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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL E: Macroeconomics and Monetary EconomicsE4: Money and Interest RatesE47: Forecasting and Simulation
This topic is covered by the following reading lists: Mondialisation
Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
Advanced Monetary Theory and Policy (ECON 447)
2009 Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? by Rangan Gupta & Emmanuel Ziramba [Downloadable!] 2009 Stochastic Dominance in Stock Market Special Days by Lonjid, Iveel [Downloadable!] 2009 Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC by KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian [Downloadable!] 2009 “No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models by Bezemer, Dirk J [Downloadable!] 2009 Quantifying the Effect of Financial Conditions in the Euro Area, Japan, United Kingdom and United States by Stéphanie Guichard & David Haugh & David Turner [Downloadable!] 2009 Systemic Risk and the Refinancing Ratchet Effect by Amir E. Khandani & Andrew W. Lo & Robert C. Merton [Downloadable!] 2009 DSGE Model-Based Forecasting of Non-modelled Variables by Frank Schorfheide & Keith Sill & Maxym Kryshko [Downloadable!] 2009 Pre-Conditions For Inflation Targeting In An Emerging Economy - The Case Of India by Ankita Mishra & Vinod Mishra [Downloadable!] 2009 On economic evaluation of directional forecasts by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2009 Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes by Felix Geiger & Oliver Sauter [Downloadable!] 2009 Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy by Lillian Cheung & Chi-Sang Tam & Jessica Szeto [Downloadable!] 2009 Systemic Risk and the Refinancing Ratchet Effect by Amir E. Khandani & Andrew W. Lo & Robert C. Merton [Downloadable!] 2009 Macroeconomic Forecasting and Structural Change by Antonello D'Agostino & Luca Gambetti & Domenico Giannone [Downloadable!] 2009 Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty by Söderlind, Paul [Downloadable!] 2009 Implementing the New Structural Model of the Czech National Bank by Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek [Downloadable!] 2009 Does forecast combination improve Norges Bank inflation forecasts? by Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud [Downloadable!] 2009 No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth by Jardet, C. & Monfort, A. & Pegoraro, F. [Downloadable!] 2009 A Financial Conditions Index for the United States by Kimberly Beaton & René Lalonde & Corinne Luu [Downloadable!] 2009 Forecasting inflation with gradual regime shifts and exogenous information by Andrés González & Kirstin Hubrich & Timo Teräsvirta [Downloadable!] 2009 What Explains The Great Moderation in the U.S.? A Structural Analysis by Fabio Canova [Downloadable!] 2009 Biased Estimation in a Simple Extension of a Standard Error Correction Model by Christian Müller-Kademann 2009 Macroeconomic efault Modeling and Stress Testing by Dietske Simons & Ferdinand Rolwes [Downloadable!] 2009 Bailing out the Titanic with a Thimble by Steve Ken [Downloadable!] 2009 Measurement Of Liquidity Effect From The View Of The Efficiency Of Monetary Policies In Turkey by Burhan Dogan [Downloadable!] 2008 Does money matter for U.S. inflation? Evidence from Bayesian VARs by Berger, Helge & Österholm, Pär [Downloadable!] 2008 Does money still matter for U.S. output? by Berger, Helge & Österholm, Pär [Downloadable!] 2008 Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs by Berger, Helge & Österholm, Pär [Downloadable!] 2008 Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty by Paul Söderlind [Downloadable!] 2008 Predicting the Fed by Kenneth B. Petersen & Vladimir Pozdnyakov [Downloadable!] 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve by Clive Bowsher & Roland Meeks [Downloadable!] 2008 Predicting the Signs of Forecast Errors by Nazaria Solferino & Robert J. Waldmann [Downloadable!] 