Stock market optimism and participation cost: a mean- | | variance estimation, by (DNB) (Netherlands Bank DNB Working Papers 040) | Full text |
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| Minimum- | | Variance Kernels, Economic Risk Premia, and Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2001-24) | 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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| 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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| Building Confidence Intervals with Block Bootstraps for the | | Variance Ratio Test of Predictability, by Eduardo José Araújo Lima and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 151) | Abstract
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| Small Caps in International Equity Portfolios: The Effects of | | Variance Risk, by Massimo Guidolin, and Giovanna Nicodano (St Louis Fed Working Papers 2005-075) | Full text |
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| Expected Stock Returns and | | Variance Risk Premia, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2007-11) | 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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| 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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| Mean- | | Variance vs. Full-Scale Optimization: Broad Evidence for the UK, by Björn Hagströmer, Richard G. Anderson, Jane M. Binner, Thomas Elger, and Birger Nilsson (St Louis Fed Working Papers 2007-016) | Full text |
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| Along but beyond mean- | | variance: Utility maximization in a semimartingale model, by Heli Huhtala (Bank of Finland Discussion Papers 2008/05) | Abstract
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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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| Workweek Flexibility and Hours | | Variation , by Andrew Figura (Federal Reserve Board FEDS series 2004-59) | Abstract
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| Local Price | | Variation and Labor Supply Behavior, by Dan Black, Natalia Kolesnikova, and Lowell J. Taylor (St Louis Fed Working Papers 2008-016) | Abstract
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| Permanent Income and Transitory | | Variation in Investment and Output, by Lance A. Fisher, Hyeon-seung Huh, and Ellis W. Tallman (Atlanta Fed Working papers 2001-17) | Abstract
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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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| 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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| Multipower | | Variation Under Market Microstructure Effects, by Carla Ysusi (Bank of Mexico Working Papers 2007-13) | Full text |
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| Currency Unions and Trade: | | Variations on Themes by Rose and Persson, by Dr Peter Kenen (Reserve Bank of New Zealand Discussion Papers DP2002/08) | Abstract
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| Nominal Rigidity, Desired Markup | | Variations, and Real Exchange Rate Persistence, by Bouakez, Hafedh (Bank of Canada Working papers 2002-26) | Abstract
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Access to new imported | | varieties and total factor productivity: Firm level evidence from France., by Delphine Irac (Bank of France Working Papers Nr 204) | Abstract
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| Productive Capacity, Product | | Varieties, and the Elasticities Approach to the Trade Balance, by Joseph E. Gagnon (Federal Reserve Board International Financial Discussion Papers 2003-781) | Abstract
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Globalization and the Gains from | | Variety , by Christian Broda and David Weinstein (New York Fed Staff reports 180) | Abstract
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| Growth-Led Exports: Is | | Variety the Spice of Trade?, by Joseph E. Gagnon (Federal Reserve Board International Financial Discussion Papers 2004-822) | Abstract
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| Emerging Market Crises, Phoenix Miracles, and Garden- | | Variety-Type Recoveries, by Carlos E. J. M. Zarazaga (Dallas Fed Working Papers wp0605) | Full text |
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| The China Phenomenon: Price, Quality or | | Variety?, by Roberto Álvarez, Sebastián Claro (Central Bank of Chile Working Papers 411) | Abstract
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Business cycle analysis and | | VARMA models, by Christian Kascha and Karel Mertens (Central Bank of Norway Working Papers 2008/05) | Abstract
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| Switching | | VARMA Term Structure Models - Extended Version, by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 191) | Abstract
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Large Bayesian | | VARs , by Marta Banbura (European Central Bank Working papers 966) | Full text |
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| Monetary policy analysis in a small open economy using Bayesian cointegrated structural | | VARs , by Mattias Villani and Anders Warne (European Central Bank Working papers 296) | Full text |
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| Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural | | VARs , by Mattias Villani , Anders Warne (Sveriges Riksbank Working Papers No156) | Abstract
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| Assessing Structural | | VARs , by Lawrence J. Christiano Martin Eichenbaum Robert Vigfusson (Federal Reserve Board International Financial Discussion Papers 2006-866) | Abstract
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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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| A, B, C's, (and D's) for Understanding | | VARs , by Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramírez, and Thomas Sargent (Atlanta Fed Working papers 2005-09) | Abstract
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| Priors from General Equilibrium Models for | | VARs , by Marco Del Negro and Frank Schorfheide (Atlanta Fed Working papers 2002-14) | Abstract
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| An Economic Test of Structural | | VARs , by V. V. Chari, Patrick J. Kehoe, and Ellen R. McGrattan (Minneapolis Fed Working Papers wp631) | Abstract
