IDEAS home Printed from https://ideas.repec.org/e/c/pwr25.html
   My authors  Follow this author

Jonathan Wright

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:

    Mentioned in:

    1. H-Index for Journals
      by Francis Diebold in No Hesitations on 2018-03-08 17:47:00
  1. Faust, Jon & Wright, Jonathan H., 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 468-479.

    Mentioned in:

    1. Recent reading
      by Francisco in EconWeekly on 2010-11-23 20:40:00
  2. Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2008. "The TIPS yield curve and inflation compensation," Finance and Economics Discussion Series 2008-05, Board of Governors of the Federal Reserve System (U.S.).

    Mentioned in:

    1. Inflation Expectations: How Credibility Pays Off
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-07-31 17:19:31
  3. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Ng and Wright: Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
      by Gray in Pseudo-true News on 2013-10-01 09:34:06

    Mentioned in:

    1. ECB Paddles Both Ways in the Rubicon
      by Stephen G. Cecchetti in Huffington Post Business on 2015-02-09 18:47:54
    2. ECB Paddles Both Ways in the Rubicon
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-01-26 19:32:17
  4. Kitsul, Yuriy & Wright, Jonathan H., 2013. "The economics of options-implied inflation probability density functions," Journal of Financial Economics, Elsevier, vol. 110(3), pages 696-711.

    Mentioned in:

    1. 5-Year Deflation Probability Moves Off Zero
      by macroblog in Macroblog on 2015-09-04 21:34:05

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek, 2011. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Papers 16725, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables
  2. Jonathan H. Wright, 2006. "The yield curve and predicting recessions," Finance and Economics Discussion Series 2006-07, Board of Governors of the Federal Reserve System (U.S.).

    Mentioned in:

    1. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables
  3. Jon Faust & Jonathan H. Wright, 2007. "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers 13397, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Wright, Jonathan H, 1999. "Testing for a Unit Root in the Volatility of Asset Returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 309-318, May-June.

    Mentioned in:

    1. Testing for a unit root in the volatility of asset returns (Journal of Applied Econometrics 1999) in ReplicationWiki ()
  2. Jonathan H. Wright, 2011. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset," American Economic Review, American Economic Association, vol. 101(4), pages 1514-1534, June.

    Mentioned in:

    1. Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset (AER 2011) in ReplicationWiki ()
  3. Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2010. "The TIPS Yield Curve and Inflation Compensation," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 70-92, January.

    Mentioned in:

    1. The TIPS Yield Curve and Inflation Compensation (AEJ:MA 2010) in ReplicationWiki ()

Working papers

  1. Smith, Simon & Timmermann, Allan & Wright, Jonathan, 2023. "Breaks in the Phillips Curve: Evidence from Panel Data," CEPR Discussion Papers 18033, C.E.P.R. Discussion Papers.

    Cited by:

    1. Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024. "Has the Phillips curve flattened?," French Stata Users' Group Meetings 2024 22, Stata Users Group.
    2. Ferri, Piero & Cristini, Annalisa & Tramontana, Fabio, 2023. "Meta-models of the Phillips curve and income distribution," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 215-232.
    3. Pierpaolo Benigno & Gauti B. Eggertsson, 2023. "It’s Baaack: The Surge in Inflation in the 2020s and the Return of the Non-Linear Phillips Curve," NBER Working Papers 31197, National Bureau of Economic Research, Inc.

  2. David O. Lucca & Jonathan H. Wright, 2022. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Staff Reports 1013, Federal Reserve Bank of New York.

    Cited by:

    1. Jonathan Hambur & Qazi Haque, 2023. "Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!," School of Economics and Public Policy Working Papers 2023-03 Classification-E4, University of Adelaide, School of Economics and Public Policy.
    2. Gauti B. Eggertsson & Sergey K. Egiev, 2024. "Liquidity Traps: A Unified Theory of the Great Depression and Great Recession," NBER Working Papers 33195, National Bureau of Economic Research, Inc.
    3. Patrick Aldridge & David Cimon & Rishi Vala, 2023. "Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs," Discussion Papers 2023-30, Bank of Canada.
    4. Junko Koeda & Yoichi Ueno, 2022. "A Preferred Habitat View of Yield Curve Control," Bank of Japan Working Paper Series 22-E-7, Bank of Japan.
    5. Richard Finlay & Dmitry Titkov & Michelle Xiang, 2022. "The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases," RBA Research Discussion Papers rdp2022-02, Reserve Bank of Australia.

  3. David O. Lucca & Jonathan H. Wright, 2021. "Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19," Liberty Street Economics 20210325, Federal Reserve Bank of New York.

    Cited by:

    1. Lahiri, Kajal & Yin, Yimeng, 2024. "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, vol. 87(C).

  4. Thorsten Drautzburg & Jonathan H. Wright, 2021. "Refining Set-Identification in VARs through Independence," Working Papers 21-31, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Brandts, Jordi & El Baroudi, Sabrine & Huber, Stefanie J. & Rott, Christina, 2021. "Gender differences in private and public goal setting," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 222-247.
    2. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    3. Jarociński, Marek, 2024. "Estimating the Fed’s unconventional policy shocks," Journal of Monetary Economics, Elsevier, vol. 144(C).
    4. Geert Mesters & Piotr Zwiernik, 2022. "Non-independent components analysis," Economics Working Papers 1845, Department of Economics and Business, Universitat Pompeu Fabra.
    5. Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese, 2023. "Blended Identification in Structural VARs," BAFFI CAREFIN Working Papers 23200, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    6. Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised May 2024.
    7. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
    8. Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
    9. Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2023. "Identification Using Higher-Order Moments Restrictions," Working Paper Series WP 2023-28, Federal Reserve Bank of Chicago.
    10. Braun, Robin, 2021. "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England working papers 957, Bank of England.
    11. Emanuele Bacchiocchi & Toru Kitagawa, 2022. "Locally- but not Globally-identified SVARs," Working Papers wp1171, Dipartimento Scienze Economiche, Universita' di Bologna.
    12. Andrade, Philippe & Ferroni, Filippo & Melosi, Leonardo, 2024. "Higher-Order Moment Inequality Restrictions for SVARs," The Warwick Economics Research Paper Series (TWERPS) 1537, University of Warwick, Department of Economics.
    13. Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    14. Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.

  5. Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2019. "The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies," Liberty Street Economics 20190304, Federal Reserve Bank of New York.

    Cited by:

    1. Ann Xing, Bingxin & Feunou, Bruno & Nongni-Donfack, Morvan & Sekkel, Rodrigo, 2024. "U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K," Journal of Banking & Finance, Elsevier, vol. 168(C).

  6. Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019. "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers 26002, National Bureau of Economic Research, Inc.

    Cited by:

    1. Callum Jones & Mariano Kulish & James Morley, 2024. "A Structural Measure of the Shadow Federal Funds Rate," Working Papers 2024-05, University of Sydney, School of Economics.
    2. Adam Hale Shapiro, "undated". "Decomposing Supply and Demand Driven Inflation," RBA Annual Conference Papers acp2023-03, Reserve Bank of Australia, revised Nov 2023.
    3. Steven Diamond & Stephen Boyd & David Greenberg & Mykel Kochenderfer & Andrew Ang, 2021. "Optimal Claiming of Social Security Benefits," Papers 2106.00125, arXiv.org.
    4. Gregor Boehl & Gavin Goy & Felix Strobel, 2024. "A Structural Investigation of Quantitative Easing," The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1028-1044, July.
    5. Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
    6. Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Kristin J. Forbes, 2019. "Inflation Dynamics: Dead, Dormant, or Determined Abroad?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(2 (Fall)), pages 257-338.
    8. John B. Taylor, 2021. "Simple monetary rules: many strengths and few weaknesses," European Journal of Law and Economics, Springer, vol. 52(2), pages 267-283, December.
    9. P. Andrade & J. Galí & H. Le Bihan & J. Matheron, 2018. "The Optimal Inflation Target and the Natural Rate of Interest," Working papers 670, Banque de France.
    10. Philippe Andrade & Filippo Ferroni, 2018. "Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area," Working Paper Series WP-2018-12, Federal Reserve Bank of Chicago.
    11. Régis Barnichon & Geert Mesters, 2023. "A Sufficient Statistics Approach for Macro Policy," American Economic Review, American Economic Association, vol. 113(11), pages 2809-2845, November.
    12. Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2023. "Non‐standard monetary policy measures in non‐normal times," International Finance, Wiley Blackwell, vol. 26(1), pages 19-35, April.
    13. Davtyan, Karen, 2023. "Unconventional monetary policy and economic inequality," Economic Modelling, Elsevier, vol. 126(C).
    14. Eric T. Swanson, 2024. "The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1152-1184, September.
    15. Ellen Ryan & Karl Whelan, 2021. "A Model of QE, Reserve Demand and the Money Multiplier," Working Papers 202107, School of Economics, University College Dublin.
    16. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    17. Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
    18. Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance since the Financial Crisis," Working Papers 2020-026, Federal Reserve Bank of St. Louis, revised 02 Nov 2020.
    19. Alisdair McKay & Christian K. Wolf, 2023. "What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?," Econometrica, Econometric Society, vol. 91(5), pages 1695-1725, September.
    20. Edward Nelson, 2021. "The Emergence of Forward Guidance As a Monetary Policy Tool," Finance and Economics Discussion Series 2021-033, Board of Governors of the Federal Reserve System (U.S.).
    21. Falk Bräuning & Viacheslav Sheremirov, 2023. "The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 300-325, March.
    22. Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," EconStor Preprints 204579, ZBW - Leibniz Information Centre for Economics.
    23. Fernando M. Duarte & Benjamin K. Johannsen & Leonardo Melosi & Taisuke Nakata, 2020. "Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies," Finance and Economics Discussion Series 2020-067, Board of Governors of the Federal Reserve System (U.S.).
    24. Ma, Liang, 2024. "Using stock prices to help identify unconventional monetary policy shocks for external instrument SVAR," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1234-1247.
    25. Daniel J. Lewis & Christos Makridis & Karel Mertens, 2019. "Do Monetary Policy Announcements Shift Household Expectations?," Working Papers 1906, Federal Reserve Bank of Dallas, revised 17 Jan 2020.
    26. Kang, Hyunju & Park, Jaevin & Suh, Hyunduk, 2020. "The rise of part-time employment in the great recession: Its causes and macroeconomic effects," Journal of Macroeconomics, Elsevier, vol. 66(C).
    27. Michael Ellington, 2022. "The Empirical Relevance of the Shadow Rate and the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1605-1635, September.
    28. Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood, 2020. "Issues in the Use of the Balance Sheet Tool," Finance and Economics Discussion Series 2020-071, Board of Governors of the Federal Reserve System (U.S.).
    29. Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
    30. Couture, Cody, 2021. "Financial market effects of FOMC projections," Journal of Macroeconomics, Elsevier, vol. 67(C).
    31. Masahiko Shibamoto & Wataru Takahashi & Takashi Kamihigashi, 2023. "Japan’s monetary policy: a literature review and empirical assessment," Journal of Computational Social Science, Springer, vol. 6(2), pages 1215-1254, October.
    32. Susana Párraga & Pedro del Río & Juan Luis Vega, 2019. "The Federal Reserve review of its monetary policy framework," Economic Bulletin, Banco de España, issue DEC.
    33. Carl E. Walsh, 2019. "Alternatives to Inflation Targeting in Low Interest Rate Environments," IMES Discussion Paper Series 19-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
    34. Régis Barnichon & Geert Mesters, 2022. "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Paper Series 2022, Federal Reserve Bank of San Francisco.
    35. Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
    36. Adam Hale Shapiro, 2022. "Decomposing Supply and Demand Driven Inflation," Working Paper Series 2022-18, Federal Reserve Bank of San Francisco.
    37. Richard H. Clarida, 2022. "The Federal Reserve's New Framework: Context and Consequences," Finance and Economics Discussion Series 2022-001, Board of Governors of the Federal Reserve System (U.S.).

  7. Jonathan H. Wright, 2018. "Seasonal Adjustment of NIPA data," NBER Working Papers 24895, National Bureau of Economic Research, Inc.

    Cited by:

    1. Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
    2. Bagaynikov, Mikhail, 2014. "Land aspect in the development of individual agricultural farms of the Baikal region [Земельный Аспект В Развитии Индивидуальных Аграрных Хозяйств Байкальского Региона]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 195-207.

  8. Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series 7229, CESifo.

    Cited by:

    1. Moench, Emanuel & Soofi-Siavash, Soroosh, 2022. "What moves treasury yields?," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
    2. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
    3. Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2020. "Reserves and Risk : Evidence from China," Discussion paper series HIAS-E-98, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    4. Miescu, Mirela & Rossi, Raffaele, 2021. "COVID-19-induced shocks and uncertainty," European Economic Review, Elsevier, vol. 139(C).
    5. Christoph Boehm & T. Niklas Kroner, 2024. "Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock," NBER Working Papers 32636, National Bureau of Economic Research, Inc.
    6. Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
    7. Conrad, Christian & Schoelkopf, Julius Theodor & Tushteva, Nikoleta, 2023. "Long-Term Volatility Shapes the Stock Market’s Sensitivity to News," Working Papers 0739, University of Heidelberg, Department of Economics.
    8. Philippe Andrade & Filippo Ferroni, 2018. "Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area," Working Paper Series WP-2018-12, Federal Reserve Bank of Chicago.
    9. McMahon, Michael & , & Tong, Matthew, 2019. "The Long-Run Information Effect of Central Bank Communication," CEPR Discussion Papers 13438, C.E.P.R. Discussion Papers.
    10. Rongrong Sun, 2018. "Monetary Policy Announcements and Market Interest Rates Response: Evidence from China," CFDS Discussion Paper Series 2018/5, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    11. Christoph E. Boehm & T. Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," NBER Working Papers 30994, National Bureau of Economic Research, Inc.
    12. Leonardo N. Ferreira, 2020. "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers 912, Queen Mary University of London, School of Economics and Finance.
    13. Ann Xing, Bingxin & Feunou, Bruno & Nongni-Donfack, Morvan & Sekkel, Rodrigo, 2024. "U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K," Journal of Banking & Finance, Elsevier, vol. 168(C).
    14. Luca Vincenzo Ballestra & Enzo D’Innocenzo & Andrea Guizzardi, 2024. "Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 375-406.
    15. Diego Bonelli & Berardino Palazzo & Ram S. Yamarthy, 2025. "“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices," Finance and Economics Discussion Series 2025-002, Board of Governors of the Federal Reserve System (U.S.).
    16. Cieslak, Anna & Pang, Hao, 2020. "Common shocks in stocks and bonds," CEPR Discussion Papers 14708, C.E.P.R. Discussion Papers.
    17. Arbatli-Saxegaard, Elif & Furceri, Davide & Gonzalez Dominguez, Pablo & Ostry, Jonathan & Peiris, Shanaka, 2022. "Spillovers from US Monetary Shocks: Role of Policy Drivers and Cyclical Conditions," ADBI Working Papers 1317, Asian Development Bank Institute.
    18. Jeon, Yoontae & McCurdy, Thomas H. & Zhao, Xiaofei, 2022. "News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies," Journal of Financial Economics, Elsevier, vol. 145(2), pages 1-17.
    19. Pallotti, Filippo & Paz-Pardo, Gonzalo & Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2023. "Who bears the costs of inflation? Euro area households and the 2021–2022 shock," Working Paper Series 2877, European Central Bank.
    20. Canetg, Fabio & Kaufmann, Daniel, 2022. "Overnight rate and signalling effects of central bank bills," European Economic Review, Elsevier, vol. 143(C).
    21. Luca Brugnolini & Antonello D’Agostino & Alex Tagliabracci, 2021. "Is Anything Predictable in Market-Based Surprises?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 387-410, November.
    22. Ostapenko, Nataliia, 2020. "Central Bank Communication: Information and Policy shocks," MPRA Paper 104501, University Library of Munich, Germany, revised 21 Jun 2020.
    23. Kerssenfischer, Mark & Schmeling, Maik, 2024. "What moves markets?," Journal of Monetary Economics, Elsevier, vol. 145(C).
    24. Cieslak, Anna & Pang, Hao, 2021. "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, vol. 142(2), pages 880-904.
    25. Griller, Stefan & Huber, Florian & Pfarrhofer, Michael, 2024. "Financial markets and legal challenges to unconventional monetary policy," European Economic Review, Elsevier, vol. 163(C).
    26. Xu Zhang, 2021. "A New Measure of Monetary Policy Shocks," Staff Working Papers 21-29, Bank of Canada.
    27. Bruno Feunou & James Kyeong & Raisa Leiderman, 2018. "Markets Look Beyond the Headline," Staff Analytical Notes 2018-37, Bank of Canada.
    28. Daniel J. Lewis, 2019. "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects," Staff Reports 891, Federal Reserve Bank of New York.
    29. Bingxin Ann Xing & Bruno Feunou & Morvan Nongni-Donfack & Rodrigo Sekkel, 2024. "U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields," Staff Working Papers 24-12, Bank of Canada.

  9. Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2017. "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," Staff Reports 810, Federal Reserve Bank of New York.

    Cited by:

    1. Moench, Emanuel & Soofi-Siavash, Soroosh, 2022. "What moves treasury yields?," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
    2. Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023. "Perceptions about Monetary Policy," Working Paper Series 2023-31, Federal Reserve Bank of San Francisco.
    3. Wenxin Du & Benjamin Hébert & Wenhao Li, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," Staff Reports 1023, Federal Reserve Bank of New York.
    4. Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023. "Supply and Demand and the Term Structure of Interest Rates," NBER Working Papers 31879, National Bureau of Economic Research, Inc.
    5. David O. Lucca & Jonathan H. Wright, 2022. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Staff Reports 1013, Federal Reserve Bank of New York.
    6. Fuster, Andreas & Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
    7. Guimaraes, Rodrigo & Pinter, Gabor & Wijnandts, Jean-Charles, 2023. "The liquidity state-dependence of monetary policy transmission," Bank of England working papers 1045, Bank of England.
    8. Kelly Shue & Richard Townsend & Chen Wang, 2024. "Categorical Thinking About Interest Rates," CESifo Working Paper Series 11558, CESifo.
    9. Vedolin, Andrea & Leombroni, Matteo & , & Whelan, Paul, 2018. "Central Bank Communication and the Yield Curve," CEPR Discussion Papers 12970, C.E.P.R. Discussion Papers.

  10. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024. "The Role of International Financial Integration in Monetary Policy Transmission," Staff Working Papers 24-3, Bank of Canada.
    2. Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
    3. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, vol. 148(C).
    4. Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
    5. Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022. "Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    6. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
    7. Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018. "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 1-18.
    8. Ayhan Kose & Jongrim Ha & Dohan Kim & Prasad,Eswar S., 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," Policy Research Working Paper Series 10974, The World Bank.
    9. Kota Ikkatai & Takuji Kawamoto & Kenichi Sakura, 2024. "Japan's Unconventional Monetary Policy and the Exchange Rate Dynamics," Bank of Japan Working Paper Series 24-E-23, Bank of Japan.
    10. Atsushi Inoue & Barbara Rossi, 2019. "A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy," Working Papers 1082, Barcelona School of Economics.
    11. Gelfer, Sacha & Gibbs, Christopher G., 2023. "Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator," Journal of International Money and Finance, Elsevier, vol. 131(C).
    12. John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017. "Currency Matters: Analyzing International Bond Portfolios," NBER Working Papers 23175, National Bureau of Economic Research, Inc.
    13. Mirela Miescu, 2019. "Uncertainty shocks in emerging economies," Working Papers 277077821, Lancaster University Management School, Economics Department.
    14. Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
    15. Eric T. Swanson, 2017. "Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets," NBER Working Papers 23311, National Bureau of Economic Research, Inc.
    16. Wenxin Du & Benjamin Hébert & Wenhao Li, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," Staff Reports 1023, Federal Reserve Bank of New York.
    17. Philippe Mueller & Alireza Tahbaz-Salehi & Andrea Vedolin, 2017. "Exchange Rates and Monetary Policy Uncertainty," Journal of Finance, American Finance Association, vol. 72(3), pages 1213-1252, June.
    18. Yang, Yang & Zhang, Jiqiang, 2021. "Effects of monetary policy on the exchange rates: A Time-varying analysis," Finance Research Letters, Elsevier, vol. 43(C).
    19. Pinchetti, Marco & Szczepaniak, Andrzej, 2021. "Global spillovers of the Fed information effect," Bank of England working papers 952, Bank of England.
    20. Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2022. "Online Appendix to "Monetary Policy and Firm Dynamics"," Online Appendices 21-105, Review of Economic Dynamics.
    21. Cosmas Dery & Apostolos Serletis, 2021. "Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1029-1065, October.
    22. Patozi, A., 2023. "Green Transmission: Monetary Policy in the Age of ESG," Janeway Institute Working Papers 2302, Faculty of Economics, University of Cambridge.
    23. Davtyan, Karen, 2023. "Unconventional monetary policy and economic inequality," Economic Modelling, Elsevier, vol. 126(C).
    24. Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
    25. Sebastian K. Rüth & Wouter Van der Veken, 2023. "Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1085-1092, November.
    26. Eric T. Swanson, 2024. "The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1152-1184, September.
    27. Gábor Dávid Kiss & Mercédesz Mészáros, 2020. "Gravity Among Central Bank Balance Sheets: Monetary Policy Spill-Over on FX Volatility," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 5(1), pages 33-57, June.
    28. Serdar Kabaca & Kerem Tuzcuoglu, 2022. "International Transmission of Quantitative Easing Policies: Evidence from Canada," Staff Working Papers 22-30, Bank of Canada.
    29. Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
    30. Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
    31. Nsafoah, Dennis & Dery, Cosmas, 2024. "Effect of conventional and unconventional monetary policy shocks on housing prices in Canada," Journal of Housing Economics, Elsevier, vol. 64(C).
    32. Camehl, Annika & von Schweinitz, Gregor, 2023. "What explains international interest rate co-movement?," IWH Discussion Papers 3/2023, Halle Institute for Economic Research (IWH), revised 2023.
    33. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
    34. Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
    35. Prabheesh, K.P. & Padhan, Rakesh & Bhat, Javed Ahmad, 2024. "Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period," Journal of Asian Economics, Elsevier, vol. 90(C).
    36. Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021. "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, vol. 204(C).
    37. Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
    38. Mira Farka, 2022. "The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 633-693, September.
    39. Jongrim Ha, 2021. "Financial market spillovers of U.S. monetary policy shocks," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1221-1274, November.
    40. Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2019. "Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(3), pages 831-861, June.
    41. Mandler, Martin & Scharnagl, Michael, 2020. "Estimating the effects of the Eurosystem's asset purchase programme at the country level," Discussion Papers 29/2020, Deutsche Bundesbank.
    42. Rüth, Sebastian K., 2020. "Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all?," Journal of International Economics, Elsevier, vol. 126(C).
    43. Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
    44. Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
    45. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).
    46. Karau, Sören, 2024. "Relative monetary policy and exchange rates," Discussion Papers 40/2024, Deutsche Bundesbank.
    47. Aymeric Ortmans, 2020. "Evolving Monetary Policy in the Aftermath of the Great Recession," Documents de recherche 20-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    48. Daniel Gründler & Eric Mayer & Johann Scharler, 2021. "Monetary Policy Announcements, Information Schocks, and Exchange Rate Dynamics," Working Papers 2021-16, Faculty of Economics and Statistics, Universität Innsbruck.
    49. Breitenlechner, Max & Gründler, Daniel & Scharler, Johann, 2021. "Unconventional monetary policy announcements and information shocks in the U.S," Journal of Macroeconomics, Elsevier, vol. 67(C).
    50. Nihar Shah, 2022. "Doubly heterogeneous monetary spillovers," International Finance, Wiley Blackwell, vol. 25(2), pages 126-150, August.
    51. Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2020. "Exchange Rates and the Information Channel of Monetary Policy," Discussion Papers of DIW Berlin 1906, DIW Berlin, German Institute for Economic Research.
    52. Husted, Lucas & Rogers, John & Sun, Bo, 2020. "Monetary policy uncertainty," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 20-36.
    53. van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024. "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, vol. 143(C).
    54. Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018. "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin 1749, DIW Berlin, German Institute for Economic Research.
    55. J. Scott Davis & Michael B. Devereux & Changhua Yu, 2020. "Sudden Stops in Emerging Economies: The Role of World Interest Rates and Foreign Exchange Intervention," Globalization Institute Working Papers 405, Federal Reserve Bank of Dallas, revised 10 Sep 2021.
    56. Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024. "Is there an information channel of monetary policy?," IWH Discussion Papers 17/2020, Halle Institute for Economic Research (IWH), revised 2024.
    57. Ma, Chang & Rogers, John H. & Zhou, Sili, 2020. "The effect of the China Connect," BOFIT Discussion Papers 1/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
    58. Felipe Beltrán, 2023. "Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis," Working Papers Central Bank of Chile 975, Central Bank of Chile.
    59. Kilman, Josefin, 2020. "Monetary Policy and Income Inequality in the United States: The Role of Labor Unions," Working Papers 2020:10, Lund University, Department of Economics, revised 20 Sep 2022.
    60. Wang, Ling, 2022. "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    61. Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Uncertainty, Curreny Exess Returns, and Risk Reversals," International Finance Discussion Papers 1196, Board of Governors of the Federal Reserve System (U.S.).
    62. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 125291, London School of Economics and Political Science, LSE Library.
    63. Rossi, Barbara, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?," CEPR Discussion Papers 14064, C.E.P.R. Discussion Papers.
    64. Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
    65. Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
    66. Ricardo Caballero & Güneş Kamber, 2019. "On the global Impact of risk-off shocks and policy-put frameworks," BIS Working Papers 772, Bank for International Settlements.
    67. Barbara Rossi, 2018. "Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?," Economics Working Papers 1641, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
    68. Jean-Guillaume Sahuc & Grégory Levieuge & José Garcia-Revelo, 2024. "Revisiting 15 Years of Unusual Transatlantic Monetary Policies," Working Papers hal-04563708, HAL.
    69. Maurer, Tim D. & Nitschka, Thomas, 2023. "Stock market evidence on the international transmission channels of US monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 136(C).
    70. Dimitris Malliaropulos & Petros Migiakis, 2022. "A global monetary policy factor in sovereign bond yields," Working Papers 301, Bank of Greece.
    71. Tsai, I-Chun, 2020. "Alternative explanation of the money illusion: The effect of unexpected low inflation," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 110-123.
    72. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
    73. Katagiri, Mitsuru & Takahashi, Koji, 2023. "Do term premiums matter? Transmission via exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 139(C).
    74. Hashmi, Aamir Rafique & Nsafoah, Dennis, 2024. "International spillovers of conventional versus new monetary policy," Economic Modelling, Elsevier, vol. 139(C).
    75. Hou, Ai Jun & Khrashchevskyi, Ian & Suardi, Sandy & Xu, Caihong, 2024. "Spillover effects of monetary policy and information shocks," Finance Research Letters, Elsevier, vol. 62(PA).
    76. Goto, Eiji, 2023. "Industry effects of unconventional monetary policy, within and across countries," Journal of International Money and Finance, Elsevier, vol. 136(C).
    77. Masahiro Inoguchi, 2021. "The impact of foreign capital flows on long‐term interest rates in emerging and advanced economies," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 268-295, May.
    78. Dossani, Asad, 2024. "Monetary policy and currency variance risk premia," Research in International Business and Finance, Elsevier, vol. 69(C).
    79. Aksit, Derin, 2021. "Breaking the zero lower bound period: The shift across two unconventional policies," Economics Letters, Elsevier, vol. 198(C).
    80. Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur, 2021. "Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies," Working Paper Series 2564, European Central Bank.
    81. Wang, Ling, 2023. "Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 347-364.

  11. Yıldız Akkaya & Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2015. "Forward Guidance and Asset Prices," IMES Discussion Paper Series 15-E-06, Institute for Monetary and Economic Studies, Bank of Japan.

    Cited by:

    1. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Pagliari, Maria Sole, 2024. "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, vol. 168(C).
    3. Lemke, Wolfgang & Vladu, Andreea L., 2016. "Below the zero lower bound: A shadow-rate term structure model for the euro area," Discussion Papers 32/2016, Deutsche Bundesbank.
    4. Husted, Lucas & Rogers, John & Sun, Bo, 2020. "Monetary policy uncertainty," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 20-36.
    5. Yushi Endo & Takushi Kurozumi & Takemasa Oda & Kenichirou Watanabe, 2015. "Monetary Policy: Its Effects and Implementation: Summary of the 2015 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," IMES Discussion Paper Series 15-E-13, Institute for Monetary and Economic Studies, Bank of Japan.

  12. Michael D. Boldin & Jonathan H. Wright, 2015. "Weather-adjusting employment data," Working Papers 15-5, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Christopher L. Foote, 2015. "Did abnormal weather affect U.S. employment growth in early 2015?," Current Policy Perspectives 15-2, Federal Reserve Bank of Boston.
    2. Tom Stark, 2015. "First quarters in the national income and product accounts," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue May.
    3. Charles Fries & Francois Gourio, 2018. "Weather Shocks and Climate Change," 2018 Meeting Papers 1159, Society for Economic Dynamics.
    4. Erik Haustein & Sven Schreiber, 2016. "Adjusting production indices for varying weather effects," IMK Working Paper 171-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    5. Caglar Yunculer, 2015. "Estimating the Bridging Day Effect on Turkish Industrial Production," CBT Research Notes in Economics 1515, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    6. Hyunju Kang & Hyunduk Suh & Jongmin Yu, 2019. "Does Air Pollution Affect Consumption Behavior? Evidence from Korean Retail Sales," Asian Economic Journal, East Asian Economic Association, vol. 33(3), pages 235-251, September.

  13. Don H. Kim & Jonathan H. Wright, 2014. "Jumps in Bond Yields at Known Times," Finance and Economics Discussion Series 2014-100, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020. "Term structure modelling for multiple curves with stochastic discontinuities," Post-Print hal-03898927, HAL.
    2. Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020. "Term structure modelling for multiple curves with stochastic discontinuities," Finance and Stochastics, Springer, vol. 24(2), pages 465-511, April.
    3. Martin Keller-Ressel & Thorsten Schmidt & Robert Wardenga, 2018. "Affine processes beyond stochastic continuity," Papers 1804.07556, arXiv.org, revised Dec 2018.
    4. Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series 385, Quantitative Finance Research Centre, University of Technology, Sydney.
    5. Tunaru, Diana, 2017. "Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 119-129.
    6. Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "On the existence of sure profits via flash strategies," Papers 1708.03099, arXiv.org, revised Jul 2019.
    7. Backwell, Alex & Hayes, Joshua, 2022. "Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition," Journal of Banking & Finance, Elsevier, vol. 145(C).
    8. Peter Hördahl & Eli M Remolona & Giorgio Valente, 2015. "Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve," BIS Working Papers 527, Bank for International Settlements.
    9. Claudio Fontana & Zorana Grbac & Sandrine Gumbel & Thorsten Schmidt, 2018. "Term structure modeling for multiple curves with stochastic discontinuities," Papers 1810.09882, arXiv.org, revised Dec 2019.
    10. Alan Brace & Karol Gellert & Erik Schlögl, 2024. "SOFR term structure dynamics—Discontinuous short rates and stochastic volatility forward rates," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(6), pages 936-985, June.
    11. Karol Gellert & Erik Schlogl, 2021. "Short Rate Dynamics: A Fed Funds and SOFR perspective," Papers 2101.04308, arXiv.org.
    12. Harju, Antti J., 2024. "Target rate factors in short rate models," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).

  14. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison," International Finance Discussion Papers 1101, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018. "Effects of US Quantitative Easing on Emerging Market Economies," ADBI Working Papers 803, Asian Development Bank Institute.
    2. Georgiadis, Georgios, 2015. "Determinants of global spillovers from US monetary policy," Working Paper Series 1854, European Central Bank.
    3. Olivier Jeanne, 2020. "To What Extent Are Tariffs Offset by Exchange Rates?," Working Paper Series WP20-1, Peterson Institute for International Economics.
    4. Selva Demiralp & Sharmila King & Chiara Scotti, 2016. "Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations," Finance and Economics Discussion Series 2016-058, Board of Governors of the Federal Reserve System (U.S.).
    5. Banegas, Ayelen & Montes-Rojas, Gabriel & Siga, Lucas, 2022. "The effects of U.S. monetary policy shocks on mutual fund investing," Journal of International Money and Finance, Elsevier, vol. 123(C).
    6. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019. "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, vol. 134(2), pages 447-473.
    7. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2018. "Does a big bazooka matter? Central bank balance-sheet policies and exchange rates," Working Paper Series 2197, European Central Bank.
    8. Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
    9. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
    10. Thomas B. King, 2016. "Expectation and Duration at the Effective Lower Bound," Working Paper Series WP-2016-21, Federal Reserve Bank of Chicago.
    11. Fukuda, Shin-ichi, 2015. "Abenomics: Why was it so successful in changing market expectations?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 1-20.
    12. Fausch, Jürg & Sigonius, Markus, 2018. "The impact of ECB monetary policy surprises on the German stock market," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 46-63.
    13. Juan A. Montecino & Gerald Epstein, 2015. "Did Quantitative Easing Increase Income Inequality?," Working Papers Series 28, Institute for New Economic Thinking.
    14. Douglas L. Campbell & Lester Lusher, 2018. "The Impact of Real Exchange Rate Shocks on Manufacturing Workers: An Autopsy from the MORG," Working Papers w0223, New Economic School (NES).
    15. Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
    16. Petra Gerlach-Kristen & Robert N McCauley, 2012. "Currency intervention and the global portfolio balance effect: Japanese lessons," BIS Working Papers 389, Bank for International Settlements.
    17. Michael Hachula & Michele Piffer & Malte Rieth, 2016. "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," Discussion Papers of DIW Berlin 1596, DIW Berlin, German Institute for Economic Research.
    18. Zheyao Pan, 2018. "A state‐price volatility index for the U.S. government bond market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 573-597, November.
    19. Ben S Bernanke, 2017. "Federal Reserve Policy in an International Context," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 1-32, April.
    20. Kristina Bluwstein & Fabio Canova, 2016. "Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 69-120, September.
    21. Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2015. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 77-109, January.
    22. Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018. "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, vol. 70(C), pages 56-66.
    23. Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023. "The conditionality of monetary policy instruments," Working Papers hal-04159848, HAL.
    24. Sergio Bianchi & Massimiliano Frezza, 2018. "Liquidity, Efficiency and the 2007-2008 Global Financial Crisis," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 375-404, November.
    25. Liu, Dehong & Gu, Hongmei & Xing, Tiancai, 2016. "The meltdown of the Chinese equity market in the summer of 2015," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 504-517.
    26. Atsushi Inoue & Barbara Rossi, 2019. "A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy," Working Papers 1082, Barcelona School of Economics.
    27. Stanley Fischer, 2016. "U.S. Monetary Policy from an International Perspective : a speech at the 20th Annual Conference of the Central Bank of Chile, Santiago, Chile (via videoconference), November 11, 2016," Speech 920, Board of Governors of the Federal Reserve System (U.S.).
    28. Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
    29. De Santis, Roberto A., 2020. "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
    30. John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017. "Currency Matters: Analyzing International Bond Portfolios," NBER Working Papers 23175, National Bureau of Economic Research, Inc.
    31. Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    32. Arnold, Ivo J.M. & Soederhuizen, Beau, 2018. "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, vol. 43(C), pages 79-89.
    33. Zbyněk Revenda & Markéta Arltová, 2022. "Akcie, zlato a inflace - vztahy a souvislosti v posledních 25 letech [Stocks, Gold and Inflation - Relationships and Contexts Over the Last 25 Years]," Politická ekonomie, Prague University of Economics and Business, vol. 2022(3), pages 288-311.
    34. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 2225, European Central Bank.
    35. Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018. "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
    36. von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016. "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
    37. C. Bora Durdu & Alex Martin & Ilknur Zer, 2020. "The Role of US Monetary Policy in Banking Crises Across the World," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 66-107, March.
    38. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019. "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
    39. Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024. "Euro area monetary policy effects. Does the shape of the yield curve matter?," Journal of Monetary Economics, Elsevier, vol. 147(S).
    40. Georgiadis, Georgios & Gräb, Johannes, 2016. "Global financial market impact of the announcement of the ECB's asset purchase programme," Journal of Financial Stability, Elsevier, vol. 26(C), pages 257-265.
    41. Anaya, Pablo & Hachula, Michael & Offermanns, Christian, 2015. "Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows," Discussion Papers 2015/35, Free University Berlin, School of Business & Economics.
    42. Ayelen Banegas & Gabriel Montes-Rojas & Lucas Siga, 2016. "Mutual Fund Flows, Monetary Policy and Financial Stability," Finance and Economics Discussion Series 2016-071, Board of Governors of the Federal Reserve System (U.S.).
    43. Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
    44. Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.
    45. Tillmann, Peter & Meinusch, Annette, 2015. "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112906, Verein für Socialpolitik / German Economic Association.
    46. Michelis, Andrea De & Iacoviello, Matteo, 2016. "Raising an inflation target: The Japanese experience with Abenomics," European Economic Review, Elsevier, vol. 88(C), pages 67-87.
    47. Ms. Carolina Osorio-Buitron & Mr. Esteban Vesperoni, 2015. "Big Players Out of Synch: Spillovers Implications of US and Euro Area Shocks," IMF Working Papers 2015/215, International Monetary Fund.
    48. Lin, Mucai & Niu, Linlin, 2021. "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, vol. 111(C).
    49. Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
    50. Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
    51. Simon Gilchrist & Vivian Yue & Egon Zakrajšek, 2019. "U.S. Monetary Policy and International Bond Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(S1), pages 127-161, December.
    52. Dekle, Robert & Hamada, Koichi, 2015. "Japanese monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 175-199.
    53. Demir, Ishak & Eroglu, Burak A. & Yildirim-Karaman, Secil, 2021. "Heterogeneous effects of unconventional monetary policy on bond yields across the euro area," LEAF Working Paper Series 19-06, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), revised 2021.
    54. Hoek, Jasper & Kamin, Steve & Yoldas, Emre, 2022. "Are higher U.S. interest rates always bad news for emerging markets?," Journal of International Economics, Elsevier, vol. 137(C).
    55. Marcello Pericoli & Giovanni Veronese, 2017. "Monetary policy surprises over time," Temi di discussione (Economic working papers) 1102, Bank of Italy, Economic Research and International Relations Area.
    56. Shin-ichi Fukuda & Tsutomu Doita, 2016. "Unconventional Monetary Policy and its External Effects: Evidence from Japan's Exports," The Developing Economies, Institute of Developing Economies, vol. 54(1), pages 59-79, March.
    57. Forti Grazzini, Caterina & Rieth, Malte, 2017. "Interest Rates and Exchange Rates in Normal and Crisis Times," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168281, Verein für Socialpolitik / German Economic Association.
    58. Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound," Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
    59. Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
    60. Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
    61. Mistak, Jakub & Ozkan, F. Gulcin, 2024. "Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating," Working Paper Series 2995, European Central Bank.
    62. Nicolas Soenen & Rudi Vander Vennet, 2020. "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
    63. Zhou, Siwen, 2018. "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper 87084, University Library of Munich, Germany.
    64. Galina Hale & Julian di Giovanni, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
    65. Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017. "Market Reactions to ECB Policy Innovations: A Cross-Country Analysis," LIUC Papers in Economics 2017-4, Cattaneo University (LIUC).
    66. Rongrong Sun, 2018. "Monetary Policy Announcements and Market Interest Rates Response: Evidence from China," CFDS Discussion Paper Series 2018/5, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    67. Chen, Qianying & Filardo, Andrew & He, Dong & Zhu, Feng, 2016. "Financial crisis, US unconventional monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 62-81.
    68. Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
    69. Robert N. McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Global dollar credit: links to US monetary policy and leverage," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(82), pages 187-229.
    70. Pagliari, Maria Sole, 2024. "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, vol. 168(C).
    71. Francesco Casalena, 2024. "Back to normal? Assessing the Effects of the Federal Reserve's Quantitative Tightening," IHEID Working Papers 14-2024, Economics Section, The Graduate Institute of International Studies.
    72. Hip lit Torr, 2019. "The Response of European Energy Prices to ECB Monetary Policy," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 1-9.
    73. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
    74. Wright, Jonathan H., 2019. "Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 180-184.
    75. Andreas Breitenfellner & Wolfgang Pointner & Helene Schuberth, 2019. "The Potential Contribution of Central Banks to Green Finance," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 88(2), pages 55-71.
    76. Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
    77. Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-021, Federal Reserve Bank of St. Louis, revised 04 May 2020.
    78. Cenedese, Gino & Elard, Ilaf, 2018. "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England working papers 705, Bank of England.
    79. Kerssenfischer, Mark, 2019. "Information Effects of Euro Area Monetary Policy: New evidence from high-frequency futures data," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203524, Verein für Socialpolitik / German Economic Association.
    80. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
    81. Shigeki Ono, 2020. "Impacts of conventional and unconventional US monetary policies on global financial markets," International Economics and Economic Policy, Springer, vol. 17(1), pages 1-24, February.
    82. Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2019. "Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(3), pages 831-861, June.
    83. Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019. "Measuring Euro Area Monetary Policy," CESifo Working Paper Series 7699, CESifo.
    84. Jasper Hoek & Steven B. Kamin & Emre Yoldas, 2020. "When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets," International Finance Discussion Papers 1269, Board of Governors of the Federal Reserve System (U.S.).
    85. Dietrich Domanski & Michela Scatigna & Anna Zabai, 2016. "Wealth inequality and monetary policy," BIS Quarterly Review, Bank for International Settlements, March.
    86. Bora Durdu & Alex Martin & Ilknur Zer, 2019. "The Role of U.S. Monetary Policy in Global Banking Crises," Finance and Economics Discussion Series 2019-039, Board of Governors of the Federal Reserve System (U.S.).
    87. Joshua Aizenman, 2015. "Internationalization of the RMB, Capital Market Openness and Financial Reforms in China," Pacific Economic Review, Wiley Blackwell, vol. 20(3), pages 444-460, August.
    88. Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444, Edward Elgar Publishing.
    89. Wang, Ling, 2020. "Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan," Research in International Business and Finance, Elsevier, vol. 51(C).
    90. Michael T. Kiley, 2018. "Quantitative Easing and the “New Normal” in Monetary Policy," Finance and Economics Discussion Series 2018-004, Board of Governors of the Federal Reserve System (U.S.).
    91. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    92. Anamaria Illes & Marco Lombardi & Paul Mizen, 2015. "Why did bank lending rates diverge from policy rates after the financial crisis?," BIS Working Papers 486, Bank for International Settlements.
    93. Cecchetti, Stephen G. & Narita, Machiko & Rawat, Umang & Sahay, Ratna, 2023. "Addressing Spillovers from Prolonged U.S. Monetary Policy Easing," Journal of Financial Stability, Elsevier, vol. 64(C).
    94. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
    95. Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," IMF Working Papers 2017/212, International Monetary Fund.
    96. Pierpaolo Benigno & Paolo Canofari & Giovanni Bartolomeo & Marcello Messori, 2022. "The European Monetary Policy Responses During the Pandemic Crisis," Open Economies Review, Springer, vol. 33(4), pages 657-675, September.
    97. Chen, Dong & Gao, Yanmin & Kaul, Mayank & Leung, Charles Ka Yui & Tsang, Desmond, 2014. "The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore," MPRA Paper 60490, University Library of Munich, Germany.
    98. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Identifying Unconventional Monetary Policy Shocks," Discussion Paper Series DP2017-05, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2017.
    99. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
    100. Lewis, Vivien & Roth, Markus, 2019. "The financial market effects of the ECB's asset purchase programs," Journal of Financial Stability, Elsevier, vol. 43(C), pages 40-52.
    101. Geun-Young Kim & Hail Park & Peter Tillmann, 2016. "The Spillover Effects of U.S. Monetary Policy on Emerging Market Economies: Breaks, Asymmetries and Fundamentals," Working Papers 2016-1, Economic Research Institute, Bank of Korea.
    102. Nikolaos Petrakis & Christos Lemonakis & Christos Floros & Constantin Zopounidis, 2024. "The impact of the ECB’s non-regular operations on bank credit: cross-country evidence," Operational Research, Springer, vol. 24(3), pages 1-37, September.
    103. Takaoka, Sumiko & Takahashi, Koji, 2018. "Differential effects of unconventional monetary policy on syndicated loan contracts," MPRA Paper 89342, University Library of Munich, Germany.
    104. Eurico Ferreira, 2019. "ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets," Working Papers w201914, Banco de Portugal, Economics and Research Department.
    105. Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022. "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers 1357, Board of Governors of the Federal Reserve System (U.S.).
    106. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
    107. van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024. "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, vol. 143(C).
    108. Georgios Chortareas & Menelaos Karanasos & Emmanouil Noikokyris, 2019. "Quantitative Easing And The Uk Stock Market: Does The Bank Of England Information Dissemination Strategy Matter?," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 569-583, January.
    109. Neugebauer, Frederik, 2019. "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203554, Verein für Socialpolitik / German Economic Association.
    110. Wang, Ling, 2022. "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    111. Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Uncertainty, Curreny Exess Returns, and Risk Reversals," International Finance Discussion Papers 1196, Board of Governors of the Federal Reserve System (U.S.).
    112. Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Working Papers 25032, National Bureau of Economic Research, Inc.
    113. Ehrmann, Michael & Fratzscher, Marcel, 2017. "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 26-44.
    114. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2020. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Research Bulletin, European Central Bank, vol. 76.
    115. Boeck, Maximilian & Feldkircher, Martin, 2021. "The Impact of Monetary Policy on Yield Curve Expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 887-901.
    116. Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
    117. Domenico Lombardi & Pierre L. Siklos & Samantha St. Amand, 2019. "Government Bond Yields At The Effective Lower Bound: International Evidence," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 102-120, January.
    118. José Alves & Tomás Silva, 2020. "An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities," Working Papers REM 2020/0144, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    119. Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
    120. Lo Duca, Marco & Nicoletti, Giulio & Vidal Martinez, Ariadna, 2014. "Global corporate bond issuance: what role for US quantitative easing?," Working Paper Series 1649, European Central Bank.
    121. Wang, Ling, 2018. "Monetary-fiscal policy interactions under asset purchase programs: Some comparative evidence," Economic Modelling, Elsevier, vol. 73(C), pages 208-221.
    122. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Eurozone bond market dynamics, ECB monetary policy and financial stress," Working Papers hal-03458554, HAL.
    123. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017. "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers 23474, National Bureau of Economic Research, Inc.
    124. Takaoka, Sumiko & Takahashi, Koji, 2022. "Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts," Journal of Financial Stability, Elsevier, vol. 60(C).
    125. Arestis, Philip & Phelps, Peter, 2017. "Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 88-102.
    126. Michael Ehrmann & Marcel Fratzscher, 2015. "Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis," Discussion Papers of DIW Berlin 1479, DIW Berlin, German Institute for Economic Research.
    127. Puonti, Päivi, 2019. "Data-driven structural BVAR analysis of unconventional monetary policy," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    128. Ki Young Park & Ji Yong Um, 2016. "Spillover Effects of United States’ Unconventional Monetary Policy on Korean Bond Markets: Evidence from High-Frequency Data," The Developing Economies, Institute of Developing Economies, vol. 54(1), pages 27-58, March.
    129. Tillmann, Peter, 2016. "Unconventional monetary policy and the spillovers to emerging markets," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 136-156.
    130. Markmann, Holger & Zietz, Joachim, 2017. "Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 314-327.
    131. Ferre De Graeve & Jens Iversen, 2017. "Central Bank Policy Paths and Market Forward Rates: A Simple Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1197-1224, September.
    132. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
    133. Shogbuyi, Abiodun & Steeley, James M., 2017. "The effect of quantitative easing on the variance and covariance of the UK and US equity markets," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 281-291.
    134. Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021. "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, vol. 141(3), pages 860-880.
    135. Smith, Ariel, 2020. "The United Kingdom's Asset Purchase Program (U.K. GFC)," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(3), pages 437-458, April.
    136. McCauley, Robert N., 2015. "Does the US dollar confer an exorbitant privilege?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 1-14.
    137. Mamatzakis, Emmanuel & Bermpei, Theodora, 2016. "What is the effect of unconventional monetary policy on bank performance?," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 239-263.
    138. Papadamou, Stephanos & Kyriazis, Νikolaos A. & Tzeremes, Panayiotis G., 2019. "Unconventional monetary policy effects on output and inflation: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 295-305.
    139. Finta, Marinela Adriana, 2021. "Japanese monetary policy and its impact on stock market implied volatility during pleasant and unpleasant weather," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    140. Rafael Cezar & Maéva Silvestrini, 2018. "Impact of the ECB Quantitative Easing on the French International Investment Position," Working papers 701, Banque de France.
    141. Unalmis, Deren & Unalmis, Ibrahim, 2015. "The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States," MPRA Paper 62585, University Library of Munich, Germany.
    142. Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2016. "The ECB, between conservatism and pragmatism," Post-Print hal-03318509, HAL.
    143. Diego Valiante, 2017. "The ‘Visible Hand’ of the ECB’s first quantitative easing," International Economics and Economic Policy, Springer, vol. 14(4), pages 601-624, October.
    144. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
    145. Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
    146. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2018. "Monetary policy and the redistribution of net worth in the US," LSE Research Online Documents on Economics 91320, London School of Economics and Political Science, LSE Library.
    147. Wang, Ling, 2019. "Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 235-251.
    148. Soriano, Pilar & Torró, Hipòlit, 2022. "The response of Brent crude oil to the European central bank monetary policy," Finance Research Letters, Elsevier, vol. 46(PA).
    149. Beck, Roland & Duca, Ioana A. & Stracca, Livio, 2019. "Medium term treatment and side effects of quantitative easing: international evidence," Working Paper Series 2229, European Central Bank.
    150. Simon Gilchrist & Vivian Z. Yue & Egon Zakrajšek, 2016. "The Response of Sovereign Bond Yields to U.S. Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 8, pages 257-283, Central Bank of Chile.
    151. Erik Gilje & Robert Ready & Nikolai Roussanov, 2016. "Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution," NBER Working Papers 22914, National Bureau of Economic Research, Inc.
    152. Kaya Tokmakcioglu & Oguzhan Ozcelebi & Ali Sezin Ozdemir, 2019. "The role of asymmetry in the interplay between internal and external factors: Empirical evidence from the US, Brazil, Canada and Mexico," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(1), pages 55-75.
    153. Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2017. "Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 14-31.
    154. B. De Backer, 2018. "Does financial market volatility influence the real economy?," Economic Review, National Bank of Belgium, issue iv, pages 107-124, december.
    155. Wang, Ling, 2023. "Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 347-364.

