bayesian inference in cointegrated | | VAR models: with applications to the demand for euro area M3, by Anders Warne (European Central Bank Working papers 692) | Full text |
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| Monetary policy, asset prices and macroeconomic conditions: a panel- | | VAR study, by Katrin Assenmacher-Wesche, Stefan Gerlach (National Bank of Belgium Working Papers 149) | Abstract
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Can adjustment costs explain the | | variability and counter-cyclicality of the labour share at the firm and aggregate level?, by Philip Vermeulen (European Central Bank Working papers 772) | Full text |
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| Breaks in the | | Variability and Co-Movement of G-7 Economic Growth, by Brian M. Doyle; Jon Faust (Federal Reserve Board International Financial Discussion Papers 2003-786) | Abstract
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| Price | | variability and the speed of adjustment to the law of one price: Evidence from Slovakia, by Julius Horvath, Stanislav Vidovic (Bank of Finland BOFIT Discussion Papers 2004/03) | Abstract
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| Inflation and relative price | | variability in the euro area: evidence from a panel threshold model, by Dieter Nautz, Juliane Scharff (Deutsche Bundesbank Discussion Papers 200614) | Full text |
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| Regional Economic Conditions and the | | Variability of Rates of Return in Commercial Banking, by Furlong, Krainer (San Francisco Fed Working Papers 2007-21) | Full text |
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| Exchange rate | | variability, pressures and optimum currency area criteria: Implications for the central and eastern european countries, by Roman Horváth (Czech National Bank Working papers 2005/08) | Abstract
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| Evaluating State Tax Revenue | | Variability: A Portfolio Approach, by Thomas A. Garrett (St Louis Fed Working Papers 2006-008) | Full text |
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| Inflation Threshold and Relative Price | | Variability: Evidence from U.S. Cities, by by Alexander Bick and Dieter Nautz (IJCB International Journal of Central Banking 08q3a3) | Abstract
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| Irreversible investment under interest rate | | variability: new results, by Luis H.R. Alvarez - Erkki Koskela (Bank of Finland Discussion Papers 2003/29) | Abstract
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Optimal dynamic risk sharing when enforcement is a decision | | variable , by Thorsten V. Koeppl (European Central Bank Working papers 282) | Full text |
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| Measuring TFP: A Latent | | Variable Approach, by Rodrigo Fuentes, Marco Morales (Central Bank of Chile Working Papers 419) | Abstract
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| Estimating the Determinants of Foreign Direct Investment Inflows: How Important are Sampling and Omitted | | Variable Biases?, by Yuko Kinoshita, Nauro F. Campos (Bank of Finland BOFIT Discussion Papers 2004/10) | Abstract
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| Imperfect exchange rate pass-through: the role of distribution services and | | variable demand elasticity, by Philippe Jeanfils (National Bank of Belgium Working Papers 135) | Abstract
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| Using Home Maintenance and Repairs to Smooth | | Variable Earnings, by Joseph Gyourko and Joseph Tracy (New York Fed Staff reports 168) | Abstract
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| Higher Order Properties of the Symmetricallr Normalized Instrumental | | Variable Estimator, by Rodrigo Alfaro (Central Bank of Chile Working Papers 500) | Abstract
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| Inference Using Instrumental | | Variable Estimators, by Rodrigo Alfaro (Central Bank of Chile Working Papers 464) | Abstract
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| Productivity growth, adjustment costs and | | variable factor utilisation: the UK case, by Charlotta Groth, Soledad Nuńez and Sylaja Srinivasan (Bank of England Working papers 295) | Abstract
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| Money as an indicator | | variable for monetary policy when money demand is forward looking, by Lauri Kajanoja (Bank of Finland Discussion Papers 2003/09) | Abstract
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| The Stability of Dummy | | Variable Price Measures Obtained from Hedonic Regressions, by Ana Aizcorbe (Federal Reserve Board FEDS series 2003-5) | Abstract
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| | | Variable rate liquidity tenders, by Tuomas Välimäki (Bank of Finland Discussion Papers 2002/24) | Abstract
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| Financing in the Eurosystem: Fixed Versus | | Variable Rate Tenders, by Margarida Catalăo-Lopes (Bank of Portugal Working papers 2001-05) | Abstract
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| Using money market rates to assess the alternatives of fixed vs. | | variable rate tenders: the lesson from 1989-1998 data for Germany, by Michele Manna (European Central Bank Working papers No.186) | Full text |
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| Computational Efficiency in Bayesian Model and | | Variable Selection, by Jana Eklund, Sune Karlsson (Central Bank of Iceland Working Papers 35) | Abstract
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| Minimal State | | Variable Solutions to Markov-Switching Rational Expectations Models, by Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2008-23) | Abstract
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| How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic | | Variables , by John W. Galbraith and Greg Tkacz (Bank of Canada Working papers 2007-01) | Abstract