2008 Solving Linear Rational Expectations Models with Predictable Structural Changes by Adam Cagliarini & Mariano Kulish [Downloadable!] 2008 A Review of Forecasting Techniques for Large Data Sets by Jana Eklund & George Kapetanios [Downloadable!] 2008 Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting by Jan J.J. Groen & George Kapetanios [Downloadable!] 2008 Predicting Downturns in the US Housing Market: A Bayesian Approach by Rangan Gupta & Sonali Das 2008 Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa by Rangan Gupta & Sonali Das 2008 A New-Keynesian DSGE Model for Forecasting the South African Economy by Guangling (Dave) Liu & Rangan Gupta & Eric Schaling 2008 A Small Open Economy DSGE Model for Pakistan by Haider, Adnan & Khan, Safdar Ullah [Downloadable!] 2008 The Stock of Money and Why You Should Care by Kelly, Logan J [Downloadable!] 2008 Quantifying the Effect of Financial Conditions on US Activity by Stéphanie Guichard & David Turner [Downloadable!] 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve by Clive G. Bowsher & Roland Meeks [Downloadable!] 2008 Housing market spillovers : evidence from an estimated DSGE model by Matteo Iacoviello & Stefano Neri [Downloadable!] 2008 Assessing household credit risk: evidence from a household survey by Dániel Holló & Mónika Papp [Downloadable!] 2008 Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News by Ólan Henry & Nilss Olekalns & Kalvinder Shields [Downloadable!] 2008 Assessing the impact of the ECB’s monetary policy on the stock markets: A sectoral view by Konstantin Kholodilin & Alberto Montagnoli & Oreste Napolitano & Boriss Siliverstovs [Downloadable!] 2008 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2008 Testing directional forecast value in the presence of serial correlation by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates by Queijo von Heideken, Virginia [Downloadable!] 2008 Compétition pour les paiements : une titanomachie revisitée par la modélisation multi-agents by Sandra Deungoue [Downloadable!] 2008 Valuation of Convexity Related Derivatives by Jiří Witzany [Downloadable!] 2008 Assessing the Impact of the ECB's Monetary Policy on the Stock Markets: A Sectoral View by Konstantin Kholodilin & Alberto Montagnoli & Oreste Napolitano & Boriss Siliverstovs [Downloadable!] 2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts by Frank A.G. den Butter & Pieter W. Jansen [Downloadable!] 2008 Estimating the Structural Demand for Irish Housing by Addison-Smyth, Diarmaid & McQuinn, Kieran & O' Reilly, Gerard [Downloadable!] 2008 The price puzzle: Mixing the temporary and permanent monetary policy shocks by Ida Wolden Bache & Kai Leitemo [Downloadable!] 2008 Commodity prices, interest rates and the dollar by Q. Farooq Akram [Downloadable!] 2008 Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts by Carlos Capistrán & Gabriel López-Moctezuma [Downloadable!] 2008 A beta based framework for (lower) bond risk premia by Stefano Nobili & Gerardo Palazzo [Downloadable!] 2008 Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG by Luca Arciero & Claudia Biancotti & Leandro DÂ’Aurizio & Claudio Impenna [Downloadable!] 2008 Housing market spillovers: Evidence from an estimated DSGE model by Matteo Iacoviello & Stefano Neri [Downloadable!] 2008 Combining Canadian Interest-Rate Forecasts by David Jamieson Bolder & Yuliya Romanyuk [Downloadable!] 2008 Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate by Anton Nakov [Downloadable!] 2008 Hits and Misses: Ten Years of Czech Inflation Targeting (Introduction) by Kateřina Šmídková & Aleš Bulíř & Martin Čihák [Downloadable!] 2008 Exchange Rate Management and Inflation Targeting: Modeling the Exchange Rate in Reduced-Form New Keynesian Models by Jaromír Beneš & Jaromír Hurník & David Vávra [Downloadable!] 2008 Forecasting with DSGE Models: The Role of Nonlinearities by Paul Pichler [Downloadable!] 2007 Forecasting with estimated dynamic stochastic general equilibrium models: The role of nonlinearities by Paul Pichler [Downloadable!] 