  15. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.

    Cited by:

    1. Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
    2. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Working Papers hal-03459508, HAL.
    3. Granziera, Eleonora & Sekhposyan, Tatevik, 2019. "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
    4. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    5. Jean-Baptiste Hasse & Quentin Lajaunie, 2020. "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers 2013, Aix-Marseille School of Economics, France.
    6. Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara, 2020. "Identifying the sources of model misspecification," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 1-18.
    7. Belanger, Gilles, 2014. "Interest Rates Rigidities and the Fisher Equation," MPRA Paper 54705, University Library of Munich, Germany.
    8. Dlugoszek, Grzegorz, 2018. "Macroeconomic Effects of Financial Uncertainty," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181596, Verein für Socialpolitik / German Economic Association.
    9. Michael Redmond & Willem Van Zandweghe, 2016. "The Lasting Damage from the Financial Crisis to U.S. Productivity," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 39-64.
    10. Huang, Yu-Fan & Startz, Richard, 2020. "Improved recession dating using stock market volatility," International Journal of Forecasting, Elsevier, vol. 36(2), pages 507-514.
    11. Klinger, Sabine & Weber, Enzo, 2019. "GDP-Employment decoupling and the slow-down of productivity growth in Germany," IAB-Discussion Paper 201912, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    12. Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Post-Print hal-03399574, HAL.
    13. Augustus J. Panton, 2020. "Climate hysteresis and monetary policy," CAMA Working Papers 2020-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing," LEM Papers Series 2015/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    15. Yu-Fan Huang & Sui Luo, 2018. "Potential output and inflation dynamics after the Great Recession," Empirical Economics, Springer, vol. 55(2), pages 495-517, September.
    16. Jean-Sébastien Pentecôte & Fabien Rondeau, 2015. "Trade spillovers on output growth during the 2008 financial crisis," Post-Print hal-02440549, HAL.
    17. Casini, Alessandro, 2023. "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, vol. 235(2), pages 372-392.
    18. Gerdie Everaert & Martin Iseringhausen, 2017. "Measuring The International Dimension Of Output Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/928, Ghent University, Faculty of Economics and Business Administration.
    19. Guender, Alfred V, 2018. "Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 380-399.
    20. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017. "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
    21. Katharina Glass & Ulrich Fritsche, 2015. "Real-time Macroeconomic Data and Uncertainty," Macroeconomics and Finance Series 201406, University of Hamburg, Department of Socioeconomics.
    22. Seitz, Franz & Albuquerque, Bruno & Baumann, Ursel, 2015. "The Information Content Of Money And Credit For US Activity," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113066, Verein für Socialpolitik / German Economic Association.
    23. Enrique López Enciso, 2019. "Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, vol. 6(1), pages 77-142, February.
    24. Ana gomez-Loscos & M. Dolores Gadea (Universidad de Zaragoza) & Gabriel Perez-Quiros (Bank of Spain), 2015. "Great Moderation and Great Recession. From plain sailing to stormy seas?," EcoMod2015 8267, EcoMod.
    25. Pawel Dlotko & Simon Rudkin & Wanling Qiu, 2019. "Topologically Mapping the Macroeconomy," Papers 1911.10476, arXiv.org.
    26. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    27. Marie Bessec, 2019. "Revisiting the transitional dynamics of business-cycle phases with mixed-frequency data," Post-Print hal-02181552, HAL.
    28. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-04141344, HAL.
    29. Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Tudor SAMSON & Radu STOICA, 2017. "Methods And Techniques For Preparing Forecasts," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(4), pages 26-36, April.
    30. Luca Guerrieri & Matteo Iacoviello, 2012. "Collateral Constraints and Macroeconomic Asymmetries," 2012 Meeting Papers 1024, Society for Economic Dynamics.
    31. Serena Ng, 2014. "Viewpoint: Boosting Recessions," Canadian Journal of Economics, Canadian Economics Association, vol. 47(1), pages 1-34, February.
    32. Tommaso Ferraresi & Andrea Roventini & Willi Semmler, 2016. "Macroeconomic regimes, technological shocks and employment dynamics," Documents de Travail de l'OFCE 2016-19, Observatoire Francais des Conjonctures Economiques (OFCE).
    33. Ana B. Galvão & Michael T. Owyang, 2014. "Financial stress regimes and the macroeconomy," Working Papers 2014-20, Federal Reserve Bank of St. Louis.
    34. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023. "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers 202314, University of California at Riverside, Department of Economics.
    35. Giorgia Piacentino & Anjan Thakor & Jason Donaldson, 2015. "Bank Capital, Bank Credit and Unemployment," 2015 Meeting Papers 1403, Society for Economic Dynamics.
    36. Pierre L. Siklos, 2018. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2018-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    37. María Dolores Gadea-Rivas & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2014. "The two greatest. Great recession vs. great moderation," Working Papers 1423, Banco de España.
    38. Peláez, Rolando F., 2015. "A biannual recession-forecasting model," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 384-393.
    39. Alessandro Casini, 2018. "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers 1803.10883, arXiv.org, revised Dec 2018.
    40. Rachidi Kotchoni & Dalibor Stevanovic, 2020. "GDP Forecast Accuracy During Recessions," Working Papers 20-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    41. van Os, Bram & van Dijk, Dick, 2024. "Accelerating peak dating in a dynamic factor Markov-switching model," International Journal of Forecasting, Elsevier, vol. 40(1), pages 313-323.
    42. Jens J. Krüger, 2020. "Long‐run productivity trends: A global update with a global index," Review of Development Economics, Wiley Blackwell, vol. 24(4), pages 1393-1412, November.
    43. Kuosmanen, Petri & Nabulsi, Nasib & Vataja, Juuso, 2015. "Financial variables and economic activity in the Nordic countries," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 368-379.
    44. Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
    45. Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models," Working Papers 819, Barcelona School of Economics.
    46. Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea, 2018. "A New Predictor of US. Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers 850, Queen Mary University of London, School of Economics and Finance.
    47. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
    48. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," RBA Research Discussion Papers rdp2017-06, Reserve Bank of Australia.
    49. Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2018. "The janus-faced nature of debt: results from a data-driven cointegrated svar approach," Post-Print hal-03471585, HAL.
    50. Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
    51. Gabor Pinter, 2016. "The Macroeconomic Shock with the Highest Price of Risk," Discussion Papers 1623, Centre for Macroeconomics (CFM), revised Apr 2017.
    52. Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
    53. Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
    54. Niko Hauzenberger, 2020. "Flexible Mixture Priors for Large Time-varying Parameter Models," Papers 2006.10088, arXiv.org, revised Nov 2020.
    55. Johnson Worlanyo Ahiadorme, 2022. "On the aggregate effects of global uncertainty: Evidence from an emerging economy," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 390-407, September.
    56. Jing Cynthia Wu & Fan Dora Xia, 2014. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers 20117, National Bureau of Economic Research, Inc.
    57. Ben S. Bernanke, 2019. "Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 171-181, National Bureau of Economic Research, Inc.
    58. Rachidi Kotchoni & Dalibor Stevanovic, 2013. "Probability and Severity of Recessions," Cahiers de recherche 1341, CIRPEE.
    59. Massacci, Daniele, 2017. "Least squares estimation of large dimensional threshold factor models," Journal of Econometrics, Elsevier, vol. 197(1), pages 101-129.
    60. Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," Working Papers hal-04141569, HAL.
    61. Nonejad, Nima, 2023. "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 91-122.
    62. Haining Chen & Prince Asare Vitenu-Sackey & Isaac Akpemah Bathuure, 2024. "Uncertainty Measures and Business Cycles: Evidence From the US," SAGE Open, , vol. 14(2), pages 21582440241, April.
    63. Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2017. "Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment," LEM Papers Series 2017/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    64. Katharina Glass, 2018. "Predictability of Euro Area Revisions," Macroeconomics and Finance Series 201801, University of Hamburg, Department of Socioeconomics.
    65. Krüger, Jens J., 2015. "Radar scanning the world production frontier," Darmstadt Discussion Papers in Economics 222, Darmstadt University of Technology, Department of Law and Economics.
    66. Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
    67. Piergiorgio Alessandri & Leonardo Del Vecchio & Arianna Miglietta, 2019. "Financial Conditions and 'Growth at Risk' in Italy," Temi di discussione (Economic working papers) 1242, Bank of Italy, Economic Research and International Relations Area.
    68. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2022. "The credit spread curve distribution and economic fluctuations in Japan," Journal of International Money and Finance, Elsevier, vol. 122(C).
    69. Kuosmanen, Petri & Vataja, Juuso, 2019. "Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 211-222.
    70. Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
    71. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023. "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.
    72. Schumacher, Christian, 2014. "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100289, Verein für Socialpolitik / German Economic Association.
    73. Alexander J. Field, 2017. "The Savings and Loan Insolvencies and the Costs of Financial Crisis," Research in Economic History, in: Research in Economic History, volume 33, pages 65-113, Emerald Group Publishing Limited.
    74. Francesco Corsello & Valerio Nispi Landi, 2020. "Labor Market and Financial Shocks: A Time‐Varying Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
    75. Michal Franta, 2015. "Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence," Working Papers 2015/04, Czech National Bank.
    76. Pierre L. Siklos, 2016. "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series 16-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
    77. Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016. "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers 201685, University of Pretoria, Department of Economics.
    78. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
    79. Hwang, Youngjin, 2019. "Forecasting recessions with time-varying models," Journal of Macroeconomics, Elsevier, vol. 62(C).
    80. Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
    81. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers) 977, Bank of Italy, Economic Research and International Relations Area.
    82. Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016. "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers 11558, C.E.P.R. Discussion Papers.
    83. Albuquerque, Bruno & Baumann, Ursel & Seitz, Franz, 2016. "What does money and credit tell us about real activity in the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 328-347.
    84. Papież, Monika & Rubaszek, Michał & Szafranek, Karol & Śmiech, Sławomir, 2022. "Are European natural gas markets connected? A time-varying spillovers analysis," Resources Policy, Elsevier, vol. 79(C).
    85. Enrique A. López-Enciso, 2017. "Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia," Borradores de Economia 986, Banco de la Republica de Colombia.
    86. Szafranek Karol & Rubaszek Michał, 2024. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 507-530.
    87. Thiago Revil T. Ferreira, 2018. "Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations," International Finance Discussion Papers 1223, Board of Governors of the Federal Reserve System (U.S.).
    88. Döpke, Jörg & Fritsche, Ulrich & Müller, Karsten, 2019. "Has macroeconomic forecasting changed after the Great Recession? Panel-based evidence on forecast accuracy and forecaster behavior from Germany," Journal of Macroeconomics, Elsevier, vol. 62(C).
    89. Dean Croushore & Katherine Marsten, 2014. "The continuing power of the yield spread in forecasting recessions," Working Papers 14-5, Federal Reserve Bank of Philadelphia.
    90. Alessandro Casini, 2021. "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," Papers 2103.02981, arXiv.org, revised Aug 2024.
    91. Kasey Buckles & Daniel Hungerman & Steven Lugauer, 2021. "Is Fertility a Leading Economic Indicator?," The Economic Journal, Royal Economic Society, vol. 131(634), pages 541-565.
    92. Kim Abildgren, 2016. "A century of macro-financial linkages," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 8(4), pages 458-471, November.
    93. Ferreira, Thiago R.T., 2024. "Cross-sectional financial conditions, business cycles and the lending channel," Journal of Monetary Economics, Elsevier, vol. 147(C).
    94. Klinger, Sabine & Weber, Enzo, 2020. "GDP-employment decoupling in Germany," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 82-98.
    95. Viv B. Hall & C. John McDermott, 2016. "Recessions and recoveries in New Zealand's post-Second World War business cycles," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 261-280, September.
    96. Marie Bessec, 2015. "Revisiting the transitional dynamics of business-cycle phases with mixed frequency data," Post-Print hal-01276824, HAL.
    97. Ben Charoenwong & Randall Morck & Yupana Wiwattanakantang, 2021. "Bank of Japan Equity Purchases: The (Non-)Effects of Extreme Quantitative Easing [Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, vol. 25(3), pages 713-743.
    98. Mauro Napoletano & Andrea Roventini & Jean Luc Gaffard, 2015. "Toward a low carbon growth in Mexico : is a double dividend possible ? A dynamic general equilibrium assessment," Documents de Travail de l'OFCE 2015-25, Observatoire Francais des Conjonctures Economiques (OFCE).
    99. Alessandro Casini & Taosong Deng & Pierre Perron, 2021. "Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference," Papers 2103.01604, arXiv.org, revised Sep 2024.
    100. Willem Van Zandweghe, 2015. "Monetary Policy Shocks and Aggregate Supply," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 31-56.
    101. Hännikäinen, Jari, 2014. "The mortgage spread as a predictor of real-time economic activity," MPRA Paper 58360, University Library of Munich, Germany.
    102. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2015. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," NBER Working Papers 21803, National Bureau of Economic Research, Inc.
    103. Nonejad, Nima, 2021. "The price of crude oil and (conditional) out-of-sample predictability of world industrial production," Journal of Commodity Markets, Elsevier, vol. 23(C).
    104. Nihal Bayraktar, 2017. "Public Security Spending and Growth," EcoMod2017 10212, EcoMod.
    105. Nonejad, Nima, 2022. "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, vol. 83(C).
    106. Smets, Frank & Villa, Stefania, 2016. "Slow recoveries: Any role for corporate leverage?," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 54-85.
    107. Hall, Viv & Thomson, Peter & McKelvie, Stuart, 2015. "On trend robustness and end-point issues for New Zealand’s stylised business cycle facts," Working Paper Series 18867, Victoria University of Wellington, School of Economics and Finance.
    108. Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013. "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers 2013-14, Department of Economics and Business Economics, Aarhus University.
    109. Hauzenberger, Niko, 2021. "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 87-108.
    110. Edirisinghe, Chanaka & Sawicki, Julia & Zhao, Yonggan & Zhou, Jun, 2022. "Predicting credit rating changes conditional on economic strength," Finance Research Letters, Elsevier, vol. 47(PB).
    111. Xiaofen Tan & Yongjiao Ma, 2017. "The impact of macroeconomic uncertainty on international commodity prices," China Finance Review International, Emerald Group Publishing Limited, vol. 7(2), pages 163-184, May.
    112. Cross, Jamie & Poon, Aubrey, 2016. "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, vol. 58(C), pages 34-51.
    113. Buckmann, Marcus & Joseph, Andreas, 2022. "An interpretable machine learning workflow with an application to economic forecasting," Bank of England working papers 984, Bank of England.
    114. Ma, Chenchen & Tu, Yundong, 2023. "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1876-1892.
    115. Michael S. Miller & Jin W. Choi, 2014. "The Effectiveness of the Federal Funds Rate as the U.S. Monetary Policy Tool Before, During and After the Great Recession," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 37-58.
    116. Klinger, Sabine & Weber, Enzo, 2015. "GDP-Employment Decoupling and the Productivity Puzzle in Germany," University of Regensburg Working Papers in Business, Economics and Management Information Systems 485, University of Regensburg, Department of Economics.
    117. Borio, Claudio & Drehmann, Mathias & Xia, Fan Dora, 2020. "Forecasting recessions: the importance of the financial cycle," Journal of Macroeconomics, Elsevier, vol. 66(C).
    118. Thiago Revil T. Ferreira, 2022. "Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel," International Finance Discussion Papers 1335, Board of Governors of the Federal Reserve System (U.S.).
    119. Rama K. Malladi, 2024. "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1021-1045, March.
    120. Markus Heinrich & Magnus Reif, 2020. "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series 8054, CESifo.
    121. Kuosmanen, Petri & Rahko, Jaana & Vataja, Juuso, 2019. "Predictive ability of financial variables in changing economic circumstances," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 37-47.
    122. Nonejad, Nima, 2022. "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    123. Alisa Yusupova & Nicos G. Pavlidis & Efthymios G. Pavlidis, 2019. "Adaptive Dynamic Model Averaging with an Application to House Price Forecasting," Papers 1912.04661, arXiv.org.
    124. Benjamin Garcia & Arsenios Skaperdas, 2017. "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series 2017-106, Board of Governors of the Federal Reserve System (U.S.).
    125. Marcelo E. A. Silva & Rafael Vasconcelos & Paulo Vaz, 2022. "Expectations and firm dynamics: Aggregate versus idiosyncratic shocks in emerging economies," Economics Bulletin, AccessEcon, vol. 42(3), pages 1370-1380.
    126. Jari Hännikäinen, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 47-54, September.
    127. Huiwen Lai & Eric C. Y. Ng, 2020. "On business cycle forecasting," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-26, December.
    128. Gandré, Pauline, 2020. "US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath," Journal of International Money and Finance, Elsevier, vol. 104(C).

  16. Wright, Jonathan & Gürkaynak, Refet, 2013. "Identification and Inference Using Event Studies," CEPR Discussion Papers 9388, C.E.P.R. Discussion Papers.

    Cited by:

    1. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019. "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, vol. 134(2), pages 447-473.
    2. Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
    3. Tarek Chebbi, 2021. "The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1897-1916, April.
    4. Carlo Altavilla & Miguel Boucinha & José-Luis Peydró & Thorsten BeckManaging Editor, 2018. "Monetary policy and bank profitability in a low interest rate environment," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 33(96), pages 531-586.
    5. Carlo Altavilla & Domenico Giannone, 2014. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF 1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    6. Marfatia, Hardik A., 2015. "Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 103-123.
    7. Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi, 2022. "Usual Shocks in our Usual Models," Working Paper Series WP 2022-39, Federal Reserve Bank of Chicago.
    8. D. Georgoutsos & G. Moratis, 2021. "On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 977-1008, November.
    9. Conrad, Christian & Schoelkopf, Julius Theodor & Tushteva, Nikoleta, 2023. "Long-Term Volatility Shapes the Stock Market’s Sensitivity to News," Working Papers 0739, University of Heidelberg, Department of Economics.
    10. Mathur, Aakriti & Sengupta, Rajeswari & Pratap, Bhanu, 2024. "Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty," Journal of Asian Economics, Elsevier, vol. 91(C).
    11. Blotevogel, Robert & Hudecz, Gergely & Vangelista, Elisabetta, 2024. "Asset purchases and sovereign bond spreads in the euro area during the pandemic," Journal of International Money and Finance, Elsevier, vol. 140(C).
    12. Gürkaynak, Refet S. & Karasoy-Can, Hatice Gökçe & Lee, Sang Seok, 2019. "Stock market's assessment of monetary policy transmission: The cash flow effect," CFS Working Paper Series 628, Center for Financial Studies (CFS).
    13. Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CESifo Working Paper Series 8557, CESifo.
    14. Ahmed, Rashad, 2019. "Commodity Currencies and Causality: Some High-Frequency Evidence," MPRA Paper 98319, University Library of Munich, Germany, revised 25 Jan 2020.
    15. Pavel Gertler & Roman Horvath, 2017. "Market Reading of Central Bankers Words. A High-Frequency Evidence," Working and Discussion Papers WP 2/2017, Research Department, National Bank of Slovakia.
    16. Aakriti Mathur & Rajeswari Sengupta & Bhanu Pratap, 2022. "Saved by the bell? Equity market responses to surprise Covid-19 lockdowns and central bank interventions," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-001, Indira Gandhi Institute of Development Research, Mumbai, India.
    17. Linda S. Goldberg & Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Working Papers 2013-11, Swiss National Bank.
    18. Li, Zehao, 2022. "Financial intermediary leverage and monetary policy transmission," European Economic Review, Elsevier, vol. 144(C).
    19. Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017. "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 78-95.
    20. Mira Farka, 2022. "The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 633-693, September.
    21. Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
    22. Hernández Vega Marco A., 2017. "Portfolio Investment Response to U.S. Monetary Policy Announcements: An Event Study Analysis Using High Frequency Data from Mexico," Working Papers 2017-02, Banco de México.
    23. Marcello Pericoli & Giovanni Veronese, 2015. "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers) 1020, Bank of Italy, Economic Research and International Relations Area.
    24. Pavel Solís, 2023. "Does the Exchange Rate Respond to Monetary Policy in Mexico? Solving an Exchange Rate Puzzle in Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2093-2113, December.
    25. Julio E. Sandubete & León Beleña & Juan Carlos García-Villalobos, 2023. "Testing the Efficient Market Hypothesis and the Model-Data Paradox of Chaos on Top Currencies from the Foreign Exchange Market (FOREX)," Mathematics, MDPI, vol. 11(2), pages 1-29, January.
    26. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    27. Bulusu, Narayan, 2024. "Disentangling the supply and announcement effects of open market operations," Journal of Financial Markets, Elsevier, vol. 67(C).
    28. Alessandro Casini & Adam McCloskey, 2024. "Identification and Estimation of Causal Effects in High-Frequency Event Studies," Papers 2406.15667, arXiv.org, revised Oct 2024.
    29. Burak Eroglu & Secil Yildirim-Karaman, 2017. "Responses Of Term Structure Of Interest Rates And Asset Prices To Monetary Policy Shocks: Evidence From Turkey," Working Papers 1705, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
    30. Christopher A. Hartwell & Paul M. Vaaler, 2023. "The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia," Papers 2309.06885, arXiv.org, revised Nov 2023.
    31. John H. Huston & Roger W. Spencer, 2016. "The Wealth Effects of Quantitative Easing," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(4), pages 471-486, December.
    32. Alena Audzeyeva & Xu Wang, 2023. "Fundamentals, real-time uncertainty and CDS index spreads," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 1-33, July.
    33. De Rezende, Rafael B. & Ristiniemi, Annukka, 2018. "A shadow rate without a lower bound constraint," Working Paper Series 355, Sveriges Riksbank (Central Bank of Sweden).
    34. Gertler, Pavel & Horvath, Roman, 2018. "Central bank communication and financial markets: New high-frequency evidence," Journal of Financial Stability, Elsevier, vol. 36(C), pages 336-345.
    35. Fu, Liang & Ho, Chun-Yu, 2022. "Monetary policy surprises and interest rates under China's evolving monetary policy framework," Emerging Markets Review, Elsevier, vol. 52(C).
    36. Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Working Papers 25032, National Bureau of Economic Research, Inc.
    37. Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
    38. Ambler, Steve & Rumler, Fabio, 2019. "The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 48-61.
    39. Ali Ozdagli, 2013. "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers 13-19, Federal Reserve Bank of Boston.
    40. Maddalena Galardo & Cinzia Guerrieri, 2017. "The effects of central bank’s verbal guidance: evidence from the ECB," Temi di discussione (Economic working papers) 1129, Bank of Italy, Economic Research and International Relations Area.
    41. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
    42. Strasser, Georg, 2017. "What determines the impact of macroeconomic news on asset markets?," Research Bulletin, European Central Bank, vol. 37.
    43. Lorenzo Menna & Martín Tobal, 2021. "Communication of Credit Rating Agencies and Financial Markets," Working Papers 80, Red Nacional de Investigadores en Economía (RedNIE).
    44. Canetg, Fabio & Kaufmann, Daniel, 2022. "Overnight rate and signalling effects of central bank bills," European Economic Review, Elsevier, vol. 143(C).
    45. Andras Lengyel & Massimo Giuliodoril, 2020. "Demand shocks for public debt in the Eurozone," Working Papers 674, DNB.
    46. Ao Shu & Feiyang Cheng & Jianlei Han & Zini Liang & Zheyao Pan, 2023. "Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(5), pages 5183-5210, December.
    47. Ahmed, Rashad, 2020. "Commodity currencies and causality: Some high-frequency evidence," Economics Letters, Elsevier, vol. 189(C).
    48. Ahmed, Rashad, 2019. "Currency Commodities and Causality: Some High-Frequency Evidence," MPRA Paper 96855, University Library of Munich, Germany.
    49. Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "The ECB's policy measures during the COVID-19 crisis," Working Papers in Public Economics 207, Department of Economics and Law, Sapienza University of Roma.
    50. Stracca, Livio, 2015. "Our currency, your problem? The global effects of the euro debt crisis," European Economic Review, Elsevier, vol. 74(C), pages 1-13.
    51. Bahaj, Saleem, 2020. "Sovereign spreads in the Euro area: Cross border transmission and macroeconomic implications," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 116-135.
    52. Guido Bulligan & Davide Delle Monache, 2018. "Financial markets effects of ECB unconventional monetary policy announcements," Questioni di Economia e Finanza (Occasional Papers) 424, Bank of Italy, Economic Research and International Relations Area.
    53. A. Ford Ramsey & Barry K. Goodwin & William F. Hahn & Matthew T. Holt, 2021. "Impacts of COVID‐19 and Price Transmission in U.S. Meat Markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(3), pages 441-458, May.

  17. Yuriy Kitsul & Jonathan H. Wright, 2012. "The Economics of Options-Implied Inflation Probability Density Functions," Economics Working Paper Archive 600, The Johns Hopkins University,Department of Economics.

    Cited by:

    1. Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020. "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
    2. Reis, Ricardo, 2016. "Funding quantitative easing to target inflation," LSE Research Online Documents on Economics 67883, London School of Economics and Political Science, LSE Library.
    3. Thomas M. Mertens & John C. Williams, 2020. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," Working Paper Series 2018-03, Federal Reserve Bank of San Francisco.
    4. Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
    5. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    6. Chen, Ren-Raw & Hsieh, Pei-lin & Huang, Jeffrey, 2018. "Crash risk and risk neutral densities," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 162-189.
    7. Banerjee, Ryan & Contreras, Juan & Mehrotra, Aaron & Zampolli, Fabrizio, 2024. "Inflation at risk in advanced and emerging market economies," Journal of International Money and Finance, Elsevier, vol. 142(C).
    8. Goliński, Adam & Zaffaroni, Paolo, 2016. "Long memory affine term structure models," Journal of Econometrics, Elsevier, vol. 191(1), pages 33-56.
    9. Jarrow, Robert A. & Kwok, Simon S., 2020. "Inferring Financial Bubbles from Option Data," Working Papers 2020-04, University of Sydney, School of Economics, revised Jun 2021.
    10. Francesco Bianchi & Leonardo Melosi, 2013. "Escaping the Great Recession," Working Papers 13-19, Duke University, Department of Economics.
    11. Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019. "A non-structural investigation of VIX risk neutral density," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 1-20.
    12. Lu, Junwen & Qu, Zhongjun, 2021. "Sieve estimation of option-implied state price density," Journal of Econometrics, Elsevier, vol. 224(1), pages 88-112.
    13. Jens Hilscher & Alon Raviv & Ricardo Reis, 2022. "Inflating Away the Public Debt? An Empirical Assessment," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1553-1595.
    14. Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012. "Decomposing real and nominal yield curves," Staff Reports 570, Federal Reserve Bank of New York.
    15. Kejin Wu & Sayar Karmakar, 2023. "A model-free approach to do long-term volatility forecasting and its variants," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-38, December.
    16. Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing, 2016. "The informational content of the embedded deflation option in TIPS," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 1-26.
    17. Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
    18. Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018. "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, vol. 167(C), pages 124-126.
    19. Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J., 2017. "Generating options-implied probability densities to understand oil market events," Energy Economics, Elsevier, vol. 64(C), pages 440-457.
    20. Chipeniuk, Karsten O. & Walker, Todd B., 2021. "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, vol. 70(C).
    21. Scharnagl, Michael & Stapf, Jelena, 2015. "Inflation, deflation, and uncertainty: What drives euro-area option-implied inflation expectations, and are they still anchored in the sovereign debt crisis?," Economic Modelling, Elsevier, vol. 48(C), pages 248-269.
    22. Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016. "Inflation expectations derived from a portfolio model," MPRA Paper 69489, University Library of Munich, Germany.
    23. Ryan Niladri Banerjee & Juan Contreras & Aaron Mehrotra & Fabrizio Zampolli, 2020. "Inflation at risk in advanced and emerging economies," BIS Working Papers 883, Bank for International Settlements.
    24. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    25. Smith, Tom, 2012. "Option-implied probability distributions for future inflation," Bank of England Quarterly Bulletin, Bank of England, vol. 52(3), pages 224-234.
    26. M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
    27. Sirio Aramonte, 2022. "Inflation risk and the labor market: beneath the surface of a flat Phillips curve," BIS Working Papers 1054, Bank for International Settlements.
    28. Matthew Raskin, 2013. "The effects of the Federal Reserve's date-based forward guidance," Finance and Economics Discussion Series 2013-37, Board of Governors of the Federal Reserve System (U.S.).
    29. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
    30. Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
    31. Scharnagl, Michael & Stapf, Jelena, 2014. "Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?," Discussion Papers 24/2014, Deutsche Bundesbank.
    32. Jason Brown & Nida Çakır Melek & Johannes Matschke & Sai Sattiraju, 2023. "The Missing Tail Risk in Option Prices," Research Working Paper RWP 23-02, Federal Reserve Bank of Kansas City.
    33. Jean-François Bégin, 2016. "Deflation Risk and Implications for Life Insurers," Risks, MDPI, vol. 4(4), pages 1-36, December.
    34. Gimeno, Ricardo & Ibáñez, Alfredo, 2018. "The eurozone (expected) inflation: An option's eyes view," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 70-92.
    35. Yoshibumi Makabe & Yoshihiko Norimasa, 2022. "The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach," Bank of Japan Working Paper Series 22-E-4, Bank of Japan.
    36. Horatio Cuesdeanu & Jens Carsten Jackwerth, 2018. "The pricing kernel puzzle: survey and outlook," Annals of Finance, Springer, vol. 14(3), pages 289-329, August.
    37. Sayar Karmakar & Marek Chudý & Wei Biao Wu, 2022. "Long‐term prediction intervals with many covariates," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(4), pages 587-609, July.
    38. Roc Armenter, 2015. "On the use of market-based probabilities for policy decisions," Working Papers 15-44, Federal Reserve Bank of Philadelphia.
    39. Kejin Wu & Sayar Karmakar, 2021. "Model-Free Time-Aggregated Predictions for Econometric Datasets," Forecasting, MDPI, vol. 3(4), pages 1-14, December.
    40. Sayar Karmakar & Marek Chudy & Wei Biao Wu, 2020. "Long-term prediction intervals with many covariates," Papers 2012.08223, arXiv.org, revised Sep 2021.

  18. Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek, 2012. "Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach," Finance and Economics Discussion Series 2012-77, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Koji Takahashi & Sumiko Takaoka, 2023. "How much do firms need to satisfy employees? - Evidence from credit spreads and online employee reviews," BIS Working Papers 1111, Bank for International Settlements.
    2. Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2020. "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Working Papers 667, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    3. Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," International Finance Discussion Papers 1166, Board of Governors of the Federal Reserve System (U.S.).
    4. Narayan Kundan Kishor, 2021. "Forecasting real‐time economic activity using house prices and credit conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 213-227, March.
    5. Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," IZA Discussion Papers 13000, Institute of Labor Economics (IZA).
    6. Kupiec, Paul H., 2020. "Policy uncertainty and bank stress testing," Journal of Financial Stability, Elsevier, vol. 51(C).
    7. Duca, John V., 2013. "Did the commercial paper funding facility prevent a Great Depression style money market meltdown?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 747-758.
    8. Angela Abbate & Massimiliano Marcellino, 2017. "Macroeconomic activity and risk indicators: an unstable relationship," BAFFI CAREFIN Working Papers 1756, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    9. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
    10. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
    11. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
    12. Merola, Rossana, 2015. "The role of financial frictions during the crisis: An estimated DSGE model," Economic Modelling, Elsevier, vol. 48(C), pages 70-82.
    13. Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022. ""Daily Growth at Risk: financial or real drivers? The answer is not always the same"," IREA Working Papers 202208, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
    14. Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "Finance and Wealth Inequality," Working Papers IES 2018/35, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2018.
    15. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
    16. Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," University of Göttingen Working Papers in Economics 415, University of Goettingen, Department of Economics.
    17. Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2013. "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series 2013-61, Board of Governors of the Federal Reserve System (U.S.).
    18. Guender, Alfred V, 2018. "Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 380-399.
    19. Edward S. Knotek & Saeed Zaman, 2017. "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series) 1702, Federal Reserve Bank of Cleveland.
    20. Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021. "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers 2021:9, Örebro University, School of Business.
    21. Simon Gilchrist & Egon Zakrajsek, 2012. "Credit Spreads and Business Cycle Fluctuations," American Economic Review, American Economic Association, vol. 102(4), pages 1692-1720, June.
    22. Gkougkousi, Xanthi & John, Kose & Radhakrishnan, Suresh & Sadka, Gil & Saunders, Anthony, 2022. "Cross-sectional dispersion and bank performance," Journal of Banking & Finance, Elsevier, vol. 138(C).
    23. Tatsuyoshi Okimoto & Sumiko Takaoka, 2024. "Sustainability and Credit Spreads in Japan," Springer Books, in: Sumiko Takaoka (ed.), Environmental Technology Innovation and ESG Investment, pages 11-38, Springer.
    24. Régis Barnichon & Christian Matthes & Alexander Ziegenbein, 2016. "Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions," Working Paper 16-15, Federal Reserve Bank of Richmond.
    25. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers 22-25, Federal Reserve Bank of Cleveland.
    26. Paul Kitney, 2016. "Financial factors and monetary policy: Determinacy and learnability of equilibrium," CAMA Working Papers 2016-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    27. Popp, Aaron & Zhang, Fang, 2016. "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 319-349.
    28. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2014. "Uncertainty, Financial Frictions, and Investment Dynamics," Finance and Economics Discussion Series 2014-69, Board of Governors of the Federal Reserve System (U.S.).
    29. van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013. "Equity yields," Journal of Financial Economics, Elsevier, vol. 110(3), pages 503-519.
      • Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011. "Equity Yields," NBER Working Papers 17416, National Bureau of Economic Research, Inc.
    30. De Santis, Roberto A., 2016. "Credit spreads, economic activity and fragmentation," Working Paper Series 1930, European Central Bank.
    31. William F. Bassett & Mary Beth Chosak & John C. Driscoll & Egon Zakrajšek, 2012. "Changes in bank lending standards and the macroeconomy," Finance and Economics Discussion Series 2012-24, Board of Governors of the Federal Reserve System (U.S.).
    32. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers 374, Bank for International Settlements.
    33. Theo Eicher & Cecilia Garcia-Peñalosa & David Kuenzel, 2018. "Constitutional rules as determinants of social infrastructure," Post-Print hal-01981017, HAL.
    34. Francesco Zanetti & Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas, 2017. "The Effect of News Shocks and Monetary Policy," Economics Series Working Papers 838, University of Oxford, Department of Economics.
    35. Fischer, Henning & Stolper, Oscar, 2019. "The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants," Discussion Papers 08/2019, Deutsche Bundesbank.
    36. Karlsson, Sune & Österholm, Pär, 2019. "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers 2019:7, Örebro University, School of Business.
    37. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017. "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 27-36.
    38. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.
    39. Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," Working Paper Series 2830, European Central Bank.
    40. Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea, 2018. "A New Predictor of US. Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers 850, Queen Mary University of London, School of Economics and Finance.
    41. Barnichon, Regis & Matthes, Christian & Ziegenbein, Alexander, 2016. "Assessing the Non-Linear Effects of Credit Market Shocks," CEPR Discussion Papers 11410, C.E.P.R. Discussion Papers.
    42. Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
    43. Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
    44. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic predictions with big data: the illusion of sparsity," Staff Reports 847, Federal Reserve Bank of New York.
    45. Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
    46. Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank, 2021. "Treasury yield implied volatility and real activity," Journal of Financial Economics, Elsevier, vol. 140(2), pages 412-435.
    47. Leroi Raputsoane, 2014. "Disaggregated Credit Extension and Financial Distress in South Africa," Working Papers 435, Economic Research Southern Africa.
    48. Harri Ponka, 2017. "The Role of Credit in Predicting US Recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 469-482, August.
    49. Anna Samarina & Anh D.M. Nguyen, 2024. "Does Monetary Policy Affect Income Inequality in the Euro Area?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 35-80, February.
    50. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2022. "The credit spread curve distribution and economic fluctuations in Japan," Journal of International Money and Finance, Elsevier, vol. 122(C).
    51. Kwon, Dohyoung, 2020. "Risk Shocks and Credit Spreads," Journal of Macroeconomics, Elsevier, vol. 64(C).
    52. Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2022. "The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area," Finance Research Letters, Elsevier, vol. 46(PA).
    53. Brownlees, Christian & Souza, André B.M., 2021. "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 312-330.
    54. Schumacher, Christian, 2014. "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100289, Verein für Socialpolitik / German Economic Association.
    55. Samuels, Jon D. & Sekkel, Rodrigo M., 2017. "Model Confidence Sets and forecast combination," International Journal of Forecasting, Elsevier, vol. 33(1), pages 48-60.
    56. Simon Gilchrist & Egon Zakrajšek, 2011. "Monetary Policy and Credit Supply Shocks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(2), pages 195-232, June.
    57. Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"," HSE Working papers WP BRP 137/EC/2016, National Research University Higher School of Economics.
    58. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
    59. Deng, Chuang & Wu, Jian, 2023. "Macroeconomic downside risk and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 54(C).
    60. Yang, Qiao, 2019. "Stock returns and real growth: A Bayesian nonparametric approach," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 53-69.
    61. Michael T. Kiley, 2018. "Unemployment Risk," Finance and Economics Discussion Series 2018-067, Board of Governors of the Federal Reserve System (U.S.).
    62. De Pace, Pierangelo & Weber, Kyle D., 2016. "The time-varying leading properties of the high yield spread in the United States," International Journal of Forecasting, Elsevier, vol. 32(1), pages 203-230.
    63. Born, Benjamin & Müller, Gernot & Pfeifer, Johannes & Wellmann, Susanne, 2020. "Different no more: Country spreads in advanced and emerging economies," CEPR Discussion Papers 14392, C.E.P.R. Discussion Papers.
    64. Francisco Covas & Ben Rump & Egon Zakrajšek, 2013. "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series 2013-55, Board of Governors of the Federal Reserve System (U.S.).
    65. Takaoka, Sumiko, 2018. "Convenience yield on government bonds and unconventional monetary policy in Japanese corporate bond spreads," MPRA Paper 86418, University Library of Munich, Germany.
    66. Jörg Breitung & Sandra Eickmeier, 2014. "Analyzing business and financial cycles using multi-level factor models," CAMA Working Papers 2014-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    67. Breitung, Jörg & Eickmeier, Sandra, 2015. "Analyzing business cycle asymmetries in a multi-level factor model," Economics Letters, Elsevier, vol. 127(C), pages 31-34.
    68. Santis, Roberto A. De, 2018. "Unobservable systematic risk, economic activity and stock market," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 51-69.
    69. Michael T. Kiley, 2023. "Recession Signals and Business Cycle Dynamics: Tying the Pieces Together," Finance and Economics Discussion Series 2023-008, Board of Governors of the Federal Reserve System (U.S.).
    70. Nicoletti, Giulio & Passaro, Raffaele, 2012. "Sometimes it helps: the evolving predictive power of spreads on GDP dynamics," Working Paper Series 1447, European Central Bank.
    71. Stefan Laseen & Marzie Taheri Sanjani, 2016. "Did the Global Financial Crisis Break the U.S. Phillips Curve?," IMF Working Papers 2016/126, International Monetary Fund.
    72. Paul Mizen & Veronica Veleanu, 2015. "On the Information Flow from Credit Derivatives to the Macroeconomy," Discussion Papers 2015/21, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    73. Liebermann, Joelle, 2012. "Real-time forecasting in a data-rich environment," Research Technical Papers 07/RT/12, Central Bank of Ireland.
    74. Peter Broer & Jürgen Antony, 2013. "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper 260, CPB Netherlands Bureau for Economic Policy Analysis.
    75. Colombo, Valentina & Paccagnini, Alessia, 2020. "Does the credit supply shock have asymmetric effects on macroeconomic variables?," Economics Letters, Elsevier, vol. 188(C).
    76. Juan Laborda & Sonia Ruano & Ignacio Zamanillo, 2023. "Multi-Country and Multi-Horizon GDP Forecasting Using Temporal Fusion Transformers," Mathematics, MDPI, vol. 11(12), pages 1-26, June.
    77. Hännikäinen, Jari, 2014. "The mortgage spread as a predictor of real-time economic activity," MPRA Paper 58360, University Library of Munich, Germany.
    78. Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
    79. Gambacorta, Leonardo & Mayordomo, Sergio & Serena Garralda, Jose-Maria, 2020. "Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities," CEPR Discussion Papers 14419, C.E.P.R. Discussion Papers.
    80. Johannes Poeschl & Ram Yamarthy, 2022. "Aggregate Risk in the Term Structure of Corporate Credit," Working Papers 22-02, Office of Financial Research, US Department of the Treasury.
    81. Chatterjee, Ujjal Kanti & Bazzana, Flavio, 2024. "Do corporate credit spreads predict the real economy?," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 272-286.
    82. Xu Feng & Xiaowen An & Yahui An & Yajun Xiao, 2024. "Shadow Funding and Economic Growth: Evidence from China," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 589-611, March.
    83. Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2021. "Systemic risk measures and distribution forecasting of macroeconomic shocks," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 178-196.
    84. Giovanni Dell'Ariccia & Karl Habermeier & Vikram Haksar & Tommaso Mancini-Griffoli, 2017. "Monetary Policy and Financial Stability," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
    85. Aromi, J. Daniel, 2020. "Linking words in economic discourse: Implications for macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1517-1530.
    86. Jürgen Antony & D. Broer, 2015. "Euro area financial shocks and economic activity in The Netherlands," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 571-595, August.
    87. Stefan Gebauer, 2017. "The Use of Financial Market Variables in Forecasting," DIW Roundup: Politik im Fokus 115, DIW Berlin, German Institute for Economic Research.
    88. Hafsa Hina & Henna Ahsan & Hania Afzal, 2022. "The Information in the Yield Spread for the Recession in the Case of Pakistan," PIDE-Working Papers 2022:11, Pakistan Institute of Development Economics.
    89. Jon D. Samuels & Rodrigo Sekkel, 2013. "Forecasting with Many Models: Model Confidence Sets and Forecast Combination," Staff Working Papers 13-11, Bank of Canada.
    90. Deschamps, Bruno & Ioannidis, Christos & Ka, Kook, 2020. "High-frequency credit spread information and macroeconomic forecast revision," International Journal of Forecasting, Elsevier, vol. 36(2), pages 358-372.
    91. Kuosmanen, Petri & Rahko, Jaana & Vataja, Juuso, 2019. "Predictive ability of financial variables in changing economic circumstances," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 37-47.
    92. Jari Hännikäinen, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 47-54, September.
    93. Ujjal Chatterjee, 2023. "Predicting economic growth: evidence from real-estate loans securitization," SN Business & Economics, Springer, vol. 3(3), pages 1-20, March.
    94. Jaehoon Hahn & Ho-Seong Moon, 2016. "Credit Cycle and the Macroeconomy: Empirical Evidence from Korea," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 22(4), pages 76-108, December.
    95. Aromi, J. Daniel & Clements, Adam, 2021. "Facial expressions and the business cycle," Economic Modelling, Elsevier, vol. 102(C).
    96. Sangyup Choi, 2018. "Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey," Working papers 2018rwp-126, Yonsei University, Yonsei Economics Research Institute.
    97. Kaviani, Mahsa S. & Kryzanowski, Lawrence & Maleki, Hosein & Savor, Pavel, 2020. "Policy uncertainty and corporate credit spreads," Journal of Financial Economics, Elsevier, vol. 138(3), pages 838-865.