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| Regional | | VARs and the Channels of Monetary Policy, by Michael T. Owyang, and Howard J. Wall (St Louis Fed Working Papers 2006-002) | Full text |
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| Forecasting with Small Macroeconomic | | VARs in the Presence of Instabilities, by Todd E. Clark and Michael W. McCracken (Federal Reserve Board FEDS series 2007-41) | Abstract
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| Forecasting with Small Macroeconomic | | VARs in the Presence of Instabilities, by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP06-09) | Abstract
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| Combining forecast densities from | | VARs with uncertain instabilities, by Anne Sofie Jore, James Mitchell and Shaun P. Vahey (Central Bank of Norway Working Papers 2008/01) | Abstract
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| Averaging Forecasts from | | VARs with Uncertain Instabilities, by Todd E. Clark and Michael W. McCracken (Federal Reserve Board FEDS series 2007-42) | Abstract
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| Averaging Forecasts from | | VARs with Uncertain Instabilities, by Todd E. Clark, and Michael W. McCracken (St Louis Fed Working Papers 2008-030) | Abstract
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Earnings Functions When Wages and Prices | | Vary by Location, by Dan Black, Natalia Kolesnikova, and Lowell J. Taylor (St Louis Fed Working Papers 2007-031) | 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 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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| 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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| What Explains the | | Varying Monetary Response to Technology Shocks in G-7 Countries?, by Neville R. Francis, Michael T. Owyang and Athena T. Theodorou (IJCB International Journal of Central Banking 05q4a2) | Abstract
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| What Explains the | | Varying Monetary Response to Technology Shocks in G-7 Countries?, by Neville Francis, Michael T. Owyang and Athena T. Theodorou (St Louis Fed Working Papers 2004-002) | Full text |
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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 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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| 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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| The Time- | | Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?, by Roman Horváth (Czech National Bank Working papers 2007/04) | Abstract
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| Equity Portfolio Diversification under Time- | | Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK, by Massimo Guidolin, and Stuart Hyde (St Louis Fed Working Papers 2008-005) | Full text |
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| Testing for a time- | | varying price-cost markup in the Euro area inflation process, by Christopher Bowdler and Eilev S. Jansen (Central Bank of Norway Working Papers 2004/09) | Full text |
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| Time- | | Varying Risk, Interest Rates and Exchange Rates in General Equilibrium, by Fernando Alvarez, Andrew Atkeson, and Patrick J. Kehoe (Minneapolis Fed Working Papers wp627) | Abstract
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| Non-Markovian Regime Switching with Endogenous States and Time- | | Varying State Strengths, by Siddhartha Chib and Michael J. Dueker (St Louis Fed Working Papers 2004-030) | Full text |
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| Estimates of time- | | varying term premia for New Zealand and Australia, by Michael Gordon (Reserve Bank of New Zealand Discussion Papers DP2003/06) | Abstract
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| Time- | | Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve, by Lansing (San Francisco Fed Working Papers 2006-15) | Full text |
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| Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time- | | Varying?, by Massimo Guidolin, and Sadayuki Ono (St Louis Fed Working Papers 2005-056) | Full text |
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Bank Capital Ratios across Countries: Why Do They | | Vary?, by Elijah Brewer III, George G. Kaufman, and Larry D. Wall (Atlanta Fed Working papers 2008-27) | Abstract
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What are the effects of fiscal policy shocks? A | | VAR-based comparative analysis, by Dario Caldara and Christophe Kamps (European Central Bank Working papers 877) | Full text |
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| What drives investors' behaviour in different FX market segments? A | | VAR-based return decomposition analysis (forthcoming), by Olli Castrén (European Central Bank Working papers 706) | Full text |
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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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Regime-dependent impulse response functions in a Markov-switching | | vector autoregression model., by Michael Ehrmann - Martin Ellison - Natacha Valla (Bank of Finland Discussion Papers 2001/11) | Abstract
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| A Bayesian Approach to Modelling Graphical | | Vector Autoregressions, by Jukka Corander and Mattias Villani (Sveriges Riksbank Working Papers No171) | Abstract
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| | | Vector autoregressions and reduced form representations of DSGE models, by Federico Ravenna (Bank of Spain Working Papers 0619) | Abstract
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| Alternative Procedures for Estimating | | Vector Autoregressions Identified with Long-Run Restrictions, by Lawrence J. Christiano; Martin Eichenbaum; Robert J. Vigfusson (Federal Reserve Board International Financial Discussion Papers 2005-842) | Abstract
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| Markov-Chain Approximations of | | Vector Autoregressions: Application of General Multivariate-Normal Integration Techniques, by Edward S. Knotek II and Stephen Terry (Kansas City Fed Working Papers 08-02) | Abstract