2007 What Are In‡ation Expectations Rational? by David Andolfatto & Scott Hendry & Kevin Moran [Downloadable!] 2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models by Andrea Carriero [Downloadable!] 2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates by Andrea Carriero [Downloadable!] 2007 Forecasting the South African Economy: A DSGE-VAR Approach by Guangling (Dave) Liu & Rangan Gupta & Eric Schaling 2007 Bayesian Methods of Forecasting Inventory Investment in South Africa by Rangan Gupta 2007 Modelling and Forecasting the Metical-Rand Exchange Rate by Samuel Zita & Rangan Gupta 2007 Forecasting the South African Economy with Gibbs Sampled BVECMs by Rangan Gupta 2007 Does global liquidity help to forecast US inflation? by D'Agostino, A & Surico, P [Downloadable!] 2007 Explaining the US Bond Yield Conundrum by Bandholz, Harm & Clostermann, Joerg & Seitz, Franz [Downloadable!] 2007 The Taylor Rule and the Macroeconomic Performance in Pakistan by Wasim Shahid Malik & Ather Maqsood Ahmed [Downloadable!] 2007 News versus Sunspot Shocks in Linear Rational Expectations Models by Lilia Karnizova [Downloadable!] 2007 Shocks, Structures or Monetary Policies? The Euro Area and US After 2001 by Lawrence Christiano & Roberto Motto & Massimo Rostagno [Downloadable!] 2007 Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets by Mathias Drehmann & Steffen Sorensen & Marco Stringa [Downloadable!] 2007 Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies by Juha Kilponen & Marc-Alexandre Sénégas & Jouko Vilmunen [Downloadable!] 2007 Forecasting Changes in UK Interest Rates by Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen [Downloadable!] 2007 Is core money growth a good and stable inflation predictor in the euro area? by Kai Carstensen [Downloadable!] 2007 Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006? by Tobias Knedlik & Rolf Scheufele [Downloadable!] 2007 A Leading Indicator Model of Banking Distress ¡V Developing an Early Warning System for Hong Kong and Other EMEAP Economies by Jim Wong & Eric Wong & Phyllis Leung [Downloadable!] 2007 Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs by Berger, Helge & Österholm, Pär [Downloadable!] 2007 Macroeconomic imbalances and exchange rate regime shifts by Post, Erik [Downloadable!] 2007 Household loan loss risk in Finland – estimations and simulations with micro data by Herrala, Risto & Kauko, Karlo [Downloadable!] 2007 Joint Inference and Counterfactual Experimentation for Impulse Response Functions by Local Projections by Jorda, Oscar [Downloadable!] 2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara [Downloadable!] 2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk [Downloadable!] 2007 (Un)Predictability and Macroeconomic Stability by D''Agostino, Antonello & Giannone, Domenico & Surico, Paolo [Downloadable!] 2007 Inflation Targeting and Communication: Should the Public Read Inflation Reports or Tea Leaves? by Ales Bulir & Katerina Smidkova & Viktor Kotlan & David Navratil [Downloadable!] 2007 Why and How to Assess Inflation Target Fulfilment by Jan Filacek [Downloadable!] 2007 A Model of Cross-Country House Prices (228.91 KB PDF) by McQuinn, Kieran & O' Reilly, Gerard [Downloadable!] 2007 Does global liquidity help to forecast US inflation? by D'Agostino, Antonello & Surico, Paolo [Downloadable!] 2007 Housing Market Spillovers: Evidence from an Estimated DSGE Model by Matteo Iacoviello & Stefano Neri [Downloadable!] 2007 Estimation and Inference by the Method of Projection Minimum Distance by Òscar Jordà & Sharon Kozicki [Downloadable!] 2007 Unanticipated Defaults and Losses in Canada's Large-Value Payments System, Revisited by Devin Ball & Walter Engert [Downloadable!] 2007 The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada by Claude Lavoie & Hope Pioro [Downloadable!] 2007 Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks by Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin [Downloadable!] 2007 Why and How to Assess Inflation-Target Fulfillment by Jan Filáček [Downloadable!] 