  19. Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012. "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers 12-076/4, Tinbergen Institute.

    Cited by:

    1. Giacomini, Raffaella & Ragusa, Giuseppe & Altavilla, Carlo, 2013. "Anchoring the Yield Curve Using Survey Expectations," CEPR Discussion Papers 9738, C.E.P.R. Discussion Papers.
    2. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
    3. Alberto Caruso & Laura Coroneo, 2023. "Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2027-2059, December.
    4. Minchul Shin & Molin Zhong, 2015. "Does Realized Volatility Help Bond Yield Density Prediction?," Finance and Economics Discussion Series 2015-115, Board of Governors of the Federal Reserve System (U.S.).
    5. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
    6. Vieira, Fausto & Fernandes, Marcelo & Chague, Fernando, 2017. "Forecasting the Brazilian yield curve using forward-looking variables," International Journal of Forecasting, Elsevier, vol. 33(1), pages 121-131.
    7. Christoph Berninger & Almond Stöcker & David Rügamer, 2022. "A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 181-200, January.
    8. Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
    9. Evangelos Salachas & Georgios P. Kouretas & Nikiforos T. Laopodis, 2024. "The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 1018-1041, July.
    10. Geiger, Felix & Schupp, Fabian, 2018. "With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound," Discussion Papers 27/2018, Deutsche Bundesbank.
    11. Hitesh Doshi & Kris Jacobs & Rui Liu, 2021. "Information in the Term Structure: A Forecasting Perspective," Management Science, INFORMS, vol. 67(8), pages 5255-5277, August.
    12. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers 639, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    13. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    14. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers 19106, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    15. Daniel R. Kowal & Antonio Canale, 2021. "Semiparametric Functional Factor Models with Bayesian Rank Selection," Papers 2108.02151, arXiv.org, revised May 2022.
    16. Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2018. "Macroeconomic determinants of the term structure: Long-run and short-run dynamics," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 99-122.
    17. Jiazi Chen & Zhiwu Hong & Linlin Niu, 2022. "Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure," Working Papers 2022-06-25, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    18. Eran Raviv, 2013. "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers 13-041/III, Tinbergen Institute.
    19. Malik, Sheheryar & Meldrum, Andrew, 2016. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 85-102.
    20. Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
    21. Badics, Milan Csaba & Huszar, Zsuzsa R. & Kotro, Balazs B., 2023. "The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    22. Mr. Ralph Chami & Mr. Thomas F. Cosimano & Jun Ma & Ms. Celine Rochon, 2017. "What’s Different about Bank Holding Companies?," IMF Working Papers 2017/026, International Monetary Fund.
    23. Gaus, Eric & Sinha, Arunima, 2018. "What does the yield curve imply about investor expectations?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 248-265.
    24. Guidolin, Massimo & Pedio, Manuela, 2019. "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
    25. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
    26. Fernandes, Marcelo & Vieira, Fausto, 2019. "A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.

  20. Jonathan H. Wright, 2011. "What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?," NBER Working Papers 17154, National Bureau of Economic Research, Inc.

    Cited by:

    1. Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," National Institute of Economic and Social Research (NIESR) Discussion Papers 489, National Institute of Economic and Social Research.
    2. Glick, Reuven & Leduc, Sylvain, 2012. "Central bank announcements of asset purchases and the impact on global financial and commodity markets," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2078-2101.
    3. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018. "Effects of US Quantitative Easing on Emerging Market Economies," ADBI Working Papers 803, Asian Development Bank Institute.
    4. Ippolito, Filippo & Ozdagli, Ali K. & Perez-Orive, Ander, 2018. "The transmission of monetary policy through bank lending: The floating rate channel," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 49-71.
    5. Morris, Stephen D., 2020. "Is the Taylor principle still valid when rates are low?," Journal of Macroeconomics, Elsevier, vol. 64(C).
    6. Diana Hancock & Wayne Passmore, 2012. "The Federal Reserve's portfolio and its effects on mortgage markets," Finance and Economics Discussion Series 2012-22, Board of Governors of the Federal Reserve System (U.S.).
    7. George B. Tawadros & Imad A. Moosa, 2022. "A Structural Time Series Analysis of the Effect of Quantitative Easing on Stock Prices," IJFS, MDPI, vol. 10(4), pages 1-17, December.
    8. Boer, Lukas & Lütkepohl, Helmut, 2021. "Qualitative versus quantitative external information for proxy vector autoregressive analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    9. Luis F. Céspedes & Javier García-Cicco & Diego Saravia, 2013. "Monetary Policy at the Zero Lower Bound: The Chilean Experience," Working Papers Central Bank of Chile 712, Central Bank of Chile.
    10. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013. "Risk, uncertainty and monetary policy," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
    11. Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
    12. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
    13. Aysun, Uluc & Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018. "Is the credit channel alive? Firm-level evidence on the sensitivity of borrowing spreads to monetary policy," Economic Modelling, Elsevier, vol. 75(C), pages 305-319.
    14. Juan A. Montecino & Gerald Epstein, 2015. "Have Large Scale Asset Purchases Increased Bank Profits?," Working Papers Series 5, Institute for New Economic Thinking.
    15. Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018. "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 1-18.
    16. Lars E. O. Svensson, 2011. "Practical Monetary Policy: Examples from Sweden and the United States," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(2 (Fall)), pages 289-352.
    17. Berndt, Antje & Yeltekin, Şevin, 2015. "Monetary policy, bond returns and debt dynamics," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 119-136.
    18. Thomas B. King, 2016. "Expectation and Duration at the Effective Lower Bound," Working Paper Series WP-2016-21, Federal Reserve Bank of Chicago.
    19. Tarek Chebbi, 2021. "The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1897-1916, April.
    20. Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020. "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
    21. Bernard Dumas & Marcel R. Savioz, 2020. "A theory of the nominal character of stock securities," Working Papers 2020-03, Swiss National Bank.
    22. Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Paper Series 2012-12, Federal Reserve Bank of San Francisco.
    23. Markus Leippold & Felix Matthys, 2022. "Economic Policy Uncertainty and the Yield Curve [Pricing the term structure with linear regressions]," Review of Finance, European Finance Association, vol. 26(4), pages 751-797.
    24. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
    25. Saghaian, Sayed H. & Reed, Michael R., 2014. "The Impact Of The Recent Federal Reserve Large-Scale Asset Purchases On The Agricultural Commodity Prices: A Historical Decomposition," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 2(2), pages 1-16, April.
    26. Mr. Sohrab Rafiq, 2015. "The Effects of U.S. Unconventional Monetary Policy on Asia Frontier Developing Economies," IMF Working Papers 2015/018, International Monetary Fund.
    27. Fructuoso Borrallo & Ignacio Hernando & Javier Vallés, 2016. "The effects of us unconventional monetary policies in Latin America," Working Papers 1606, Banco de España.
    28. Chi Hyun Kim & Lars Other, 2019. "The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area," Discussion Papers of DIW Berlin 1781, DIW Berlin, German Institute for Economic Research.
    29. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience: Worth a try?," Post-Print hal-03568216, HAL.
    30. Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
    31. Michael Hachula & Michele Piffer & Malte Rieth, 2016. "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," Discussion Papers of DIW Berlin 1596, DIW Berlin, German Institute for Economic Research.
    32. Michael D. Bauer, 2015. "Nominal Interest Rates and the News," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 295-332, March.
    33. Wright, Jonathan & Gürkaynak, Refet, 2013. "Identification and Inference Using Event Studies," CEPR Discussion Papers 9388, C.E.P.R. Discussion Papers.
    34. Saghaian, Sayed & Reed, Michael, 2015. "Spillover Effects Of U.S. Federal Reserve’S Recent Quantitative Easing On Canadian Commodity Prices," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(01), pages 1-33, January.
    35. Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
    36. Haldane, Andrew & Roberts-Sklar, Matt & Wieladek, Tomasz & Young, Chris, 2016. "QE: The Story so far," Bank of England working papers 624, Bank of England.
    37. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021. "The Real Effects of Financial Uncertainty Shocks: A Daily Identification Approach," Documentos de Trabajo 559, Instituto de Economia. Pontificia Universidad Católica de Chile..
    38. Carlo Altavilla & Domenico Giannone, 2014. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF 1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    39. Nathan Foley-Fisher & Rodney Ramcharan & Edison Yu, 2015. "The impact of unconventional monetary policy on firm financing constraints: evidence from the maturity extension program," Working Papers 15-30, Federal Reserve Bank of Philadelphia.
    40. Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2021. "Are all Central Bank Asset Purchases the Same? Different Rationales, Different Effects," SciencePo Working papers Main hal-03554141, HAL.
    41. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014. "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers 1623, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    42. Kyungmin Kim & Thomas Laubach & Min Wei, 2020. "Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence," Finance and Economics Discussion Series 2020-047, Board of Governors of the Federal Reserve System (U.S.).
    43. Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023. "The conditionality of monetary policy instruments," Working Papers hal-04159848, HAL.
    44. Siami-Namini, Sima & Hudson, Darren & Trindade, A. Alexandre & Lyford, Conrad, 2018. "Commodity Prices, Monetary Policy and the Taylor Rule," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266722, Southern Agricultural Economics Association.
    45. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
    46. Atsushi Inoue & Barbara Rossi, 2019. "A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy," Working Papers 1082, Barcelona School of Economics.
    47. Michael T. Kiley, 2014. "The Response of Equity Prices to Movements in Long‐Term Interest Rates Associated with Monetary Policy Statements: Before and After the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 1057-1071, August.
    48. Falagiarda, Matteo & Reitz, Stefan, 2013. "Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy (IfW Kiel).
    49. Fratzscher, Marcel & Straub, Roland & Lo Duca, Marco, 2012. "A global monetary tsunami? On the spillovers of US Quantitative Easing," CEPR Discussion Papers 9195, C.E.P.R. Discussion Papers.
    50. Belke, Ansgar & Gros, Daniel, 2021. "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    51. Sui-Jade Ho & Özer Karagedikli, 2021. "Effects of Monetary Policy Communication in Emerging Market Economies: Evidence from Malaysia," Working Papers wp44, South East Asian Central Banks (SEACEN) Research and Training Centre.
    52. Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
    53. Miescu, Mirela & Rossi, Raffaele, 2021. "COVID-19-induced shocks and uncertainty," European Economic Review, Elsevier, vol. 139(C).
    54. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    55. Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2018. "On the International Spillovers of US Quantitative Easing," Economic Journal, Royal Economic Society, vol. 128(608), pages 330-377, February.
    56. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014. "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, vol. 11(3), pages 203-212.
    57. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending," Discussion Paper Series DP2017-24, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2019.
    58. Ulrich Volz & Ansgar Belke & Irina Dubova, 2017. "Bond Yield Spillovers from Major Advanced Economies to Emerging Asia," Working Papers 203, Department of Economics, SOAS University of London, UK.
    59. Alpanda, Sami & Aysun, Uluc & Kabaca, Serdar, 2024. "International portfolio rebalancing and fiscal policy spillovers," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
    60. Emi Nakamura & Jón Steinsson, 2018. "High-Frequency Identification of Monetary Non-Neutrality: The Information Effect," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1283-1330.
    61. Jakub Janus, 2015. "The Transmission Mechanism of Unconventional Monetary Policy," Working Papers 57/2015, Institute of Economic Research, revised Apr 2015.
    62. Annette Meinusch & Peter Tillmann, 2014. "The Macroeconomic Impact of Unconventional Monetary Policy Shocks," MAGKS Papers on Economics 201426, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    63. Daniel L. Thornton, 2012. "Monetary policy: why money matters, and interest rates don’t," Working Papers 2012-020, Federal Reserve Bank of St. Louis.
    64. Eric T. Swanson, 2017. "Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets," NBER Working Papers 23311, National Bureau of Economic Research, Inc.
    65. Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2021. "Unconventional monetary policy and inflation expectations in the Euro area," Economic Modelling, Elsevier, vol. 102(C).
    66. Eric T. Swanson & John C. Williams, 2012. "Measuring the effect of the zero lower bound on medium- and longer-term interest rates," Working Paper Series 2012-02, Federal Reserve Bank of San Francisco.
    67. Xavier Timbeau, 2013. "La crise sur un plateau. Perspectives 2013-2014," SciencePo Working papers Main hal-03460759, HAL.
    68. Michael D. Bauer & Glenn D. Rudebusch, 2014. "The Signaling Channel for Federal Reserve Bond Purchases," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 233-289, September.
    69. Knezevic, David & Nordström, Martin & Österholm, Pär, 2019. "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers 2019:6, Örebro University, School of Business.
    70. Willem THORBECKE, 2017. "The Effect of the Fed's Large-scale Asset Purchases on Inflation Expectations," Discussion papers 17097, Research Institute of Economy, Trade and Industry (RIETI).
    71. Belke, Angar & Gros, Daniel & Osowski, Thomas, 2017. "The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 335-349.
    72. Luiz Renato Lima & Lucas Lúcio Godeiro & Mohammed Mohsin, 2021. "Time-Varying Dictionary and the Predictive Power of FED Minutes," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 149-181, January.
    73. Anaya, Pablo & Hachula, Michael & Offermanns, Christian, 2015. "Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows," Discussion Papers 2015/35, Free University Berlin, School of Business & Economics.
    74. Bartkiewicz Piotr, 2018. "The Impact of Quantitative Easing on Emerging Markets – Literature Review," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(4), pages 67-76, December.
    75. Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 129-158, Bank for International Settlements.
    76. Coën, Alain & Lefebvre, Benoit & Simon, Arnaud, 2018. "International money supply and real estate risk premium: The case of the London office market," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 120-140.
    77. Ben S. Bernanke, 2012. "Monetary Policy since the Onset of the Crisis : a speech at the Federal Reserve Bank of Kansas City Economic Symposium, Jackson Hole, Wyoming, August 31, 2012," Speech 645, Board of Governors of the Federal Reserve System (U.S.).
    78. Hess T. Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2019. "Monetary Policy Options at the Effective Lower Bound : Assessing the Federal Reserve's Current Policy Toolkit," Finance and Economics Discussion Series 2019-003, Board of Governors of the Federal Reserve System (U.S.).
    79. John C. Williams, 2011. "Unconventional monetary policy: lessons from the past three years," Speech 92, Federal Reserve Bank of San Francisco.
    80. Diana Hancock & Wayne Passmore, 2014. "How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates," Finance and Economics Discussion Series 2014-12, Board of Governors of the Federal Reserve System (U.S.).
    81. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
    82. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    83. Kerstin Bernoth & Marcel Fratzscher & Philipp König, 2014. "Schwache Preisentwicklung und Deflationsgefahr im Euroraum: Grenzen der konventionellen Geldpolitik," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 81(12), pages 235-249.
    84. Elien Meuleman & Rudi Vander Vennet, 2020. "Macroprudential policy, monetary policy and Eurozone bank risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/1004, Ghent University, Faculty of Economics and Business Administration.
    85. Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
    86. Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016. "Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials," Ruhr Economic Papers 600, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    87. Kathi Schlepper & Heiko Hofer & Ryan Riordan & Andreas Schrimpf, 2017. "Scarcity effects of QE: A transaction-level analysis in the Bund market," BIS Working Papers 625, Bank for International Settlements.
    88. Abdoulaye Millogo, 2020. "Hysteresis Effects and Macroeconomics Gains from Unconventional Monetary Policies Stabilization," Cahiers de recherche 20-12, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    89. David O. Lucca & Jonathan H. Wright, 2022. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Staff Reports 1013, Federal Reserve Bank of New York.
    90. Xu, Ying & La, Hai Anh, 2016. "Spillovers of the United States’ Unconventional Monetary Policy to Emerging Asia: The Bank Lending Channel," ADBI Working Papers 619, Asian Development Bank Institute.
    91. Herwartz, Helmut & Roestel, Jan, 2022. "Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    92. Christopher Martin & Costas Milas, 2012. "Quantitative Easing: A Sceptical Survey," Working Paper series 73_12, Rimini Centre for Economic Analysis.
    93. Massimo Ferrari & Kristyna Ters, 2017. "The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    94. Feiyan Zhang & Dewen Chen, 2019. "The short-term spillover effects of the Fed on Chinese financial market The overshooting model or the portfolio balance theory," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(5), pages 1-5.
    95. Lin, Mucai & Niu, Linlin, 2021. "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, vol. 111(C).
    96. Möller, Rouven & Reichmann, Doron, 2021. "ECB language and stock returns – A textual analysis of ECB press conferences," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 590-604.
    97. Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
    98. Simon Gilchrist & Vivian Yue & Egon Zakrajšek, 2019. "U.S. Monetary Policy and International Bond Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(S1), pages 127-161, December.
    99. Gnewuch, Matthias, 2022. "Spillover effects of sovereign debt-based quantitative easing in the euro area," European Economic Review, Elsevier, vol. 145(C).
    100. Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji & Tsukuda, Yoshihiko, 2020. "The impact of quantitative easing and carry trade on the real estate market in Hong Kong," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 958-976.
    101. Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
    102. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "Que peut-on attendre de l’assouplissement quantitatif de la BCE ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 265-290.
    103. Christopher S Sutherland, 2022. "Forward guidance and expectation formation: A narrative approach," BIS Working Papers 1024, Bank for International Settlements.
    104. Cepni, Oguzhan & Güney, I.Ethem, 2019. "Local currency bond risk premia: A panel evidence on emerging markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 182-196.
    105. Smith, A. Lee & Valcarcel, Victor J., 2023. "The financial market effects of unwinding the Federal Reserve’s balance sheet," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    106. Chauvet, Marcelle & Gabriel, Stuart & Lutz, Chandler, 2016. "Mortgage default risk: New evidence from internet search queries," Journal of Urban Economics, Elsevier, vol. 96(C), pages 91-111.
    107. Demir, Ishak & Eroglu, Burak A. & Yildirim-Karaman, Secil, 2021. "Heterogeneous effects of unconventional monetary policy on bond yields across the euro area," LEAF Working Paper Series 19-06, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), revised 2021.
    108. Tim Bollerslev & Jia Li & Yuan Xue, 2018. "Volume, Volatility, and Public News Announcements," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2005-2041.
    109. Marcello Pericoli & Giovanni Veronese, 2017. "Monetary policy surprises over time," Temi di discussione (Economic working papers) 1102, Bank of Italy, Economic Research and International Relations Area.
    110. Yuriy Kitsul & Jonathan H. Wright, 2012. "The Economics of Options-Implied Inflation Probability Density Functions," Economics Working Paper Archive 600, The Johns Hopkins University,Department of Economics.
    111. Dimitris G. Kirikos, 2024. "Quantitative easing effectiveness: Evidence from Euro private assets," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 354-370, April.
    112. Céline Antonin & Christophe Blot & Paul Hubert & Fabien Labondance & Catherine Mathieu & Christine Rifflart & Vincent Touzé, 2013. "Politiques monétaires : est-ce le début de la fin ?," SciencePo Working papers Main hal-01072109, HAL.
    113. Carlomagno, Guillermo & Albagli, Elías, 2022. "Trade wars and asset prices," Journal of International Money and Finance, Elsevier, vol. 124(C).
    114. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," SciencePo Working papers Main hal-03403623, HAL.
    115. Kris Boudt & Christopher J. Neely & Piet Sercu & Marjan Wauters, 2017. "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Working Papers 2017-20, Federal Reserve Bank of St. Louis.
    116. Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021. "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin 1956, DIW Berlin, German Institute for Economic Research.
    117. Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023. "Risk, monetary policy and asset prices in a global world," Working Paper Series 2879, European Central Bank.
    118. Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).
    119. Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
    120. Cao, N. & Galvani, V. & Gubellini, S., 2017. "Firm-specific stock and bond predictability: New evidence from Canada," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 174-192.
    121. Christopher J. Neely, 2014. "How Persistent Are Unconventional Monetary Policy Effects?," Working Papers 2014-004, Federal Reserve Bank of St. Louis, revised 15 Apr 2022.
    122. Kaoru Hosono & Shogo Isobe, 2014. "The Financial Market Impact of Unconventional Monetary Policies in the U.S., the U.K., the Eurozone, and Japan," Discussion papers ron259, Policy Research Institute, Ministry of Finance Japan.
    123. Simon Gilchrist & Egon ZakrajŠEk, 2013. "The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
    124. Nicolas Soenen & Rudi Vander Vennet, 2020. "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
    125. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Xavier Ragot, 2015. "The redistributive effects of QE," SciencePo Working papers Main hal-03459824, HAL.
    126. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison," International Finance Discussion Papers 1101, Board of Governors of the Federal Reserve System (U.S.).
    127. John D. Burger & Francis E. Warnock & Veronica C. Warnock, 2018. "The Effects of U.S. Monetary Policy on Emerging Market Economies’ Sovereign and Corporate Bond Markets," Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 3, pages 049-095, Central Bank of Chile.
    128. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    129. Zhou, Siwen, 2018. "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper 87084, University Library of Munich, Germany.
    130. Chang, Jui-Chuan Della & Chang, Kuang-Liang, 2018. "The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 15-28.
    131. Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016. "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 111-136, April.
    132. Eo, Yunjong & Kang, Kyu Ho, 2020. "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
    133. Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
    134. Thomas B. King, 2013. "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series WP-2013-18, Federal Reserve Bank of Chicago.
    135. Gürkaynak, Refet S. & Karasoy-Can, Hatice Gökçe & Lee, Sang Seok, 2019. "Stock market's assessment of monetary policy transmission: The cash flow effect," CFS Working Paper Series 628, Center for Financial Studies (CFS).
    136. Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011. "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," NBER Working Papers 17555, National Bureau of Economic Research, Inc.
    137. Rongrong Sun, 2018. "Monetary Policy Announcements and Market Interest Rates Response: Evidence from China," CFDS Discussion Paper Series 2018/5, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    138. Roman Grynberg & Teresa Kaulihowa & Fwasa K Singogo, 2019. "Structural Changes of the 21st Century and their Impact on the Gold Price," Journal of Economics and Behavioral Studies, AMH International, vol. 11(3), pages 72-83.
    139. Sajjadur Rahman and Apostolos Serletis, 2019. "Oil Prices and the Stock Markets: Evidence from High Frequency Data," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
    140. Jing Cynthia Wu & Fan Dora Xia, 2014. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers 20117, National Bureau of Economic Research, Inc.
    141. Willem Thorbecke, 2018. "The Effect of the Fed's Large‐Scale Asset Purchases on Inflationary Expectations," Southern Economic Journal, John Wiley & Sons, vol. 85(2), pages 407-423, October.
    142. Michelle L. Barnes, 2014. "Let's talk about it: what policy tools should the Fed \\"normally\\" use?," Current Policy Perspectives 14-12, Federal Reserve Bank of Boston.
    143. Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan, 2016. "Changing dynamics at the zero lower bound," Working Papers 16.02, Swiss National Bank, Study Center Gerzensee.
    144. Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013. "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4025-4037.
    145. Kui-Wai, Li & Bharat R., Hazari, 2015. "The Possible Tragedy of Quantitative Easing: An IS-LM Approach," MPRA Paper 64652, University Library of Munich, Germany.
    146. Daniel L. Thornton, 2013. "An Evaluation of Event-Study Evidence on the Effectiveness of the FOMC’s LSAP Program: Are the Announcement Effects Identified?," Working Papers 2013-033, Federal Reserve Bank of St. Louis.
    147. Tim Bollerslev & Jia Li & Zhipeng Liao, 2021. "Fixed‐k inference for volatility," Quantitative Economics, Econometric Society, vol. 12(4), pages 1053-1084, November.
    148. Soenen, Nicolas & Vander Vennet, Rudi, 2022. "ECB monetary policy and bank default risk☆," Journal of International Money and Finance, Elsevier, vol. 122(C).
    149. Xu Zhang, 2018. "Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases," 2018 Meeting Papers 894, Society for Economic Dynamics.
    150. Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance since the Financial Crisis," Working Papers 2020-026, Federal Reserve Bank of St. Louis, revised 02 Nov 2020.
    151. Boris Hofmann & Feng Zhu, 2013. "Central bank asset purchases and inflation expectations," BIS Quarterly Review, Bank for International Settlements, March.
    152. Dominik Bertsche & Robin Braun, 2022. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 328-341, January.
    153. Scharnagl, Michael & Stapf, Jelena, 2015. "Inflation, deflation, and uncertainty: What drives euro-area option-implied inflation expectations, and are they still anchored in the sovereign debt crisis?," Economic Modelling, Elsevier, vol. 48(C), pages 248-269.
    154. Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
    155. Andrea Nocera & M. Hashem Pesaran, 2023. "Causal effects of the Fed's large-scale asset purchases on firms' capital structure," Papers 2310.18638, arXiv.org.
    156. Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-021, Federal Reserve Bank of St. Louis, revised 04 May 2020.
    157. Emmanuel C. Mamatzakis & Anh N. Vu, 2018. "The interplay between quantitative easing, risk and competition: The case of Japanese banking," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 27(1), pages 3-46, February.
    158. Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," Economic Research Papers 269727, University of Warwick - Department of Economics.
    159. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2019. "Identifying Quantitative and Qualitative Monetary Policy Shocks," Discussion Paper Series DP2019-09, Research Institute for Economics & Business Administration, Kobe University, revised Mar 2023.
    160. Michael T. Kiley, 2013. "Monetary policy statements, Treasury yields, and private yields: before and after the zero lower bound," Finance and Economics Discussion Series 2013-16, Board of Governors of the Federal Reserve System (U.S.).
    161. Reuven Glick & Sylvain Leduc, 2013. "The Effects of Unconventional and Conventional U.S. Monetary Policy on the Dollar," Working Paper Series 2013-11, Federal Reserve Bank of San Francisco.
    162. Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," EconStor Preprints 204579, ZBW - Leibniz Information Centre for Economics.
    163. Cenedese, Gino & Elard, Ilaf, 2018. "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England working papers 705, Bank of England.
    164. Mr. Jiaqian Chen & Mr. Tommaso Mancini-Griffoli & Ms. Ratna Sahay, 2014. "Spillovers from United States Monetary Policy on Emerging Markets: Different This Time?," IMF Working Papers 2014/240, International Monetary Fund.
    165. Jung, Kuk Mo, 2016. "Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate," MPRA Paper 69715, University Library of Munich, Germany.
    166. Mira Farka, 2022. "The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 633-693, September.
    167. D’Amico, Stefania & Kaminska, Iryna, 2019. "Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs," Bank of England working papers 825, Bank of England.
    168. Mamaysky, Harry, 2018. "The time horizon of price responses to quantitative easing," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 32-49.
    169. Kerssenfischer, Mark, 2019. "Information Effects of Euro Area Monetary Policy: New evidence from high-frequency futures data," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203524, Verein für Socialpolitik / German Economic Association.
    170. Zhu, Yanhui & Fan, Jingwen & Tucker, Jon, 2018. "The impact of monetary policy on gold price dynamics," Research in International Business and Finance, Elsevier, vol. 44(C), pages 319-331.
    171. Tom Beernaert & Nicolas Soenen & Rudi Vander Vennet, 2023. "ECB Monetary Policy and the Term Structure of Bank Default Risk," JRFM, MDPI, vol. 16(12), pages 1-22, December.
    172. Gang Wang, 2019. "The Effects of Quantitative Easing Announcements on the Mortgage Market: An Event Study Approach," IJFS, MDPI, vol. 7(1), pages 1-30, February.
    173. L. Gambacorta & B. Hofmann & G. Peersman, 2011. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/765, Ghent University, Faculty of Economics and Business Administration.
    174. Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019. "Measuring Euro Area Monetary Policy," CESifo Working Paper Series 7699, CESifo.
    175. Reuven Glick & Sylvain Leduc, 2018. "Unconventional Monetary Policy and the Dollar: Conventional Signs, Unconventional Magnitudes," International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 103-152, December.
    176. Bernard Dumas & Marcel Savioz, 2023. "A Theory of the Nominal Character of Stock Securities," Review of Finance, European Finance Association, vol. 27(5), pages 1615-1657.
    177. Martin Bruns & Helmut Lutkepohl & James McNeil, 2024. "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series 2024-05, School of Economics, University of East Anglia, Norwich, UK..
    178. Dominika Brozda, 2016. "Transmission Mechanism Of The Federal Reserve System’S Monetary Policy In The Conditions Of Zero Bound On Nominal Interest Rates," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 751-767, December.
    179. Gabriel Chodorow-Reich, "undated". "Effects of Unconventional Monetary Policy on Financial Institutions," Working Paper 156866, Harvard University OpenScholar.
    180. David Bowman & Juan M. Londono & Horacio Sapriza, 2014. "U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies," International Finance Discussion Papers 1109, Board of Governors of the Federal Reserve System (U.S.).
    181. Dimitra Kontana & Stilianos Fountas, 2021. "Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: A panel cointegration approach for 50 US states," Discussion Paper Series 2021_10, Department of Economics, University of Macedonia, revised Sep 2021.
    182. Alexandros Kontonikas & Paulo Maio & Zivile Zekaite, 2016. "Monetary Policy and Corporate Bond Returns," Working Papers 2016_05, Business School - Economics, University of Glasgow.
    183. Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2021. "Policy uncertainty, lender of last resort and the real economy," Working Paper Series 2521, European Central Bank.
    184. Tong, Eric, 2024. "Repercussions of the Russia–Ukraine war," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 366-390.
    185. Petra Gerlach-Kristen & Richhild Mössner, 2014. "Inflation Expectations, Central Bank Credibility and the Global Financial Crisis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(II), pages 55-87, June.
    186. Yao, Wei & Alexiou, Constantinos, 2024. "On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1054-1072.
    187. Sami Alpanda & Serdar Kabaca, 2020. "International Spillovers of Large-Scale Asset Purchases," Journal of the European Economic Association, European Economic Association, vol. 18(1), pages 342-391.
    188. Urszula Szczerbowicz, 2012. "The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?," Working Papers 2012-36, CEPII research center.
    189. Wang, Ling, 2020. "Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan," Research in International Business and Finance, Elsevier, vol. 51(C).
    190. Stephen G. Cecchetti & Tommaso Mancini-Griffoli & Machiko Narita & Ratna Sahay, 2020. "US or Domestic Monetary Policy: Which Matters More for Financial Stability?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 35-65, March.
    191. Kimura Takeshi & Nakajima Jouchi, 2016. "Identifying conventional and unconventional monetary policy shocks: a latent threshold approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 277-300, January.
    192. Rakesh Mohan & Muneesh Kapur, 2014. "Monetary Policy Coordination and the Role of Central Banks," IMF Working Papers 2014/070, International Monetary Fund.
    193. Eric T. Swanson, 2016. "Measuring the effects of unconventional monetary policy on asset prices," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(2), pages 78-100, August.
    194. Marc Burri & Daniel Kaufmann, 2024. "Multi-dimensional monetary policy shocks based on heteroscedasticity," IRENE Working Papers 24-03, IRENE Institute of Economic Research.
    195. Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2022. "The Conditional Path of Central Bank Asset Purchases," Working papers 885, Banque de France.
    196. Thi Bich Ngoc Tran & Hoang Cam Huong Pham, 2020. "The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries," JRFM, MDPI, vol. 13(8), pages 1-26, July.
    197. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    198. Marcel Fratzscher, 2014. "Capital Flow Policies, Monetary Policy and Coordination," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Read (ed.),Financial Flows and Infrastructure Financing, Reserve Bank of Australia.
    199. Moumita Paul & Kalluru Siva Reddy, 2022. "US QE and the Indian Bond Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 137-157, March.
    200. Shang, Fei, 2022. "The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    201. Breitenlechner, Max & Gründler, Daniel & Scharler, Johann, 2021. "Unconventional monetary policy announcements and information shocks in the U.S," Journal of Macroeconomics, Elsevier, vol. 67(C).
    202. Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," IMF Working Papers 2017/212, International Monetary Fund.
    203. Pierpaolo Benigno & Paolo Canofari & Giovanni Bartolomeo & Marcello Messori, 2022. "The European Monetary Policy Responses During the Pandemic Crisis," Open Economies Review, Springer, vol. 33(4), pages 657-675, September.
    204. Pick-Schen Yip & Wee-Yeap Lau & Robert Brooks, 2023. "The Liquidity Effect of the U.S. QE on Sovereign Yield Spreads of Commodity-Exporting Countries," Commodities, MDPI, vol. 2(2), pages 1-16, April.
    205. Mirela Miescu, 2022. "Forward guidance shocks," Working Papers 352591340, Lancaster University Management School, Economics Department.
    206. Koráb, Petr & Saadaoui Mallek, Ray & Dibooglu, Sel, 2021. "Effects of quantitative easing on firm performance in the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    207. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Identifying Unconventional Monetary Policy Shocks," Discussion Paper Series DP2017-05, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2017.
    208. Burak Eroglu & Secil Yildirim-Karaman, 2017. "Responses Of Term Structure Of Interest Rates And Asset Prices To Monetary Policy Shocks: Evidence From Turkey," Working Papers 1705, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
    209. Christopher Hanes, 2019. "Quantitative Easing in the 1930s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1169-1207, August.
    210. Jinill Kim & Seth Pruitt, 2015. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," Discussion Paper Series 1502, Institute of Economic Research, Korea University.
    211. Takaoka, Sumiko & Takahashi, Koji, 2018. "Differential effects of unconventional monetary policy on syndicated loan contracts," MPRA Paper 89342, University Library of Munich, Germany.
    212. Michael A. S. Joyce & Nick McLaren & Chris Young, 2012. "Quantitative easing in the United Kingdom: evidence from financial markets on QE1 and QE2," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 671-701, WINTER.
    213. Christoph Bertsch & Isaiah Hull & Xin Zhang, 2021. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-47, December.
    214. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
    215. Diana Hancock & Wayne Passmore, 2015. "How Does the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(4), pages 855-890, November.
    216. Uluc Aysun & Kiyoung Jeon & Zeynep Yom, 2016. "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Villanova School of Business Department of Economics and Statistics Working Paper Series 27, Villanova School of Business Department of Economics and Statistics.
    217. Kui-Wai Li, 2017. "Is there an ‘interest rate – speculation’ relationship? Evidence from G7 in the pre- and post-2008 crisis," Applied Economics, Taylor & Francis Journals, vol. 49(21), pages 2041-2059, May.
    218. van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024. "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, vol. 143(C).
    219. John H. Huston & Roger W. Spencer, 2016. "The Wealth Effects of Quantitative Easing," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(4), pages 471-486, December.
    220. Bank for International Settlements, 2012. "Threat of fiscal dominance?," BIS Papers, Bank for International Settlements, number 65.
    221. Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018. "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin 1749, DIW Berlin, German Institute for Economic Research.
    222. Travis J. Berge & Guangye Cao, 2014. "Global effects of U.S. monetary policy: is unconventional policy different?," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-31.
    223. Daniel L. Thornton, 2014. "QE: is there a portfolio balance effect?," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 55-72.
    224. Masahiko Shibamoto, 2016. "Empirical Assessment of the Impact of Monetary Policy Communication on the Financial Market," Discussion Paper Series DP2016-19, Research Institute for Economics & Business Administration, Kobe University.
    225. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Vo, Xuan Vinh, 2022. "What drives cross-market correlations during the United States Q.E.?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    226. Jinan Liu & Sajjadur Rahman & Apostolos Serletis, 2021. "Cryptocurrency shocks," Manchester School, University of Manchester, vol. 89(2), pages 190-202, March.
    227. Francis, Neville R. & Jackson, Laura E. & Owyang, Michael T., 2020. "How has empirical monetary policy analysis in the U.S. changed after the financial crisis?," Economic Modelling, Elsevier, vol. 84(C), pages 309-321.
    228. Ma, Chaoqun & Tian, Yonggang & Hsiao, Shisong & Deng, Liurui, 2022. "Monetary policy shocks and Bitcoin prices," Research in International Business and Finance, Elsevier, vol. 62(C).
    229. Matthew Raskin, 2013. "The effects of the Federal Reserve's date-based forward guidance," Finance and Economics Discussion Series 2013-37, Board of Governors of the Federal Reserve System (U.S.).
    230. Giampiero M. Gallo & Demetrio Lacava & Edoardo Otranto, 2023. "Volatility jumps and the classification of monetary policy announcements," Papers 2305.12192, arXiv.org.
    231. De Rezende, Rafael B. & Ristiniemi, Annukka, 2018. "A shadow rate without a lower bound constraint," Working Paper Series 355, Sveriges Riksbank (Central Bank of Sweden).
    232. Edison Yu, 2016. "Did quantitative easing work?," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 1(1), pages 5-13, January.
    233. Giambona, Erasmo & Matta, Rafael & Peydró, José-Luis & Wang, Ye, 2020. "Quantitative Easing, Investment, and Safe Assets: The Corporate-Bond Lending Channel," EconStor Preprints 217049, ZBW - Leibniz Information Centre for Economics, revised 2020.
    234. Fu, Liang & Ho, Chun-Yu, 2022. "Monetary policy surprises and interest rates under China's evolving monetary policy framework," Emerging Markets Review, Elsevier, vol. 52(C).
    235. Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 702-728, WINTER.
    236. Edward N Gamber & Julie K Smith, 2020. "Monetary policy and the yield curve," Economics Bulletin, AccessEcon, vol. 40(1), pages 407-424.
    237. Albertazzi, Ugo & Becker, Bo & Boucinha, Miguel, 2018. "Portfolio rebalancing and the transmission of large-scale asset programmes: evidence from the euro area," Working Paper Series 2125, European Central Bank.
    238. Bäurle Gregor & Kaufmann Daniel & Kaufmann Sylvia & Strachan Rodney, 2020. "Constrained interest rates and changing dynamics at the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
    239. Wang, Ling, 2022. "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    240. Carrera, César & Ramírez-rondán, Nelson R., 2020. "Effects Of Us Quantitative Easing On Latin American Economies," Macroeconomic Dynamics, Cambridge University Press, vol. 24(8), pages 1989-2011, December.
    241. Karlyn Mitchell & Douglas K. Pearce, 2020. "How Did Unconventional Monetary Policy Affect Economic Forecasts?," Contemporary Economic Policy, Western Economic Association International, vol. 38(1), pages 206-220, January.
    242. Benjamin Chabot & Gabe Herman, 2013. "A History of Large-Scale Asset Purchases before the Federal Reserve," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 140-152.
    243. Nakamura, Fumitaka & Sudo, Nao & Sugisaki, Yu, 2024. "Assessing monetary policy surprises in Japan by high frequency identification," Journal of the Japanese and International Economies, Elsevier, vol. 71(C).
    244. Joseph E. Gagnon, 2016. "Quantitative Easing: An Underappreciated Success," Policy Briefs PB16-4, Peterson Institute for International Economics.
    245. Janusz Brzeszczyński & Jerzy Gajdka & Ali M. Kutan, 2019. "Evolution of the impact of the interest rates changes announced by Narodowy Bank Polski (NBP) on the financial markets in the high, medium and low level of interest rates environments in Poland," NBP Working Papers 303, Narodowy Bank Polski.
    246. Lukas Boer & Helmut Lütkepohl, 2020. "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1905, DIW Berlin, German Institute for Economic Research.
    247. Gomis-Porqueras Pedro & Rafiq Shuddhasattwa & Yao Wenying, 2023. "The impact of forward guidance and large-scale asset purchase programs on commodity markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 519-551, September.
    248. Rossi, Barbara, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?," CEPR Discussion Papers 14064, C.E.P.R. Discussion Papers.
    249. Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
    250. Christopher S. Sutherland, 2023. "Forward guidance and expectation formation: A narrative approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 222-241, March.
    251. Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
    252. Lo Duca, Marco & Nicoletti, Giulio & Vidal Martinez, Ariadna, 2014. "Global corporate bond issuance: what role for US quantitative easing?," Working Paper Series 1649, European Central Bank.
    253. Mr. Shaun K. Roache & Mrs. Marina V Rousset, 2013. "Unconventional Monetary Policy and Asset Price Risk," IMF Working Papers 2013/190, International Monetary Fund.
    254. Luisa Corrado & Stefano Grassi & Enrico Minnella, 2021. "The Transmission Mechanism of Quantitative Easing: A Markov-Switching FAVAR Approach," CEIS Research Paper 520, Tor Vergata University, CEIS, revised 21 Oct 2021.
    255. Daniel L. Thornton, 2012. "The Federal Reserve’s response to the financial crisis: what it did and what it should have done," Working Papers 2012-050, Federal Reserve Bank of St. Louis.
    256. Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
    257. Chandler Lutz, 2015. "The international impact of US unconventional monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 22(12), pages 955-959, August.
    258. Dominic Anene & Stefania D'Amico, 2017. "A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices," Working Paper Series WP-2017-26, Federal Reserve Bank of Chicago.
    259. Song, Zhaogang & Zhu, Haoxiang, 2018. "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, vol. 128(1), pages 103-124.
    260. Ali Ozdagli, 2013. "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers 13-19, Federal Reserve Bank of Boston.
    261. Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2021. "Policy uncertainty, lender of last resort and the real economy," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 381-398.
    262. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2023. "Are the Effects of Uncertainty Shocks Big or Small?," Working Papers 244, Red Nacional de Investigadores en Economía (RedNIE).
    263. Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    264. Huang, Xiaoyong & Jia, Fei & Xu, Xiangyun & Yu shi,, 2019. "The threshold effect of market sentiment and inflation expectations on gold price," Resources Policy, Elsevier, vol. 62(C), pages 77-83.
    265. Willem THORBECKE, 2020. "Non-traditional Monetary Policy and the Future of the Financial Industries," Discussion papers 20025, Research Institute of Economy, Trade and Industry (RIETI).
    266. Stavrakeva, Vania & Tang, Jenny, 2019. "The Dollar During the Great Recession: US Monetary Policy Signaling and The Flight To Safety," CEPR Discussion Papers 14034, C.E.P.R. Discussion Papers.
    267. Ben Charoenwong & Randall Morck & Yupana Wiwattanakantang, 2021. "Bank of Japan Equity Purchases: The (Non-)Effects of Extreme Quantitative Easing [Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, vol. 25(3), pages 713-743.
    268. Ricardo Caballero & Güneş Kamber, 2019. "On the global Impact of risk-off shocks and policy-put frameworks," BIS Working Papers 772, Bank for International Settlements.
    269. Jonathan Swarbrick, 2021. "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers 2021-5, Bank of Canada.
    270. Takaoka, Sumiko & Takahashi, Koji, 2022. "Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts," Journal of Financial Stability, Elsevier, vol. 60(C).
    271. Arestis, Philip & Phelps, Peter, 2017. "Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 88-102.
    272. Barbara Rossi, 2018. "Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?," Economics Working Papers 1641, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
    273. Couture, Cody, 2021. "Financial market effects of FOMC projections," Journal of Macroeconomics, Elsevier, vol. 67(C).
    274. Geert Mesters & Bernd Schwaab & Siem Jan Koopman, 2014. "A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area," Tinbergen Institute Discussion Papers 14-071/III, Tinbergen Institute.
    275. Thornton, Daniel L., 2017. "Effectiveness of QE: An assessment of event-study evidence," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 56-74.
    276. Scharnagl, Michael & Stapf, Jelena, 2014. "Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?," Discussion Papers 24/2014, Deutsche Bundesbank.
    277. Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2017. "Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 35-52.
    278. Dimitris Malliaropulos & Petros Migiakis, 2022. "A global monetary policy factor in sovereign bond yields," Working Papers 301, Bank of Greece.
    279. John Nkwoma Inekwe, 2020. "Market uncertainty, risk aversion, and macroeconomic expectations," Empirical Economics, Springer, vol. 59(4), pages 1977-1995, October.
    280. Matthys, Thomas & Meuleman, Elien & Vander Vennet, Rudi, 2020. "Unconventional monetary policy and bank risk taking," Journal of International Money and Finance, Elsevier, vol. 109(C).
    281. Ferreira, Eurico & Serra, Ana Paula, 2022. "Price effects of unconventional monetary policy announcements on European securities markets," Journal of International Money and Finance, Elsevier, vol. 122(C).
    282. Pooyan Amir‐Ahmadi & Thorsten Drautzburg, 2021. "Identification and inference with ranking restrictions," Quantitative Economics, Econometric Society, vol. 12(1), pages 1-39, January.
    283. Laine, Olli-Matti & Nelimarkka, Jaakko, 2023. "Assessing targeted longer-term refinancing operations: Identification through search intensity," Bank of Finland Research Discussion Papers 13/2023, Bank of Finland.
    284. Gambetti, Luca & Musso, Alberto, 2020. "The effects of the ECB’s expanded asset purchase programme," European Economic Review, Elsevier, vol. 130(C).
    285. Kuan-Chieh Chen, 2022. "The Spillover Effects of US Unconventional Monetary Policy on the Taiwanese Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 12(2), pages 104-109, March.
    286. Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
    287. Ki Young Park & Ji Yong Um, 2016. "Spillover Effects of United States’ Unconventional Monetary Policy on Korean Bond Markets: Evidence from High-Frequency Data," The Developing Economies, Institute of Developing Economies, vol. 54(1), pages 27-58, March.
    288. Sajjadur Rahman & Apostolos Serletis, 2023. "Unconventional monetary policy and the stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 707-722, September.
    289. Jean-Sébastien Fontaine, 2012. "Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy," Staff Working Papers 12-41, Bank of Canada.
    290. Salachas, Evangelos N. & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017. "The bank-lending channel and monetary policy during pre- and post-2007 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 176-187.
    291. Canetg, Fabio & Kaufmann, Daniel, 2022. "Overnight rate and signalling effects of central bank bills," European Economic Review, Elsevier, vol. 143(C).
    292. Domenico Lombardi, Pierre Siklos, Samantha St. Amand, 2018. "Asset Price Spillovers From Unconventional Monetary Policy: A Global Empirical Perspective," LCERPA Working Papers 0109, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
    293. Kenneth N. Kuttner, 2018. "Outside the Box: Unconventional Monetary Policy in the Great Recession and Beyond," Department of Economics Working Papers 2018-04, Department of Economics, Williams College.
    294. Federico J. Diez & Ignacio Presno, 2013. "Domestic and foreign announcements on unconventional monetary policy and exchange rates," Public Policy Brief, Federal Reserve Bank of Boston.
    295. Hibiki Ichiue, 2024. "The Bank of Japan’s Stock Holdings and Long-term Returns," Working Papers on Central Bank Communication 049, University of Tokyo, Graduate School of Economics.
    296. Yang, Yang & Tang, Yanling & Cheng, Kai, 2023. "Spillback effects of US unconventional monetary policy," Finance Research Letters, Elsevier, vol. 53(C).
    297. Abi Morshed, Alaa, 2017. "Three essays in applied macroeconomics and time series analysis," Other publications TiSEM f86e334b-edc8-4f46-8f91-7, Tilburg University, School of Economics and Management.
    298. Vania Stavrakeva & Jenny Tang, 2018. "The dollar during the global recession: US monetary policy and the exorbitant duty," Working Papers 18-10, Federal Reserve Bank of Boston.
    299. Lutz, Chandler, 2015. "The impact of conventional and unconventional monetary policy on investor sentiment," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 89-105.
    300. Chen, Yong & Fang, Jing & Liu, Dingming, 2023. "The effects of Trump’s trade war on U.S. financial markets," Journal of International Money and Finance, Elsevier, vol. 134(C).
    301. Djuric, Uros & Neugart, Michael, 2017. "Helicopter money: survey evidence on expectation formation and consumption behavior," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168062, Verein für Socialpolitik / German Economic Association.
    302. Serag Masoud & Murad A. Bein & Wagdi Khalifa, 2022. "Examining the relationship between unconventional monetary policy and exchange rate movements: Empirical evidence from United States quantitative easing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3444-3458, July.
    303. Matteo Falagiarda, 2014. "Evaluating quantitative easing: a DSGE approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 7(4), pages 302-327.
    304. Borrallo Egea, Fructuoso & Hierro, Luis Ángel, 2019. "Transmission of monetary policy in the US and EU in times of expansion and crisis," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 763-783.
    305. Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2017. "Unconventional monetary policy and the behavior of shorts," Working Papers 2017-031, Federal Reserve Bank of St. Louis, revised 30 Sep 2021.
    306. Andrea Landi, Alex Sclip, Valeria Venturelli, 2019. "The effect of the Fed zero-lower bound announcementon bank profitability and diversification," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0079, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    307. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org, revised Oct 2024.
    308. Gu, Chen & Kurov, Alexander & Stan, Raluca, 2023. "Monetary policy and uncertainty resolution in commodity markets," Finance Research Letters, Elsevier, vol. 55(PA).
    309. Christopher S. Sutherland, 2020. "Forward Guidance and Expectation Formation: A Narrative Approach," Staff Working Papers 20-40, Bank of Canada.
    310. Daniel L. Thornton, 2012. "Evidence on the portfolio balance channel of quantitative easing," Working Papers 2012-015, Federal Reserve Bank of St. Louis.
    311. Martien Lamers & Frederik Mergaerts & Elien Meuleman & Rudi Vander Vennet, 2016. "The trade-off between monetary policy and bank stability," Working Paper Research 308, National Bank of Belgium.
    312. Carpenter, Seth & Demiralp, Selva & Ihrig, Jane & Klee, Elizabeth, 2015. "Analyzing Federal Reserve asset purchases: From whom does the Fed buy?," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 230-244.
    313. Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB’s asset purchase programme on euro area equities," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 270-279.
    314. Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016. "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series 16-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
    315. Wenbin Wu, 2018. "The Credit Channel at the Zero Lower Bound through the Lens of Equity Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 435-448, March.
    316. Mamatzakis, Emmanuel & Bermpei, Theodora, 2016. "What is the effect of unconventional monetary policy on bank performance?," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 239-263.
    317. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
    318. Joyce, Michael, 2012. "Quantitative easing and other unconventional monetary policies: Bank of England conference summary," Bank of England Quarterly Bulletin, Bank of England, vol. 52(1), pages 48-56.
    319. Smales, L.A., 2021. "Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?," Global Finance Journal, Elsevier, vol. 48(C).
    320. Carrera, César & Pérez-Forero, Fernando & Ramírez-Rondán, Nelson, 2014. "Effects of the U.S. quantitative easing on the Peruvian economy," Working Papers 2014-017, Banco Central de Reserva del Perú.
    321. Unalmis, Deren & Unalmis, Ibrahim, 2015. "The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States," MPRA Paper 62585, University Library of Munich, Germany.
    322. Collingro, Franziska & Frenkel, Michael, 2020. "On the financial market impact of euro area monetary policy: A comparative study before and after the Global Financial Crisis," Global Finance Journal, Elsevier, vol. 45(C).
    323. Schwaab, Bernd & Eser, Fabian, 2013. "Assessing asset purchases within the ECB’s securities markets programme," Working Paper Series 1587, European Central Bank.
    324. Sabri Boubaker & Dimitrios Gounopoulos & Duc Khuong Nguyen & Nikos Paltalidis, 2016. "Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives," Working Papers 2016-005, Department of Research, Ipag Business School.
    325. Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni, 2022. "The role of shadow banking in systemic risk in the European financial system," Journal of Banking & Finance, Elsevier, vol. 138(C).
    326. Gert Peersman, 2012. "Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound," 2012 Meeting Papers 400, Society for Economic Dynamics.
    327. Sun, Xinxin & Lu, Xinsheng & Yue, Gongzheng & Li, Jianfeng, 2017. "Cross-correlations between the US monetary policy, US dollar index and crude oil market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 326-344.
    328. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
    329. António Afonso, & Manish K. Singh, 2016. "Is the supply of long-term debt independent of the term premia? Evidence from Portugal," Working Papers Department of Economics 2016/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    330. Mark Gertler & Peter Karadi, 2013. "QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 5-53, January.
    331. Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
    332. Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.
    333. Wang, Ling, 2019. "Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 235-251.
    334. Annette Meinusch, 2017. "When the Fed sneezes - Spillovers from U.S. Monetary Policy to Emerging Markets," MAGKS Papers on Economics 201730, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    335. Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
    336. Wu, Wenbin, 2016. "Are financial markets less responsive to monetary policy shocks at the zero lower bound?," Economics Letters, Elsevier, vol. 145(C), pages 258-261.
    337. Simon Gilchrist & Vivian Z. Yue & Egon Zakrajšek, 2016. "The Response of Sovereign Bond Yields to U.S. Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 8, pages 257-283, Central Bank of Chile.
    338. Zhaogang Song & Haoxiang Zhu, 2014. "QE Auctions of Treasury Bonds," Finance and Economics Discussion Series 2014-48, Board of Governors of the Federal Reserve System (U.S.).
    339. Hess Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2020. "Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit," CARF F-Series CARF-F-483, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    340. Prabu A, Edwin & Bhattacharyya, Indranil & Ray, Partha, 2016. "Is the stock market impervious to monetary policy announcements: Evidence from emerging India," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 166-179.
    341. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2014. "How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis?," Working Papers 2014-19, Federal Reserve Bank of St. Louis.
    342. Francisco Ilabaca, 2018. "Measuring the Effects of US Unconventional Monetary Policy on International Financial Markets," 2018 Meeting Papers 861, Society for Economic Dynamics.
    343. Erik Gilje & Robert Ready & Nikolai Roussanov, 2016. "Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution," NBER Working Papers 22914, National Bureau of Economic Research, Inc.
    344. Dimitris Malliaropulos & Petros Migiakis, 2018. "Quantitative easing and sovereign bond yields: a global perspective," Working Papers 253, Bank of Greece.
    345. Timmermann, Allan & Burjack, Rafael & Qu, Ritong, 2019. "Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil," CEPR Discussion Papers 14097, C.E.P.R. Discussion Papers.
    346. Kerssenfischer, Mark, 2022. "Information effects of euro area monetary policy," Economics Letters, Elsevier, vol. 216(C).
    347. Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2020. "The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 124-137.
    348. Ben S. Bernanke, 2012. "Opening remarks: monetary policy since the onset of the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-22.
    349. Robert Jarrow & Hao Li, 2014. "The impact of quantitative easing on the US term structure of interest rates," Review of Derivatives Research, Springer, vol. 17(3), pages 287-321, October.
    350. Paul Rudel & Peter Tillmann, 2018. "News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy," MAGKS Papers on Economics 201832, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