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| Markov-Switching Structural | | Vector Autoregressions: Theory and Application, by Juan Francisco Rubio-Ramírez, Daniel Waggoner, and Tao Zha (Atlanta Fed Working papers 2005-27) | Abstract
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| Structural | | Vector Autoregressions: Theory of Identification and Algorithms for Inference, by Juan F. Rubio-Ramírez, Daniel F.Waggoner, and Tao Zha (Atlanta Fed Working papers 2008-18) | Abstract
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| A no-arbitrage structural | | vector autoregressive model of the UK yield curve, by Iryna Kaminska (Bank of England Working papers 357) | Abstract
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| Stress Testing Banks' Credit Risk Using Mixture | | Vector Autoregressive Models, by Tom Pak-wing Fong and Chun-shan Wong (Hong Kong Monetary Authority Working Papers WP08_13) | Abstract
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| Forecasting the Icelandic business cycle using | | vector autoregressive models, by Bruno Eklund (Central Bank of Iceland Working Papers 36) | Abstract
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| Inference in | | Vector Autoregressive Models with an Informative Prior on the Steady State, by Mattias Villani (Sveriges Riksbank Working Papers No181) | Abstract
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| Measuring the Effects of Monetary Policy: A Factor-Augmented | | Vector Autoregressive (FAVAR) Approach, by Ben S. Bernanke, Jean Boivin, and Piotr Eliasz (Federal Reserve Board FEDS series 2004-3) | Abstract
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| Monetary policy transmission mechanisms and currency unions: A | | vector error correction approach to a Trans-Tasman currency union, by Alfred A Haug, Özer Karagedikli and Satish Ranchhod (Reserve Bank of New Zealand Discussion Papers DP2003/04) | Abstract
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| Analysis of Panel | | Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators, by Richard G. Anderson, Hailong Qian, and Robert H. Rasche (St Louis Fed Working Papers 2006-050) | Full text |
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| Estimating probabilities of default with support | | vector machines, by Wolfgang K. Härdle, Rouslan A. Moro, Dorothea Schäfer (Deutsche Bundesbank Banking Supervision Discussion Papers 200718) | Full text |
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Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment | | Vectors, and their Orthogonal Complements, by Norman Morin (Federal Reserve Board FEDS series 2006-21) | Abstract
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| Likelihood Ratio Tests on Cointegrating | | Vectors, Disequilibrium Adjustment Vectors, and their Orthogonal Complements, by Norman Morin (Federal Reserve Board FEDS series 2006-21) | Abstract
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New | | Vehicle Characteristics and the Cost of the Corporate Average Fuel Economy Standard, by Thomas H. Klier, Joshua Linn (Chicago Fed Working papers WP-2008-13) | Abstract
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| | | Vehicle Currency Use in International Trade, by Linda S. Goldberg and Cédric Tille (New York Fed Staff reports 200) | Abstract
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Special Purpose | | Vehicles and Securitization, by Gorton and Nicholas Souleles (Philadelphia Fed Working Papers wp05-21) | Full text |
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| The Replacement Demand for Motor | | Vehicles: Evidence from the Survey of Consumer Finances, by Ana Aizcorbe, Martha Starr, and James T. Hickman (Federal Reserve Board FEDS series 2003-44) | Abstract
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| Incentives and Prices for Motor | | Vehicles: What Has Been Happening in Recent Years?, by Carol Corrado, Wendy Dunn, and Maria Otoo (Federal Reserve Board FEDS series 2006-09) | Abstract
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Money | | Velocity in an Endogenous Growth Business Cycle with Credit Shocks, by Szilárd Benk - Max Gillman - Michal Kejak (Magyar Nemzeti Bank Working papers 2007/05) | Abstract
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| Is there a structural break in equilibrium | | velocity in the euro area?, by Christian Bordes, Laurent Clerc and Vęlayoudom Marimoutou (Bank of France Working Papers Nr 165) | Abstract
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| Estimating the trend of M3 income | | velocity underlying the reference value for monetary growth, by Claus Brand, Dieter Gerdesmeier and Barbara Roffia (European Central Bank Occasional papers 03) | Full text |
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Did Genoa and | | Venice Kick a Financial Revolution in the Quattrocento?, by Michele Fratianni and Franco Spinelli with comments by John Driffill and Nathan Sussman (Austrian National Bank Working Papers WP112) | Abstract
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Public | | Venture Capital and Entrepreneurship, by Oana Secrieru and Marianne Vigneault (Bank of Canada Working papers 2004-10) | Abstract
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| Vesting and Control in | | Venture Capital Contracts, by David R. Skeie (New York Fed Staff reports 297) | Abstract
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| Compensation Schemes and Investment Behavior of | | Venture Capital Firms, by Kyoungwon Rhee (The Bank of Korea Economic Papers 52) | Abstract
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| | | Venture Capital Funds and Post-IPO Performance in Booms and Busts: Evidence from Israeli IPOs in the US in the 1990s, by Ber Hedva, Yafeh Yishay (Bank of Israel Research - Discussion Papers dp0312) | Abstract
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| Public policy and the creation of active | | venture capital markets, by Marco Da Rin (European Central Bank Working papers 430) | Full text |
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| A Search Model of | | Venture Capital, Entrepreneurship, and Unemployment, by Robin Boadway, Oana Secrieru, and Marianne Vigneault (Bank of Canada Working papers 2005-24) | Abstract
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no 033- Were | | Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements, by (DNB) (Netherlands Bank DNB Working Papers 033) | Full text |
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