2007 Why Central Bankers Should Disclose: Interest Rate Forecast by Jan Filáček & Luboš Komárek & Petr Král [Downloadable!] 2007 Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB by Kateřina Šmídková & Aleš Bulíř [Downloadable!] 2007 The Science and Art of Monetary-Policy Communication by Martin Čihák [Downloadable!] 2007 The Canadian macroeconomy and the yield curve: an equilibrium-based approach by René Garcia & Richard Luger [Downloadable!] 2007 La demande de titres longs par les non-residents explique-t-elle le bas niveau des taux longs publics americains ? by Bruno Ducoudre [Downloadable!] 2007 The bond market term premium: what is it, and how can we measure it? by Don H Kim & Athanasios Orphanides [Downloadable!] 2007 Predicting Currencycrises With Signalapproach: The Case Ofturkey by Halil Altintas & Bulent Oz [Downloadable!] 2006 Growth and Inflation Disparities in Corridor V by Dino Martellato [Downloadable!] 2006 Skewed policy responses and IT in Latin America by Marco Vega [Downloadable!] 2006 Monetary Policy and the Term Structure: A Fully Structural DSGE approach by Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia 2006 Macroeconomic Models and the Yield Curve by Jagjit Chadha & Sean Holly [Downloadable!] 2006 High Dimensional Yield Curves: Models and Forecasting by Clive G. Bowsher & Roland Meeks [Downloadable!] 2006 El costo del crédito en el Perú, revisión de la evolución reciente by Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal [Downloadable!] 2006 Measuring the Natural Interest Rate for the Peruvian Economy by Paul Castillo & Carlos Montoro & Vicente Tuesta [Downloadable!] 2006 A Small-Scale DSGE Model for Forecasting the South African Economy by Guangling (Dave) Liu & Rangan Gupta 2006 Forecasting the South African Economy with VARs and VECMs by Rangan Gupta 2006 A BVAR Model for the South African Economy by Rangan Gupta & Moses M. Sichei 2006 U.S. Core Inflation: A Wavelet Analysis by Cotter, John & Dowd, Kevin [Downloadable!] 2006 Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information by De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick [Downloadable!] 2006 Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy by Mandler, Martin [Downloadable!] 2006 A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration by Francis X. Diebold & Lei Ji & Canlin Li [Downloadable!] 2006 High Dimensional Yield Curves: Models and Forecasting by Clive Bowsher & Roland Meeks [Downloadable!] 2006 Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics by Pablo A. Guerron [Downloadable!] 2006 Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices by Roberto Rigobon & Brian Sack [Downloadable!] 2006 Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters by Joseph Engelberg & Charles F. Manski & Jared Williams [Downloadable!] 2006 A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market by Viktors Ajevskis & Kristine Vitola [Downloadable!] 2006 Measuring Expectations by Kjellberg, David [Downloadable!] 2006 Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves by Andres Vesilind [Downloadable!] 2006 Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models by Jorda, Oscar & Kozicki, Sharon [Downloadable!] 2006 Monetary Policy and the Evolution of the US Economy by Canova, Fabio [Downloadable!] 2006 Structural Changes in the US Economy: Bad Luck or Bad Policy? by Canova, Fabio & Gambetti, Luca [Downloadable!] 2006 (Un)Predictability and Macroeconomic Stability by D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo [Downloadable!] 2006 Macroeconomic Models and the Yield Curve: An assessment of the Fit by Chadha, J.S. & Holly, S. [Downloadable!] 2006 Pursuing financial stability under an inflation-targeting regime by Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist [Downloadable!] 2006 Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output? by Q. Farooq Akram & Øyvind Eitrheim [Downloadable!] 2006 Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach by Neville Arjani [Downloadable!] 