  21. Wright, Jonathan & Gürkaynak, Refet, 2010. "Macroeconomics and the Term Structure," CEPR Discussion Papers 8018, C.E.P.R. Discussion Papers.

    Cited by:

    1. Christoph Trebesch & Jeromin Zettelmeyer, 2014. "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," CESifo Working Paper Series 4731, CESifo.
    2. Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020. "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
    3. Chernov, Mikhail & Bauer, Michael, 2021. "Interest Rate Skewness and Biased Beliefs," CEPR Discussion Papers 16274, C.E.P.R. Discussion Papers.
    4. Michael E. Cahill & Stefania D'Amico & Canlin Li & John S. Sears, 2013. "Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements," Finance and Economics Discussion Series 2013-35, Board of Governors of the Federal Reserve System (U.S.).
    5. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019. "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, vol. 134(2), pages 447-473.
    6. Peppel-Srebrny, Jemima, 2021. "Not all government budget deficits are created equal: Evidence from advanced economies' sovereign bond markets," Journal of International Money and Finance, Elsevier, vol. 118(C).
    7. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    8. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
    9. Richard K. Crump & Nikolay Gospodinov, 2022. "On the Factor Structure of Bond Returns," Econometrica, Econometric Society, vol. 90(1), pages 295-314, January.
    10. Drew D. Creal & Jing Cynthia Wu, 2014. "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers 20115, National Bureau of Economic Research, Inc.
    11. Belke, Ansgar & Dubova, Irina, 2017. "International spillovers in global asset markets," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168087, Verein für Socialpolitik / German Economic Association.
    12. Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Series 2214, European Central Bank.
    13. Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty Contests and the Term Structure," CEPR Discussion Papers 12762, C.E.P.R. Discussion Papers.
    14. Robert M. Dunsky & James R. Follain & Seth H. Giertz, 2021. "Pricing Credit Risk for Mortgages: Credit Risk Spreads and Heterogeneity across Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 997-1032, September.
    15. Daniela Osterrieder, 2013. "Interest Rates with Long Memory: A Generalized Affine Term-Structure Model," CREATES Research Papers 2013-17, Department of Economics and Business Economics, Aarhus University.
    16. Yun, Jaeho, 2019. "Bond risk premia in a small open economy with volatile capital flows: The case of Korea," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 223-243.
    17. Sung Je Byun, 2016. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers 16-3, Federal Reserve Bank of Dallas.
    18. Atsushi Inoue & Barbara Rossi, 2019. "A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy," Working Papers 1082, Barcelona School of Economics.
    19. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    20. Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2010. "Macro expectations, aggregate uncertainty, and expected term premia," ZEW Discussion Papers 10-064, ZEW - Leibniz Centre for European Economic Research.
    21. Demirgüç-Kunt, Asli & Martinez Peria, Maria Soledad & Tressel, Thierry, 2020. "The global financial crisis and the capital structure of firms: Was the impact more severe among SMEs and non-listed firms?," Journal of Corporate Finance, Elsevier, vol. 60(C).
    22. Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
    23. Thomas A. Weber, 2017. "Optimal switching between cash-flow streams," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 567-600, December.
    24. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
    25. Halberstadt, Arne, 2021. "Decomposing the yield curve with linear regressions and survey information," Discussion Papers 27/2021, Deutsche Bundesbank.
    26. Anna Florio, 2016. "The central bank as shaper and observer of events: The case of the yield spread," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 320-346, February.
    27. Guerello, Chiara & Tronzano, Marco, 2020. "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    28. Alves, Paulo, 2018. "Abnormal Retained Earnings Around the World," MPRA Paper 86660, University Library of Munich, Germany.
    29. Julian Kozlowski, 2021. "Long-Term Finance and Investment with Frictional Asset Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 411-448, October.
    30. Lassaâd Mbarek & Hardik A. Marfatia & Sonja Juko, 2018. "Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market," Working Papers 1243, Economic Research Forum, revised 23 Oct 2018.
    31. Arben Kita & Daniel L. Tortorice, 2021. "Arbitrage in International Sovereign Debt Markets? Evidence from the Inflation‐Protected Securities of Six Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1417-1448, September.
    32. Delphine Lautier & Franck Raynaud & Michel Robe, 2017. "Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices," Post-Print hal-01781761, HAL.
    33. Linlin Niu & Gengming Zeng, 2013. "The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    34. Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
    35. Tronzano, Marco, 2018. "Does the Expectations Hypothesis of the Term Structure Hold in Korea after the Asian Financial Crisis? Some Empirical Evidence (1999-2017)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 191-226.
    36. Montes, Gabriel Caldas & Curi, Alexandre, 2017. "Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium," Journal of Economics and Business, Elsevier, vol. 93(C), pages 46-61.
    37. J. David Lopez-Salido & Francisco Vazquez-Grande & Pierlauro Lopez, 2015. "Macro-Finance Separation by Force of Habit," 2015 Meeting Papers 980, Society for Economic Dynamics.
    38. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," RBA Research Discussion Papers rdp2017-06, Reserve Bank of Australia.
    39. Jérôme Creel & Paul Hubert & Mathilde Viennot, 2015. "The Effect of ECB Monetary Policies on Interest Rates and Volumes," Working Papers hal-03459679, HAL.
    40. Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
    41. Ali Gungoraydinoglu & Özde Öztekin, 2022. "Financial crises, banking regulations, and corporate financing patterns around the world," International Review of Finance, International Review of Finance Ltd., vol. 22(3), pages 506-539, September.
    42. Grzegorz Wesołowski, 2016. "Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland," NBP Working Papers 242, Narodowy Bank Polski.
    43. Michael Wickens, 2022. "Forward Interest Rates as Predictors of Future US Spot Rates Before and After the 2008 Financial Crisis," Open Economies Review, Springer, vol. 33(3), pages 391-406, July.
    44. Gaygysyz Guljanov & Willi Mutschler & Mark Trede, 2022. "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," CQE Working Papers 10122, Center for Quantitative Economics (CQE), University of Muenster.
    45. Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The Ties that Bind: Monetary Policy and Government Debt Management," Studies in Economics 1318, School of Economics, University of Kent.
    46. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    47. Michael D. Bauer & Glenn D. Rudebusch, 2015. "Resolving the spanning puzzle in macro-finance term structure models," Working Paper Series 2015-1, Federal Reserve Bank of San Francisco.
    48. Jing Cynthia Wu & Fan Dora Xia, 2014. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers 20117, National Bureau of Economic Research, Inc.
    49. Strohsal, Till & Weber, Enzo, 2010. "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 442, University of Regensburg, Department of Economics.
    50. Joseph E. Gagnon & Matthew Raskin & Julie Remache & Brian P. Sack, 2010. "Large-scale asset purchases by the Federal Reserve: did they work?," Staff Reports 441, Federal Reserve Bank of New York.
    51. Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, vol. 29(4), pages 676-694.
    52. Ken Nyholm, 2018. "A Rotated Dynamic Nelson†Siegel Model," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 47(1), pages 113-124, February.
    53. Andrea Nocera & M. Hashem Pesaran, 2023. "Causal effects of the Fed's large-scale asset purchases on firms' capital structure," Papers 2310.18638, arXiv.org.
    54. Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
    55. Hokuto Ishii, 2019. "Forecasting Term Structure of Interest Rates in Japan," IJFS, MDPI, vol. 7(3), pages 1-35, July.
    56. Karahan, Cenk C. & Soykök, Emre, 2022. "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, vol. 84(C).
    57. Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
    58. Eric T. Swanson, 2011. "Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(1 (Spring), pages 151-207.
    59. Olesya V. Grishchenko & Jing-zhi Huang, 2012. "Inflation risk premium: evidence from the TIPS market," Finance and Economics Discussion Series 2012-06, Board of Governors of the Federal Reserve System (U.S.).
    60. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    61. Dušan Staniek, 2018. "The Expectations Hypothesis in the Theory and Practice of Current Interest Rate Instruments [Hypotéza očekávání v teorii a praxi současných úrokových instrumentů]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2018(2), pages 61-79.
    62. Jiyoung Lee, 2015. "Disentangling the Predictive Power of Term Spreads under Inflation Targeting," International Economic Journal, Taylor & Francis Journals, vol. 29(3), pages 419-450, September.
    63. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers 639, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    64. Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014. "What factors influence the yield curve?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(1), pages 28-39, March.
    65. Emanuel Kopp & Peter D. Williams, 2018. "A Macroeconomic Approach to the Term Premium," IMF Working Papers 2018/140, International Monetary Fund.
    66. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242.
    67. Jemima Peppel-Srebrny, 2018. "Government borrowing cost and balance sheets: do assets matter?," Economics Series Working Papers 860, University of Oxford, Department of Economics.
    68. Yingying XU & Zhixin LIU & Jaime ORTIZ, 2018. "Actual and Expected Inflation in the U.S.: A Time-Frequency View," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 42-62, December.
    69. Giray Gozgor, 2013. "The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 6(1), pages 7-18, April.
    70. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers 19106, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    71. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022. "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers 202219, University of Pretoria, Department of Economics.
    72. Chenglin Gao & Takuji W. Tsusaka, 2023. "Economic Uncertainty and Firms’ Capital Structure: Evidence from China," Risks, MDPI, vol. 11(4), pages 1-23, March.
    73. Adigozalov, Shaig & Huseynov, Salman, 2015. "İnflyasiya hədəflənməsinin əməliyyat çərçivəsi: ölkə təcrübələri AMB üçün nə vəd edir? [Operational framework of Inflation Targeting: what promises do country experiences make to the CBAR?]," MPRA Paper 76349, University Library of Munich, Germany.
    74. Albert Danso & Samuel Fosu & Samuel Owusu‐Agyei & Collins G. Ntim & Emmanuel Adegbite, 2021. "Capital structure revisited. Do crisis and competition matter in a Keiretsu corporate structure?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5073-5092, October.
    75. Jérôme Creel & Mathilde Viennot & Paul Hubert, 2013. "Assessing the Interest Rate and Bank Lending Channels of ECB Monetary Policies," Working Papers hal-01064261, HAL.
    76. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018. "Forecasting Inflation Uncertainty in the G7 Countries," CQE Working Papers 7118, Center for Quantitative Economics (CQE), University of Muenster.
    77. Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
    78. Yung, Julieta, 2021. "Can interest rate factors explain exchange rate fluctuations?," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 34-56.
    79. Shuo Cao, 2018. "Learning about Term Structure Predictability under Uncertainty," GRU Working Paper Series GRU_2018_006, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    80. Andrés Schneider, 2022. "Risk‐Sharing and the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 77(4), pages 2331-2374, August.
    81. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2015. "The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 301-313.
    82. Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2018. "Macroeconomic determinants of the term structure: Long-run and short-run dynamics," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 99-122.
    83. Delphine Lautier & Franck Raynaud & Michel Robe, 2019. "Shock propagation across the futures term structure: evidence from crude oil prices," Post-Print hal-02307118, HAL.
    84. Baskot, Bojan & Orsag, Silvije & Mikerevic, Dejan, 2018. "Yield Curve In Bosnia And Herzegovina: Financial And Macroeconomic Framework," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 9(1), pages 1-15.
    85. Kaya, Huseyin, 2013. "The yield curve and the macroeconomy: Evidence from Turkey," Economic Modelling, Elsevier, vol. 32(C), pages 100-107.
    86. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Identifying Unconventional Monetary Policy Shocks," Discussion Paper Series DP2017-05, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2017.
    87. Burak Eroglu & Secil Yildirim-Karaman, 2017. "Responses Of Term Structure Of Interest Rates And Asset Prices To Monetary Policy Shocks: Evidence From Turkey," Working Papers 1705, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
    88. J. Benson Durham, 2013. "More on U.S. Treasury term premiums: spot and expected measures," Staff Reports 658, Federal Reserve Bank of New York.
    89. Levant, Jared & Ma, Jun, 2017. "A dynamic Nelson-Siegel yield curve model with Markov switching," Economic Modelling, Elsevier, vol. 67(C), pages 73-87.
    90. Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
    91. Yasuo Hirose & Takushi Kurozumi, 2017. "Changes in the Federal Reserve Communication Strategy: A Structural Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 171-185, February.
    92. Huseyin Ozturk, 2020. "The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 83-112, February.
    93. Connolly, Robert & Dubofsky, David & Stivers, Chris, 2018. "Macroeconomic uncertainty and the distant forward-rate slope," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 140-161.
    94. Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016. "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society, vol. 11(3), September.
    95. Daniel L. Tortorice & Arben Kita, 2018. "Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries," Working Papers 1801, College of the Holy Cross, Department of Economics.
    96. Faria, Adriano & Almeida, Caio, 2018. "A hybrid spline-based parametric model for the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 72-94.
    97. Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2017. "Macro Risks and the Term Structure of Interest Rates," Finance and Economics Discussion Series 2017-058, Board of Governors of the Federal Reserve System (U.S.).
    98. Semmler, Willi & Haider, Alexander, 2015. "The perils of debt deflation in the euro area: A multi regime model," ZEW Discussion Papers 15-071, ZEW - Leibniz Centre for European Economic Research.
    99. Choudhry, Taufiq, 2016. "Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 303-311.
    100. Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2023. "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Discussion Papers LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    101. Norman R. Swanson & Weiqi Xiong & Xiye Yang, 2020. "Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 587-613, August.
    102. Martina Makarieva, 2021. "Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 61-83,84-10.
    103. Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
    104. Michael T. Kiley, 2024. "Why Have Long-term Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time," Finance and Economics Discussion Series 2024-054, Board of Governors of the Federal Reserve System (U.S.).
    105. Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
    106. Pierlauro Lopez, 2016. "Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?," 2016 Meeting Papers 742, Society for Economic Dynamics.
    107. Constantino Hevia & Martin Sola, 2018. "Bond Risk Premia and Restrictions on Risk Prices," JRFM, MDPI, vol. 11(4), pages 1-22, October.
    108. Michael T. Kiley, 2014. "The Aggregate Demand Effects of Short- and Long-Term Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 69-104, December.
    109. Mr. Sohrab Rafiq, 2015. "How Important are Debt and Growth Expectations for Interest Rates?," IMF Working Papers 2015/094, International Monetary Fund.
    110. Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014. "Short-rate expectations and term premia: experiences from Hungary and other emerging market economies," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 185-196, Bank for International Settlements.
    111. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    112. Arestis, Philip & Phelps, Peter, 2017. "Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 88-102.
    113. Markus Demary, 2017. "Yield curve responses to market sentiments and monetary policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 309-344, July.
    114. Valentin Haddad & David A. Sraer, 2019. "The Banking View of Bond Risk Premia," NBER Working Papers 26369, National Bureau of Economic Research, Inc.
    115. Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025. "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series 3012, European Central Bank.
    116. Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2018. "Sovereign default and maturity choice," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 72-85.
    117. Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2023. "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Working Papers 23-11, Federal Reserve Bank of Cleveland.
    118. Roman Sustek, 2021. "Yield curve and the business cycle in conventional times," Discussion Papers 2122, Centre for Macroeconomics (CFM).
    119. P. Lopez, 2014. "The Term Structure of the Welfare Cost of Uncertainty," Working papers 521, Banque de France.
    120. D’Amico, Stefania & King, Thomas B., 2013. "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, vol. 108(2), pages 425-448.
    121. Thien Nguyen, 2019. "Public Debt and the Slope of the Term Structure," 2019 Meeting Papers 957, Society for Economic Dynamics.
    122. Equiza, Juan & Gimeno, Ricardo & Moreno, Antonio & Thomas, Carlos, 2024. "Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor," European Economic Review, Elsevier, vol. 165(C).
    123. Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015. "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(2), pages 207-245, June.
    124. Robert Kirkby & Huong Ngoc Vu, 2024. "Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 160-187, June.
    125. Richard H. Clarida, 2019. "Monetary Policy, Price Stability, and Equilibrium Bond Yields: Success and Consequences : a speech at the High-Level Conference on Global Risk, Uncertainty, And Volatility, co-sponsored by the Bank fo," Speech 1102, Board of Governors of the Federal Reserve System (U.S.).
    126. Stefania D'Amico & Thomas B. King, 2012. "Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply," Finance and Economics Discussion Series 2012-44, Board of Governors of the Federal Reserve System (U.S.).
    127. Yingying Xu & Zhi-Xin Liu & Hsu-Ling Chang & Adelina Dumitrescu Peculea & Chi-Wei Su, 2017. "Does self-fulfilment of the inflation expectation exist?," Applied Economics, Taylor & Francis Journals, vol. 49(11), pages 1098-1113, March.
    128. Tom Engsted & Stig V. Møller & Magnus Sander, 2013. "Bond return predictability in expansions and recessions," CREATES Research Papers 2013-13, Department of Economics and Business Economics, Aarhus University.
    129. Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet, 2017. "Staying at zero with affine processes : an application to term structure modelling," Rue de la Banque, Banque de France, issue 52, november.
    130. Strohsal, Till, 2013. "Testing the preferred-habitat theory: The role of time-varying risk aversion," SFB 649 Discussion Papers 2013-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    131. Mauro Costantini & Ricardo M. Sousa, 2020. "Consumption, asset wealth, equity premium, term spread, and flight to quality," European Financial Management, European Financial Management Association, vol. 26(3), pages 778-807, June.
    132. Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2013. "Deflation Risk," NBER Working Papers 19238, National Bureau of Economic Research, Inc.
    133. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.

  22. Jonathan H. Wright, 2010. "Evaluating real-time VAR forecasts with an informative democratic prior," Working Papers 10-19, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Working Paper Series 2604, European Central Bank.
    2. Michael Clements, 2016. "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance icma-dp2016-02, Henley Business School, University of Reading.
    3. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018. "Using low frequency information for predicting high frequency variables," International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
    4. Tallman, Ellis W. & Zaman, Saeed, 2020. "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
    5. Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
    6. Álvarez, Luis J. & Sánchez, Isabel, 2019. "Inflation projections for monetary policy decision making," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 568-585.
    7. Tomasz Wozniak, 2016. "Rare Events and Risk Perception: Evidence from Fukushima Accident," Department of Economics - Working Papers Series 2021, The University of Melbourne.
    8. Michael Clements, 2017. "Do forecasters target first or later releases of national accounts data?," ICMA Centre Discussion Papers in Finance icma-dp2017-03, Henley Business School, University of Reading.
    9. Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
    10. Monokroussos, George & Zhao, Yongchen, 2020. "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
    11. Michael P. Clements, 2014. "Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment," ICMA Centre Discussion Papers in Finance icma-dp2014-02, Henley Business School, University of Reading.
    12. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021. "Smooth Robust Multi-Horizon Forecasts," Economics Papers 2021-W01, Economics Group, Nuffield College, University of Oxford.
    13. Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
    14. Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
    15. Luis J. Álvarez & Isabel Sánchez, 2017. "A suite of inflation forecasting models," Occasional Papers 1703, Banco de España.
    16. Stefania D'Amico & Thomas B. King, 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
    17. Milan Szabo, 2024. "Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1975-1981, September.
    18. Dimitrios P. Louzis, 2019. "Steady‐state modeling and macroeconomic forecasting quality," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 285-314, March.
    19. Damian Stelmasiak & Grzegorz Szafrański, 2016. "Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(1), pages 21-42, March.
    20. Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016. "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers 11558, C.E.P.R. Discussion Papers.
    21. Tomasz Woźniak, 2016. "Bayesian Vector Autoregressions," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(3), pages 365-380, September.
    22. Jiazi Chen & Zhiwu Hong & Linlin Niu, 2022. "Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure," Working Papers 2022-06-25, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    23. Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022. "Testing big data in a big crisis: Nowcasting under COVID-19," JRC Working Papers in Economics and Finance 2022-06, Joint Research Centre, European Commission.
    24. Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
    25. Huw Dixon & Joshy Easaw & Saeed Heravi, 2020. "Forecasting inflation gap persistence: Do financial sector professionals differ from nonfinancial sector ones?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(3), pages 461-474, July.
    26. Joshua C.C. Chan & Yong Song, 2018. "Measuring Inflation Expectations Uncertainty Using High‐Frequency Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1139-1166, September.
    27. Joshua C.C. Chan & Todd E. Clark & Gary Koop, 2018. "A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 5-53, February.
    28. Andrew B. Martinez, 2020. "Extracting Information from Different Expectations," Working Papers 2020-008, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    29. Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021. "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series 2543, European Central Bank.
    30. Elliott, Graham & Timmermann, Allan G, 2016. "Forecasting in Economics and Finance," University of California at San Diego, Economics Working Paper Series qt6z55v472, Department of Economics, UC San Diego.
    31. Dimitrios P. Louzis, 2016. "Macroeconomic forecasting and structural changes in steady states," Working Papers 204, Bank of Greece.
    32. Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R2, Federal Reserve Bank of Cleveland, revised 31 May 2024.

  23. Min Wei & Jonathan H. Wright, 2009. "Confidence intervals for long-horizon predictive regressions via reverse regressions," Finance and Economics Discussion Series 2009-27, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Bakshi, Gurdip & Panayotov, George, 2013. "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, vol. 110(1), pages 139-163.
    2. Bakshi, Gurdip & Panayotov, George & Skoulakis, Georgios, 2011. "Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios," Journal of Financial Economics, Elsevier, vol. 100(3), pages 475-495, June.
    3. Heaton, Chris, 2015. "Testing for multiple-period predictability between serially dependent time series," International Journal of Forecasting, Elsevier, vol. 31(3), pages 587-597.

  24. Meredith J. Beechey & Jonathan H. Wright, 2008. "The high-frequency impact of news on long-term yields and forward rates: Is it real?," Finance and Economics Discussion Series 2008-39, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Michelle L. Barnes & N. Aaron Pancost, 2010. "The sensitivity of long-term interest rates to economic news: comment," Working Papers 10-7, Federal Reserve Bank of Boston.
    2. Tillmann, Peter, 2020. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224545, Verein für Socialpolitik / German Economic Association.
    3. Carboni, Giacomo & Ellison, Martin, 2022. "Preferred habitat and monetary policy through the looking-glass," Working Paper Series 2697, European Central Bank.
    4. Alberto Caruso & Laura Coroneo, 2023. "Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2027-2059, December.
    5. Bianchi, Francesco & Gómez-Cram, Roberto & Kind, Thilo & Kung, Howard, 2023. "Threats to central bank independence: High-frequency identification with twitter," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 37-54.
    6. Tobias Adrian & Hao Wu, 2009. "The term structure of inflation expectations," Staff Reports 362, Federal Reserve Bank of New York.
    7. Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
    8. Emi Nakamura & Jón Steinsson, 2018. "High-Frequency Identification of Monetary Non-Neutrality: The Information Effect," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1283-1330.
    9. Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
    10. Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2020. "Expectation dispersion, uncertainty, and the reaction to news," Working Papers 29, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
    11. Kenneth N. Kuttner & Adam S. Posen, 2007. "Do Markets Care Who Chairs the Central Bank?," Working Paper Series WP07-3, Peterson Institute for International Economics.
    12. Grothe, Magdalena & Lejsgaard Autrup, Søren, 2014. "Economic surprises and inflation expectations: Has anchoring of expectations survived the crisis?," Working Paper Series 1671, European Central Bank.
    13. Gürkaynak, Refet & Kısacıkoğlu, Burçin & Wright, Jonathan, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers 13153, C.E.P.R. Discussion Papers.
    14. Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2014. "Level shifts in stock returns driven by large shocks," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 41-51.
    15. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019. "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 117-135.
    16. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
    17. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
    18. Mehmet Pasaogullari & Simeon Tsonevy, 2011. "The term structure of inflation compensation in the nominal yield curve," Working Papers (Old Series) 1133, Federal Reserve Bank of Cleveland.
    19. Hubert Paul, 2017. "Qualitative and quantitative central bank communication and inflation expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-41, January.
    20. Gerlach, Stefan & Moretti, Laura, 2011. "Monetary policy and TIPS yields before the crisis," CFS Working Paper Series 2011/22, Center for Financial Studies (CFS).
    21. Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017. "Oil, equities, and the zero lower bound," BIS Working Papers 617, Bank for International Settlements.
    22. Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).
    23. Monticini, Andrea & Peel, David & Vaciago, Giacomo, 2011. "The impact of ECB and FED announcements on the Euro interest rates," Economics Letters, Elsevier, vol. 113(2), pages 139-142.
    24. Winkelmann, Lars & Yao, Wenying, 2020. "Cojump anchoring," Discussion Papers 2020/17, Free University Berlin, School of Business & Economics.
    25. Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
    26. Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2013. "ECB monetary policy surprises: identification through cojumps in interest rates," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79721, Verein für Socialpolitik / German Economic Association.
    27. Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021. "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1719-1781.
    28. Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017. "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 78-95.
    29. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242.
    30. Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
    31. Christoph E. Boehm & T. Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," NBER Working Papers 30994, National Bureau of Economic Research, Inc.
    32. Liebermann, Joelle, 2011. "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers 7/RT/11, Central Bank of Ireland.
    33. Patrick D'Arcy & Emily Poole, 2010. "Interpreting Market Responses to Economic Data," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 35-42, September.
    34. Polyzos, Efstathios, 2023. "Inflation and the war in Ukraine: Evidence using impulse response functions on economic indicators and Twitter sentiment," Research in International Business and Finance, Elsevier, vol. 66(C).
    35. Cristhian Hernando Ruiz Cardozo & Jens H. E. Christensen, 2023. "The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market," Working Paper Series 2023-04, Federal Reserve Bank of San Francisco.
    36. Perico Ortiz, Daniel & Schnaubelt, Matthias & Seifert, Oleg, 2023. "A topic modeling perspective on investor uncertainty," FAU Discussion Papers in Economics 04/2023, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    37. Connolly, Robert & Dubofsky, David & Stivers, Chris, 2018. "Macroeconomic uncertainty and the distant forward-rate slope," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 140-161.
    38. Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," SciencePo Working papers Main hal-01098464, HAL.
    39. Amengual, Dante & Xiu, Dacheng, 2018. "Resolution of policy uncertainty and sudden declines in volatility," Journal of Econometrics, Elsevier, vol. 203(2), pages 297-315.
    40. Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016. "The time-varying degree of inflation expectations anchoring," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 62-71.
    41. Christoph S. Weber, 2017. "The Effect of Central Bank Transparency on Exchange Rate Volatility," Working Papers 174, Bavarian Graduate Program in Economics (BGPE).
    42. McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    43. Pacheco, André Sanchez, 2023. "Inflation surprises across developed and emerging economies," Textos para discussão 566, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    44. Vilhelmsson, Anders, 2020. "Macro news and long-run volatility expectations," Knut Wicksell Working Paper Series 2020/1, Lund University, Knut Wicksell Centre for Financial Studies.
    45. De Rezende, Rafael B., 2015. "Risks in macroeconomic fundamentals and excess bond returns predictability," Working Paper Series 295, Sveriges Riksbank (Central Bank of Sweden).
    46. Pitschner, Stefan, 2013. "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series 267, Sveriges Riksbank (Central Bank of Sweden).
    47. Michael J. Fleming & Neel Krishnan, 2012. "The microstructure of the TIPS market," Economic Policy Review, Federal Reserve Bank of New York, vol. 18(Mar), pages 27-45.
    48. Ali Ozdagli, 2013. "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers 13-19, Federal Reserve Bank of Boston.
    49. Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023. "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, vol. 54(C).
    50. Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
    51. Degiannakis, Stavros & Filis, George & Tsemperlidis, Stefanos, 2018. "Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component," MPRA Paper 94176, University Library of Munich, Germany.
    52. Aït-Sahalia, Yacine & Xiu, Dacheng, 2016. "Increased correlation among asset classes: Are volatility or jumps to blame, or both?," Journal of Econometrics, Elsevier, vol. 194(2), pages 205-219.
    53. Strohsal, Till & Winkelmann, Lars, 2015. "Assessing the anchoring of inflation expectations," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 33-48.
    54. Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2013. "ECB monetary policy surprises: Identification through cojumps in interest rates," SFB 649 Discussion Papers 2013-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    55. Peter Tillmann, 2020. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," MAGKS Papers on Economics 202007, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    56. Kurov, Alexander & Stan, Raluca, 2018. "Monetary policy uncertainty and the market reaction to macroeconomic news," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 127-142.
    57. Michael D. Bauer, 2014. "Inflation Expectations and the News," Working Paper Series 2014-9, Federal Reserve Bank of San Francisco.
    58. Daniel Perico Ortiz, 2023. "Economic policy statements, social media, and stock market uncertainty: An analysis of Donald Trump’s tweets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 333-367, June.
    59. Lars Winkelmann & Markus Bibinger & Tobias Linzert, 2016. "ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 613-629, June.
    60. Burçin Kısacıkoğlu, 2020. "Real Term Structure and New Keynesian Models," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 95-139, June.
    61. Ciccarelli, Matteo & Garcí­a, Juan Angel, 2009. "What drives euro area break-even inflation rates?," Working Paper Series 996, European Central Bank.
    62. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports 598, Federal Reserve Bank of New York.
    63. Strohsal, Till & Winkelmann, Lars, 2012. "Assessing the anchoring of inflation expectations," SFB 649 Discussion Papers 2012-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    64. Juan Angel García & Sebastian E. V. Werner, 2021. "Inflation News and Euro-Area Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 1-60, September.
    65. Peter Tillmann, 2023. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 351-388, June.
    66. Perico Ortiz, Daniel, 2021. "The high frequency impact of economic policy narratives on stock market uncertainty," FAU Discussion Papers in Economics 02/2021, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    67. Stylianos X. Koufadakis, 2015. "Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 29-65, july-Dece.
    68. Linzert, Tobias & Winkelmann, Lars & Bibinger, Markus, 2014. "ECB monetary policy surprises: identification through cojumps in interest rates," Working Paper Series 1674, European Central Bank.
    69. Perico Ortiz, Daniel, 2023. "Inflation news coverage, expectations and risk premium," FAU Discussion Papers in Economics 05/2023, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    70. Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.
    71. Moretti, Laura, 2014. "Monetary policy, long real yields and the financial crisis," CFS Working Paper Series 457, Center for Financial Studies (CFS).
    72. Timmermann, Allan & Burjack, Rafael & Qu, Ritong, 2019. "Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil," CEPR Discussion Papers 14097, C.E.P.R. Discussion Papers.
    73. Zhang, Ji, 2016. "Macroeconomic news and the real interest rates at the zero lower bound," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 172-185.
    74. Boffelli, Simona & Urga, Giovanni, 2015. "Macroannouncements, bond auctions and rating actions in the European government bond spreads," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 148-173.