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| Using Factor Analysis for Forecasting Chilean Macro | | Variables , by Alvaro Aguirre, Luis Felipe Céspedes (Central Bank of Chile Working Papers 274) | Abstract
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| A note on the coefficient of determination in regression models with infinite-variance | | variables , by Jeong-Ryeol Kurz-Kim, Mico Loretan (Deutsche Bundesbank Discussion Papers 200710) | Full text |
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| Optimal discretionary monetary policy in the open economy: Choosing between CPI and domestic inflation as target | | variables , by Alfred V. Guender (Bank of Finland Discussion Papers 2003/12) | Abstract
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| Financial contagion and tests using instrumental | | variables , by Andreas Pick (Netherlands Bank DNB Working Papers 139) | Full text |
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| A Residual-Based Cointegration Test for Near Unit Root | | Variables , by Erik Hjalmarsson and Par Osterholm (Federal Reserve Board International Financial Discussion Papers 2007-907) | Abstract
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| A Note on the Coefficient of Determination in Models with Infinite Variance | | Variables , by Jeong-Ryeol Kurz-Kim and Mico Loretan (Federal Reserve Board International Financial Discussion Papers 2007-895) | Abstract
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| DSGE Model-Based Forecasting of Non-Modelled | | Variables , by Frank Schorfheide (Philadelphia Fed Working Papers 08-17) | Full text |
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| Short-Run and Long-Run Causality between Monetary Policy | | Variables and Stock Prices, by Jean-Marie Dufour and David Tessier (Bank of Canada Working papers 2006-39) | Abstract
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| Testing for Cointegration Using the Johansen Methodology when | | Variables are Near-Integrated, by Erik Hjalmarsson and Par Osterholm (Federal Reserve Board International Financial Discussion Papers 2007-915) | Abstract
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| Kalman Filtering with Truncated Normal State | | Variables for Bayesian Estimation of Macroeconomic Models, by Michael J. Dueker (St Louis Fed Working Papers 2005-057) | Full text |
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| Forecasting macroeconomic | | variables for the new member states of the European Union, by Anindya Banerjee (European Central Bank Working papers 482) | Full text |
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| Accuracy in forecasting macroeconomic | | variables in Iceland, by Ásgeir Daníelsson (Central Bank of Iceland Working Papers 39) | Abstract
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| Use of Information | | Variables in Inflation Forecasting, by Jong Hwa Kim and Joong Shik Lee (The Bank of Korea Economic Papers 70) | Abstract
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| A Probabilistic Approach for Assessing the Significance of Contextual | | Variables in Nonparametric Frontier Models: an Application for Brazilian Banks, by Roberta Blass Staub and Geraldo da Silva e Souza (Central Bank of Brazil Working Papers 150) | 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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| The monetary-policy regime and the development in central macroeconomic | | variables in the OECD countries 1970-2003, by Christensen, Anders Mřller; Hansen, Niels Lynggĺrd (Danmarks Nationalbank Working papers WP31/2005) | Abstract
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| Forecasting Exogenous Fiscal | | Variables in the United States, by Darrel Cohen and Glenn Follette (Federal Reserve Board FEDS series 2003-59) | Abstract
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| The impact of financial | | variables on firms' real decisions: evidence from Spanish firm-level data, by Ignacio Hernando and Carmen Martínez-Carrascal (Bank of Spain Working Papers 0319) | Abstract
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| Do financial market | | variables show (symmetric) indicator properties relative to exchange rate returns?, by Olli Castrén (European Central Bank Working papers 379) | Full text |
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| Forecasting Economic and Financial | | Variableswith Global VARs, by M. Hashem Pesaran, Til Schuermann, and L. Vanessa Smith (New York Fed Staff reports 317) | Abstract
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| Factors affecting asset price expectations: fundamentals and policy | | variables., by Nico Valckx (Bank of Finland Discussion Papers 2001/13) | Abstract
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| Do Macro | | Variables, Asset Markets, or Surveys Forecast Inflation Better?, by Andrew Ang, Geert Bekaert, and Min Wei (Federal Reserve Board FEDS series 2006-15) | Abstract
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| Longer-term effects of monetary growth on real and nominal | | variables, major industrial countries, 1880-2001, by Alfred A. Haug and William G. Dewald (European Central Bank Working papers 382) | Full text |
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| Aggregating judgments on dependent | | variables: An (Im)possibility result, by Carl Andreas Claussen and Řistein Rřisland (Central Bank of Norway Working Papers 2007/07) | Abstract
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Conditioning Information and | | Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence, by Fousseni Chabi-Yo (Bank of Canada Working papers 2006-38) | Abstract
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| A Trend and | | Variance Decomposition of the Rent-Price Ratio in Housing Markets, by Sean D. Campbell, Morris A. Davis, Joshua Gallin, and Robert F. Martin (Federal Reserve Board FEDS series 2006-29) | Abstract
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