2006 Whom should we believe? Information content of the yield curve and analysts’ expectations by Péter Gábriel & Klára Pintér [Downloadable!] 2006 Factor Model Forecasts for New Zealand by Troy D. Matheson [Downloadable!] 2006 On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies by NANDWA, Boaz [Downloadable!] 2005 (Un)Predictability and Macroeconomic Stability by Antonello D'Agostino & Domenico Giannone & Paolo Surico [Downloadable!] 2005 Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence by Shengzu Wang & Shen Guo [Downloadable!] 2005 The properties of cycles in South African financial variables and their relation to the business cycle by Willem Boshoff [Downloadable!] 2005 Reconciling The Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework by Yamin Ahmad 2005 A BVAR Forecasting Model For Peruvian Inflation by Gonzalo Llosa & Vicente Tuesta & Marco Vega [Downloadable!] 2005 Were There Regime Switches in U.S. Monetary Policy? by Christopher A. Sims & Tao Zha [Downloadable!] 2005 The performance evaluation of hedge funds: a comparison of different approaches using European data by Carretta, Alessandro & Mattarocci, Gianluca [Downloadable!] 2005 Factor model forecasts for New Zealand by Troy Matheson [Downloadable!] 2005 Monetary policy and asset prices: To respond or not? by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim [Downloadable!] 2005 Understanding and Comparing Factor-Based Forecasts by Jean Boivin & Serena Ng [Downloadable!] 2005 Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations by Ali al-Nowaihi & Sanjit Dhami [Downloadable!] 2005 Productivity and the Business Cycle in Japan: Evidence from Japanese Industry Data by Tsutomu Miyagawa & Yukie Sakuragawa & Miho Takizawa [Downloadable!] 2005 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model by Adolfson, Malin & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks by Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders [Downloadable!] 2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 Evaluating a Central Bank’s Recent Forecast Failure by Nymoen, Ragnar [Downloadable!] 2005 Application of investment models in foreign exchange reserve management in Eesti Pank by Andres Vesilind & Toivo Kuus [Downloadable!] 2005 Term Structure Estimation with Survey Data on Interest Rate Forecasts by Kim, Don H. & Orphanides, Athanasios [Downloadable!] 2005 A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series by Marcellino, Massimiliano & Stock, James H & Watson, Mark W [Downloadable!] 2005 The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates by Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio [Downloadable!] 2005 Fulfilment of the Maastricht Inflation Criterion by the Czech Republic: Potential Costs and Policy Options by Vit Barta [Downloadable!] 2005 Monetary policy and asset prices: To respond or not? by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim [Downloadable!] 2005 The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach by René Garcia & Richard Luger [Downloadable!] 2005 The Impact of Unanticipated Defaults in Canada's Large Value Transfer System by Darcey McVanel [Downloadable!] 2005 Understanding and Comparing Factor-Based Forecasts by Jean Boivin & Serena Ng [Downloadable!] 2005 Causality Links Between Asset Prices And Cash Rate In Australia by West, L.k. & Agbola, W.F. [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 Money as an indicator variable for monetary policy when money demand is forward looking by Lauri Kajanoja [Downloadable!] 2004 Model-Free Impulse Responses by Oscar Jorda [Downloadable!] 2004 Reconciling the Effects of Monetary Policy Actions on Consumption Within a Heterogeneous Agent Framework by Yamin Ahmad [Downloadable!] 2004 What explains the Great Moderation in the US? A structural analysis by Fabio Canova [Downloadable!] 2004 Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates by Iryna Kaminska & Andrea Carriero & Carlo A. Favero [Downloadable!] 2004 Money makes the world go round ... about the necessity of nonlinear techniques in interest rate forecasting by Stefan Fink & Janette F. Walde [Downloadable!] 