  25. Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.

    Cited by:

    1. Coen N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," Tinbergen Institute Discussion Papers 10-040/3, Tinbergen Institute, revised 07 Jul 2011.
    2. Erdemlioglu, Deniz, 2009. "Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach," MPRA Paper 28895, University Library of Munich, Germany.
    3. Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019. "Dynamic effects of persistent shocks," Working Papers 1944, Banco de España.
    4. Wachter, Jessica A. & Warusawitharana, Missaka, 2015. "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, vol. 186(1), pages 74-93.
    5. Jon Faust & Jonathan H. Wright, 2018. "Risk Premia in the 8:30 Economy," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-19, September.
    6. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    7. Yan Carrière-Swallow & Bertrand Gruss & Nicolas E. Magud & Fabián Valencia, 2021. "Monetary Policy Credibility and Exchange Rate Pass-Through," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 61-94, September.
    8. Riza Erdugan & Nada Kulendran & Riccardo Natoli, 2019. "Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(4), pages 417-445, December.
    9. Spilimbergo, Antonio & Magud, Nicolas, 2021. "Economic and Institutional Consequences of Populism," CEPR Discussion Papers 15824, C.E.P.R. Discussion Papers.

  26. Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2008. "The TIPS yield curve and inflation compensation," Finance and Economics Discussion Series 2008-05, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
    2. Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    3. Hamza Bennani, 2023. "Overconfidence of the chair of the Federal Reserve and market expectations: Evidence based on media coverage," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3403-3419, July.
    4. Aslanidis, Nektarios & Christiansen, Charlotte, 2012. "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
    5. Auckenthaler, Julia & Kupfer, Alexander & Sendlhofer, Rupert, 2015. "The impact of liquidity on inflation-linked bonds: A hypothetical indexed bonds approach," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 139-154.
    6. Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2010. "Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle," NBER Working Papers 16358, National Bureau of Economic Research, Inc.
    7. Oya Celasun & Mr. Lev Ratnovski & Miss Roxana Mihet, 2012. "Commodity Prices and Inflation Expectations in the United States," IMF Working Papers 2012/089, International Monetary Fund.
    8. Christopher D. Cotton, 2021. "Debt, Deficits, and Interest Rates," Current Policy Perspectives 93543, Federal Reserve Bank of Boston.
    9. George J. Hall & Thomas J. Sargent, 2011. "Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 192-214, July.
    10. Suzuki, Masataka, 2016. "A representative agent asset pricing model with heterogeneous beliefs and recursive utility," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 298-315.
    11. Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021. "Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective," Working papers 844, Banque de France.
    12. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
    13. Paul Ehling & Christian Heyerdahl-Larsen, 2017. "Correlations," Management Science, INFORMS, vol. 63(6), pages 1919-1937, June.
    14. Gilbert Cette & Marielle de Jong, 2013. "Breakeven inflation rates and their puzzling correlation relationships," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2579-2585, June.
    15. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
    16. Kim, Young Min & Kang, Kyu Ho & Ka, Kook, 2020. "Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 66-84.
    17. Li, Kai, 2019. "Portfolio selection with inflation-linked bonds and indexation lags," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
    18. Robert A Connolly & David Dubofsky & Chris Stivers, 2021. "Economic-State Variation in Uncertainty-Yield Dynamics [Do macro variables, asset markets, or surveys forecast inflation better?]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 60-104.
    19. Tobias Adrian & Hao Wu, 2009. "The term structure of inflation expectations," Staff Reports 362, Federal Reserve Bank of New York.
    20. Thórarinn G. Pétursson, 2019. "Long-term inflation expectations and inflation dynamics," Economics wp81, Department of Economics, Central bank of Iceland.
    21. Startz Richard & Tsang Kwok Ping, 2012. "Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-35, November.
    22. Martin M Andreasen & Jens H E Christensen & Simon Riddell, 2021. "The TIPS Liquidity Premium [Decomposing real and nominal yield curves]," Review of Finance, European Finance Association, vol. 25(6), pages 1639-1675.
    23. Westerhout, Ed, 2016. "A comparison of nominal and indexed debt under fiscal constraints," CEPR Discussion Papers 11141, C.E.P.R. Discussion Papers.
    24. Goliński, Adam, 2021. "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, vol. 131(C).
    25. Nautz, Dieter & Strohsal, Till, 2015. "Are US inflation expectations re-anchored?," Economics Letters, Elsevier, vol. 127(C), pages 6-9.
    26. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    27. Jared C. Carbone & Robert S. Gazzale, 2014. "A Shared Sense of Responsibility: Money versus effort contributions in the voluntary provision of public goods," Working Papers 2014-06, Colorado School of Mines, Division of Economics and Business.
    28. Szőke, Bálint, 2022. "Estimating robustness," Journal of Economic Theory, Elsevier, vol. 199(C).
    29. Altug, Sumru & Çakmaklı, Cem, 2015. "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers 10419, C.E.P.R. Discussion Papers.
    30. Pflueger, Carolin & Rinaldi, Gianluca, 2022. "Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion," Journal of Financial Economics, Elsevier, vol. 146(1), pages 71-89.
    31. Michele Andreolli & Hélène Rey, 2023. "The Fiscal Consequences of Missing an Inflation Target," NBER Working Papers 30819, National Bureau of Economic Research, Inc.
    32. Emi Nakamura & Jón Steinsson, 2018. "High-Frequency Identification of Monetary Non-Neutrality: The Information Effect," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1283-1330.
    33. Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
    34. Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
    35. Grothe, Magdalena & Lejsgaard Autrup, Søren, 2014. "Economic surprises and inflation expectations: Has anchoring of expectations survived the crisis?," Working Paper Series 1671, European Central Bank.
    36. Fernando M. Duarte & Carlo Rosa, 2015. "The equity risk premium: a review of models," Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 39-57.
    37. Francisco Palomino & Alex Hsu, 2013. "What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?," 2013 Meeting Papers 50, Society for Economic Dynamics.
    38. Fabienne Schneider, 2024. "On-the-run Premia, Settlement Fails, and Central Bank Access," Working Papers 24.05, Swiss National Bank, Study Center Gerzensee.
    39. Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
    40. Güler, Mustafa Haluk & Keleş, Gürsu & Polat, Tandoğan, 2017. "An empirical decomposition of the liquidity premium in breakeven inflation rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 185-192.
    41. Jens Hilscher & Alon Raviv & Ricardo Reis, 2022. "Inflating Away the Public Debt? An Empirical Assessment," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1553-1595.
    42. Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012. "Decomposing real and nominal yield curves," Staff Reports 570, Federal Reserve Bank of New York.
    43. Mehmet Pasaogullari & Simeon Tsonevy, 2011. "The term structure of inflation compensation in the nominal yield curve," Working Papers (Old Series) 1133, Federal Reserve Bank of Cleveland.
    44. Boons, Martijn & Duarte, Fernando & de Roon, Frans & Szymanowska, Marta, 2020. "Time-varying inflation risk and stock returns," Journal of Financial Economics, Elsevier, vol. 136(2), pages 444-470.
    45. David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Working Papers 16-08, New York University, Leonard N. Stern School of Business, Department of Economics.
    46. Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing, 2016. "The informational content of the embedded deflation option in TIPS," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 1-26.
    47. Jonathan H. Wright, 2012. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, vol. 122(564), pages 447-466, November.
    48. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
    49. Joseph G. Haubrich & George Pennacchi & Peter H. Ritchken, 2008. "Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates," Working Papers (Old Series) 0810, Federal Reserve Bank of Cleveland.
    50. Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017. "Oil, equities, and the zero lower bound," BIS Working Papers 617, Bank for International Settlements.
    51. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Sovereign Risk and Economic Complexity," IDB Publications (Working Papers) 13393, Inter-American Development Bank.
    52. Brandyn Bok & Thomas M. Mertens & John C. Williams, 2022. "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Working Paper Series 2022-06, Federal Reserve Bank of San Francisco.
    53. James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2016. "The Equilibrium Real Funds Rate: Past, Present, and Future," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 660-707, November.
    54. Yuriy Kitsul & Jonathan H. Wright, 2012. "The Economics of Options-Implied Inflation Probability Density Functions," Economics Working Paper Archive 600, The Johns Hopkins University,Department of Economics.
    55. Berardi, Andrea & Plazzi, Alberto, 2022. "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, vol. 134(C).
    56. Kenneth N. Kuttner & Adam S. Posen, 2011. "How Flexible Can Inflation Targeting Be and Still Work?," Working Paper Series WP11-15, Peterson Institute for International Economics.
    57. Carolin E. Pflueger & Luis M. Viceira, 2011. "Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity," NBER Working Papers 16892, National Bureau of Economic Research, Inc.
    58. Stefania D'Amico & Don H Kim & Min Wei, 2008. "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," BIS Working Papers 248, Bank for International Settlements.
    59. Matías Bernier B & Felipe Alarcón G. ., 2009. "Diferencias en Medidas de Compensación Inflacionaria y Swap Spread," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(1), pages 105-116, April.
    60. Chipeniuk, Karsten O. & Walker, Todd B., 2021. "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, vol. 70(C).
    61. Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017. "The (de-)anchoring of inflation expectations: New evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 103-115.
    62. Hamza Bennani, 2018. "Media Perception of Fed Chair's Overconfidence and Market Expectations," Working Papers hal-04141795, HAL.
    63. Karol Szafranek, 2016. "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers 239, Narodowy Bank Polski.
    64. Nina Boyarchenko & Valentin Haddad & Matthew Plosser, 2016. "The Federal Reserve and market confidence," Staff Reports 773, Federal Reserve Bank of New York.
    65. Feng Guo, 2019. "Estimating yield curves of the U.S. Treasury securities: An interpolation approach," Review of Financial Economics, John Wiley & Sons, vol. 37(2), pages 297-321, April.
    66. De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 112(C).
    67. Equiza-Goñi, Juan, 2016. "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 292-311.
    68. Suzuki, Masataka, 2024. "A consumption-based term structure model of bonds and equity," International Review of Financial Analysis, Elsevier, vol. 94(C).
    69. Murat Duran & Eda Gulsen & Orhun Sevinc, 2013. "Cesitli Enflasyon Beklentisi Olcutleri Kullanilarak Genel Bir Enflasyon Beklentisi Gostergesi Elde Edilmesi," CBT Research Notes in Economics 1313, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    70. Shaowen Luo, 2023. "Risk and return in the foreign exchange market: Measurement without VARs," International Finance, Wiley Blackwell, vol. 26(1), pages 64-81, April.
    71. Ho, Hsiao-Wei & Huang, Henry H. & Yildirim, Yildiray, 2014. "Affine model of inflation-indexed derivatives and inflation risk premium," European Journal of Operational Research, Elsevier, vol. 235(1), pages 159-169.
    72. De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 114(C).
    73. Pierlauro Lopez, 2021. "Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?," Working Papers 21-16R, Federal Reserve Bank of Cleveland, revised 16 May 2023.
    74. Travis J. Berge, 2017. "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series 2017-046, Board of Governors of the Federal Reserve System (U.S.).
    75. Yan Liu & Jing Cynthia Wu, 2020. "Reconstructing the Yield Curve," NBER Working Papers 27266, National Bureau of Economic Research, Inc.
    76. Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021. "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1719-1781.
    77. Olesya V. Grishchenko & Jing-zhi Huang, 2012. "Inflation risk premium: evidence from the TIPS market," Finance and Economics Discussion Series 2012-06, Board of Governors of the Federal Reserve System (U.S.).
    78. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    79. Cristina Angelico & Juri Marcucci & Marcello Miccoli & Filippo Quarta, 2021. "Can we measure inflation expectations using Twitter?," Temi di discussione (Economic working papers) 1318, Bank of Italy, Economic Research and International Relations Area.
    80. Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
    81. Kaminska, Iryna & Liu, Zhuoshi & Relleen, Jon & Vangelista, Elisabetta, 2018. "What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 76-96.
    82. Philippe Mueller & Mikhail Chernov, 2008. "The Term Structure of Inflation Expectations," 2008 Meeting Papers 346, Society for Economic Dynamics.
    83. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011. "Extracting deflation probability forecasts from Treasury yields," Working Paper Series 2011-10, Federal Reserve Bank of San Francisco.
    84. Andrés Schneider, 2022. "Risk‐Sharing and the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 77(4), pages 2331-2374, August.
    85. Andrea Berardi, 2013. "Inflation Risk Premia, Yield Volatility and Macro Factors," Working Papers 27/2013, University of Verona, Department of Economics.
    86. Hachula, Michael & Nautz, Dieter, 2017. "The dynamic impact of macroeconomic news on long-term inflation expectations," Discussion Papers 2017/12, Free University Berlin, School of Business & Economics.
    87. Carolin E. Pflueger & Luis M. Viceira, 2011. "Inflation-Indexed Bonds and the Expectations Hypothesis," NBER Working Papers 16903, National Bureau of Economic Research, Inc.
    88. Duran, Murat & Gülşen, Eda, 2013. "Estimating inflation compensation for Turkey using yield curves," Economic Modelling, Elsevier, vol. 32(C), pages 592-601.
    89. Coffinet, J. & Frappa, S., 2008. "Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area," Working papers 220, Banque de France.
    90. Gabriele Galati & Richhild Moessner, 2020. "Effects of Fed policy rate forecasts on real yields and inflation expectations at the zero lower bound," Working Papers 690, DNB.
    91. Mark Gertler & Peter Karadi, 2015. "Monetary Policy Surprises, Credit Costs, and Economic Activity," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 44-76, January.
    92. Ciccarelli, Matteo & García, Juan Angel & Montes-Galdón, Carlos, 2017. "Unconventional monetary policy and the anchoring of inflation expectations," Working Paper Series 1995, European Central Bank.
    93. Michael Hasler & Mariana Khapko & Roberto Marfè, 2020. "Rational Learning and the Term Structures of Value and Growth Risk Premia," Carlo Alberto Notebooks 622, Collegio Carlo Alberto.
    94. Cartea, Álvaro & Saúl, Jonatan & Toro, Juan, 2012. "Optimal portfolio choice in real terms: Measuring the benefits of TIPS," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 721-740.
    95. Casiraghi, Marco & Miccoli, Marcello, 2019. "Inflation risk premia and risk-adjusted expectations of inflation," Economics Letters, Elsevier, vol. 175(C), pages 36-39.
    96. Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016. "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society, vol. 11(3), September.
    97. Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2014. "Over-the-Counter Trade and the Value of Assets as Collateral," Working Papers 96, University of California, Davis, Department of Economics.
    98. Lucjan T. Orlowski, 2017. "Sensitivity of Interest Rates to Inflation and Exchange Rate in Poland: Implications for Direct Inflation Targeting," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 59(4), pages 545-560, December.
    99. Faria, Adriano & Almeida, Caio, 2018. "A hybrid spline-based parametric model for the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 72-94.
    100. Thorsten Lehnert & Aleksandar Andonov & Florian Bardong, 2009. "TIPS, Inflation Expectations and the Financial Crisis," LSF Research Working Paper Series 09-09, Luxembourg School of Finance, University of Luxembourg.
    101. Piotr Bartkiewicz, 2021. "The evolution of the Polish government bond market," Public Sector Economics, Institute of Public Finance, vol. 45(1), pages 149-169.
    102. Kajuth, Florian & Watzka, Sebastian, 2008. "Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia," Discussion Papers in Economics 4858, University of Munich, Department of Economics.
    103. Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016. "The time-varying degree of inflation expectations anchoring," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 62-71.
    104. Béatrice Séverac & José S. Fonseca, 2021. "Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 20(3), pages 273-295, September.
    105. Samuel Hanson & Jeremy C. Stein, 2012. "Monetary policy and long-term real rates," Finance and Economics Discussion Series 2012-46, Board of Governors of the Federal Reserve System (U.S.).
    106. Cette, G. & de Jong, M., 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Working papers 433, Banque de France.
    107. Andres Sanchez-Jabba & Erick Villabon-Hinestroz & Bernardo Romero-Torres, 2023. "Inflation Expectations Measurement and its Effect on Inflation Dynamics in Colombia," Borradores de Economia 1257, Banco de la Republica de Colombia.
    108. Pierlauro Lopez, 2016. "Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?," 2016 Meeting Papers 742, Society for Economic Dynamics.
    109. Christensen, Jens H.E. & Gillan, James M., 2022. "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, vol. 134(C).
    110. Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023. "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers 202315, University of Barcelona, Research Institute of Applied Economics, revised Nov 2023.
    111. Carlos Alba & Julio A. Carrillo & Raúl Ibarra, 2024. "Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico," Working Papers 2024-14, Banco de México.
    112. Alex Hsu & Erica X. N. Li & Francisco Palomino, 2021. "Real and Nominal Equilibrium Yield Curves," Management Science, INFORMS, vol. 67(2), pages 1138-1158, February.
    113. Ermolov, Andrey, 2022. "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, vol. 145(1), pages 1-28.
    114. Hanson, Samuel G., 2014. "Mortgage convexity," Journal of Financial Economics, Elsevier, vol. 113(2), pages 270-299.
    115. Andrea Buraschi & Paul Whelan, 2022. "Speculation, Sentiment, and Interest Rates," Management Science, INFORMS, vol. 68(3), pages 2308-2329, March.
    116. Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea, 2020. "Fiscal policy driven bond risk premia," Journal of Financial Economics, Elsevier, vol. 138(1), pages 53-73.
    117. Alex Hsu & Erica X. N. Li & Francisco J. Palomino, 2016. "Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks," Finance and Economics Discussion Series 2016-032, Board of Governors of the Federal Reserve System (U.S.).
    118. Strohsal, Till & Winkelmann, Lars, 2015. "Assessing the anchoring of inflation expectations," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 33-48.
    119. Mazumder, Sandeep, 2021. "The reaction of inflation forecasts to news about the Fed," Economic Modelling, Elsevier, vol. 94(C), pages 256-264.
    120. Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2022. "Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk," Mathematics and Financial Economics, Springer, volume 16, number 4, February.
    121. Zeng, Zheng, 2013. "New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 125-139.
    122. Jens H. E. Christensen, 2008. "Treasury bond yields and long-run inflation expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug15.
    123. Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024. "What’s so Inconvenient About TIPS?," Working Papers 364, University of California, Davis, Department of Economics.
    124. Michelle L. Barnes & Zvi Bodie & Robert K. Triest & J. Christina Wang, 2009. "TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved?," Public Policy Discussion Paper 09-8, Federal Reserve Bank of Boston.
    125. Gimeno, Ricardo & Ibáñez, Alfredo, 2018. "The eurozone (expected) inflation: An option's eyes view," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 70-92.
    126. Kozak, Serhiy, 2022. "Dynamics of bond and stock returns," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 188-209.
    127. Jennifer E. Roush, 2008. "The \"growing pains\" of TIPS issuance," Finance and Economics Discussion Series 2008-08, Board of Governors of the Federal Reserve System (U.S.).
    128. Amin, Shehryar & Tédongap, Roméo, 2023. "The changing landscape of treasury auctions," Journal of Banking & Finance, Elsevier, vol. 148(C).
    129. Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2019. "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Swiss Finance Institute Research Paper Series 19-52, Swiss Finance Institute.
    130. Andreasen, Martin M. & Christensen, Jens H.E. & Rudebusch, Glenn D., 2019. "Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices," Journal of Econometrics, Elsevier, vol. 212(1), pages 26-46.
    131. Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2015. "Equity volatility as a determinant of future term-structure volatility," Journal of Financial Markets, Elsevier, vol. 25(C), pages 33-51.
    132. Michael Smolyansky & Gustavo A. Suarez, 2021. "Monetary policy and the corporate bond market: How important is the Fed information effect?," Finance and Economics Discussion Series 2021-010, Board of Governors of the Federal Reserve System (U.S.).
    133. Helmut Herwartz & Jan Roestel, 2011. "Convergence of Real Capital Market Interest Rates—Evidence from Inflation Indexed Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1523-1541, October.
    134. Brian J. Henderson & Neil D. Pearson & Li Wang, 2015. "Editor's Choice New Evidence on the Financialization of Commodity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 28(5), pages 1285-1311.
    135. Philipp Karl Illeditsch, 2018. "Residual Inflation Risk," Management Science, INFORMS, vol. 64(11), pages 5289-5314, November.
    136. Kranz Tobias, 2019. "Non-Linearities and the Euler Equation: Does Uncertainty Have an Effect on the Approximation Quality?," Review of Economics, De Gruyter, vol. 70(3), pages 267-293, December.
    137. Todd E. Clark & Troy Davig, 2008. "An empirical assessment of the relationships among inflation and short- and long-term expectations," Research Working Paper RWP 08-05, Federal Reserve Bank of Kansas City.
    138. Gaus, Eric & Sinha, Arunima, 2018. "What does the yield curve imply about investor expectations?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 248-265.
    139. Kim, Daehwan & Moneta, Fabio, 2021. "Long-term foreign exchange risk premia and inflation risk," International Review of Financial Analysis, Elsevier, vol. 78(C).
    140. Equiza-Goñi, Juan, 2023. "Euro area inflation linked debt: An evaluation," Economics Letters, Elsevier, vol. 232(C).
    141. Perico Ortiz, Daniel, 2023. "Inflation news coverage, expectations and risk premium," FAU Discussion Papers in Economics 05/2023, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    142. Juan Equiza Goni, 2014. "Sovereign Debt Maturity and Debt-to GDP Dynamics in Six Euro Area Countries," Working Papers ECARES ECARES 2014-44, ULB -- Universite Libre de Bruxelles.
    143. Aparicio, Diego & Bertolotto, Manuel I., 2020. "Forecasting inflation with online prices," International Journal of Forecasting, Elsevier, vol. 36(2), pages 232-247.
    144. Driessen, Joost & Nijman, Theo E. & Simon, Zorka, 2017. "The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets," SAFE Working Paper Series 183, Leibniz Institute for Financial Research SAFE.
    145. Zhang, Ji, 2016. "Macroeconomic news and the real interest rates at the zero lower bound," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 172-185.

  27. Jonathan H. Wright, 2008. "Term premiums and inflation uncertainty: empirical evidence from an international panel dataset," Finance and Economics Discussion Series 2008-25, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Jessica James & Michael Leister & Christoph Rieger, 2017. "An empirical method of calculating the term premium," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1783-1793, December.
    2. Lahlou, Kamal & Bennouna , Hicham, 2022. "Contributions des facteurs domestiques et externes à la dynamique de l’inflation au Maroc," Document de travail 2022-1, Bank Al-Maghrib, Département de la Recherche.
    3. Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012. "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
    4. Sangyong Joo & Daehwan Kim & Jeffrey Nilsen, 2021. "Monetary Policy and Long-Term Interest Rates in Korea: A Decomposition Analysis," Korean Economic Review, Korean Economic Association, vol. 37, pages 327-366.
    5. Michael T. Kiley, 2008. "Inflation expectations, uncertainty, the Phillips curve, and monetary policy - comments," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.

  28. Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright, 2007. "Trading activity and exchange rates in high-frequency EBS data," International Finance Discussion Papers 903, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Kentaro Iwatsubo & Yoshihiro Kitamura, 2008. "Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate," Discussion Papers 0801, Graduate School of Economics, Kobe University.
    2. MASUJIMA Yuki & SATO Yuki, 2024. "Drivers of Post-pandemic Currency Movement: Recurring impacts of sovereign risks and oil prices," Discussion papers 24054, Research Institute of Economy, Trade and Industry (RIETI).
    3. Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017. "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 172-192.
    4. Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022. "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, vol. 146(3), pages 859-883.

  29. David K. Backus & Jonathan H. Wright, 2007. "Cracking the conundrum," Finance and Economics Discussion Series 2007-46, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 137-173, December.
    2. Adam Kucera & Evzen Kocenda & Ales Marsal, 2022. "Yield Curve Dynamics and Fiscal Policy Shocks," Working Papers IES 2022/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2022.
    3. Michael D. Bauer, 2018. "Restrictions on Risk Prices in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 196-211, April.
    4. Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023. "Perceptions about Monetary Policy," Working Paper Series 2023-31, Federal Reserve Bank of San Francisco.
    5. Dewachter, Hans & Iania, Leonardo, 2012. "An Extended Macro-Finance Model with Financial Factors," LIDAM Reprints LFIN 2012001, Université catholique de Louvain, Louvain Finance (LFIN).
    6. Gil-Alana, Luis A. & Moreno, Antonio, 2012. "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1181-1193.
    7. Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016. "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
    8. Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017. "Decomposition of the Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134, Czech National Bank.
    9. Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Discussion Paper 2010-121, Tilburg University, Center for Economic Research.
    10. Don H. Kim, 2008. "Challenges in macro-finance modeling," Finance and Economics Discussion Series 2008-06, Board of Governors of the Federal Reserve System (U.S.).
    11. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011. "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 605-622, June.
    12. Felix Geiger, 2009. "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 316/2009, Department of Economics, University of Hohenheim, Germany.
    13. Mehmet Pasaogullari & Simeon Tsonevy, 2011. "The term structure of inflation compensation in the nominal yield curve," Working Papers (Old Series) 1133, Federal Reserve Bank of Cleveland.
    14. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," PIER Working Paper Archive 11-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    15. Daniel L. Thornton, 2018. "Greenspan's Conundrum and the Fed's Ability to Affect Long‐Term Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 513-543, March.
    16. Modena, Matteo, 2008. "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper 8873, University Library of Munich, Germany.
    17. Olaf Posch, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule," CESifo Working Paper Series 6925, CESifo.
    18. Jesus Sierra, 2014. "International Capital Flows and Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-36.
    19. Taboga, Marco, 2008. "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper 11585, University Library of Munich, Germany.
    20. Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2008. "The TIPS yield curve and inflation compensation," Finance and Economics Discussion Series 2008-05, Board of Governors of the Federal Reserve System (U.S.).
    21. Mariano Kulish & Daniel Rees, 2008. "Monetary Transmission and the Yield Curve in a Small Open Economy," RBA Research Discussion Papers rdp2008-03, Reserve Bank of Australia.
    22. De Graeve, Ferre & Emiris, Marina & Wouters, Raf, 2009. "A structural decomposition of the US yield curve," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 545-559, May.
    23. Joseph E. Gagnon & Matthew Raskin & Julie Remache & Brian P. Sack, 2010. "Large-scale asset purchases by the Federal Reserve: did they work?," Staff Reports 441, Federal Reserve Bank of New York.
    24. Cathy Yi-Hsuan Chen & Thomas C. Chiang, 2017. "Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 1-28, July.
    25. Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
    26. Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
    27. Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021. "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1719-1781.
    28. Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
    29. Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014. "What factors influence the yield curve?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(1), pages 28-39, March.
    30. Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," LSE Research Online Documents on Economics 119074, London School of Economics and Political Science, LSE Library.
    31. Carlos E. Zarazaga, 2010. "The difficult art of eliciting long-run inflation expectations from government bond prices," Staff Papers, Federal Reserve Bank of Dallas, issue Mar.
    32. Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers 234, Society for Economic Dynamics.
    33. Ray Fair, 2008. "Estimating Term Structure Equations Using Macroeconomic Variables," Yale School of Management Working Papers amz2387, Yale School of Management.
    34. Modena, Matteo, 2008. "The term structure and the expectations hypothesis: a threshold model," MPRA Paper 9611, University Library of Munich, Germany.
    35. Halberstadt, Arne, 2015. "The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR," Discussion Papers 02/2015, Deutsche Bundesbank.
    36. Francisco Palomino, 2012. "Bond Risk Premiums and Optimal Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 19-40, January.
    37. Chinn, Menzie D. & Ito, Hiro & McCauley, Robert N., 2022. "Do central banks rebalance their currency shares?," Journal of International Money and Finance, Elsevier, vol. 122(C).
    38. Refet S. Gürkaynak & Jonathan H. Wright, 2012. "Macroeconomics and the Term Structure," Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
    39. Kristoffer P. Nimark, 2015. "Speculative Dynamics in the Term Structure of Interest Rates," Working Papers 430, Barcelona School of Economics.
    40. Gabriele Zinna, 2016. "Price Pressures on UK Real Rates: An Empirical Investigation," Review of Finance, European Finance Association, vol. 20(4), pages 1587-1630.
    41. Véronique Lederman, 2010. "Du Paradoxe De La Securite A La Cindynique Financiere," Post-Print hal-00479484, HAL.
    42. Bruno Feunou & Jean-Sébastien Fontaine, 2014. "Bond Risk Premia and Gaussian Term Structure Models," Staff Working Papers 14-13, Bank of Canada.
    43. Adam Golinski & Peter Spencer, 2019. "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers 19/05, Department of Economics, University of York.
    44. Yunus Aksoy & Henrique S. Basso, 2015. "Securitization and asset prices," Working Papers 1526, Banco de España.
    45. Don H. Kim, 2009. "Challenges in macro-finance modeling," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 519-544.
    46. Campbell, John Y. & Sunderam, Adi & Viceira, Luis M., 2017. "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," Critical Finance Review, now publishers, vol. 6(2), pages 263-301, September.
    47. Kulish, Mariano & Rees, Daniel, 2011. "The yield curve in a small open economy," Journal of International Economics, Elsevier, vol. 85(2), pages 268-279.
    48. Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014. "Short-rate expectations and term premia: experiences from Hungary and other emerging market economies," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 185-196, Bank for International Settlements.
    49. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    50. Don H Kim, 2007. "Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options," BIS Working Papers 239, Bank for International Settlements.
    51. Sonali Jain-Chandra & D. Filiz Unsal, 2014. "The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(2), pages 96-103, June.
    52. Kučera, Adam, 2020. "Identification of triggers of U.S. yield curve movements," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    53. Sungjun Cho & Liu Liu, 2023. "Correcting estimation bias in regime switching dynamic term structure models," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1093-1127, October.
    54. Signe Krogstrup & Samuel Reynard & Barbara Sutter, 2012. "Liquidity Effects of Quantitative Easing on Long-Term Interest Rates," Working Papers 2012-02, Swiss National Bank.
    55. Markmann, Holger & Zietz, Joachim, 2017. "Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 314-327.
    56. Saar, Dan & Yagil, Yossi, 2015. "Forecasting growth and stock performance using government and corporate yield curves: Evidence from the European and Asian markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 27-41.
    57. George A. Kahn, 2010. "Taylor rule deviations and financial imbalances," Economic Review, Federal Reserve Bank of Kansas City, vol. 95(Q II), pages 63-99.
    58. Chien-Chiang Wang, 2021. "Online Appendix to "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Online Appendices 19-500, Review of Economic Dynamics.
    59. Helmut Herwartz & Jan Roestel, 2011. "Convergence of Real Capital Market Interest Rates—Evidence from Inflation Indexed Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1523-1541, October.
    60. Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.
    61. Kurita, Takamitsu, 2016. "Markov-switching variance models and structural changes underlying Japanese bond yields: An inquiry into non-linear dynamics," The Journal of Economic Asymmetries, Elsevier, vol. 13(C), pages 74-80.

  30. Jon Faust & Jonathan H. Wright, 2007. "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers 13397, National Bureau of Economic Research, Inc.

    Cited by:

    1. Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
    2. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    3. Narayan Kundan Kishor, 2021. "Forecasting real‐time economic activity using house prices and credit conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 213-227, March.
    4. Wieland, Volker & Wolters, Maik, 2013. "Forecasting and Policy Making," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325, Elsevier.
    5. Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2020. "Nowcasting Tail Risks to Economic Activity with Many Indicators," Working Papers 20-13R2, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
    6. Oh, Dong Hwan & Patton, Andrew J., 2024. "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, vol. 242(1).
    7. Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05, Department of Economics, University of Birmingham.
    8. Ippei Fujiwara & Yasuo Hirose, 2011. "Indeterminacy and forecastability," Globalization Institute Working Papers 91, Federal Reserve Bank of Dallas.
    9. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," Working Papers 20-02R, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
    10. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    11. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
    12. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
    13. Berger, Helge & Österholm, Pär, 2008. "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers 2008/9, Free University Berlin, School of Business & Economics.
    14. Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
    15. Andres Fernandez & Norman R. Swanson, 2009. "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers 09-28, Federal Reserve Bank of Philadelphia.
    16. Michael Funke & Aaron Mehrotra & Hao Yu, 2015. "Tracking Chinese CPI inflation in real time," Empirical Economics, Springer, vol. 48(4), pages 1619-1641, June.
    17. Edward S. Knotek & Saeed Zaman, 2014. "Nowcasting U.S. Headline and Core Inflation," Working Papers (Old Series) 1403, Federal Reserve Bank of Cleveland.
    18. Inske Pirschel & Maik H. Wolters, 2018. "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, vol. 55(2), pages 573-596, September.
    19. Hauber, Philipp, 2021. "How useful is external information from professional forecasters? Conditional forecasts in large factor models," EconStor Preprints 251469, ZBW - Leibniz Information Centre for Economics.
    20. Fabio B. Gaertner & Asad Kausar & Logan B. Steele, 2020. "Negative accounting earnings and gross domestic product," Review of Accounting Studies, Springer, vol. 25(4), pages 1382-1409, December.
    21. Patrick C. Higgins, 2014. "GDPNow: A Model for GDP \"Nowcasting\"," FRB Atlanta Working Paper 2014-7, Federal Reserve Bank of Atlanta.
    22. P. A. Nazarov & Kazakova, Maria, 2014. "Theoretical Basis of Prediction of Main Budget Parameters of Country," Published Papers r90221, Russian Presidential Academy of National Economy and Public Administration.
    23. Rodrigo Sekkel, 2014. "Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?," Staff Working Papers 14-40, Bank of Canada.
    24. Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    25. Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021. "Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails," JRFM, MDPI, vol. 14(11), pages 1-17, October.
    26. Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CAMA Working Papers 2010-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    27. Stekler, Herman & Symington, Hilary, 2016. "Evaluating qualitative forecasts: The FOMC minutes, 2006–2010," International Journal of Forecasting, Elsevier, vol. 32(2), pages 559-570.
    28. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018. "Nowcasting New Zealand GDP using machine learning algorithms," CAMA Working Papers 2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    29. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series) 1227, Federal Reserve Bank of Cleveland.
    30. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series) 1206, Federal Reserve Bank of Cleveland.
    31. Liu, Dandan & Smith, Julie K., 2014. "Inflation forecasts and core inflation measures: Where is the information on future inflation?," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 133-137.
    32. Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
    33. Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2021. "Nowcasting Tail Risk to Economic Activity at a Weekly Frequency," CEPR Discussion Papers 16496, C.E.P.R. Discussion Papers.
    34. Jon Faust & Abhishek Gupta, 2012. "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers 17906, National Bureau of Economic Research, Inc.
    35. Chang, Andrew C. & Hanson, Tyler J., 2016. "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, vol. 83(C), pages 23-43.
    36. Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
    37. Michael P. Clements & Ana Beatriz Galvão, 2014. "Measuring Macroeconomic Uncertainty: US Inflation and Output Growth," ICMA Centre Discussion Papers in Finance icma-dp2014-04, Henley Business School, University of Reading.
    38. Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
    39. Michael S. Smith & Shaun P. Vahey, 2016. "Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 416-434, July.
    40. Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
    41. Natsuki Arai, 2016. "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 1019-1049, August.
    42. Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2024. "Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails," Journal of Econometrics, Elsevier, vol. 238(2).
    43. James D. Hamilton, 2018. "The Efficacy of Large-Scale Asset Purchases When the Short-Term Interest Rate Is at Its Effective Lower Bound," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 543-554.
    44. Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
    45. Schwarzmüller, Tim, 2015. "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers 1982, Kiel Institute for the World Economy (IfW Kiel).
    46. Gamber, Edward N. & Smith, Julie K. & McNamara, Dylan C., 2014. "Where is the Fed in the distribution of forecasters?," Journal of Policy Modeling, Elsevier, vol. 36(2), pages 296-312.
    47. Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
    48. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Finance and Economics Discussion Series 2009-10, Board of Governors of the Federal Reserve System (U.S.).
    49. Elena Andreou & Andros Kourtellos, 2018. "Scoring rules for simple forecasting models: The case of Cyprus GDP and its sectors," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 12(1), pages 59-73, June.
    50. Canova, Fabio & Gambetti, Luca, 2009. "Do expectations matter? The Great Moderation revisited," CEPR Discussion Papers 7597, C.E.P.R. Discussion Papers.
    51. Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
    52. Boussios, David & Skorbiansky, Sharon Raszap & MacLachlan, Matthew, 2021. "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," Economic Research Report 327201, United States Department of Agriculture, Economic Research Service.
    53. Jeff Messina & Tara M. Sinclair & Herman O. Stekler, 2014. "What Can We Learn From Revisions To The Greenbook Forecasts?," Working Papers 2014-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    54. P. A. Nazarov & Kazakova, Maria, 2014. "Development of Prediction Model of Basic Budget Parameters in Russian Federation," Published Papers r90220, Russian Presidential Academy of National Economy and Public Administration.
    55. N. Kundan Kishor & Evan F. Koenig, 2022. "Finding a Role for Slack in Real-Time Inflation Forecasting," International Journal of Central Banking, International Journal of Central Banking, vol. 18(2), pages 245-282, June.
    56. Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel, 2018. "Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts," Staff Working Papers 18-52, Bank of Canada.
    57. Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
    58. Alex Nikolsko‐Rzhevskyy, 2011. "Monetary Policy Estimation in Real Time: Forward‐Looking Taylor Rules without Forward‐Looking Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 871-897, August.
    59. Daisuke Fujii & Taisuke Nakata, 2021. "Covid-19 and Output in Japan," CARF F-Series CARF-F-505, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    60. Travis J. Berge & Andrew C. Chang & Nitish R. Sinha, 2019. "Evaluating the Conditionality of Judgmental Forecasts," Finance and Economics Discussion Series 2019-002, Board of Governors of the Federal Reserve System (U.S.).
    61. Edward N. Gamber & Julie K. Smith, 2007. "Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?," Working Papers 2007-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Jul 2008.
    62. Arai, Natsuki, 2014. "Using forecast evaluation to improve the accuracy of the Greenbook forecast," International Journal of Forecasting, Elsevier, vol. 30(1), pages 12-19.
    63. Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014. "Bagging Constrained Equity Premium Predictors," Working Papers 201421, University of California at Riverside, Department of Economics, revised Feb 2013.
    64. Emil Stavrev & Helge Berger, 2012. "The information content of money in forecasting euro area inflation," Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4055-4072, November.
    65. Chandranath Amarasekara & Rahul Anand & Kithsiri Ehelepola & Hemantha Ekanayake & Vishuddhi Jayawickrema & Sujeetha Jegajeevan & Csaba Kober & Tharindi Nugawela & Sergey Plotnikov & Adam Remo & Poongo, 2018. "An Open Economy Quarterly Projection Model for Sri Lanka," IMF Working Papers 2018/149, International Monetary Fund.
    66. Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
    67. Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," CAMA Working Papers 2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    68. Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
    69. Jana Eklund & George Kapetanios & Simon Price, 2013. "Robust Forecast Methods and Monitoring during Structural Change," Manchester School, University of Manchester, vol. 81, pages 3-27, October.
    70. Yang, Yang & Zhang, Jiqiang & Chen, Sanpan, 2023. "Information effects of monetary policy announcements on oil price," Journal of Commodity Markets, Elsevier, vol. 30(C).
    71. Edward P. Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.
    72. Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
    73. Andrew Martinez, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series) 1717, Federal Reserve Bank of Cleveland.
    74. Clements, Michael P. & Galvão, Ana Beatriz, 2017. "Model and survey estimates of the term structure of US macroeconomic uncertainty," International Journal of Forecasting, Elsevier, vol. 33(3), pages 591-604.
    75. Boussios, David & Skoriansky, Sharon Raszap & MacLachlan, Matthew, 2021. "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," USDA Miscellaneous 309619, United States Department of Agriculture.
    76. Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
    77. Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
    78. Paul Hubert, 2009. "An Empirical Review of Federal Reserve’s Informational Advantage," Documents de Travail de l'OFCE 2009-03, Observatoire Francais des Conjonctures Economiques (OFCE).
    79. Ilhan Kilic & Faruk Balli, 2024. "Measuring economic country-specific uncertainty in Türkiye," Empirical Economics, Springer, vol. 67(4), pages 1649-1689, October.
    80. Jennifer Castle & David Hendry, 2012. "Forecasting by factors, by variables, or both?," Economics Series Working Papers 600, University of Oxford, Department of Economics.
    81. Samuels, Jon D. & Sekkel, Rodrigo M., 2017. "Model Confidence Sets and forecast combination," International Journal of Forecasting, Elsevier, vol. 33(1), pages 48-60.
    82. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    83. Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    84. Mazumder, Sandeep, 2011. "Cost-based Phillips Curve forecasts of inflation," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 553-567.
    85. Dong Hwan Oh & Andrew J. Patton, 2021. "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series 2021-071, Board of Governors of the Federal Reserve System (U.S.).
    86. Erik Hillebrand & Tae-Hwy Lee & Marcelo Cunha Medeiros, 2012. "Let´s do it again: bagging equity premium predictors," Textos para discussão 604, Department of Economics PUC-Rio (Brazil).
    87. Andrea Ajello & Luca Benzoni & Olena Chyruk, 2012. "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," Working Paper Series WP-2014-11, Federal Reserve Bank of Chicago.
    88. Kishor N. Kundan, 2010. "The Superiority of Greenbook Forecasts and the Role of Recessions," NBP Working Papers 74, Narodowy Bank Polski.
    89. Stefania D'Amico & Thomas B. King, 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
    90. Michael Connolly & Taeyoung Doh, 2013. "Has the effect of monetary policy announcements on asset prices changed?," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 3-4, September.
    91. Jones, Adam T. & Ogden, Richard E., 2017. "A day late and a dollar short: The effect of policy uncertainty on fed forecast errors," Economic Analysis and Policy, Elsevier, vol. 54(C), pages 112-122.
    92. Pablo Guerróon‐Quintana & Molin Zhong, 2023. "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
    93. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013. "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, vol. 177(2), pages 305-319.
    94. Allan W. Gregory & Hui Zhu, 2014. "Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics," Applied Financial Economics, Taylor & Francis Journals, vol. 24(7), pages 505-514, April.
    95. Chanont Banternghansa & Michael W. McCracken, 2010. "Real-time forecast averaging with ALFRED," Working Papers 2010-033, Federal Reserve Bank of St. Louis.
    96. João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    97. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
    98. Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016. "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers 11558, C.E.P.R. Discussion Papers.
    99. Breitenlechner, Max & Gründler, Daniel & Scharler, Johann, 2021. "Unconventional monetary policy announcements and information shocks in the U.S," Journal of Macroeconomics, Elsevier, vol. 67(C).
    100. Tito Nícias Teixeira da Silva Filho, 2013. "Banks, Asset Management or Consultancies' Inflation Forecasts: is there a better forecaster out there?," Working Papers Series 310, Central Bank of Brazil, Research Department.
    101. Cem Cakmakli & Hamza Demircan, 2020. "Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers 2016, Koc University-TUSIAD Economic Research Forum.
    102. Gürkaynak, Refet & Edge, Rochelle, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers 8158, C.E.P.R. Discussion Papers.
    103. Liebermann, Joelle, 2011. "Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters," Research Technical Papers 3/RT/11, Central Bank of Ireland.
    104. Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel, 2018. "The Real‐Time Properties of the Bank of Canada's Staff Output Gap Estimates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1167-1188, September.
    105. Christoph Bertsch & Isaiah Hull & Xin Zhang, 2021. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-47, December.
    106. Krüger, Fabian & Nolte, Ingmar, 2016. "Disagreement versus uncertainty: Evidence from distribution forecasts," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 172-186.
    107. Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel, 2020. "Introducing the Bank of Canada staff economic projections database," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 114-129, January.
    108. Nikolsko-Rzhevskyy, Alex, 2008. "Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data," MPRA Paper 11352, University Library of Munich, Germany.
    109. Barbara Rossi, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 510-514, October.
    110. Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012. "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
    111. El-Shagi, Makram, 2019. "Rationality tests in the presence of instabilities in finite samples," Economic Modelling, Elsevier, vol. 79(C), pages 242-246.
    112. Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
    113. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparision of forecast, simple reduced-form models, and a DSGE model," CAMA Working Papers 2009-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    114. Barbara Rossi, 2011. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 25-29, August.
    115. Stefan Neuwirth, 2017. "Time-varying mixed frequency forecasting: A real-time experiment," KOF Working papers 17-430, KOF Swiss Economic Institute, ETH Zurich.
    116. João Valle e Azevedo & Inês Maria Gonçalves, 2015. "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers w201502, Banco de Portugal, Economics and Research Department.
    117. Christoph S. Weber, 2017. "The Effect of Central Bank Transparency on Exchange Rate Volatility," Working Papers 174, Bavarian Graduate Program in Economics (BGPE).
    118. Alexander Glas & Matthias Hartmann, 2022. "Uncertainty measures from partially rounded probabilistic forecast surveys," Quantitative Economics, Econometric Society, vol. 13(3), pages 979-1022, July.
    119. Regis Barnichon & Christopher J. Nekarda, 2012. "The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(2 (Fall)), pages 83-131.
    120. Konchitchki, Yaniv & Patatoukas, Panos N., 2014. "Accounting earnings and gross domestic product," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 76-88.
    121. Paul Hubert, 2010. "Monetary policy, imperfect information and the expectations channel [Politique monétaire,information imparfaite et canal des anticipations]," SciencePo Working papers Main tel-04095385, HAL.
    122. Paul Hubert, 2015. "Revisiting the Greenbook’s relative forecasting performance," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 151-179.
    123. Dimitrios P. Louzis, 2017. "Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs," Empirical Economics, Springer, vol. 53(2), pages 569-598, September.
    124. Andrew C. Chang & Tyler J. Hanson, 2015. "The Accuracy of Forecasts Prepared for the Federal Open Market Committee," Finance and Economics Discussion Series 2015-62, Board of Governors of the Federal Reserve System (U.S.).
    125. Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
    126. Tae-Hwy Lee & Yiyao Wang, 2019. "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 345-360, June.
    127. Garciga, Christian & Knotek II, Edward S., 2019. "Forecasting GDP growth with NIPA aggregates: In search of core GDP," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1814-1828.
    128. Reifschneider, David & Tulip, Peter, 2019. "Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1564-1582.
    129. Michael P. Clements, 2015. "Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 349-382, March.
    130. Clements, Michael P., 2016. "Real-time factor model forecasting and the effects of instability," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 661-675.
    131. Gamber, Edward N. & Liebner, Jeffrey P. & Smith, Julie K., 2015. "The distribution of inflation forecast errors," Journal of Policy Modeling, Elsevier, vol. 37(1), pages 47-64.
    132. Patrick Higgins & Julie L Hotchkiss & Ellyn Terry, 2019. "Evolution of Behavior, Uncertainty, and the Difficulty of Predicting Labor Force Participation," Business and Economic Research, Macrothink Institute, vol. 9(4), pages 157-178, December.
    133. Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
    134. Duc Do, Nguyen, 2024. "Money/asset ratio as a predictor of inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 97(C).
    135. Bhatt, Vipul & Kishor, Kundan & Marfatia, Hardik, 2017. "Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument," MPRA Paper 79748, University Library of Munich, Germany.
    136. Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
    137. Marta Banbura & Andries van Vlodrop, 2018. "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers 18-025/IV, Tinbergen Institute.
    138. Tom Stark, 2010. "Realistic evaluation of real-time forecasts in the Survey of Professional Forecasters," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue May.
    139. Philip Hans Franses, 2024. "Incorporating judgment in forecasting models in times of crisis," Futures & Foresight Science, John Wiley & Sons, vol. 6(4), December.
    140. Marc-André Gosselin & Temel Taskin, 2023. "What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?," Discussion Papers 2023-13, Bank of Canada.
    141. Tae-Hwy Lee & Yiyao Wang, 2015. "Finding SPF Percentiles Closest to Greenbook," Working Papers 201503, University of California at Riverside, Department of Economics.
    142. David L. Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach," Finance and Economics Discussion Series 2017-020, Board of Governors of the Federal Reserve System (U.S.).
    143. P. A. Nazarov & Kazakova, Maria, 2014. "Methodological Principles of Prediction of Tax Revenues of Budgetary System," Published Papers r90219, Russian Presidential Academy of National Economy and Public Administration.
    144. Lillian R. Gaeto & Sandeep Mazumder, 2019. "Measuring the Accuracy of Federal Reserve Forecasts," Southern Economic Journal, John Wiley & Sons, vol. 85(3), pages 960-984, January.
    145. Andrew C. Chang, 2018. "The Fed's Asymmetric Forecast Errors," Finance and Economics Discussion Series 2018-026, Board of Governors of the Federal Reserve System (U.S.).
    146. Lunsford, Kurt G., 2015. "Forecasting residential investment in the United States," International Journal of Forecasting, Elsevier, vol. 31(2), pages 276-285.
    147. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series DP2019/03, Reserve Bank of New Zealand.
    148. Silvia Goncalves & Michael W. McCracken & Yongxu Yao, 2023. "Bootstrapping out-of-sample predictability tests with real-time data," Working Papers 2023-029, Federal Reserve Bank of St. Louis, revised 03 Sep 2024.
    149. Kontogeorgos, Georgios & Lambrias, Kyriacos, 2019. "An analysis of the Eurosystem/ECB projections," Working Paper Series 2291, European Central Bank.
    150. Ricardo Nunes, 2013. "Do central banks’ forecasts take into account public opinion and views?," International Finance Discussion Papers 1080, Board of Governors of the Federal Reserve System (U.S.).
    151. Jon D. Samuels & Rodrigo Sekkel, 2013. "Forecasting with Many Models: Model Confidence Sets and Forecast Combination," Staff Working Papers 13-11, Bank of Canada.
    152. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
    153. Monica Jain, 2018. "Sluggish Forecasts," Staff Working Papers 18-39, Bank of Canada.
    154. Tyler Pike & Horacio Sapriza & Tom Zimmermann, 2019. "Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning," Finance and Economics Discussion Series 2019-070, Board of Governors of the Federal Reserve System (U.S.).
    155. Rochelle M. Edge & Refet S. Gürkaynak, 2011. "How useful are estimated DSGE model forecasts?," Finance and Economics Discussion Series 2011-11, Board of Governors of the Federal Reserve System (U.S.).
    156. Markus Heinrich & Magnus Reif, 2020. "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series 8054, CESifo.
    157. N. Kundan Kishor & Evan F. Koenig, 2016. "The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting," Working Papers 1613, Federal Reserve Bank of Dallas.
    158. Mr. Emil Stavrev & Mr. Helge Berger, 2008. "The Information Content of Money in Forecasting Euro Area Inflation," IMF Working Papers 2008/166, International Monetary Fund.
    159. Boussios, David & Skorbiansky, Sharon Raszap & Maclachlan, Matthew, 2021. "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," USDA Miscellaneous 309616, United States Department of Agriculture.
    160. Fanelli, Luca & Sorge, Marco M., 2017. "Indeterminate forecast accuracy under indeterminacy," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 57-70.
    161. N. Kundan Kishor & Evan F. Koenig, 2014. "Credit Indicators as Predictors of Economic Activity: A Real‐Time VAR Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 545-564, March.
    162. Vipul Bhatt & N. Kundan Kishor & Hardik Marfatia, 2020. "Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 257-284, April.
    163. Peter Tulip, 2009. "Has the Economy Become More Predictable? Changes in Greenbook Forecast Accuracy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1217-1231, September.
    164. Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.