2004 Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design by S. Zakovic & V. Wieland & B. Rustem 2004 Targeting Inflation by Forecast Feedback Rules in Small Open Economies by Kai Leitemo [Downloadable!] 2004 Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists by Karlyn Mitchell & Douglas K. Pearce [Downloadable!] 2004 A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong by Stefan Gerlach & Matthew S. Yiu [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 A joint econometric model of macroeconomic and term structure dynamics by Peter Hoerdahl & Oreste Tristani [Downloadable!] 2004 Model-Free Impulse Responses by Jorda, Oscar [Downloadable!] 2004 A joint econometric model of macroeconomic and term structure dynamics by Peter Hördahl & Oreste Tristani & David Vestin [Downloadable!] 2004 Determinants of euro term structure of credit spreads by Astrid Van Landschoot [Downloadable!] 2004 Composição Ótima Para A Dívida Pública: Uma Análise Macro-Estrutural by Mariana Lopes & Erica Domingos [Downloadable!] 2004 Four Reflections On Practising Inflation Targeting In The Czech Republic by Oldřich Dědek [Downloadable!] 2004 Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability by DUARTE, A. & VENETIS, I. & PAYÁ, I. [Downloadable!] 2004 Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities by Kitamura, Yukinobu [Downloadable!] 2004 A Nonparametric Dimension Test of the Term Structure by Javier Gil-Bazo & Gonzalo Rubio [Downloadable!] 2003 Sovereign Credit Ratings and Their Impact on Recent Financial Crises by Roman Kraeussl [Downloadable!] 2003 Structural changes in the US economy: is there a role for monetary policy? by Fabio Canova & Luca Gambetti [Downloadable!] 2003 Variety of Agent-based Models for Computer Simulation of FX Rate by Lukas, L. 2003 Inflation Scares and Monetary Policy by John C. Williams & Athanasios Orphanides 2003 Are More Data Always Better for Factor Analysis? by Jean Boivin & Serena Ng [Downloadable!] 2003 Spillovers Across U.S. Financial Markets by Roberto Rigobon & Brian Sack [Downloadable!] 2003 Optimal Policy with Partial Information in a Forward-Looking Model: Certainty-Equivalence Redux by Lars E. O. Svensson & Michael Woodford [Downloadable!] 2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context by Jelena Zubkova [Downloadable!] 2003 Indicator Accuracy and Monetary Policy: Is Ignorance Bliss? by Nimark, Kristoffer P. [Downloadable!] 2003 Money as an indicator variable for monetary policy when money demand is forward looking by Kajanoja, Lauri [Downloadable!] 2003 Trois essais sur les anticipations d'inflation - Three essays on inflation expectation by Jean-Pierre Allégret & Jean-François Goux [Downloadable!] 2003 Monetary Policy Performance and the Accuracy of Observations by Kristoffer P. NIMARK [Downloadable!] 2003 Is there a Phillips Curve in the US and the EU15 Countries? An empirical investigatio by Jesús Vazquez [Downloadable!] 2003 Model-Free Impulse Responses by Jorda, Oscar [Downloadable!] 2003 The Fed and Stock Market: A Proxy and Instrumental Variable Identification by d'Amico, Stefania & Mira Farka [Downloadable!] 2003 Federal Funds Rate Prediction by Sarno, Lucio & Daniel l Thornton & Giorgio Valente [Downloadable!] 2003 Choosing the Regime in an Uncertain World, the UK and Monetary Union by Barrell, Ray & Ian Hurst & Tatiana Kirsanova [Downloadable!] 2003 Sovereign Credit Ratings and Their Impact on Recent Financial Crises by Roman Kraeussl [Downloadable!] 2003 A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II by Roman Kraeussl [Downloadable!] 2003 Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? by Roman Kraeussl [Downloadable!] 2003 Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises? by Roman Kraeussl [Downloadable!] 2003 Predicting Financial Crisis in Developing Economies: Astronomy or Astrology? by Ilene Grabel [Downloadable!] 2003 Currency Substitution and the Demand for Money in Five European Union Countries by Julide Yildirim [Downloadable!] 2002 Strukturelle Veränderungen In Der Wirtschaft Der Republiken Kraoatien Und Bundesrepublik Deutschland by Novak, Branko & Matić, Branko [Downloadable!] 2002 Default, currency crises, and sovereign credit ratings by Reinhart, Carmen [Downloadable!] 2002 Modest Policy Interventions by Eric M. Leeper & Tao Zha [Downloadable!] 2002 Empirical Analysis of Policy Interventions by Eric M. Leeper & Tao Zha [Downloadable!] 2002 The Impact of Monetary Policy on Asset Prices by Roberto Rigobon & Brian P. Sack [Downloadable!] 2002 A Currency Board Model of Hong Kong by Yue Ma & Guy Meredith & Matthew S. Yiu [Downloadable!] 2002 The Effects of The Euro on Financial Markets, Activity and Structure by Studener [Downloadable!] 2002 Smooth Transition Regression Models in UK Stock Returns by Nektarios Aslanidis [Downloadable!] 2002 Inflation Expectations and Learning about Monetary Policy by Andolfatto, David & Scott Hendry & Kevin Moran [Downloadable!] 2002 On the role of money in a business cycle model of a small open economy: The case of Spain by Eduardo L. Giménez & José María Martín-Moreno [Downloadable!] 2002 Mali Sektör 2002-2007 by Eda ALİDEDEOĞLU & Giyas GÖKKENT 2002 An Almon Approximation of the Day of the Month Effect in Currency in Circulation by Kaushik Bhattacharya & Himanshu Joshi 2001 Uncertainty, Indeterminacy and Shannon's Derivation of Entropy: Implications for Policy Administration - A Systems Theoretical Approach by Author: A.G.Perison [Downloadable!] 2001 Systems Theory of Macroeconomics, Introduction to by A.G.Perison [Downloadable!] 2001 New economy : new policy rules? by Eric Schaling, James Bullard [Downloadable!] 2001 Modeling an Indexed Portfolio for the Italian Market by Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy 2001 Inércia de juros e regras de Taylor: Explorando as funções de resposta a impulso em um modelo de equilíbrio geral com parâmetros estilizados para o Brazil by Dionisio Dias Carneiro & Pedro Garcia Duarte [Downloadable!] 2001 Measuring the Reaction of Monetary Policy to the Stock Market by Roberto Rigobon & Brian Sack [Downloadable!] 2001 Indicator Variables for Optimal Policy under Asymmetric Information by Lars E.O. Svensson & Michael Woodford [Downloadable!] 2001 Indicator Variables for Optimal Policy under Asymmetric Information by Svensson, Lars E. O. & Woodford, Michael [Downloadable!] 2001 Evaluation and Development of Confidence Indicators Based on Harmonised Business Consumer Surveys by The Directorate-General for Economic and Financial Affairs. 2001 On the Variation of Hedging Decisions in Daily Currency Risk Management by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 2001 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 2001 Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model by Ying Liu [Downloadable!] 2001 Economic Cycle Research Institute and Pennsylvania State University by Philip A. Klein 2000 The Effect of Uncertainty on Monetary Policy: How Good are the Brakes? by Guy Debelle & Adam Cagliarini [Downloadable!] 2000 Issues in the Choice of a Monetary Regime for India by Warwick J. McKibbin & Kanhaiya Singh [Downloadable!] 2000 Indicator Variables for Optimal Policy by Lars E.O. Svensson & Michael Woodford [Downloadable!] 2000 Indicator Variables for Optimal Policy by Svensson, Lars & Woodford, Michael [Downloadable!] 2000 Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy by Albrecht Ritschl & Ulrich Woitek [Downloadable!] 2000 Outlook for the Canadian Economy: National Projection Through 2020 by Dungan, P. & Murphy, S. & Wilson, T. 2000 Extremal spillovers in financial markets by Straetmans, Stefan [Downloadable!] 2000 New economy : new policy rules? by Bullard, J. & Schaling, E. [Downloadable!] 2000 On the variation of hedging decisions in daily currency risk management by C.S. Bos & R.J. Mahieu & H.K. Van Dijk [Downloadable!] 2000 Daily exchange rate behaviour and hedging of currency risk by C.S. Bos & R.J. Mahieu & H.K. Van Dijk [Downloadable!] 