  31. Jonathan H. Wright & Hao Zhou, 2007. "Bond risk premia and realized jump volatility," Finance and Economics Discussion Series 2007-22, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Fulvio Corsi & Davide Pirino & Roberto Renò, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print hal-00741630, HAL.
    2. Todorov, Viktor & Bollerslev, Tim, 2010. "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, vol. 157(2), pages 220-235, August.

  32. Eric Ghysels & Jonathan H. Wright, 2006. "Forecasting professional forecasters," Finance and Economics Discussion Series 2006-10, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Stylianos Asimakopoulos & Joan Paredes & Thomas Warmedinger, 2020. "Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 369-390, January.
    2. Constantin Bürgi, 2023. "How to Deal With Missing Observations in Surveys of Professional Forecasters," CESifo Working Paper Series 10203, CESifo.
    3. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
    4. Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data," EconStor Preprints 187420, ZBW - Leibniz Information Centre for Economics.
    5. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018. "Using low frequency information for predicting high frequency variables," International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
    6. Yimin Yang & Fei Jia & Haoran Li, 2023. "Estimation of Panel Data Models with Mixed Sampling Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 514-544, June.
    7. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
    8. Özer Karagedikli & Murat Özbilgin, 2019. "Mixed in New Zealand: Nowcasting Labour Markets with MIDAS," Reserve Bank of New Zealand Analytical Notes series AN2019/04, Reserve Bank of New Zealand.
    9. Lixiong Yang, 2022. "Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors," Empirical Economics, Springer, vol. 62(2), pages 533-551, February.
    10. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
    11. Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data," MPRA Paper 90205, University Library of Munich, Germany.
    12. Juneja, Januj A., 2016. "Financial crises and estimation bias in international bond markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 593-607.
    13. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014. "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper 56965, University Library of Munich, Germany.
    14. Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
    15. MAMATZAKIS, emmanuel & MAMATZAKIS, E, 2022. "Understanding the impact of travel on wellbeing: evidence for Great Britain during the pandemic," MPRA Paper 121782, University Library of Munich, Germany.
    16. Michael P. Clements & Ana Beatriz Galvão, 2014. "Measuring Macroeconomic Uncertainty: US Inflation and Output Growth," ICMA Centre Discussion Papers in Finance icma-dp2014-04, Henley Business School, University of Reading.
    17. Charles Engel & John H. Rogers, 2008. "Expected consumption growth from cross-country surveys: implications for assessing international capital markets," International Finance Discussion Papers 949, Board of Governors of the Federal Reserve System (U.S.).
    18. Alex Ilek, 2020. "Are monetary surprises effective? The view of professional forecasters in Israel," Bank of Israel Working Papers 2020.09, Bank of Israel.
    19. Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
    20. Mokinski, Frieder, 2016. "Using time-stamped survey responses to measure expectations at a daily frequency," International Journal of Forecasting, Elsevier, vol. 32(2), pages 271-282.
    21. Warmedinger, Thomas & Paredes, Joan & Asimakopoulos, Stylianos, 2013. "Forecasting fiscal time series using mixed frequency data," Working Paper Series 1550, European Central Bank.
    22. Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Working Paper 2013/06, Norges Bank.
    23. Andrade, P. & Fourel, V. & Ghysels, E. & Idier, I., 2013. "The financial content of inflation risks in the euro area," Working papers 437, Banque de France.
    24. Chava, Sudheer & Gallmeyer, Michael & Park, Heungju, 2015. "Credit conditions and stock return predictability," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 117-132.
    25. Qian Chen & Xiang Gao & Shan Xie & Li Sun & Shuairu Tian & Shigeyuki Hamori, 2021. "On the Predictability of China Macro Indicator with Carbon Emissions Trading," Energies, MDPI, vol. 14(5), pages 1-24, February.
    26. Bahar Şen Doğan & Murat Midiliç, 2019. "Forecasting Turkish real GDP growth in a data-rich environment," Empirical Economics, Springer, vol. 56(1), pages 367-395, January.
    27. Talha Omer & Kristofer Månsson & Pär Sjölander & B. M. Golam Kibria, 2024. "Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates," Statistical Papers, Springer, vol. 65(5), pages 3303-3325, July.
    28. Valadkhani, Abbas & Smyth, Russell, 2017. "How do daily changes in oil prices affect US monthly industrial output?," Energy Economics, Elsevier, vol. 67(C), pages 83-90.
    29. Zhang, Yue-Jun & Wang, Jin-Li, 2019. "Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models," Energy Economics, Elsevier, vol. 78(C), pages 192-201.
    30. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics.
    31. Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António, 2017. "A mixed frequency approach to the forecasting of private consumption with ATM/POS data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 61-75.
    32. Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018. "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 288-311.
    33. Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
    34. Schumacher Christian, 2011. "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 28-49, February.
    35. J. Isaac Miller, 2012. "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Working Papers 1211, Department of Economics, University of Missouri.
    36. Giovanni Ballarin & Petros Dellaportas & Lyudmila Grigoryeva & Marcel Hirt & Sophie van Huellen & Juan-Pablo Ortega, 2022. "Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data," Papers 2211.00363, arXiv.org, revised Jan 2024.
    37. Travis J. Berge, 2017. "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series 2017-046, Board of Governors of the Federal Reserve System (U.S.).
    38. Clements, Michael P. & Galvão, Ana Beatriz, 2017. "Model and survey estimates of the term structure of US macroeconomic uncertainty," International Journal of Forecasting, Elsevier, vol. 33(3), pages 591-604.
    39. Anderson, Evan W. & Ghysels, Eric & Juergens, Jennifer L., 2009. "The impact of risk and uncertainty on expected returns," Journal of Financial Economics, Elsevier, vol. 94(2), pages 233-263, November.
    40. Cláudia Duarte, 2016. "A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data," Working Papers w201601, Banco de Portugal, Economics and Research Department.
    41. Philippe Mueller & Mikhail Chernov, 2008. "The Term Structure of Inflation Expectations," 2008 Meeting Papers 346, Society for Economic Dynamics.
    42. Kertlly de Medeiros, Rennan & da Nóbrega Besarria, Cássio & Pitta de Jesus, Diego & Phillipe de Albuquerquemello, Vinicius, 2022. "Forecasting oil prices: New approaches," Energy, Elsevier, vol. 238(PC).
    43. Allan W. Gregory & Hui Zhu, 2014. "Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics," Applied Financial Economics, Taylor & Francis Journals, vol. 24(7), pages 505-514, April.
    44. Michelle T. Armesto & Kristie M. Engemann & Michael T. Owyang, 2010. "Forecasting with mixed frequencies," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 521-536.
    45. Zeynalov, Ayaz, 2017. "Forecasting Tourist Arrivals in Prague: Google Econometrics," MPRA Paper 83268, University Library of Munich, Germany.
    46. Ryan T. Ball & Eric Ghysels, 2018. "Automated Earnings Forecasts: Beat Analysts or Combine and Conquer?," Management Science, INFORMS, vol. 64(10), pages 4936-4952, October.
    47. Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020. "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series 539, Central Bank of Brazil, Research Department.
    48. Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
    49. Rodriguez, Abel & Puggioni, Gavino, 2010. "Mixed frequency models: Bayesian approaches to estimation and prediction," International Journal of Forecasting, Elsevier, vol. 26(2), pages 293-311, April.
    50. Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
    51. Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024. "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers) 1446, Bank of Italy, Economic Research and International Relations Area.
    52. Anindya Biswas, 2015. "The output gap and inflation in U.S. data: an empirical note," Economics Bulletin, AccessEcon, vol. 35(2), pages 841-845.
    53. Geoff Kenny & Thomas Kostka & Federico Masera, 2011. "How Informative are the Subjective Density Forecasts of Macroeconomists?," CESifo Working Paper Series 3671, CESifo.
    54. Jiang, Yu & Guo, Yongji & Zhang, Yihao, 2017. "Forecasting China's GDP growth using dynamic factors and mixed-frequency data," Economic Modelling, Elsevier, vol. 66(C), pages 132-138.
    55. Qiu, Yue, 2020. "Forecasting the Consumer Confidence Index with tree-based MIDAS regressions," Economic Modelling, Elsevier, vol. 91(C), pages 247-256.
    56. Emmanuel Mamatzakis & Mike G. Tsionas & Steven Ongena, 2023. "Why do households repay their debt in UK during the COVID-19 crisis?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(8), pages 1789-1823, April.
    57. Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
    58. Santiago Etchegaray Alvarez, 2022. "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo 2022004, Banco Central del Uruguay.
    59. Pitschner, Stefan, 2013. "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series 267, Sveriges Riksbank (Central Bank of Sweden).
    60. Anindya Biswas, 2014. "The output gap and expected security returns," Review of Financial Economics, John Wiley & Sons, vol. 23(3), pages 131-140, September.
    61. Biswas, Anindya, 2014. "The output gap and expected security returns," Review of Financial Economics, Elsevier, vol. 23(3), pages 131-140.
    62. Massimiliano Marcellino & Christian Schumacher, 2010. "Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 518-550, August.
    63. Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil prices," MPRA Paper 77531, University Library of Munich, Germany.
    64. Elena Andreou, Eric Ghysels & Eric Ghysels & Andros Kourtellos, 2007. "Regression Models with Mixed Sampling Frequencies," University of Cyprus Working Papers in Economics 8-2007, University of Cyprus Department of Economics.
    65. Elena Andreou & Andros Kourtellos, 2015. "The State and the Future of Cyprus Macroeconomic Forecasting," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 9(1), pages 73-90, June.
    66. Yu, Honghai & Fang, Libing & Du, Donglei & Yan, Panpan, 2017. "How EPU drives long-term industry beta," Finance Research Letters, Elsevier, vol. 22(C), pages 249-258.
    67. Kanas, Angelos & Molyneux, Philip, 2020. "Do measures of systemic risk predict U.S. corporate bond default rates?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    68. Pan, Zhiyuan & Wang, Qing & Wang, Yudong & Yang, Li, 2018. "Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model," Energy Economics, Elsevier, vol. 72(C), pages 177-187.
    69. Sorin Daniliuc & Chris Bilson & Greg Shailer, 2014. "The Interaction of Post-Acquisition Integration and Acquisition Focus in Relation to Long-Run Performance," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 587-612, December.
    70. Boumans, Dorine & Garnitz, Johanna, 2017. "Ifo World Economic Survey Database - An International Economic Expert Survey," Munich Reprints in Economics 55041, University of Munich, Department of Economics.
    71. Ghysels, Eric, 2016. "Macroeconomics and the reality of mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 294-314.
    72. Degiannakis, Stavros & Filis, George, 2018. "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, vol. 76(C), pages 388-402.
    73. Monica Jain, 2018. "Sluggish Forecasts," Staff Working Papers 18-39, Bank of Canada.
    74. Hanoma, Ahmed & Nautz, Dieter, 2018. "The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis," Discussion Papers 2018/16, Free University Berlin, School of Business & Economics.
    75. Rong Fu & Luze Xie & Tao Liu & Juan Huang & Binbin Zheng, 2022. "Chinese Economic Growth Projections Based on Mixed Data of Carbon Emissions under the COVID-19 Pandemic," Sustainability, MDPI, vol. 14(24), pages 1-16, December.
    76. Deschamps, Bruno & Ioannidis, Christos & Ka, Kook, 2020. "High-frequency credit spread information and macroeconomic forecast revision," International Journal of Forecasting, Elsevier, vol. 36(2), pages 358-372.
    77. P. Schanbacher, 2014. "Measuring and adjusting for overconfidence," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 423-452, October.
    78. Huiwen Lai & Eric C. Y. Ng, 2020. "On business cycle forecasting," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-26, December.
    79. Selma Toker & Nimet Özbay & Kristofer Månsson, 2022. "Mixed data sampling regression: Parameter selection of smoothed least squares estimator," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 718-751, July.

  33. David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright, 2006. "Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data," International Finance Discussion Papers 830, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Wu, Thomas, 2006. "Order Flow in the South: Anatomy of the Brazilian FX Market," Santa Cruz Department of Economics, Working Paper Series qt1k2250wj, Department of Economics, UC Santa Cruz.
    2. Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
    3. Yuko Hashimoto & Takatoshi Ito, 2009. "Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture," NBER Working Papers 15020, National Bureau of Economic Research, Inc.
    4. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
    5. Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
    6. Kitamura, Yoshihiro, 2016. "The probability of informed trading measured with price impact, price reversal, and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 77-90.
    7. Chaboud, Alain P. & Chiquoine, Benjamin & Hjalmarsson, Erik & Loretan, Mico, 2010. "Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 212-240, March.
    8. Makarov, Igor & Schoar, Antoinette, 2018. "Trading and Arbitrage in Cryptocurrency Markets," LSE Research Online Documents on Economics 118909, London School of Economics and Political Science, LSE Library.
    9. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
    10. Martin D. D. Evans & Dagfinn Rime, 2011. "Micro approaches to foreign exchange determination," Working Paper 2011/05, Norges Bank.
    11. Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Business School - Economics, University of Glasgow, revised Feb 2010.
    12. Andreas M. Fischer & Angelo Ranaldo, 2008. "Does FOMC News Increase Global FX Trading?," Working Papers 2008-09, Swiss National Bank.
    13. Makarov, Igor & Schoar, Antoinette, 2020. "Trading and arbitrage in cryptocurrency markets," LSE Research Online Documents on Economics 100409, London School of Economics and Political Science, LSE Library.
    14. Corsetti, G. & Lafarguette, R. & Mehl, A., 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics 1970, Faculty of Economics, University of Cambridge.
    15. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2013. "Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 20-35.
    16. Francis Breedon & Dagfinn Rime & Paolo Vital, 2010. "A Transaction Data Study of the Forward Bias Puzzle," Working Paper 2010/26, Norges Bank.
    17. Dagfinn Rime & Hans Jørgen Tranvåg, 2012. "Flows Of The Pacific: Asian Foreign Exchange Markets Through Tranquility And Turbulence," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 434-466, August.
    18. Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega, 2014. "Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 69(5), pages 2045-2084, October.
    19. Lallouache, Mehdi & Abergel, Frédéric, 2014. "Tick size reduction and price clustering in a FX order book," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 488-498.
    20. Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, April.
    21. Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers 2012/213, International Monetary Fund.
    22. Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014. "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance 1409, University of St. Gallen, School of Finance.
    23. Borgy, V. & Idier, J. & Le Fol, G., 2010. "Liquidity problems in the FX liquid market: Ask for the "BIL"," Working papers 279, Banque de France.
    24. Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
    25. Mark Paddrik & Roy Hayes & William Scherer & Peter Beling, 2014. "Effects of Limit Order Book Information Level on Market Stability Metrics," Working Papers 14-09, Office of Financial Research, US Department of the Treasury.
    26. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
    27. Chen, Yu-Lun & Gau, Yin-Feng, 2014. "Asymmetric responses of ask and bid quotes to information in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 194-204.
    28. Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2009. "Financial intermediation and the role of price discrimination in a two-tier market," Discussion Paper Series 1: Economic Studies 2009,13, Deutsche Bundesbank.
    29. Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright, 2007. "Trading activity and exchange rates in high-frequency EBS data," International Finance Discussion Papers 903, Board of Governors of the Federal Reserve System (U.S.).
    30. Francis Breedon & Angelo Ranaldo, 2011. "Intraday patterns in FX returns and order flow," Working Papers 2011-04, Swiss National Bank.
    31. Ran Xiao, 2019. "Essays on Price Discovery and Volatility Dynamics in Emerging Market Currencies," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 5-2019, January-A.
    32. Gholampour, Vahid, 2022. "Exchange rates and information about future fundamentals," Journal of International Money and Finance, Elsevier, vol. 127(C).
    33. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006. "The Returns to Currency Speculation," 2006 Meeting Papers 864, Society for Economic Dynamics.
    34. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009. "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 127-154, July.
    35. Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
    36. Park, Yang-Ho, 2022. "Informed trading in foreign exchange futures: Payroll news timing," Journal of Banking & Finance, Elsevier, vol. 135(C).
    37. Lyons, Richard K. & Moore, Michael J., 2009. "An information approach to international currencies," Journal of International Economics, Elsevier, vol. 79(2), pages 211-221, November.
    38. Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012. "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 18541, National Bureau of Economic Research, Inc.
    39. Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
    40. Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021. "Foreign Exchange Fixings and Returns Around the Clock," Staff Working Papers 21-48, Bank of Canada.
    41. David W. Berger & Alain P. Chaboud & Erik Hjalmarsson & Edward Howorka, 2006. "What drives volatility persistence in the foreign exchange market?," International Finance Discussion Papers 862, Board of Governors of the Federal Reserve System (U.S.).
    42. Martin D. D. Evans, 2018. "FX Trading and Exchange Rate Disconnect Puzzle," Working Papers gueconwpa~18-18-21, Georgetown University, Department of Economics.
    43. Menzie D. Chinn & Michael J. Moore, 2011. "Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1599-1624, December.
    44. Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
    45. Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    46. Takatoshi Ito & Yuko Hashimoto, 2006. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers 12682, National Bureau of Economic Research, Inc.
    47. Katarzyna Bień-Barkowska, 2014. "Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1), pages 93-117, January.
    48. Ranaldo, Angelo & Somogyi, Fabricius, 2021. "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
    49. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    50. Michael King & Carol Osler & Dagfinn Rime, 2012. "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers 54, Brandeis University, Department of Economics and International Business School.
    51. Ferreira Filipe, Sara, 2012. "Equity order flow and exchange rate dynamics," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 359-381.
    52. Magdalena Osinska & Andrzej Dobrzynski & Yochanan Shachmurove, 2016. "Performance Of American And Russian Joint Stock Companies On Financial Market. A Microstructure Perspective," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 819-851, December.
    53. Florian El Mouaaouy, 2018. "Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market," The European Journal of Finance, Taylor & Francis Journals, vol. 24(7-8), pages 565-583, May.
    54. Makarov, Igor & Schoar, Antoinette, 2020. "Trading and arbitrage in cryptocurrency markets," Journal of Financial Economics, Elsevier, vol. 135(2), pages 293-319.
    55. Sviatoslav Rosov & F. Douglas Foster, 2014. "Measuring the information content of customer foreign exchange orders," Australian Journal of Management, Australian School of Business, vol. 39(2), pages 247-264, May.
    56. Alessandro Girardi & Claudio Impenna, 2013. "Price Discovery In The Italian Sovereign Bonds Market: The Role Of Order Flow," Working Papers LuissLab 13108, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    57. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016. "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1113-1134, September.
    58. Syrstad, Olav & Viswanath-Natraj, Ganesh, 2022. "Price-setting in the foreign exchange swap market: Evidence from order flow," Journal of Financial Economics, Elsevier, vol. 146(1), pages 119-142.
    59. Kleinbrod, Vincent M. & Li, Xiao-Ming, 2017. "Order flow and exchange rate comovement," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 199-215.
    60. Menzie D. Chinn & Michael J. Moore, 2008. "Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set," NBER Working Papers 14175, National Bureau of Economic Research, Inc.
    61. Hoang, Lai T. & Baur, Dirk G., 2022. "Loaded for bear: Bitcoin private wallets, exchange reserves and prices," Journal of Banking & Finance, Elsevier, vol. 144(C).
    62. King, Michael & Sarno, Lucio & Sojli, Elvira, 2010. "Timing exchange rates using order flow: The case of the Loonie," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2917-2928, December.
    63. Martin Evans, 2008. "Order Flows and The Exchange Rate Disconnect Puzzle," Working Papers gueconwpa~08-08-05, Georgetown University, Department of Economics.
    64. Osler, Carol & Savaser, Tanseli, 2011. "Extreme returns: The case of currencies," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2868-2880, November.
    65. Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015. "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
    66. Zhang, Zhichao & Chau, Frankie & Zhang, Wenting, 2013. "Exchange rate determination and dynamics in China: A market microstructure analysis," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 303-316.
    67. Rita Biswas & Louis R. Piccotti & Ben Z. Schreiber, 2021. "Differential risk premiums and the UIP puzzle," Financial Management, Financial Management Association International, vol. 50(1), pages 139-167, March.
    68. Richard M. Levich & Valerio Poti, 2008. "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers 14597, National Bureau of Economic Research, Inc.
    69. Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015. "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper 61710, University Library of Munich, Germany.
    70. Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013. "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance 1318, University of St. Gallen, School of Finance.
    71. Sviatoslav Rosov & F Douglas Foster, 2014. "Customer foreign exchange orders: When timing really does matter," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 351-368, August.
    72. Carol Osler, 2016. "Dealer Trading at the Fix," Working Papers 101, Brandeis University, Department of Economics and International Business School.
    73. Ben Omrane, Walid & Welch, Robert, 2016. "Tick test accuracy in foreign exchange ECN markets," Research in International Business and Finance, Elsevier, vol. 37(C), pages 135-152.
    74. Erik Hjalmarsson, 2006. "Fully modified estimation with nearly integrated regressors," International Finance Discussion Papers 854, Board of Governors of the Federal Reserve System (U.S.).
    75. Ali Trabelsi Karoui & Aida Kammoun, 2021. "Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 11(3), pages 89-106.
    76. Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017. "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 172-192.
    77. Chen, Pei-wen & Huang, Han-ching & Su, Yong-chern, 2014. "The central bank in market efficiency: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 239-260.
    78. Abolaji Daniel Anifowose & Izlin Ismail & Mohd Edil Abd Sukor, 2018. "Currency Order Flow and Exchange Rate Determination: Empirical Evidence from the Malaysian Foreign Exchange Market," Global Business Review, International Management Institute, vol. 19(4), pages 902-920, August.
    79. Olav Syrstad & Ganesh Viswanath-Natraj, 2020. "Price-setting in the foreign exchange swap market: Evidence from order flow," Working Paper 2020/16, Norges Bank.
    80. Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013. "Information flows in foreign exchange markets: dissecting customer currency trades," BIS Working Papers 405, Bank for International Settlements.
    81. Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022. "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, vol. 146(3), pages 859-883.
    82. Ito, Katsuki & Iima, Hitoshi & Kitamura, Yoshihiro, 2022. "LSTM forecasting foreign exchange rates using limit order book," Finance Research Letters, Elsevier, vol. 47(PA).
    83. Gradojevic, Nikola, 2012. "Frequency domain analysis of foreign exchange order flows," Economics Letters, Elsevier, vol. 115(1), pages 73-76.
    84. Gholampour, Vahid & van Wincoop, Eric, 2019. "Exchange rate disconnect and private information: What can we learn from Euro-Dollar tweets?," Journal of International Economics, Elsevier, vol. 119(C), pages 111-132.
    85. Lock, Eduardo & Winkelried, Diego, 2015. "Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 33-54.
    86. Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W., 2015. "Macroeconomic and market microstructure modelling of Ugandan exchange rate," Economic Modelling, Elsevier, vol. 45(C), pages 175-186.
    87. Lal, Madan & Kumar, Satish & Pandey, Dharen Kumar & Rai, Varun Kumar & Lim, Weng Marc, 2023. "Exchange rate volatility and international trade," Journal of Business Research, Elsevier, vol. 167(C).
    88. Angelo Ranaldo & Paolo Santucci de Magistris, 2018. "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance 1823, University of St. Gallen, School of Finance, revised Oct 2019.
    89. Yoshihiro Kitamura, 2011. "The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(1), pages 1-31, March.
    90. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
    91. Seddha-udom, Thanaporn, 2014. "Daily Exchange Rate Determination: Short-Term Speculation And Longerterm Expectation," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 10(01-2), January.
    92. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009. "Asymmetric information in the interbank foreign exchange market," Working Paper 2008/25, Norges Bank.

  34. Joseph E. Gagnon & Jonathan H. Wright, 2006. "Predicting sharp depreciations in industrial country exchange rates," International Finance Discussion Papers 881, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Meredith Beechey & Pär Österholm, 2008. "A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 84(267), pages 449-465, December.
    2. Cappiello, Lorenzo & Mehl, Arnaud, 2007. "Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities," Working Paper Series 801, European Central Bank.
    3. Carol C. Bertaut & Steven B. Kamin & Charles P. Thomas, 2008. "How long can the unsustainable U.S. current account deficit be sustained?," International Finance Discussion Papers 935, Board of Governors of the Federal Reserve System (U.S.).
    4. Pao-Lin Tien, 2009. "Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations," Wesleyan Economics Working Papers 2009-004, Wesleyan University, Department of Economics.

  35. Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2006. "The U.S. Treasury yield curve: 1961 to the present," Finance and Economics Discussion Series 2006-28, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2018. "A Measure of Risk Appetite for the Macroeconomy," NBER Working Papers 24529, National Bureau of Economic Research, Inc.
    2. Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020. "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
    3. Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," IMF Working Papers 2019/014, International Monetary Fund.
    4. Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020. "Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach," LIDAM Reprints LFIN 2020005, Université catholique de Louvain, Louvain Finance (LFIN).
    5. Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019. "Risky bank guarantees," Temi di discussione (Economic working papers) 1232, Bank of Italy, Economic Research and International Relations Area.
    6. Thomas M. Mertens & John C. Williams, 2020. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," Working Paper Series 2018-03, Federal Reserve Bank of San Francisco.
    7. Martins, Manuel M.F. & Afonso, António, 2010. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Working Paper Series 1276, European Central Bank.
    8. Moench, Emanuel & Soofi-Siavash, Soroosh, 2022. "What moves treasury yields?," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
    9. van Binsbergen, Jules H. & Diamond, William F. & Grotteria, Marco, 2022. "Risk-free interest rates," Journal of Financial Economics, Elsevier, vol. 143(1), pages 1-29.
    10. Koeda, Junko & Sekine, Atsushi, 2022. "Nelson–Siegel decay factor and term premia in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
    11. Alexander David & Pietro Veronesi, 2014. "Investors' and Central Bank's Uncertainty Embedded in Index Options," The Review of Financial Studies, Society for Financial Studies, vol. 27(6), pages 1661-1716.
    12. Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016. "Bond portfolio optimization using dynamic factor models," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 128-158.
    13. George J. Hall & Thomas J. Sargent, 2011. "Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 192-214, July.
    14. Kollmann, Robert & Zeugner, Stefan, 2012. "Leverage as a predictor for real activity and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1267-1283.
    15. Thomas B. King, 2016. "Expectation and Duration at the Effective Lower Bound," Working Paper Series WP-2016-21, Federal Reserve Bank of Chicago.
    16. Thomas Laubach, 2010. "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 7-29, National Bureau of Economic Research, Inc.
    17. Giacomini, Raffaella & Ragusa, Giuseppe & Altavilla, Carlo, 2013. "Anchoring the Yield Curve Using Survey Expectations," CEPR Discussion Papers 9738, C.E.P.R. Discussion Papers.
    18. Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
    19. Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021. "Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective," Working papers 844, Banque de France.
    20. Markus Leippold & Felix Matthys, 2022. "Economic Policy Uncertainty and the Yield Curve [Pricing the term structure with linear regressions]," Review of Finance, European Finance Association, vol. 26(4), pages 751-797.
    21. Caballero, Ricardo & Simsek, Alp, 2022. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," CEPR Discussion Papers 15163, C.E.P.R. Discussion Papers.
    22. Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
    23. Gil-Alana, Luis A. & Moreno, Antonio, 2012. "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1181-1193.
    24. Michael J. Fleming & Giang Nguyen & Joshua V. Rosenberg, 2007. "How do treasury dealers manage their positions?," Staff Reports 299, Federal Reserve Bank of New York.
    25. Daniel L. Thornton & Giorgio Valente, 2009. "Revisiting the predictability of bond risk premia," Working Papers 2009-009, Federal Reserve Bank of St. Louis.
    26. Erik Vogt & Michael Fleming & Or Shachar & Tobias Adrian, 2017. "Market Liquidity After the Financial Crisis," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 43-83, November.
    27. Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers 1607.04532, arXiv.org, revised Jul 2018.
    28. Andrew Atkeson & Patrick J. Kehoe, 2008. "On the need for a new approach to analyzing monetary policy," Working Papers 662, Federal Reserve Bank of Minneapolis.
    29. Buncic, Daniel & Piras, Gion Donat, 2014. "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series 1436, University of St. Gallen, School of Economics and Political Science, revised Oct 2015.
    30. Paul Ehling & Michael Gallmeyer & Christian Heyerdahl-Larsen & Philipp Illeditsch, 2015. "Disagreement about inflation and the yield curve," Working Papers 1532, Banco de España.
    31. Martellini, Lionel & Milhau, Vincent & Tarelli, Andrea, 2018. "Capital structure decisions and the optimal design of corporate market debt prograams," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 141-167.
    32. Buncic, Daniel & Lentner, Philipp, 2016. "The term structure of interest rates in an estimated New Keynesian policy model," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 126-150.
    33. Kozak, Serhiy & Santosh, Shrihari, 2020. "Why do discount rates vary?," Journal of Financial Economics, Elsevier, vol. 137(3), pages 740-751.
    34. Gaus, Eric & Sinha, Arunima, 2017. "Characterizing investor expectations for assets with varying risk," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 990-999.
    35. Goliński, Adam, 2021. "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, vol. 131(C).
    36. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
    37. Lloyd, Simon & Ostry, Daniel, 2024. "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, vol. 238(C).
    38. Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2013. "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series 2013-61, Board of Governors of the Federal Reserve System (U.S.).
    39. Minchul Shin & Molin Zhong, 2015. "Does Realized Volatility Help Bond Yield Density Prediction?," Finance and Economics Discussion Series 2015-115, Board of Governors of the Federal Reserve System (U.S.).
    40. Karahan, Cenk C. & Soykök, Emre, 2023. "On illiquidity of an emerging sovereign bond market," Economic Systems, Elsevier, vol. 47(2).
    41. Szőke, Bálint, 2022. "Estimating robustness," Journal of Economic Theory, Elsevier, vol. 199(C).
    42. Jeff W. Huther & Jason S. Seligman, 2013. "Yield curve impacts of forward guidance and maturity extension programs," Finance and Economics Discussion Series 2013-72, Board of Governors of the Federal Reserve System (U.S.).
    43. Peter Hördahl & Oreste Tristani, 2010. "Inflation risk premia in the US and the euro area," BIS Working Papers 325, Bank for International Settlements.
    44. Pflueger, Carolin & Rinaldi, Gianluca, 2022. "Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion," Journal of Financial Economics, Elsevier, vol. 146(1), pages 71-89.
    45. Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
    46. Delong Li & Mr. Nicolas E Magud & Mr. Fabian Valencia, 2015. "Corporate Investment in Emerging Markets: Financing vs. Real Options Channel," IMF Working Papers 2015/285, International Monetary Fund.
    47. Goliński, Adam & Zaffaroni, Paolo, 2016. "Long memory affine term structure models," Journal of Econometrics, Elsevier, vol. 191(1), pages 33-56.
    48. Ghelasi, Paul & Ziel, Florian, 2024. "Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions," International Journal of Forecasting, Elsevier, vol. 40(2), pages 581-596.
    49. Lakdawala, Aeimit & Wu, Shu, 2017. "Federal Reserve Credibility and the Term Structure of Interest Rates," MPRA Paper 78253, University Library of Munich, Germany.
    50. Guerello, Chiara & Tronzano, Marco, 2020. "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    51. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2012. "The yield curve and the macro-economy across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1950-1970.
    52. Eric T. Swanson, 2017. "Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets," NBER Working Papers 23311, National Bureau of Economic Research, Inc.
    53. Francesco Trebbi & Kairong Xiao, 2015. "Regulation and Market Liquidity," NBER Working Papers 21739, National Bureau of Economic Research, Inc.
    54. Michael D. Bauer & Glenn D. Rudebusch, 2014. "The Signaling Channel for Federal Reserve Bond Purchases," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 233-289, September.
    55. Feldhütter, Peter & Schaefer, Stephen, 2023. "Debt dynamics and credit risk," Journal of Financial Economics, Elsevier, vol. 149(3), pages 497-535.
    56. Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
    57. Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron, 2019. "The Term Structure of Equity Risk Premia," NBER Working Papers 25690, National Bureau of Economic Research, Inc.
    58. Theophilos Papadimitriou & Periklis Gogas & Maria Matthaiou & Efthymia Chrysanthidou, 2014. "Yield curve and Recession Forecasting in a Machine Learning Framework," Working Paper series 32_14, Rimini Centre for Economic Analysis.
    59. Díaz, Antonio & Escribano, Ana, 2021. "Sustainability premium in energy bonds," Energy Economics, Elsevier, vol. 95(C).
    60. Connolly, Michael F. & Struby, Ethan, 2024. "Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply," Journal of Banking & Finance, Elsevier, vol. 168(C).
    61. Butler, Alexander W. & Yi, Hanyi, 2022. "Aging and public financing costs: Evidence from U.S. municipal bond markets," Journal of Public Economics, Elsevier, vol. 211(C).
    62. Meredith J. Beechey & Jonathan H. Wright, 2008. "The high-frequency impact of news on long-term yields and forward rates: Is it real?," Finance and Economics Discussion Series 2008-39, Board of Governors of the Federal Reserve System (U.S.).
    63. Benjamin Hébert & Jesse Schreger, 2016. "The Costs of Sovereign Default: Evidence from Argentina," NBER Working Papers 22270, National Bureau of Economic Research, Inc.
    64. Craine, Roger & Martin, Vance L, 2009. "Interest Rate Conundrum," Department of Economics, Working Paper Series qt0409193t, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    65. Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021. "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
    66. Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2021. "No-Arbitrage pricing of GDP-Linked bonds," Journal of Banking & Finance, Elsevier, vol. 126(C).
    67. Mark M. Spiegel, 2012. "Developing Asian Local Currency Bond Markets: Why and How?," Chapters, in: Masahiro Kawai & David G. Mayes & Peter Morgan (ed.), Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia, chapter 11, Edward Elgar Publishing.
    68. Cao, Shuo & Crump, Richard K. & ,, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," CEPR Discussion Papers 15122, C.E.P.R. Discussion Papers.
    69. Guo, Feng & McCulloch, J.H., 2017. "Heterogeneous capital and misintermediation," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 16-41.
    70. Antje Berndt & Peter Ritchken & Zhiqiang Sun, 2010. "On Correlation and Default Clustering in Credit Markets," The Review of Financial Studies, Society for Financial Studies, vol. 23(7), pages 2680-2729, July.
    71. Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2022. "The Term Structure of Monetary Policy Uncertainty," Research Working Paper RWP 2022-02, Federal Reserve Bank of Kansas City.
    72. Riccardo Rebonato, 2015. "Return-Predicting Factors For Us Treasuries: On The Similarity Of "Tents" And "Bats"," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-14.
    73. Guha, Rajiv & Sbuelz, Alessandro & Tarelli, Andrea, 2020. "Structural recovery of face value at default," European Journal of Operational Research, Elsevier, vol. 283(3), pages 1148-1171.
    74. Gao, Pengjie & Lee, Chang & Murphy, Dermot, 2019. "Municipal borrowing costs and state policies for distressed municipalities," Journal of Financial Economics, Elsevier, vol. 132(2), pages 404-426.
    75. Patrick Luennemann & Dirk Mevis, 2008. "Eurosystem communication and financial market expectations," BCL working papers 30, Central Bank of Luxembourg.
    76. David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Working Papers 16-08, New York University, Leonard N. Stern School of Business, Department of Economics.
    77. Orphanides, Athanasios & Wei, Min, 2012. "Evolving macroeconomic perceptions and the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 239-254.
    78. David O. Lucca & Jonathan H. Wright, 2022. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Staff Reports 1013, Federal Reserve Bank of New York.
    79. Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing, 2016. "The informational content of the embedded deflation option in TIPS," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 1-26.
    80. Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020. "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers 202098, University of Pretoria, Department of Economics.
    81. Jonathan H. Wright, 2012. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, vol. 122(564), pages 447-466, November.
    82. Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019. "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 476-492.
    83. Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020. "Targeting predictors in random forest regression," CREATES Research Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
    84. Rui Liu, 2019. "Forecasting Bond Risk Premia with Unspanned Macroeconomic Information," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-62, March.
    85. Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022. "Sovereign Credit Spreads, Banking Fragility, and Global Factors," Working Papers Central Bank of Chile 957, Central Bank of Chile.
    86. Matthew C. Li, 2014. "The US zero-coupon yield spread as a predictor of excess daily stock market volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 24(13), pages 889-906, July.
    87. Lutz, Byron & Sheiner, Louise, 2014. "The fiscal stress arising from state and local retiree health obligations," Journal of Health Economics, Elsevier, vol. 38(C), pages 130-146.
    88. Coman, Andra & Lloyd, Simon, 2019. "In the face of spillovers: prudential policies in emerging economies," Bank of England working papers 828, Bank of England.
    89. Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
    90. Yuriy Kitsul & Jonathan H. Wright, 2012. "The Economics of Options-Implied Inflation Probability Density Functions," Economics Working Paper Archive 600, The Johns Hopkins University,Department of Economics.
    91. Lloyd, S. P., 2017. "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics 1734, Faculty of Economics, University of Cambridge.
    92. Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2023. "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," Journal of International Economics, Elsevier, vol. 140(C).
    93. Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2017. "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium," Finance Research Letters, Elsevier, vol. 21(C), pages 100-106.
    94. Paul, Pascal, 2023. "Banks, maturity transformation, and monetary policy," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    95. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016. "The Term Premium as a Leading Macroeconomic Indicator," Working Papers 201613, University of Pretoria, Department of Economics.
    96. Takamizawa, Hideyuki, 2022. "How arbitrage-free is the Nelson–Siegel model under stochastic volatility?," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 205-223.
    97. Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
    98. Berardi, Andrea & Plazzi, Alberto, 2022. "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, vol. 134(C).
    99. Stefania D'Amico & Don H Kim & Min Wei, 2008. "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," BIS Working Papers 248, Bank for International Settlements.
    100. Choi, Ahjin & Kang, Kyu Ho, 2023. "Modeling the time-varying dynamic term structure of interest rates," Journal of Banking & Finance, Elsevier, vol. 153(C).
    101. Chipeniuk, Karsten O. & Walker, Todd B., 2021. "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, vol. 70(C).
    102. Antje Berndt & Peter Ritchken & Zhiqiang Sun, "undated". "On Correlation Effects and Default Clustering in Credit Models," GSIA Working Papers 2008-E36, Carnegie Mellon University, Tepper School of Business.
    103. Dionne, Georges & Gauthier, Geneviève & Hammami, Khemais & Maurice, Mathieu & Simonato, Jean-Guy, 2007. "A reduced form model of default spreads with Markov switching macroeconomic factors," Working Papers 07-8, HEC Montreal, Canada Research Chair in Risk Management.
    104. Tao Zou & Song Xi Chen, 2017. "Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 486-498, July.
    105. Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
    106. Audrino, Francesco & Serwart, Jan, 2024. "Yield curve trading strategies exploiting sentiment data," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    107. Gregory R. Duffee, 2012. "Forecasting interest rates," Economics Working Paper Archive 599, The Johns Hopkins University,Department of Economics.
    108. Carli, Francesco & Gomis-Porqueras, Pedro, 2021. "Real consequences of open market operations: The role of limited commitment," European Economic Review, Elsevier, vol. 132(C).
    109. Rebonato, Riccardo & Ronzani, Riccardo, 2021. "Is convexity efficiently priced? Evidence from international swap markets," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 392-413.
    110. Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020. "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers 202078, University of Pretoria, Department of Economics.
    111. Alfaro, Rodrigo & Piña, Marco, 2023. "Estimates of the US Shadow-Rate," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
    112. Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
    113. Antonio Díaz & Francisco Jareño & Eliseo Navarro, 2022. "Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2124-2145, April.
    114. Christina Anderl & Guglielmo Maria Caporale, 2022. "Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts," CESifo Working Paper Series 9687, CESifo.
    115. De Graeve, Ferre & Emiris, Marina & Wouters, Raf, 2009. "A structural decomposition of the US yield curve," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 545-559, May.
    116. Equiza-Goñi, Juan, 2016. "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 292-311.
    117. Ioannidis, Christos & Ka, Kook, 2018. "The impact of oil price shocks on the term structure of interest rates," Energy Economics, Elsevier, vol. 72(C), pages 601-620.
    118. David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
    119. Ho, Hsiao-Wei & Huang, Henry H. & Yildirim, Yildiray, 2014. "Affine model of inflation-indexed derivatives and inflation risk premium," European Journal of Operational Research, Elsevier, vol. 235(1), pages 159-169.
    120. James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, February.
    121. Christensen, Jens H.E. & Lopez, Jose A. & Mussche, Paul L., 2024. "International evidence on extending sovereign debt maturities," Journal of International Money and Finance, Elsevier, vol. 141(C).
    122. Song Han & Hao Zhou, 2011. "Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Working Papers 022011, Hong Kong Institute for Monetary Research.
    123. Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2012. "Forecasting government bond yields with large Bayesian vector autoregressions," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2026-2047.
    124. Kang, Kyu Ho, 2015. "The predictive density simulation of the yield curve with a zero lower bound," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 51-66.
    125. Gao, Pengjie & Lee, Chang & Murphy, Dermot, 2022. "Good for your fiscal health? The effect of the affordable care act on healthcare borrowing costs," Journal of Financial Economics, Elsevier, vol. 145(2), pages 464-488.
    126. Kwangyong Park, 2020. "The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility," Working Papers 2020-29, Economic Research Institute, Bank of Korea.
    127. Yan Liu & Jing Cynthia Wu, 2020. "Reconstructing the Yield Curve," NBER Working Papers 27266, National Bureau of Economic Research, Inc.
    128. Hansen, Anne Lundgaard, 2021. "Modeling persistent interest rates with double-autoregressive processes," Journal of Banking & Finance, Elsevier, vol. 133(C).
    129. Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
    130. Somvang PHIMMAVONG & Ian FERGUSON & Barbara OZARSKA, 2010. "Economy-Wide Impact of Forest Plantation Development in Laos Using a Dynamic General Equilibrium Approach," EcoMod2010 259600131, EcoMod.
    131. Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021. "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, vol. 128(C).
    132. Cristina Arellano & Ananth Ramanarayanan, 2008. "Default and the maturity structure in sovereign bonds," Globalization Institute Working Papers 19, Federal Reserve Bank of Dallas.
    133. Karahan, Cenk C. & Soykök, Emre, 2022. "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, vol. 84(C).
    134. Moessner, Richhild, 2015. "Reactions of US government bond yields to explicit FOMC forward guidance," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 217-233.
    135. Entrop, O. & von la Hausse, L. & Wilkens, M., 2017. "Looking beyond banks’ average interest rate risk: Determinants of high exposures," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 204-218.
    136. Stefano Nobili & Gerardo Palazzo, 2008. "A beta based framework for (lower) bond risk premia," Temi di discussione (Economic working papers) 689, Bank of Italy, Economic Research and International Relations Area.
    137. Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
    138. Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2024. "Risks and risk premia in the US Treasury market," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
    139. Stolyarov, Dmitriy & Tesar, Linda L., 2021. "Interest rate trends in a global context," Economic Modelling, Elsevier, vol. 101(C).
    140. Sinha, Arunima, 2016. "Monetary policy uncertainty and investor expectations," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 188-199.
    141. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    142. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242.
    143. Greg Duffee, 2010. "Sharpe ratios in term structure models," Economics Working Paper Archive 575, The Johns Hopkins University,Department of Economics.
    144. Goliński, Adam & Spencer, Peter, 2017. "The advantages of using excess returns to model the term structure," Journal of Financial Economics, Elsevier, vol. 125(1), pages 163-181.
    145. Gao, Pengjie & Lee, Chang & Murphy, Dermot, 2020. "Financing dies in darkness? The impact of newspaper closures on public finance," Journal of Financial Economics, Elsevier, vol. 135(2), pages 445-467.
    146. Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2020. "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," CEPR Discussion Papers 15258, C.E.P.R. Discussion Papers.
    147. Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011. "The affine arbitrage-free class of Nelson-Siegel term structure models," Journal of Econometrics, Elsevier, vol. 164(1), pages 4-20, September.
    148. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
    149. Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
    150. Boubaker, Sabri & Gounopoulos, Dimitris & Nguyen, Duc Khuong & Paltalidis, Nikos, 2020. "Reaching for yield and the diabolic loop in a monetary union," Journal of International Money and Finance, Elsevier, vol. 108(C).
    151. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022. "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers 202219, University of Pretoria, Department of Economics.
    152. David Beckworth & Kenneth P. Moon & J. Holland Toles, 2012. "Can Monetary Policy Influence Long-Term Interest Rates? It Depends," Economic Inquiry, Western Economic Association International, vol. 50(4), pages 1080-1096, October.
    153. Philippe Mueller & Mikhail Chernov, 2008. "The Term Structure of Inflation Expectations," 2008 Meeting Papers 346, Society for Economic Dynamics.
    154. Roy P. P. M. Hoevenaars & Roderick D. J. Molenaar & Peter C. Schotman & Tom B. M. Steenkamp, 2014. "Strategic Asset Allocation For Long‐Term Investors: Parameter Uncertainty And Prior Information," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 353-376, April.
    155. Hartley, Jonathan S. & Jermann, Urban J., 2024. "The pricing of U.S. Treasury floating rate notes," Journal of Financial Economics, Elsevier, vol. 155(C).
    156. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011. "Extracting deflation probability forecasts from Treasury yields," Working Paper Series 2011-10, Federal Reserve Bank of San Francisco.
    157. Baridhi Malakar, 2024. "Essays on Responsible and Sustainable Finance," Papers 2406.12995, arXiv.org.
    158. Benmelech, Efraim & Kumar, Nitish & Rajan, Raghuram, 2022. "The secured credit premium and the issuance of secured debt," Journal of Financial Economics, Elsevier, vol. 146(1), pages 143-171.
    159. Hong, Zhiwu & Niu, Linlin & Zhang, Chen, 2022. "Affine arbitrage-free yield net models with application to the euro debt crisis," Journal of Econometrics, Elsevier, vol. 230(1), pages 201-220.
    160. De Graeve, Ferre & Mazzolini, Giulio, 2023. "The maturity composition of government debt: A comprehensive database," European Economic Review, Elsevier, vol. 154(C).
    161. Abdymomunov, Azamat, 2013. "Predicting output using the entire yield curve," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 333-344.
    162. Wan, Runqing & Fulop, Andras & Li, Junye, 2022. "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, vol. 230(1), pages 114-130.
    163. Andreasen, Martin, 2011. "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers 417, Bank of England.
    164. Fousseni Chabi-Yo & Jun Yang, 2007. "A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate," Staff Working Papers 07-21, Bank of Canada.
    165. John H. Cochrane, 2017. "Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 113-226, National Bureau of Economic Research, Inc.
    166. Horváth, Lajos & Rice, Gregory, 2019. "Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 138-165.
    167. Shang, Fei, 2022. "The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    168. Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2023. "The information in joint term structures of bond yields," Journal of International Money and Finance, Elsevier, vol. 134(C).
    169. COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017. "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE 2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    170. Vahidin Jeleskovic & Anastasios Demertzidis, 2018. "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics 201839, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    171. Fricke, Christoph & Menkhoff, Lukas, 2015. "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 80-94.
    172. Robert S. Chirinko & Ryan Chiu & Shaina Henderson, 2019. "What went wrong?: The Puerto Rican debt crisis, the "Treasury Put," and the failure of market discipline," CESifo Working Paper Series 7558, CESifo.
    173. Massimo Guidolin & Alexei Orlov, 2020. "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers 20146, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    174. Sekkel, Rodrigo, 2011. "International evidence on bond risk premia," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 174-181, January.
    175. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019. "Benchmark Interest Rates When the Government is Risky," NBER Working Papers 26429, National Bureau of Economic Research, Inc.
    176. Cartea, Álvaro & Saúl, Jonatan & Toro, Juan, 2012. "Optimal portfolio choice in real terms: Measuring the benefits of TIPS," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 721-740.
    177. Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
    178. Connolly, Robert & Dubofsky, David & Stivers, Chris, 2018. "Macroeconomic uncertainty and the distant forward-rate slope," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 140-161.
    179. Barbieri Hermitte, Riccardo & Cagnazzo, Alberto & Favero, Carlo A. & Felici, Francesco & Macauda, Valeria & Nucci, Francesco & Tegami, Cristian, 2023. "ITFIN: A stock-flow consistent model for the Italian economy," Economic Modelling, Elsevier, vol. 119(C).
    180. Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015. "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
    181. Zheng, Huanhuan, 2023. "Sovereign debt responses to the COVID-19 pandemic," Journal of International Economics, Elsevier, vol. 143(C).
    182. Chen, Fang & Huang, Jing-Zhi & Sun, Zhenzhen & Yu, Tong, 2020. "Why do firms issue guaranteed bonds?," Journal of Banking & Finance, Elsevier, vol. 119(C).
    183. Faria, Adriano & Almeida, Caio, 2018. "A hybrid spline-based parametric model for the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 72-94.
    184. Leo Krippner, 2008. "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models," Research Paper Series 226, Quantitative Finance Research Centre, University of Technology, Sydney.
    185. Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2017. "Macro Risks and the Term Structure of Interest Rates," Finance and Economics Discussion Series 2017-058, Board of Governors of the Federal Reserve System (U.S.).
    186. Livingston, Miles & Wu, Yanbin & Zhou, Lei, 2019. "The decline in idiosyncratic values of US Treasury securities," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
    187. Kajuth, Florian & Watzka, Sebastian, 2008. "Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia," Discussion Papers in Economics 4858, University of Munich, Department of Economics.
    188. Lioui, Abraham & Tarelli, Andrea, 2019. "Macroeconomic environment, money demand and portfolio choice," European Journal of Operational Research, Elsevier, vol. 274(1), pages 357-374.
    189. De Rezende, Rafael B. & Ristiniemi, Annukka, 2018. "A shadow rate without a lower bound constraint," Working Paper Series 355, Sveriges Riksbank (Central Bank of Sweden).
    190. Andrade, Sandro C. & Barrett, W. Brian, 2011. "Can broker-dealer client surveys provide signals for debt investing?," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1170-1178, May.
    191. Tong, Xiaojun & He, Zhuoqiong Chong & Sun, Dongchu, 2018. "Estimating Chinese Treasury yield curves with Bayesian smoothing splines," Econometrics and Statistics, Elsevier, vol. 8(C), pages 94-124.
    192. Samuel Hanson & Jeremy C. Stein, 2012. "Monetary policy and long-term real rates," Finance and Economics Discussion Series 2012-46, Board of Governors of the Federal Reserve System (U.S.).
    193. Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2016. "Overseas unspanned factors and domestic bond returns," Bank of England working papers 618, Bank of England.
    194. Norman R. Swanson & Weiqi Xiong & Xiye Yang, 2020. "Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 587-613, August.
    195. Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021. "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers 2021-11, Department of Economics and Business Economics, Aarhus University.
    196. Florian Nagler & Giorgio Ottonello, 2022. "Inventory-Constrained Underwriters and Corporate Bond Offerings [Signalling by underpricing in the IPO market]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(3), pages 639-666.
    197. Michiel De Pooter & Robert F. Martin & Seth Pruitt & Rebecca DeSimone, 2015. "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers 1139, Board of Governors of the Federal Reserve System (U.S.).
    198. Yamamoto, Yohei & Tanaka, Shinya, 2015. "Testing for factor loading structural change under common breaks," Journal of Econometrics, Elsevier, vol. 189(1), pages 187-206.
    199. Díaz, Antonio & Escribano, Ana, 2017. "Liquidity measures throughout the lifetime of the U.S. Treasury bond," Journal of Financial Markets, Elsevier, vol. 33(C), pages 42-74.
    200. Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
    201. Lenel, Moritz & Piazzesi, Monika & Schneider, Martin, 2019. "The short rate disconnect in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 59-77.
    202. Christensen, Jens H.E. & Gillan, James M., 2022. "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, vol. 134(C).
    203. Xu, Hui & Pennacchi, George G., 2023. "Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds," Journal of Financial Markets, Elsevier, vol. 64(C).
    204. Aryo Sasongko & Cynthia Afriani Utama & Buddi Wibowo & Zaäfri Ananto Husodo, 2019. "Modifying Hybrid Optimisation Algorithms to Construct Spot Term Structure of Interest Rates and Proposing a Standardised Assessment," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 957-1003, October.
    205. Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui, 2013. "Estimating the spot rate curve using the Nelson–Siegel model," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 482-496.
    206. Song, Zhaogang & Zhu, Haoxiang, 2018. "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, vol. 128(1), pages 103-124.
    207. Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
    208. Laborda, Ricardo & Muñoz, Fernando, 2016. "Optimal allocation of government bond funds through the business cycle. Is money smart?," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 46-67.
    209. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017. "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers 23474, National Bureau of Economic Research, Inc.
    210. Guo, Xu & Lin, Hai & Wu, Chunchi & Zhou, Guofu, 2022. "Predictive information in corporate bond yields," Journal of Financial Markets, Elsevier, vol. 59(PB).
    211. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    212. Bouaddi, Mohammed & Larocque, Denis & Normandin, Michel, 2015. "Equity premia and state-dependent risks," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 393-409.
    213. Ermolov, Andrey, 2022. "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, vol. 145(1), pages 1-28.
    214. Eric Fischer, 2020. "Monetary Surprises and Global Financial Flows: A Case Study of Latin America," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 189-225, August.
    215. Audrino, Francesco & Offner, Eric A., 2024. "The impact of macroeconomic news sentiment on interest rates," International Review of Financial Analysis, Elsevier, vol. 94(C).
    216. Zhu, Qifei, 2021. "Capital supply and corporate bond issuances: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, vol. 141(2), pages 551-572.
    217. Greg Duffee, 2011. "Information in (and not in) the term structure," Economics Working Paper Archive 577, The Johns Hopkins University,Department of Economics.
    218. Zhiguo He & Bryan Kelly & Asaf Manela, 2016. "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers 21920, National Bureau of Economic Research, Inc.
    219. Strohsal, Till & Winkelmann, Lars, 2015. "Assessing the anchoring of inflation expectations," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 33-48.
    220. Kei Imakubo & Jouchi Nakajima, 2015. "Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model," Bank of Japan Working Paper Series 15-E-1, Bank of Japan.
    221. Samuel Maurer & Joshua V. Rosenberg, 2008. "Signal or noise? Implications of the term premium for recession forecasting," Economic Policy Review, Federal Reserve Bank of New York, vol. 14(Jul), pages 1-11.
    222. Jens H. E. Christensen, 2008. "Treasury bond yields and long-run inflation expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug15.
    223. Emrah Ahi & Vedat Akgiray & Emrah Sener, 2018. "Robust term structure estimation in developed and emerging markets," Annals of Operations Research, Springer, vol. 260(1), pages 23-49, January.
    224. Fang, Xuyun & Jiang, Zhiqian & Liu, Baixiao & McConnell, John J. & Zhou, Mingshan, 2022. "Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China," Journal of Financial Markets, Elsevier, vol. 59(PB).
    225. Goczek, Łukasz & Witkowski, Bartosz, 2023. "Spillover effects of the unconventional monetary policy of the European Central Bank," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 82-104.
    226. Roskelley, Kenneth D., 2016. "Augmenting the Taylor rule: Monetary policy and the bond market," Economics Letters, Elsevier, vol. 144(C), pages 64-67.
    227. Kozak, Serhiy, 2022. "Dynamics of bond and stock returns," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 188-209.
    228. Amin, Shehryar & Tédongap, Roméo, 2023. "The changing landscape of treasury auctions," Journal of Banking & Finance, Elsevier, vol. 148(C).
    229. Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024. "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, vol. 149(C).
    230. Andreasen, Martin M. & Christensen, Jens H.E. & Rudebusch, Glenn D., 2019. "Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices," Journal of Econometrics, Elsevier, vol. 212(1), pages 26-46.
    231. Stona, Filipe & Caldeira, João F., 2019. "Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 76-89.
    232. Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
    233. Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023. "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, vol. 237(2).
    234. Nina Boyarchenko & Andreas Fuster & David O. Lucca, 2014. "Understanding mortgage spreads," Staff Reports 674, Federal Reserve Bank of New York.
    235. Jankauskas, Tomas, 2023. "Essays in empirical finance," Other publications TiSEM 4c319f87-ba97-44be-897e-1, Tilburg University, School of Economics and Management.
    236. Li, Matthew C., 2016. "US term structure and international stock market volatility: The role of the expectations factor and the maturity premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 1-15.
    237. Michael Smolyansky & Gustavo A. Suarez, 2021. "Monetary policy and the corporate bond market: How important is the Fed information effect?," Finance and Economics Discussion Series 2021-010, Board of Governors of the Federal Reserve System (U.S.).
    238. Daniel L. Thornton & Giorgio Valente, 2010. "Predicting bond excess returns with forward rates: an asset-allocation perspective," Working Papers 2010-034, Federal Reserve Bank of St. Louis.
    239. Cécile Bastidon & Myriam Bontonou & Pierre Borgnat & Pablo Jensen & Patrice Abry & Antoine Parent, 2024. "Learning smooth graphs with sparse temporal variations to explore long-term financial trends," Post-Print hal-04731912, HAL.
    240. Abdymomunov, Azamat & Gerlach, Jeffrey, 2014. "Stress testing interest rate risk exposure," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 287-301.
    241. Hayashi, Fumio, 2018. "Computing equilibrium bond prices in the Vayanos-Vila model," Research in Economics, Elsevier, vol. 72(2), pages 181-195.
    242. Guo, Bin & Huang, Fuzhe & Li, Kai, 2020. "Time to build and bond risk premia," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
    243. Yong, Chen & Dingming, Liu, 2019. "How does government spending news affect interest rates? Evidence from the United States," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
    244. Guihai Zhao, 2018. "Ambiguity, Nominal Bond Yields and Real Bond Yields," Staff Working Papers 18-24, Bank of Canada.
    245. Chauvet, Marcelle & Senyuz, Zeynep, 2016. "A dynamic factor model of the yield curve components as a predictor of the economy," International Journal of Forecasting, Elsevier, vol. 32(2), pages 324-343.
    246. Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil, 2017. "Scenario generation for long run interest rate risk assessment," Journal of Econometrics, Elsevier, vol. 201(2), pages 333-347.
    247. Gaus, Eric & Sinha, Arunima, 2018. "What does the yield curve imply about investor expectations?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 248-265.
    248. Jang, Woon Wook, 2020. "Risk aversion, uncertainty, and monetary policy: Structural vector autoregressions identified with high-frequency external instruments," Economics Letters, Elsevier, vol. 186(C).
    249. Dahlquist, Magnus & Hasseltoft, Henrik, 2013. "International Bond Risk Premia," Journal of International Economics, Elsevier, vol. 90(1), pages 17-32.
    250. Gauthier, Geneviève & Simonato, Jean-Guy, 2012. "Linearized Nelson–Siegel and Svensson models for the estimation of spot interest rates," European Journal of Operational Research, Elsevier, vol. 219(2), pages 442-451.
    251. Amornsiripanitch, Natee, 2022. "The real effects of municipal bond insurance market disruptions11This paper was previous circulated with the title “Bond Insurance and Public Sector Employment.” I thank Gary Gorton, Andrew Metrick, H," Journal of Corporate Finance, Elsevier, vol. 75(C).
    252. Juan Equiza Goni, 2014. "Sovereign Debt Maturity and Debt-to GDP Dynamics in Six Euro Area Countries," Working Papers ECARES ECARES 2014-44, ULB -- Universite Libre de Bruxelles.
    253. Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2024. "Modeling volatility in dynamic term structure models," Journal of Financial Economics, Elsevier, vol. 161(C).
    254. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
    255. Seth Kopchak, 2014. "The absorption effect of US Treasury auctions," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 21-44, July.
    256. Andrew Blake & Garreth Rule & Ole Rummel, 2015. "Inflation targeting and term premia estimates for Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 24(1), pages 1-21, December.
    257. Zhang, Ji, 2016. "Macroeconomic news and the real interest rates at the zero lower bound," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 172-185.
    258. Zhang, Han & Fan, Xiaoyun & Guo, Bin & Zhang, Wei, 2019. "Reexamining time-varying bond risk premia in the post-financial crisis era," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
    259. Leippold, Markus & Yang, Hanlin, 2019. "Particle filtering, learning, and smoothing for mixed-frequency state-space models," Econometrics and Statistics, Elsevier, vol. 12(C), pages 25-41.

  36. Jonathan H. Wright, 2006. "The yield curve and predicting recessions," Finance and Economics Discussion Series 2006-07, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Aslanidis, Nektarios & Christiansen, Charlotte, 2012. "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
    2. Jean-Baptiste Hasse & Quentin Lajaunie, 2020. "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers 2013, Aix-Marseille School of Economics, France.
    3. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016. "Forecasting banking crises with dynamic panel probit models," Working Papers w201613, Banco de Portugal, Economics and Research Department.
    4. Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
    5. Pablo Aguilar & Corinna Ghirelli & Matías Pacce & Alberto Urtasun, 2020. "Can news help measure economic sentiment? An application in COVID-19 times," Working Papers 2027, Banco de España.
    6. Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
    7. Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019. "Binary Conditional Forecasts," Working Papers 2019-029, Federal Reserve Bank of St. Louis, revised Apr 2021.
    8. Rebecca Stuart, 2020. "Monetary regimes, the term structure and business cycles in Ireland, 1972–2018," Manchester School, University of Manchester, vol. 88(5), pages 731-748, September.
    9. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2012. "The yield curve and the macro-economy across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1950-1970.
    10. Christiansen, Charlotte, 2013. "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
    11. Valerio Ercolani & Filippo Natoli, 2020. "Forecasting US recessions: the role of economic uncertainty," Temi di discussione (Economic working papers) 1299, Bank of Italy, Economic Research and International Relations Area.
    12. B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
    13. Travis J. Berge, 2015. "Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(6), pages 455-471, September.
    14. Mateus A. Feitosa & Benjamin M. Tabak, 2007. "Predictability Of Economic Activity Using Yield Spreads: The Case Of Brazil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 029, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    15. Rachidi Kotchoni & Dalibor Stevanovic, 2020. "GDP Forecast Accuracy During Recessions," Working Papers 20-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    16. Modena, Matteo, 2008. "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper 8873, University Library of Munich, Germany.
    17. Davig, Troy & Hall, Aaron Smalter, 2019. "Recession forecasting using Bayesian classification," International Journal of Forecasting, Elsevier, vol. 35(3), pages 848-867.
    18. Schrimpf, Andreas & Wang, Qingwei, 2010. "A reappraisal of the leading indicator properties of the yield curve under structural instability," International Journal of Forecasting, Elsevier, vol. 26(4), pages 836-857, October.
    19. Sebastian Fossati, 2015. "Forecasting US recessions with macro factors," Applied Economics, Taylor & Francis Journals, vol. 47(53), pages 5726-5738, November.
    20. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007. "Macroeconomic implications of changes in the term premium," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 241-270.
    21. Azhar Iqbal & John Silvia, 2016. "Is Predicting Recessions Enough?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 51(4), pages 248-259, October.
    22. Mathias Moersch & Armin Pohl, 2011. "Predicting recessions with the term spread - recent evidence from seven countries," Applied Economics Letters, Taylor & Francis Journals, vol. 18(13), pages 1285-1288.
    23. Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank, 2021. "Treasury yield implied volatility and real activity," Journal of Financial Economics, Elsevier, vol. 140(2), pages 412-435.
    24. Thomas B. King & Andrew T. Levin & Roberto Perli, 2007. "Financial market perceptions of recession risk," Finance and Economics Discussion Series 2007-57, Board of Governors of the Federal Reserve System (U.S.).
    25. Ireland, Peter N., 2015. "Monetary policy, bond risk premia, and the economy," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 124-140.
    26. Harri Ponka, 2017. "The Role of Credit in Predicting US Recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 469-482, August.
    27. Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," Working Papers hal-04141569, HAL.
    28. Kevin Moran & Simplice Aime Nono, 2016. "Using Confidence Data to Forecast the Canadian Business Cycle," Cahiers de recherche 1606, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    29. Michael Bleaney & Paul Mizen & Veronica Veleanu, 2012. "Bond Spreads as Predictors of Economic Activity in Eight European Economies," Discussion Papers 12/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    30. Gebka, Bartosz & Wohar, Mark E., 2018. "The predictive power of the yield spread for future economic expansions: Evidence from a new approach," Economic Modelling, Elsevier, vol. 75(C), pages 181-195.
    31. Boukhatem, Jamel & Sekouhi, Hayfa, 2017. "What does the bond yield curve tell us about Tunisian economic activity?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 295-303.
    32. Nyberg, Henri, 2010. "QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles," MPRA Paper 23724, University Library of Munich, Germany.
    33. Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr, 2024. "Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity," Papers 2409.09179, arXiv.org.
    34. Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
    35. Heikki Kauppi, 2019. "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers 125, Aboa Centre for Economics.
    36. Rebecca Stuart, 2020. "The term structure, leading indicators, and recessions: evidence from Switzerland, 1974–2017," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-17, December.
    37. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
    38. Michael D. Bordo & Joseph G. Haubrich, 2006. "Forecasting with the yield curve; level, slope, and output 1875-1997," Working Papers (Old Series) 0611, Federal Reserve Bank of Cleveland.
    39. Vladimir Yankov & Egon Zakrajsek & Simon Gilchrist, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," 2009 Meeting Papers 514, Society for Economic Dynamics.
    40. Rudebusch, Glenn D. & Williams, John C., 2009. "Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 492-503.
    41. Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
    42. Gerlach, Stefan & Stuart, Rebecca, 2018. "The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913," CEPR Discussion Papers 13013, C.E.P.R. Discussion Papers.
    43. Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
    44. James D. Hamilton, 2010. "Calling Recessions in Real Time," NBER Working Papers 16162, National Bureau of Economic Research, Inc.
    45. Pönkä, Harri & Zheng, Yi, 2019. "The role of oil prices on the Russian business cycle," Research in International Business and Finance, Elsevier, vol. 50(C), pages 70-78.
    46. Nonejad, Nima, 2022. "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, vol. 83(C).
    47. Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013. "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers 2013-14, Department of Economics and Business Economics, Aarhus University.
    48. Daniel Detzer & Christian R. Proaño & Katja Rietzler & Sven Schreiber & Thomas Theobald & Sabine Stephan, 2012. "Verfahren der konjunkturellen Wendepunktbestimmung unter Berücksichtigung der Echtzeit-Problematik," IMK Studies 27-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    49. Proaño, Christian R. & Theobald, Thomas, 2014. "Predicting recessions with a composite real-time dynamic probit model," International Journal of Forecasting, Elsevier, vol. 30(4), pages 898-917.
    50. Apergis, Nicholas & Artikis, Panagiotis G. & Kyriazis, Dimitrios, 2015. "Does stock market liquidity explain real economic activity? New evidence from two large European stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 42-64.
    51. Sun, Jiandong & Feng, Shuaizhang & Hu, Yingyao, 2021. "Misclassification errors in labor force statuses and the early identification of economic recessions," Journal of Asian Economics, Elsevier, vol. 75(C).
    52. Peláez, Rolando F., 2015. "Market-timing the business cycle," Review of Financial Economics, Elsevier, vol. 26(C), pages 55-64.
    53. Boulis Ibrahim & Janusz Brzeszczynski, 2013. "Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007," CFI Discussion Papers 1305, Centre for Finance and Investment, Heriot Watt University.
    54. Chauvet, Marcelle & Senyuz, Zeynep, 2016. "A dynamic factor model of the yield curve components as a predictor of the economy," International Journal of Forecasting, Elsevier, vol. 32(2), pages 324-343.
    55. Deschamps, Bruno & Ioannidis, Christos & Ka, Kook, 2020. "High-frequency credit spread information and macroeconomic forecast revision," International Journal of Forecasting, Elsevier, vol. 36(2), pages 358-372.
    56. Dahlquist, Magnus & Hasseltoft, Henrik, 2013. "International Bond Risk Premia," Journal of International Economics, Elsevier, vol. 90(1), pages 17-32.
    57. Nonejad, Nima, 2022. "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).

  37. Don H. Kim & Jonathan H. Wright, 2005. "An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates," Finance and Economics Discussion Series 2005-33, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Fuerst, Timothy S., 2015. "Monetary policy and the term premium," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 1-10.
    2. Taboga, Marco, 2007. "Structural change and the bond yield conundrum," MPRA Paper 4965, University Library of Munich, Germany.
    3. Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco, 2010. "The role of macroeconomic policies in the global crisis," Questioni di Economia e Finanza (Occasional Papers) 69, Bank of Italy, Economic Research and International Relations Area.
    4. Schulz, Alexander & Wolff, Guntram B., 2009. "Sovereign bond market integration: the euro, trading platforms and financial crises," MPRA Paper 16900, University Library of Munich, Germany.
    5. Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021. "Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective," Working papers 844, Banque de France.
    6. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
    7. Meredith J. Beechey, 2006. "A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news," Finance and Economics Discussion Series 2007-06, Board of Governors of the Federal Reserve System (U.S.).
    8. Drew D. Creal & Jing Cynthia Wu, 2014. "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers 20115, National Bureau of Economic Research, Inc.
    9. Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
    10. Ethan Struby & Michael F. Connolly, 2022. "Shadow Rate Models and Monetary Policy," Working Papers 2022-03, Carleton College, Department of Economics.
    11. Gil-Alana, Luis A. & Moreno, Antonio, 2012. "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1181-1193.
    12. Glenn D. Rudebusch & Eric T. Swanson, 2008. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco.
    13. Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
    14. Carlo A. Favero & Ruben Fernandez-Fuertes, 2023. "Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns," BAFFI CAREFIN Working Papers 23210, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    15. Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009. "Explaining the US bond yield conundrum," Applied Financial Economics, Taylor & Francis Journals, vol. 19(7), pages 539-550.
    16. Goliński, Adam, 2021. "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, vol. 131(C).
    17. Lloyd, Simon & Ostry, Daniel, 2024. "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, vol. 238(C).
    18. Calice, Giovanni & Ioannidis, Christos & Miao, RongHui, 2016. "A Markov switching unobserved component analysis of the CDX index term premium," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 189-204.
    19. J. Benson Durham, 2006. "An estimate of the inflation risk premium using a three-factor affine term structure model," Finance and Economics Discussion Series 2006-42, Board of Governors of the Federal Reserve System (U.S.).
    20. Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers 993, Board of Governors of the Federal Reserve System (U.S.).
    21. Karsten Schweikert, 2022. "Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors," Papers 2201.05430, arXiv.org, revised Sep 2024.
    22. Christoph Boehm & T. Niklas Kroner, 2024. "Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock," NBER Working Papers 32636, National Bureau of Economic Research, Inc.
    23. Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
    24. François Gourio & Phuong Ngo, 2024. "Downward Nominal Rigidities and Bond Premia," Working Paper Series WP 2024-09, Federal Reserve Bank of Chicago.
    25. Craine, Roger & Martin, Vance L, 2009. "Interest Rate Conundrum," Department of Economics, Working Paper Series qt0409193t, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    26. Peter Hördahl, 2008. "The inflation risk premium in the term structure of interest rates," BIS Quarterly Review, Bank for International Settlements, September.
    27. Jessica James & Michael Leister & Christoph Rieger, 2017. "An empirical method of calculating the term premium," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1783-1793, December.
    28. Alexander L. Wolman, 2006. "Bond price premiums," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 92(Fall), pages 317-336.
    29. Orphanides, Athanasios & Kim, Don H., 2005. "Term Structure Estimation with Survey Data on Interest Rate Forecasts," CEPR Discussion Papers 5341, C.E.P.R. Discussion Papers.
    30. Modena, Matteo, 2008. "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper 8873, University Library of Munich, Germany.
    31. Ichiue, Hibiki & Ueno, Yoichi, 2015. "Monetary policy and the yield curve at zero interest," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 1-12.
    32. Yuriy Kitsul & Jonathan H. Wright, 2012. "The Economics of Options-Implied Inflation Probability Density Functions," Economics Working Paper Archive 600, The Johns Hopkins University,Department of Economics.
    33. Lloyd, S. P., 2017. "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics 1734, Faculty of Economics, University of Cambridge.
    34. Daniel O. Beltran & Maxwell Kretchmer & Jaime R. Marquez & Charles P. Thomas, 2012. "Foreign holdings of U.S. Treasuries and U.S. Treasury yields," International Finance Discussion Papers 1041, Board of Governors of the Federal Reserve System (U.S.).
    35. Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020. "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers 2020-18, Banco de México.
    36. Taboga, Marco, 2008. "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper 11585, University Library of Munich, Germany.
    37. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007. "Macroeconomic implications of changes in the term premium," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 241-270.
    38. Paul, Pascal, 2023. "Banks, maturity transformation, and monetary policy," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    39. Berardi, Andrea & Plazzi, Alberto, 2022. "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, vol. 134(C).
    40. Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
    41. Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
    42. Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2008. "The TIPS yield curve and inflation compensation," Finance and Economics Discussion Series 2008-05, Board of Governors of the Federal Reserve System (U.S.).
    43. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
    44. Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia 869, Banco de la Republica de Colombia.
    45. Taisuke Nakata & Hiroatsu Tanaka, 2020. "Equilibrium Yield Curves and the Interest Rate Lower Bound," CARF F-Series CARF-F-482, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    46. De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 112(C).
    47. Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen, 2009. "Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves," Bank of England working papers 360, Bank of England.
    48. Koepke, Robin, 2018. "Fed policy expectations and portfolio flows to emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 170-194.
    49. Kaszab, Lorant & Marsal, Ales, 2013. "Fiscal Policy and the Nominal Term Premium," Cardiff Economics Working Papers E2013/13, Cardiff University, Cardiff Business School, Economics Section.
    50. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
    51. Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014. "Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano," Borradores de Economia 854, Banco de la Republica de Colombia.
    52. Gokmenoglu, Korhan K. & Hadood, Abobaker Al.Al., 2020. "Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects," Finance Research Letters, Elsevier, vol. 33(C).
    53. De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?," LIDAM Discussion Papers LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
    54. Nikola Mirkov, 2014. "International financial transmission of the Fed's monetary policy," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 7(2), pages 7-49, September.
    55. Elizondo Rocío, 2023. "The Three Intelligible Factors of the Yield Curve in Mexico," Working Papers 2023-13, Banco de México.
    56. De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 114(C).
    57. Lange, Ronald Henry, 2018. "The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 80-91.
    58. Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," EconStor Preprints 204579, ZBW - Leibniz Information Centre for Economics.
    59. Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
    60. Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
    61. Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
    62. Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Research 143, National Bank of Belgium.
    63. Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
    64. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The Bond Yield "Conundrum" from a Macro-Finance Perspective," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 83-109, December.
    65. Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2017. "Forward Guidance, Monetary Policy Uncertainty, and the Term Premium," Research Working Paper RWP 17-7, Federal Reserve Bank of Kansas City.
    66. Mirkov, Nikola, 2012. "International Financial Transmission of the US Monetary Policy: An Empirical Assessment," Working Papers on Finance 1201, University of St. Gallen, School of Finance.
    67. Mirkov, Nikola & Pozdeev, Igor & Söderlind, Paul, 2019. "Verbal interventions and exchange rate policies: The case of Swiss franc cap," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 42-54.
    68. Yin, Ximing & Yang, Ge, 2024. "Instantaneous volatility of the yield curve, variance risk premium and bond return predictability," Journal of Empirical Finance, Elsevier, vol. 77(C).
    69. Coffinet, J. & Frappa, S., 2008. "Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area," Working papers 220, Banque de France.
    70. Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.
    71. Park, Yang-Ho, 2022. "Spread position as a leading economic indicator," Journal of Financial Markets, Elsevier, vol. 59(PA).
    72. Beechey, Meredith & Österholm, Pär & Poon, Aubrey, 2023. "Estimating the US trend short-term interest rate," Finance Research Letters, Elsevier, vol. 55(PA).
    73. Jonathan H. Wright, 2006. "The yield curve and predicting recessions," Finance and Economics Discussion Series 2006-07, Board of Governors of the Federal Reserve System (U.S.).
    74. Peter Hördahl & Eli M Remolona & Giorgio Valente, 2015. "Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve," BIS Working Papers 527, Bank for International Settlements.
    75. Carlos Alberto Cuadros Lara, 2015. "Descomposicion de la estructura a terminos de la tasa de interes de los bonos soberanos de Estados Unidos y Colombia," Revista de Economía del Rosario, Universidad del Rosario, vol. 18(2), pages 309-342, December.
    76. Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
    77. De Rezende, Rafael B. & Ristiniemi, Annukka, 2018. "A shadow rate without a lower bound constraint," Working Paper Series 355, Sveriges Riksbank (Central Bank of Sweden).
    78. Carrillo Julio A. & Elizondo Rocío & Rodríguez-Pérez Cid Alonso & Roldán-Peña Jessica, 2018. "What Determines the Neutral Rate of Interest in an Emerging Economy?," Working Papers 2018-22, Banco de México.
    79. Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Working Papers 25032, National Bureau of Economic Research, Inc.
    80. Michael T. Kiley, 2024. "Why Have Long-term Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time," Finance and Economics Discussion Series 2024-054, Board of Governors of the Federal Reserve System (U.S.).
    81. Malik, Sheheryar & Meldrum, Andrew, 2016. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 85-102.
    82. Dominic Anene & Stefania D'Amico, 2017. "A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices," Working Paper Series WP-2017-26, Federal Reserve Bank of Chicago.
    83. Daniel L. Thornton, 2008. "The unusual behavior of the federal funds and 10-year Treasury rates: a conundrum or Goodhart’s Law?," Working Papers 2007-039, Federal Reserve Bank of St. Louis.
    84. Lemke, Wolfgang & Werner, Thomas, 2017. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," Working Paper Series 2106, European Central Bank.
    85. Koepke, Robin, 2014. "Fed Policy Expectations and Portfolio Flows to Emerging Markets," MPRA Paper 63519, University Library of Munich, Germany, revised 07 Apr 2015.
    86. Selva Demiralp & Kamil Yilmaz, 2009. "Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve," Koç University-TUSIAD Economic Research Forum Working Papers 0914, Koc University-TUSIAD Economic Research Forum.
    87. Morell, Joseph, 2018. "The decline in the predictive power of the US term spread: A structural interpretation," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 314-331.
    88. Taisuke Nakata & Hiroatsu Tanaka, 2016. "Equilibrium Yield Curves and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-085, Board of Governors of the Federal Reserve System (U.S.).
    89. Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
    90. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    91. J. Benson Durham, 2007. "Implied interest rate skew, term premiums, and the \"conundrum\"," Finance and Economics Discussion Series 2007-55, Board of Governors of the Federal Reserve System (U.S.).
    92. Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007. "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers 07-028/4, Tinbergen Institute.
    93. Kučera, Adam, 2020. "Identification of triggers of U.S. yield curve movements," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    94. Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025. "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series 3012, European Central Bank.
    95. Samuel Maurer & Joshua V. Rosenberg, 2008. "Signal or noise? Implications of the term premium for recession forecasting," Economic Policy Review, Federal Reserve Bank of New York, vol. 14(Jul), pages 1-11.
    96. Jennifer E. Roush, 2008. "The \"growing pains\" of TIPS issuance," Finance and Economics Discussion Series 2008-08, Board of Governors of the Federal Reserve System (U.S.).
    97. Cieslak, Anna & Pang, Hao, 2021. "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, vol. 142(2), pages 880-904.
    98. Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024. "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, vol. 149(C).
    99. Zbynek Stork, 2016. "Term Structure of Interest Rates: Macro-Finance Approach," EcoMod2016 9566, EcoMod.
    100. Li, Xiao-Lin & Li, Xin & Si, Deng-Kui, 2020. "Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    101. Munch Grønlund, Asger & Jørgensen, Kasper & Schupp, Fabian, 2024. "Measuring market-based core inflation expectations," Working Paper Series 2908, European Central Bank.
    102. Julio Carrillo, 2017. "Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach," 2017 Meeting Papers 1509, Society for Economic Dynamics.
    103. Lange, Ronald Henry, 2018. "The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 164-182.
    104. Chien-Chiang Wang, 2021. "Online Appendix to "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Online Appendices 19-500, Review of Economic Dynamics.
    105. Kim, Daehwan & Moneta, Fabio, 2021. "Long-term foreign exchange risk premia and inflation risk," International Review of Financial Analysis, Elsevier, vol. 78(C).
    106. Yash P. Mehra, 2006. "Inflation uncertainty and the recent low level of the long bond rate," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 92(Sum), pages 225-253.
    107. Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Occasional Papers 0705, Banco de España.
    108. Berardi, Andrea, 2023. "Term premia and short rate expectations in the euro area," Journal of Empirical Finance, Elsevier, vol. 74(C).
    109. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
    110. Michael Woodford, 2011. "Pośrednictwo finansowe i analiza makroekonomiczna," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 11-12, pages 109-139.
    111. Tsz-Kin Chung & Cho-Hoi Hui & Ka-Fai Li, 2015. "Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium," Working Papers 212015, Hong Kong Institute for Monetary Research.
    112. Paul Rudel & Peter Tillmann, 2018. "News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy," MAGKS Papers on Economics 201832, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    113. Argyropoulos, Efthymios & Tzavalis, Elias, 2021. "The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 785-796.
    114. Suh, Sangwon & Kim, Daehwan, 2021. "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

  38. Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Raj S. Krishnasami Iyer & David Liu & Jonathan H. Wright, 2004. "The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market," International Finance Discussion Papers 823, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Kentaro Iwatsubo & Yoshihiro Kitamura, 2008. "Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate," Discussion Papers 0801, Graduate School of Economics, Kobe University.
    2. Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
    3. Chaboud, Alain P. & Chiquoine, Benjamin & Hjalmarsson, Erik & Loretan, Mico, 2010. "Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 212-240, March.
    4. Andreas M. Fischer & Angelo Ranaldo, 2008. "Does FOMC News Increase Global FX Trading?," Working Papers 2008-09, Swiss National Bank.
    5. Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, April.
    6. Savaser, Tanseli, 2011. "Exchange rate response to macronews: Through the lens of microstructure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 107-126, February.
    7. Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
    8. Evžen Kocenda & Michala Moravcová, 2018. "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series 7239, CESifo.
    9. Rasmus Fatum & Barry Scholnick, "undated". "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series 05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
    10. Mahmoodzadeh, Soheil & Gençay, Ramazan, 2017. "Human vs. high-frequency traders, penny jumping, and tick size," Journal of Banking & Finance, Elsevier, vol. 85(C), pages 69-82.
    11. Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," Working Papers 561, Research Seminar in International Economics, University of Michigan.
    12. Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H., 2008. "Order flow and exchange rate dynamics in electronic brokerage system data," Journal of International Economics, Elsevier, vol. 75(1), pages 93-109, May.
    13. David W. Berger & Alain P. Chaboud & Erik Hjalmarsson & Edward Howorka, 2006. "What drives volatility persistence in the foreign exchange market?," International Finance Discussion Papers 862, Board of Governors of the Federal Reserve System (U.S.).
    14. Ito, Takatoshi & Yamada, Masahiro, 2018. "Did the reform fix the London fix problem?," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 75-95.
    15. Takatoshi Ito & Yuko Hashimoto, 2006. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers 12682, National Bureau of Economic Research, Inc.
    16. Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008. "The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
    17. Balazs Egert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," William Davidson Institute Working Papers Series wp955, William Davidson Institute at the University of Michigan.
    18. Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers 11769, National Bureau of Economic Research, Inc.
    19. Janusz Brzeszczynski & Michael Melvin, 2006. "Explaining trading volume in the euro," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 25-34.
    20. Fang Cai & Edward Howorka & Jon Wongswan, 2006. "Transmission of volatility and trading activity in the global interdealer foreign exchange market: evidence from electronic broking services (EBS) data," International Finance Discussion Papers 863, Board of Governors of the Federal Reserve System (U.S.).
    21. Ito, Takatoshi & Yamada, Masahiro, 2017. "Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing," Journal of International Economics, Elsevier, vol. 109(C), pages 214-234.
    22. Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
    23. Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.