2000 Sovereign Ratings and Their Impact on Recent Financial Crises by Roman Kraeussl [Downloadable!] 2000 Open Market Operations as a Monetary Policy Shock Measure in a Quantitative Business Cycle Model by Burkhard Heer & Andreas Schabert [Downloadable!] 1999 Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix by James Engel & Marianne Gizycki [Downloadable!] 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. 1999 The Value of Publishing Official Central Bank Forecasts by Tarkka, J. & Mayes, D. 1999 Optimal and Conditionallly Optimal Targeting Rules for Small Open Economies by Dennis, R. 1999 Conditionally Optimal Rules in a Simple Closed Economy Model Under Discretion and Commitment by Dennis, R. 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 1998 Estimating a European Demand for Money by Bernd Hayo [Downloadable!] 1998 Error-correction versus Differencing in Macroeconomic Forecasting by Eitrheim, O. & Husebo, T.A. & Nymoen, R. 1998 Liquidity Constraints and Cycles by Rochon, C. 1998 Looking for Arbitrage by Flam, S.D. 1998 Un modelo de vectores autorregresivos bayesianos (BVAR) para la predicción del tipo de interés a corto plazo de la economía española by ORTIZ VIDAL-ABARCA, A. [Downloadable!] 1998 Anticipation and Surprises in Central Bank Interest Rate Policy by Daniel Hardy [Downloadable!] 1997 Labor Market Shifts and the Price Puzzle Revisited by Alan Krueger [Downloadable!] 1997 Explaining the Persistence of Commodity Prices by NG, Serena & RUGE-MURCIA, Francisco J. [Downloadable!] 1997 Structural Change, the Demand for Skilled Labour and Lifelong Learning by G.A. Meagher [Downloadable!] 1997 Credible Disinflation Policy in a Dynamic Setting by Christopher F. Baum & Meral Karasulu [Downloadable!] 1997 The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates by Basma Bekdache & Christopher F. Baum [Downloadable!] 1996 Accounting for Convertible Debt: A Fundamental Financial Instrument Approach to Accounting for Convertible Debt as a Single Instrument by Casson, P. 1996 Forecasting the S&P500: A Disequilibrium Indicator by Davidson, S. & Meyer, S. 1996 The Medium Term Outlook for Labour Demand: An Economy Wide Assessment by G.A. Meagher [Downloadable!] 1996 Coordinating Policies for Human Resources Development by G.A. Meagher [Downloadable!] 1996 Economic Modelling and the National Strategy for Vocational Education and Training by G.A. Meagher & B.R. Parmenter [Downloadable!] 1996 Future Workforce Skills: Projections with the MONASH Model by G.A. Meagher & B.R. Parmenter [Downloadable!] 1996 Aggregation Bias in Estimating European Money Demand Functions by Wesche, Katrin [Downloadable!] 1996 Nearest-Neighbor Forecasts of U.S. Interest Rates by John Barkoulas & Christopher F. Baum & Atreya Chakraborty [Downloadable!] 1996 Speculative Behaviour, Regime-Switching and Stock Market Crashes by Van Norden, S. & Schaller, H. [Downloadable!] 1996 Determinantes del tipo de interés a largo plazo: Un estudio VAR by Javier Nievas López & Eduardo Pozo Remiro [Downloadable!] 1993 Stochastic Trends and Short-Run Relationships Between Financial Variables and Rela Activity by Toru Konishi & Valerie A. Ramey [Downloadable!] 1993 Explaining The Term Structure Of Interest Rates: A Panel Data Approach by E. Scott Mayfield & Robert G. Murphy 1971 A Forecasting Model Of The Canadian Economy by Glenn Jenkins [Downloadable!] Deficit Spending in the Nazi Recovery, 1933-1938: A Critical Reassessment by Albrecht Ritschl [Downloadable!] Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy by Albrecht Ritschl & Ulrich Woitek [Downloadable!] A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II by Roman Kraeussl [Downloadable!] Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? by Roman Kraeussl [Downloadable!] Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises by Roman Kraeussl [Downloadable!] House Prices and Monetary Policy in Colombia by Martha López [Downloadable!]
This page was last updated on 2009-11-8.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