  39. Jonathan H. Wright, 2003. "Bayesian Model Averaging and exchange rate forecasts," International Finance Discussion Papers 779, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Jäckel, Christoph, 2013. "Model uncertainty and expected return proxies," MPRA Paper 51978, University Library of Munich, Germany.
    2. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    3. Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014. "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers 201415, University of Pretoria, Department of Economics.
    4. James Rockey & Jonathan Temple, 2015. "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers 15/656, School of Economics, University of Bristol, UK.
    5. Ghysels, Eric & Ozkan, Nazire, 2015. "Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1009-1020.
    6. Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
    7. Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012. "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia 9511, Banco de la Republica.
    8. Kilian, Lutz & Inoue, Atsushi, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers.
    9. Raheem, Ibrahim, 2020. "Global financial cycles and exchange rate forecast: A factor analysis," MPRA Paper 105358, University Library of Munich, Germany.
    10. Behnamian, Mehdi & Shojaee, Abdul Nasser & Haji, Gholamali, 2021. "Investigating the Effective Factors in the Growth of Private Sector Investment in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(4), pages 84-57, February.
    11. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
    12. Wu, Jyh-Lin & Wang, Yi-Chiuan, 2013. "Fundamentals, forecast combinations and nominal exchange-rate predictability," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 129-145.
    13. Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series 276, WU Vienna University of Economics and Business.
    14. Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "Finance and Wealth Inequality," Working Papers IES 2018/35, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2018.
    15. Buncic, Daniel & Piras, Gion Donat, 2014. "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series 1436, University of St. Gallen, School of Economics and Political Science, revised Oct 2015.
    16. Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
    17. P. A. Nazarov & Kazakova, Maria, 2014. "Theoretical Basis of Prediction of Main Budget Parameters of Country," Published Papers r90221, Russian Presidential Academy of National Economy and Public Administration.
    18. Beckmann, Joscha & Czudaj, Robert, 2016. "The impact of uncertainty on professional exchange rate forecasts," Ruhr Economic Papers 637, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    19. Pablo Pincheira, 2012. "Are Forecast Combinations Efficient?," Working Papers Central Bank of Chile 661, Central Bank of Chile.
    20. Abe, Ryosuke & Kato, Hironori, 2017. "What led to the establishment of a rail-oriented city? Determinants of urban rail supply in Tokyo, Japan, 1950–2010," Transport Policy, Elsevier, vol. 58(C), pages 72-79.
    21. Kapetanios, G. & Labhard, V. & Price, S., 2007. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers 07/15, Department of Economics, City University London.
    22. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017. "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers 201728, University of Pretoria, Department of Economics.
    23. Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 853, Banco de la Republica de Colombia.
    24. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    25. Yi-Ting Chen & Chu-An Liu, 2021. "Model Averaging for Asymptotically Optimal Combined Forecasts," IEAS Working Paper : academic research 21-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    26. Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    27. Martin McCarthy, Stephen Snudden, 2024. "Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data," LCERPA Working Papers jc0148, Laurier Centre for Economic Research and Policy Analysis, revised Oct 2024.
    28. Hai Long Vo & Duc Hong Vo, 2023. "The purchasing power parity and exchange‐rate economics half a century on," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 446-479, April.
    29. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
    30. Bastos, Guadalupe & García-Martos, Carolina, 2017. "Electricity prices forecasting by averaging dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 24028, Universidad Carlos III de Madrid. Departamento de Estadística.
    31. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers 374, Bank for International Settlements.
    32. Brock,W.A. & Durlauf,S.N. & West,K.D., 2004. "Model uncertainty and policy evaluation : some theory and empirics," Working papers 19, Wisconsin Madison - Social Systems.
    33. Theo Eicher & Cecilia Garcia-Peñalosa & David Kuenzel, 2018. "Constitutional rules as determinants of social infrastructure," Post-Print hal-01981017, HAL.
    34. Siemsen, Thomas & Vilsmeier, Johannes, 2017. "A stress test framework for the German residential mortgage market: Methodology and application," Discussion Papers 37/2017, Deutsche Bundesbank.
    35. Katrin Wölfel & Christoph S. Weber, 2017. "Searching for the Fed’s reaction function," Empirical Economics, Springer, vol. 52(1), pages 191-227, February.
    36. Morales-Arias, Leonardo & Moura, Guilherme V., 2013. "Adaptive forecasting of exchange rates with panel data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 493-509.
    37. Nima Zarrabi & Stuart Snaith & Jerry Coakley, 2022. "Exchange rate forecasting using economic models and technical trading rules," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 997-1018, July.
    38. Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
    39. Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Filipa Da Silva Fernandes, 2019. "Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1443-1463, October.
    40. Wang, Shengjie & Kang, Yanfei & Petropoulos, Fotios, 2024. "Combining probabilistic forecasts of intermittent demand," European Journal of Operational Research, Elsevier, vol. 315(3), pages 1038-1048.
    41. Drechsel, Katja & Scheufele, Rolf, 2012. "The performance of short-term forecasts of the German economy before and during the 2008/2009 recession," International Journal of Forecasting, Elsevier, vol. 28(2), pages 428-445.
    42. Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013. "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers 201338, University of Pretoria, Department of Economics.
    43. Mr. Tamim Bayoumi & Mr. Andrew J Swiston, 2008. "Spillovers Across NAFTA," IMF Working Papers 2008/003, International Monetary Fund.
    44. Cameron Fen & Samir Undavia, 2022. "Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model," Papers 2203.06540, arXiv.org.
    45. Han Lin Shang, 2012. "Point and interval forecasts of age-specific life expectancies," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 27(21), pages 593-644.
    46. P. A. Nazarov & Kazakova, Maria, 2014. "Development of Prediction Model of Basic Budget Parameters in Russian Federation," Published Papers r90220, Russian Presidential Academy of National Economy and Public Administration.
    47. Andrés M. Alonso & Guadalupe Bastos & Carolina García-Martos, 2016. "Electricity Price Forecasting by Averaging Dynamic Factor Models," Energies, MDPI, vol. 9(8), pages 1-21, July.
    48. Li, Gang & Li, Yong, 2015. "Forecasting copper futures volatility under model uncertainty," Resources Policy, Elsevier, vol. 46(P2), pages 167-176.
    49. Liao, Jun & Zou, Guohua, 2020. "Corrected Mallows criterion for model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    50. Baele, L.T.M. & De Bruyckere, Valerie & De Jonghe, O.G. & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Other publications TiSEM 64ca79ee-d480-4d66-a8b6-a, Tilburg University, School of Economics and Management.
    51. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    52. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
    53. Wachter, Jessica A. & Warusawitharana, Missaka, 2015. "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, vol. 186(1), pages 74-93.
    54. Han Hong & Bruce Preston, 2008. "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers 14284, National Bureau of Economic Research, Inc.
    55. Ribeiro, Pinho J., 2017. "Selecting exchange rate fundamentals by bootstrap," International Journal of Forecasting, Elsevier, vol. 33(4), pages 894-914.
    56. Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
    57. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    58. Joscha Beckmann & Rainer Schüssler, 2014. "Forecasting Exchange Rates under Model and Parameter Uncertainty," CQE Working Papers 3214, Center for Quantitative Economics (CQE), University of Muenster.
    59. de Souza Vasconcelos, Camila & Hadad Júnior, Eli, 2023. "Forecasting exchange rate: A bibliometric and content analysis," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 607-628.
    60. Nima Nonejad, 2021. "An Overview Of Dynamic Model Averaging Techniques In Time‐Series Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 566-614, April.
    61. Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers halshs-01003914, HAL.
    62. Jorge Selaive & Vicente Tuesta, 2004. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance 0404014, University Library of Munich, Germany.
    63. Rumi Masih & A. Mansur M. Masih & Kilian Mie, 2010. "Model uncertainty and asset return predictability: an application of Bayesian model averaging," Applied Economics, Taylor & Francis Journals, vol. 42(15), pages 1963-1972.
    64. Angela He & Alan Wan, 2009. "Predicting daily highs and lows of exchange rates: a cointegration analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(11), pages 1191-1204.
    65. Siemsen, Thomas & Vilsmeier, Johannes, 2018. "On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests," Discussion Papers 31/2018, Deutsche Bundesbank.
    66. George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting Using Predictive Likelihood Model Averaging," Working Papers 567, Queen Mary University of London, School of Economics and Finance.
    67. Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
    68. Niehof, Britta & Hayo, Bernd, 2014. "Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100410, Verein für Socialpolitik / German Economic Association.
    69. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
    70. Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
    71. Liu, Jing & Wei, Yu & Ma, Feng & Wahab, M.I.M., 2017. "Forecasting the realized range-based volatility using dynamic model averaging approach," Economic Modelling, Elsevier, vol. 61(C), pages 12-26.
    72. Samuels, Jon D. & Sekkel, Rodrigo M., 2017. "Model Confidence Sets and forecast combination," International Journal of Forecasting, Elsevier, vol. 33(1), pages 48-60.
    73. Kim, Hyun Hak & Swanson, Norman R., 2014. "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
    74. Montgomery, Jacob M. & Hollenbach, Florian M. & Ward, Michael D., 2015. "Calibrating ensemble forecasting models with sparse data in the social sciences," International Journal of Forecasting, Elsevier, vol. 31(3), pages 930-942.
    75. Moral-Benito, Enrique, 2010. "Model averaging in economics," MPRA Paper 26047, University Library of Munich, Germany.
    76. Sun, Shaolong & Wang, Shouyang & Wei, Yunjie, 2019. "A new multiscale decomposition ensemble approach for forecasting exchange rates," Economic Modelling, Elsevier, vol. 81(C), pages 49-58.
    77. Yu-chin Chen & Kenneth Rogoff, 2006. "Are the Commodity Currencies an Exception to the Rule?," Working Papers UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
    78. Conrad, Christian, 2017. "When does information on forecast variance improve the performance of a combined forecast?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168200, Verein für Socialpolitik / German Economic Association.
    79. Aristidou, Chrystalleni & Lee, Kevin & Shields, Kalvinder, 2022. "Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model," Journal of International Money and Finance, Elsevier, vol. 123(C).
    80. George Kapetanios & Vincent Labhard & Simon Price, 2007. "Forecast combination and the Bank of England’s suite of statistical forecasting models," Bank of England working papers 323, Bank of England.
    81. Jing Zeng, 2015. "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz 2015-11, Department of Economics, University of Konstanz.
    82. Mr. Chris Papageorgiou & Christian Henn & Theo S. Eicher, 2008. "Trade Creation and Diversion Revisited: Accounting for Model Uncertainty and Natural Trading Partner Effects," IMF Working Papers 2008/066, International Monetary Fund.
    83. Buncic, Daniel & Moretto, Carlo, 2015. "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 1-38.
    84. Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
    85. Kim, Young Min & Lee, Seojin, 2020. "Exchange rate predictability: A variable selection perspective," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 117-134.
    86. Simionescu, Mihaela, 2014. "Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 5(2), pages 131-140.
    87. Beckmann, Joscha & Schüssler, Rainer, 2016. "Forecasting exchange rates under parameter and model uncertainty," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 267-288.
    88. Roberto Leon-Gonzalez & Daniel Montolio, 2012. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers 12-08, National Graduate Institute for Policy Studies.
    89. Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
    90. Korobilis, Dimitris, 2018. "Machine Learning Macroeconometrics A Primer," Essex Finance Centre Working Papers 22666, University of Essex, Essex Business School.
    91. Dahlquist, Magnus & Hasseltoft, Henrik, 2020. "Economic momentum and currency returns," Journal of Financial Economics, Elsevier, vol. 136(1), pages 152-167.
    92. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
    93. Drechsel, Katja & Scheufele, Rolf, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10/2010, Halle Institute for Economic Research (IWH).
    94. Caraiani, Petre, 2017. "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 60-81.
    95. Darvas, Zsolt & Schepp, Zoltán, 2024. "Exchange rates and fundamentals: Forecasting with long maturity forward rates," Journal of International Money and Finance, Elsevier, vol. 143(C).
    96. Gelper, Sarah & Stremersch, Stefan, 2014. "Variable selection in international diffusion models," International Journal of Research in Marketing, Elsevier, vol. 31(4), pages 356-367.
    97. de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009. "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 581-604, June.
    98. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
    99. Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017. "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 341-363, February.
    100. Beckmann, Joscha & Boonman, Tjeerd M. & Schreiber, Sven, 2024. "Expectations, sentiments and capital flows to emerging market economies," Emerging Markets Review, Elsevier, vol. 62(C).
    101. Zhang, Junting & Liu, Haifei & Bai, Wei & Li, Xiaojing, 2024. "A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
    102. Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018. "Momentum of return predictability," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 141-156.
    103. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2020. "Do Cryptocurrency Prices Camouflage Latent Economic Effects? A Bayesian Hidden Markov Approach," Future Internet, MDPI, vol. 12(3), pages 1-19, March.
    104. Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019. "The common component of bilateral US exchange rates: to what is it related?," Empirical Economics, Springer, vol. 56(4), pages 1251-1268, April.
    105. Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias, 2011. "Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?," Melbourne Institute Working Paper Series wp2011n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    106. Chao Liu & Fengfeng Gao & Mengwan Zhang & Yuanrui Li & Cun Qian, 2024. "Reference Vector-Based Multiobjective Clustering Ensemble Approach for Time Series Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 181-210, July.
    107. Graefe, Andreas & Küchenhoff, Helmut & Stierle, Veronika & Riedl, Bernhard, 2015. "Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems," International Journal of Forecasting, Elsevier, vol. 31(3), pages 943-951.
    108. Anwen Yin, 2024. "Predictive model averaging with parameter instability and heteroskedasticity," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 418-442, April.
    109. Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "The implications of monetary expansion in China for the US dollar," Journal of Asian Economics, Elsevier, vol. 46(C), pages 71-84.
    110. Mr. Tamim Bayoumi & Mr. Andrew J Swiston, 2007. "Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries," IMF Working Papers 2007/182, International Monetary Fund.
    111. Jonathan H. Wright, 2003. "Forecasting U.S. inflation by Bayesian Model Averaging," International Finance Discussion Papers 780, Board of Governors of the Federal Reserve System (U.S.).
    112. Yin-Wong Cheung & Wenhao Wang, 2019. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," CESifo Working Paper Series 7840, CESifo.
    113. Spierdijk, Laura & Umar, Zaghum, 2014. "Stocks for the long run? Evidence from emerging markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 217-238.
    114. Karol Szafranek & Marek Kwas & Grzegorz Szafrański & Zuzanna Wośko, 2020. "Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach," Energies, MDPI, vol. 13(23), pages 1-23, November.
    115. Jiawen Luo & Qun Zhang, 2024. "Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 151-217, February.
    116. Ren, Yu & Liang, Xuanxuan & Wang, Qin, 2021. "Short-term exchange rate forecasting: A panel combination approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    117. David Alan Peel & Pantelis Promponas, 2016. "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers 144439514, Lancaster University Management School, Economics Department.
    118. Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab, 2023. "Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning," Papers 2303.16149, arXiv.org.
    119. Neil R. Ericsson, 2008. "The Fragility of Sensitivity Analysis: An Encompassing Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 895-914, December.
    120. Pablo Pincheira-Brown & Andrea Bentancor & Nicolás Hardy, 2023. "An Inconvenient Truth about Forecast Combinations," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
    121. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
    122. Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
    123. Brent Meyer & Murat Tasci, 2015. "Lessons for forecasting unemployment in the United States: use flow rates, mind the trend," FRB Atlanta Working Paper 2015-1, Federal Reserve Bank of Atlanta.
    124. Anthony Garratt & Ivan Petrella, 2022. "Commodity prices and inflation risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 392-414, March.
    125. Matthias Pelster & Johannes Vilsmeier, 2018. "The determinants of CDS spreads: evidence from the model space," Review of Derivatives Research, Springer, vol. 21(1), pages 63-118, April.
    126. Aijun Yang & Ju Xiang & Lianjie Shu & Hongqiang Yang, 2018. "Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors," Computational Economics, Springer;Society for Computational Economics, vol. 51(2), pages 323-338, February.
    127. Yang Aijun & Xiang Ju & Yang Hongqiang & Lin Jinguan, 2018. "Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 1123-1138, April.
    128. Enrique Moral-Benito, 2015. "Model Averaging In Economics: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 46-75, February.
    129. Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben, 2015. "The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?," MPRA Paper 68966, University Library of Munich, Germany.
    130. Pelster, Matthias & Vilsmeier, Johannes, 2016. "The determinants of CDS spreads: Evidence from the model space," Discussion Papers 43/2016, Deutsche Bundesbank.
    131. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    132. Jon D. Samuels & Rodrigo Sekkel, 2013. "Forecasting with Many Models: Model Confidence Sets and Forecast Combination," Staff Working Papers 13-11, Bank of Canada.
    133. Wen-Hsien Liu & Shu-Shih Weng, 2018. "On predicting the semiconductor industry cycle: a Bayesian model averaging approach," Empirical Economics, Springer, vol. 54(2), pages 673-703, March.
    134. Pedro Henrique Melo Albuquerque & Yaohao Peng & João Pedro Fontoura da Silva, 2022. "Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1701-1724, December.
    135. Garratt, Anthony & Lee, Kevin, 2010. "Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 403-422, April.
    136. Vanina Forget, 2012. "Doing well and doing good: a multi-dimensional puzzle," Working Papers hal-00672037, HAL.
    137. Hualing Lin & Qiubi Sun & Sheng-Qun Chen, 2020. "Reducing Exchange Rate Risks in International Trade: A Hybrid Forecasting Approach of CEEMDAN and Multilayer LSTM," Sustainability, MDPI, vol. 12(6), pages 1-19, March.
    138. Liu, Li & Tan, Siming & Wang, Yudong, 2020. "Can commodity prices forecast exchange rates?," Energy Economics, Elsevier, vol. 87(C).
    139. Jing Zeng, 2016. "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 415-444, May.
    140. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2013. "Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 442-455.
    141. Hansen, Bruce E., 2008. "Least-squares forecast averaging," Journal of Econometrics, Elsevier, vol. 146(2), pages 342-350, October.
    142. Zhu, Xiaoneng, 2015. "Out-of-sample bond risk premium predictions: A global common factor," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 155-173.
    143. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper 88754, University Library of Munich, Germany, revised Feb 2018.

  40. Jon Faust & John H. Rogers & Shing-Yi Wang & Jonathan H. Wright, 2003. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements," International Finance Discussion Papers 784, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013. "The Micro Dynamics of Macro Announcements," CESifo Working Paper Series 4421, CESifo.
    2. Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010. "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization Institute Working Papers 49, Federal Reserve Bank of Dallas.
    3. Jeanne, Olivier & Son, Jeongwon, 2024. "To what extent are tariffs offset by exchange rates?," Journal of International Money and Finance, Elsevier, vol. 142(C).
    4. Mehmet Ivrendi & Douglas K. Pearce, 2014. "Asset prices and expected monetary policy: evidence from daily data," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 985-995, March.
    5. Peter Andersen & Suk-Joong Kim, 2018. "Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 2, pages 43-71, World Scientific Publishing Co. Pte. Ltd..
    6. Engel, Charles & Devereux, Michael B, 2006. "Expectations and Exchange Rate Policy," CEPR Discussion Papers 5743, C.E.P.R. Discussion Papers.
    7. Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C., 2007. "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," ERIM Report Series Research in Management ERS-2007-066-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    8. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, September.
    9. Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
    10. Yuko Hashimoto & Takatoshi Ito, 2009. "Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture," NBER Working Papers 15020, National Bureau of Economic Research, Inc.
    11. Bredin, Don & Hyde, Stuart & Reilly, Gerard O., 2010. "Monetary policy surprises and international bond markets," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 988-1002, October.
    12. Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
    13. Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2012. "On the Effects of Private Information on Volatility," CREATES Research Papers 2012-08, Department of Economics and Business Economics, Aarhus University.
    14. Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Paper Series 2012-12, Federal Reserve Bank of San Francisco.
    15. Ehrmann, Michael & Fratzscher, Marcel, 2003. "Equal size, equal role? Interest rate interdependence between the Euro area and the United States," CFS Working Paper Series 2003/46, Center for Financial Studies (CFS).
    16. Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016. "The Financial Stability Dark Side of Monetary Policy," BCAM Working Papers 1601, Birkbeck Centre for Applied Macroeconomics.
    17. Fleming, Michael J. & Mizrach, Bruce & Nguyen, Giang, 2018. "The microstructure of a U.S. Treasury ECN: The BrokerTec platform," Journal of Financial Markets, Elsevier, vol. 40(C), pages 2-22.
    18. Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint," Questioni di Economia e Finanza (Occasional Papers) 772, Bank of Italy, Economic Research and International Relations Area.
    19. Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan, 2015. "Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 245-262.
    20. Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1201, BBVA Bank, Economic Research Department.
    21. Michael D. Bauer, 2015. "Nominal Interest Rates and the News," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 295-332, March.
    22. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
    23. Martin D. D. Evans & Dagfinn Rime, 2011. "Micro approaches to foreign exchange determination," Working Paper 2011/05, Norges Bank.
    24. Wright, Jonathan & Gürkaynak, Refet, 2013. "Identification and Inference Using Event Studies," CEPR Discussion Papers 9388, C.E.P.R. Discussion Papers.
    25. Rosa, Carlo & Verga, Giovanni, 2006. "The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market," LSE Research Online Documents on Economics 19777, London School of Economics and Political Science, LSE Library.
    26. Carlo Altavilla & Domenico Giannone, 2014. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF 1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    27. Andreas M. Fischer & Angelo Ranaldo, 2008. "Does FOMC News Increase Global FX Trading?," Working Papers 2008-09, Swiss National Bank.
    28. Corsetti, G. & Lafarguette, R. & Mehl, A., 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics 1970, Faculty of Economics, University of Cambridge.
    29. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
    30. Jeremy J. Nalewaik, 2008. "Lack of signal error (LoSE) and implications for OLS regression: measurement error for macro data," Finance and Economics Discussion Series 2008-15, Board of Governors of the Federal Reserve System (U.S.).
    31. Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
    32. Hannes Haushofer & Gabriel Moser & Renate Unger, 2005. "Fundamental and Nonfundamental Factors in the Euro/U.S. Dollar Market in 2002 and 2003," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 58-76.
    33. Rosa, Carlo, 2011. "The high-frequency response of exchange rates to monetary policy actions and statements," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 478-489, February.
    34. Frederic S. Mishkin, 2008. "Globalization, Macroeconomic Performance, and Monetary Policy," NBER Working Papers 13948, National Bureau of Economic Research, Inc.
    35. Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015. "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 116-141.
    36. Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007. "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers 0707, ERC - Economic Research Center, Middle East Technical University, revised Dec 2007.
    37. Ben Omrane, Walid & Savaser, Tanseli & Welch, Robert & Zhou, Xinyao, 2019. "Time-varying effects of macroeconomic news on euro-dollar returns," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    38. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019. "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
    39. Jenny Tang, 2015. "FOMC Communication and Interest Rate Sensitivity to News," 2015 Meeting Papers 349, Society for Economic Dynamics.
    40. Gürkaynak, Refet & Kısacıkoğlu, Burçin & Wright, Jonathan, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers 13153, C.E.P.R. Discussion Papers.
    41. François Gourio & Phuong Ngo, 2020. "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series WP 2020-01, Federal Reserve Bank of Chicago.
    42. Linda S. Goldberg, 2013. "Banking Globalization, Transmission, and Monetary Policy Autonomy," NBER Working Papers 19497, National Bureau of Economic Research, Inc.
    43. Alexander Rodnyansky & Yannick Timmer & Naoki Yago, 2023. "Intervening against the Fed," CESifo Working Paper Series 10575, CESifo.
    44. Eric T. Swanson & John C. Williams, 2013. "Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany," Working Paper Series 2013-21, Federal Reserve Bank of San Francisco.
    45. Reinhold Heinlein & Gabriele M. Lepori, 2022. "Do financial markets respond to macroeconomic surprises? Evidence from the UK," Empirical Economics, Springer, vol. 62(5), pages 2329-2371, May.
    46. Patrice T. Robitaille & Jennifer E. Roush, 2006. "How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices?," International Finance Discussion Papers 868, Board of Governors of the Federal Reserve System (U.S.).
    47. Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
    48. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
    49. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019. "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 117-135.
    50. Richard H. Clarida & Daniel Waldman, 2008. "Is Bad News about Inflation Good News for the Exchange Rate? And, If So, Can That Tell Us Anything about the Conduct of Monetary Policy?," NBER Chapters, in: Asset Prices and Monetary Policy, pages 371-396, National Bureau of Economic Research, Inc.
    51. Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
    52. Joshua Hausman & Jon Wongswan, 2006. "Global asset prices and FOMC announcements," International Finance Discussion Papers 886, Board of Governors of the Federal Reserve System (U.S.).
    53. Ehrmann, Michael & Fratzscher, Marcel, 2007. "Explaining monetary policy in press conferences," Working Paper Series 767, European Central Bank.
    54. Alex Ilek, 2020. "Are monetary surprises effective? The view of professional forecasters in Israel," Bank of Israel Working Papers 2020.09, Bank of Israel.
    55. Andrew Coleman & Özer Karagedikli, 2008. "The relative size of New Zealand exchange rate and interest rate responses to news," Reserve Bank of New Zealand Discussion Paper Series DP2008/12, Reserve Bank of New Zealand.
    56. Meher Manzur, 2018. "Exchange rate economics is always and everywhere controversial," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 216-232, January.
    57. Ben Omrane, Walid & Savaşer, Tanseli, 2016. "The sign switch effect of macroeconomic news in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 96-114.
    58. Eguren-Martin, Fernando & McLaren, Nick, 2015. "How much do UK market interest rates respond to macroeconomic data news?," Bank of England Quarterly Bulletin, Bank of England, vol. 55(3), pages 259-272.
    59. Badye Essid & Tolga Cenesizoglu, 2010. "The Effect of Monetary Policy on Credit Spreads," 2010 Meeting Papers 1139, Society for Economic Dynamics.
    60. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
    61. Ayadi, Mohamed A. & Ben Omrane, Walid & Das, Deepan Kumar, 2024. "Macroeconomic news, senior officials' speeches, and emerging currency markets: An intraday analysis of price jump reaction," Emerging Markets Review, Elsevier, vol. 60(C).
    62. Sirimon Treepongkaruna & Robert Brooks & Stephen Gray, 2012. "Do trading hours affect volatility links in the foreign exchange market?," Australian Journal of Management, Australian School of Business, vol. 37(1), pages 7-27, April.
    63. Matthias Neuenkirch & Maria Repko & Enzo Weber, 2023. "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Working Paper Series 2023-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
    64. Paresh Kumar Narayan & Seema Narayan & Siroos Khademalomoom & Dinh Hoang Bach Phan, 2018. "Do Terrorist Attacks Impact Exchange Rate Behavior? New International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 547-561, January.
    65. Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
    66. Chang-Chiang Chin & Huei-Mei Liang, 2009. "The long-run uncovered interest rate parity in view of a trading strategy," Applied Economics, Taylor & Francis Journals, vol. 41(21), pages 2727-2739.
    67. Aron Drew & Özer Karagedikli, 2007. "Some Benefits of Monetary-Policy Transparency in New Zealand," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 521-539, December.
    68. Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021. "The FOMC announcement returns on long-term US and German bond futures," Journal of Banking & Finance, Elsevier, vol. 123(C).
    69. Ivrendi, Mehmet & Yildirim, Zekeriya, 2013. "Monetary policy shocks and macroeconomic variables: Evidence from fast growing emerging economies," Economics Discussion Papers 2013-61, Kiel Institute for the World Economy (IfW Kiel).
    70. Ehrmann, Michael & Fratzscher, Marcel, 2004. "Exchange rates and fundamentals: new evidence from real-time data," Working Paper Series 365, European Central Bank.
    71. Hubert Paul, 2017. "Qualitative and quantitative central bank communication and inflation expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-41, January.
    72. Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
    73. Parker, John, 2007. "The Impact Of Economic News On Financial Markets," MPRA Paper 2675, University Library of Munich, Germany.
    74. Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021. "Analysis of systematic risk around firm-specific news in an emerging market using high frequency data," CAMA Working Papers 2021-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    75. van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013. "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
    76. Laakkonen Helinä & Lanne Markku, 2009. "Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(1), pages 1-38, December.
    77. Iyke, Bernard Njindan & Phan, Dinh Hoang Bach & Narayan, Paresh Kumar, 2022. "Exchange rate return predictability in times of geopolitical risk," International Review of Financial Analysis, Elsevier, vol. 81(C).
    78. Charles Engel, 2015. "Exchange Rates, Interest Rates, and the Risk Premium," NBER Working Papers 21042, National Bureau of Economic Research, Inc.
    79. de Boer, Jantke & Eichler, Stefan & Rövekamp, Ingmar, 2024. "Protectionism, bilateral integration, and the cross section of exchange rate returns in US presidential debates," Journal of International Money and Finance, Elsevier, vol. 147(C).
    80. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
    81. Charles Engel, 2011. "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," Working Papers 272011, Hong Kong Institute for Monetary Research.
    82. Jeffrey A. Frankel & Ayako Saiki, 2017. "Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?," NBER Working Papers 23754, National Bureau of Economic Research, Inc.
    83. Christopher Bowdler & John C. Bluedorn, 2006. "Open Economy Codependence: U.S. Monetary Policy and Interest Rate Pass-through," Economics Series Working Papers 290, University of Oxford, Department of Economics.
    84. Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2018. "Exchange rates and macro news in emerging markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 516-527.
    85. Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023. "Risk, monetary policy and asset prices in a global world," Working Paper Series 2879, European Central Bank.
    86. Marcel Fratzscher & Daniel Schneider & Ine Van Robays, 2013. "Oil Prices, Exchange Rates and Asset Prices," CESifo Working Paper Series 4264, CESifo.
    87. Linda S. Goldberg & Michael W. Klein, 2007. "Establishing Credibility: Evolving Perceptions of the European Central Bank," The Institute for International Integration Studies Discussion Paper Series iiisdp194, IIIS.
    88. Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).
    89. Zhang, Qisi & Frömmel, Michael & Baidoo, Edwin, 2024. "Donald Trump's tweets, political value judgment, and the Renminbi exchange rate," International Review of Financial Analysis, Elsevier, vol. 93(C).
    90. Christian Grisse, 2020. "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers 2020-02, Swiss National Bank.
    91. Richard Clarida & Daniel Waldman, 2007. "Is Bad News About Inflation Good News for the Exchange Rate?," NBER Working Papers 13010, National Bureau of Economic Research, Inc.
    92. Yutaka Kurihara, 2014. "Do European Central Bank Announcements Influence Stock Prices and Exchange Rates?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 4(4), pages 1-1.
    93. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison," International Finance Discussion Papers 1101, Board of Governors of the Federal Reserve System (U.S.).
    94. Andrey G. Shulgin, 2017. "A Simple Theoretical Setup for the Evaluation of Sterilized Intervention Effectiveness in a Small Open Commodity Exporting Economy," HSE Working papers WP BRP 170/EC/2017, National Research University Higher School of Economics.
    95. James D. Hamilton & Seth Pruitt & Scott Borger, 2010. "Estimating the Market-Perceived Monetary Policy Rule," NBER Working Papers 16412, National Bureau of Economic Research, Inc.
    96. Rafael R. Rebitzky, 2010. "The Influence Of Fundamentals On Exchange Rates: Findings From Analyses Of News Effects," Journal of Economic Surveys, Wiley Blackwell, vol. 24(4), pages 680-704, September.
    97. Andrew C. Chang & Phillip Li, 2018. "Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
    98. Costa, Rui & Dhingra, Swati & Machin, Stephen, 2019. "Trade and Worker Deskilling," IZA Discussion Papers 12380, Institute of Labor Economics (IZA).
    99. Rosa, Carlo, 2013. "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 167-178.
    100. Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
    101. Condie, Scott & Ganguli, Jayant, 2017. "The pricing effects of ambiguous private information," Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
    102. Theoharry Grammatikos & Thorsten Lehnert & Yoichi Otsubo, 2014. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," IMES Discussion Paper Series 14-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
    103. Neely, Christopher J., 2015. "Unconventional monetary policy had large international effects," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 101-111.
    104. Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," Working Papers 561, Research Seminar in International Economics, University of Michigan.
    105. Kjellberg, David, 2006. "Measuring Expectations," Working Paper Series 2006:9, Uppsala University, Department of Economics.
    106. Afanasyev, Dmitriy O. & Fedorova, Elena & Ledyaeva, Svetlana, 2021. "Strength of words: Donald Trump's tweets, sanctions and Russia's ruble," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 253-277.
    107. Simone Meier, 2013. "Financial Globalization and Monetary Transmission," Working Papers 2013-03, Swiss National Bank.
    108. Altmeyer, Patrick & Boneva, Leva & Kinston, Rafael & Saha, Shreyosi & Stoja, Evarist, 2023. "Yield curve sensitivity to investor positioning around economic shocks," Bank of England working papers 1029, Bank of England.
    109. Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
    110. Fricke, Christoph & Menkhoff, Lukas, 2010. "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Hannover Economic Papers (HEP) dp-449, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    111. Reuven Glick & Sylvain Leduc, 2013. "The Effects of Unconventional and Conventional U.S. Monetary Policy on the Dollar," Working Paper Series 2013-11, Federal Reserve Bank of San Francisco.
    112. Linda S. Goldberg & Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Working Papers 2013-11, Swiss National Bank.
    113. Pedrono, Justine, 2022. "The currency channel of the global bank leverage cycle," Journal of International Money and Finance, Elsevier, vol. 126(C).
    114. Henry, Ólan & Olekalns, Nilss & Shields, Kalvinder, 2010. "Sign and phase asymmetry: News, economic activity and the stock market," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1083-1100, December.
    115. Karali, Berna & Thurman, Walter N., 2007. "Announcement Effects and the Theory of Storage: An Empirical Study of Lumber Futures," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9865, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    116. John C. Bluedorn & Christopher Bowdler, 2010. "The Empirics of International Monetary Transmission: Identification and the Impossible Trinity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 679-713, June.
    117. Lapp, John S. & Pearce, Douglas K., 2012. "The impact of economic news on expected changes in monetary policy," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 362-379.
    118. Mira Farka, 2022. "The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 633-693, September.
    119. Stavrakeva, Vania & Tang, Jenny, 2023. "A Fundamental Connection: Exchange Rates and Macroeconomic Expectations," CEPR Discussion Papers 18119, C.E.P.R. Discussion Papers.
    120. Michael T. Kiley, 2013. "Exchange rates, monetary policy statements, and uncovered interest parity: before and after the zero lower bound," Finance and Economics Discussion Series 2013-17, Board of Governors of the Federal Reserve System (U.S.).
    121. Jongrim Ha, 2021. "Financial market spillovers of U.S. monetary policy shocks," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1221-1274, November.
    122. Franz, Thorsten, 2020. "Central bank information shocks and exchange rates," Discussion Papers 13/2020, Deutsche Bundesbank.
    123. Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019. "Measuring Euro Area Monetary Policy," CESifo Working Paper Series 7699, CESifo.
    124. Reuven Glick & Sylvain Leduc, 2018. "Unconventional Monetary Policy and the Dollar: Conventional Signs, Unconventional Magnitudes," International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 103-152, December.
    125. Troy Davig & Jeffrey R. Gerlach, 2006. "Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy," Working Papers 31, Department of Economics, College of William and Mary.
    126. Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
    127. Apergis, Nicholas, 2015. "Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 54-62.
    128. Walid Ben Omrane & Robert Welch & Xinyao Zhou, 2020. "The dynamic effect of macroeconomic news on the euro/US dollar exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 84-103, January.
    129. Frederic S. Mishkin, 2009. "Globalization, Macroeconomic Performance, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 187-196, February.
    130. Michael Ehrmann & Marcel Fratzscher, 2009. "Global Financial Transmission of Monetary Policy Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
    131. Marcello Pericoli & Giovanni Veronese, 2015. "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers) 1020, Bank of Italy, Economic Research and International Relations Area.
    132. Christopher J. Neely, 2006. "Identifying the effects of U.S. intervention on the levels of exchange rates," Working Papers 2005-031, Federal Reserve Bank of St. Louis.
    133. Wang Tianqiong & Shu Yang & Shamila Saddique, 2017. "Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 631-640.
    134. Chen, Qianying, 2011. "Exchange rate dynamics, expectations, and monetary policy," Discussion Paper Series 1: Economic Studies 2011,18, Deutsche Bundesbank.
    135. Liebermann, Joelle, 2011. "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers 7/RT/11, Central Bank of Ireland.
    136. Michael P. Clements, 2014. "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2014-06, Henley Business School, University of Reading.
    137. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).
    138. Linda S. Goldberg & Michael W. Klein, 2011. "Evolving Perceptions of Central Bank Credibility: The European Central Bank Experience," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 153-182.
    139. Patton, Andrew J. & Verardo, Michela, 2009. "Does beta move with news? Systematic risk and firm-specific information flows," LSE Research Online Documents on Economics 24421, London School of Economics and Political Science, LSE Library.
    140. Allan W. Gregory & Hui Zhu, 2014. "Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics," Applied Financial Economics, Taylor & Francis Journals, vol. 24(7), pages 505-514, April.
    141. Andersson, Magnus & Hansen, Lars Jul & Sebestyén, Szabolcs, 2006. "Which news moves the euro area bond market?," Working Paper Series 631, European Central Bank.
    142. Du, Ding & Hu, Ou, 2015. "The world market risk premium and U.S. macroeconomic announcements," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 75-97.
    143. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    144. Roberto Rigobon & Brian Sack, 2008. "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Chapters, in: Asset Prices and Monetary Policy, pages 335-370, National Bureau of Economic Research, Inc.
    145. Ann Xing, Bingxin & Feunou, Bruno & Nongni-Donfack, Morvan & Sekkel, Rodrigo, 2024. "U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K," Journal of Banking & Finance, Elsevier, vol. 168(C).
    146. Ana Lasaosa, 2005. "Learning the rules of the new game? Comparing the reactions in financial markets to announcements before and after the Bank of England's operational independence," Bank of England working papers 255, Bank of England.
    147. Kristoffer P. Nimark, 2015. "Speculative Dynamics in the Term Structure of Interest Rates," Working Papers 430, Barcelona School of Economics.
    148. Alessandro Casini & Adam McCloskey, 2024. "Identification and Estimation of Causal Effects in High-Frequency Event Studies," Papers 2406.15667, arXiv.org, revised Oct 2024.
    149. Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2011. "The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?," Working Papers on Regional Economic Integration 72, Asian Development Bank.
    150. Cyril May & Greg Farrell & Jannie Rossouw, 2018. "Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 308-338, September.
    151. Adamcik, Santiago, 2008. "Efectos de la Globalizacion sobre la Inflacion y la politica Monetaria Domestica [Globalization Effect on both Inflation and Domestic Monetary Policy]," MPRA Paper 9242, University Library of Munich, Germany.
    152. Peter Hördahl & Eli M Remolona & Giorgio Valente, 2015. "Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve," BIS Working Papers 527, Bank for International Settlements.
    153. Konstantinos Gkillas & Dimitrios Vortelinos & Christos Floros & Alexandros Garefalakis & Nikolaos Sariannidis, 2020. "Greek sovereign crisis and European exchange rates: effects of news releases and their providers," Annals of Operations Research, Springer, vol. 294(1), pages 515-536, November.
    154. Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers 11769, National Bureau of Economic Research, Inc.
    155. Ahn, Yongkil & Tsai, Shih-Chuan, 2021. "What factors are associated with stock price jumps in high frequency?," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    156. Chan, Kam Fong & Chhagan, Mahesh & Marsden, Alastair, 2017. "Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 37-54.
    157. Kohlscheen, Emanuel, 2014. "The impact of monetary policy on the exchange rate: A high frequency exchange rate puzzle in emerging economies," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 69-96.
    158. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016. "Monetary policy transmission in an open economy:new data and evidence from the United Kingdom," LSE Research Online Documents on Economics 86235, London School of Economics and Political Science, LSE Library.
    159. Mark, Nelson C., 2005. "Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003," Journal of International Economics, Elsevier, vol. 65(2), pages 537-540, March.
    160. Lu, Biao & Wu, Liuren, 2009. "Macroeconomic releases and the interest rate term structure," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 872-884, September.
    161. Dongho Song & Jenny Tang, 2018. "News-driven uncertainty fluctuations," Working Papers 18-3, Federal Reserve Bank of Boston.
    162. Ehrmann, Michael & Fratzscher, Marcel, 2004. "Equal size, equal role? Interdependence between the euro area and the United States," Working Paper Series 342, European Central Bank.
    163. Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014. "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 185-201.
    164. Pilar Poncela & Eva Senra, 2017. "Measuring uncertainty and assessing its predictive power in the euro area," Empirical Economics, Springer, vol. 53(1), pages 165-182, August.
    165. Greg Farrell & Nicola Viegi & Shakill Hassan, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.
    166. Christoph S. Weber, 2017. "The Effect of Central Bank Transparency on Exchange Rate Volatility," Working Papers 174, Bavarian Graduate Program in Economics (BGPE).
    167. David Mautin Oke & Koye Gerry Bokana & Olatunji Abdul Shobande, 2018. "Re-Examining the Nexus between Exchange and Interest Rates in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 9(6), pages 47-56.
    168. De Santis, Roberto A. & Zimic, Srečko, 2019. "Interest rates and foreign spillovers," Working Paper Series 2221, European Central Bank.
    169. Pacheco, André Sanchez, 2023. "Inflation surprises across developed and emerging economies," Textos para discussão 566, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    170. Wiśniewska Marta, 2014. "Eurusd Intraday Price Reversal," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 152-162, December.
    171. Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021. "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers 2021-11, Department of Economics and Business Economics, Aarhus University.
    172. Vania Stavrakeva & Jenny Tang, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston.
    173. Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021. "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers 2021/03, Economics Department, Universitat Jaume I, Castellón (Spain).
    174. Justine Pedrono, 2022. "The Currency Channel of the Global Bank Leverage Cycle," Working papers 870, Banque de France.
    175. Alessi, Lucia & Balduzzi, Pierluigi & Savona, Roberto, 2019. "Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data," JRC Working Papers in Economics and Finance 2019-03, Joint Research Centre, European Commission.
    176. Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
    177. Neeraj J. Gupta & Vitaliy Strohush & Reilly White, 2019. "Investor reaction to simultaneous news releases: unemployment vs. earnings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 735-749, October.
    178. Lutz Kilian & Clara Vega, 2008. "Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.).
    179. Pitschner, Stefan, 2013. "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series 267, Sveriges Riksbank (Central Bank of Sweden).
    180. Kilian, Lutz & Hicks, Bruce, 2009. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?," CEPR Discussion Papers 7265, C.E.P.R. Discussion Papers.
    181. Alexandre de Carvalho & Alberto Sanyuan Suen & Felippe Gallo, 2016. "Market Efficiency in Brazil: some evidence from high-frequency data," Working Papers Series 431, Central Bank of Brazil, Research Department.
    182. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006. "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers 871, Board of Governors of the Federal Reserve System (U.S.).
    183. Carlo Rosa, 2013. "The financial market effect of FOMC minutes," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 67-81.
    184. Mr. Tamim Bayoumi & Mr. Trung T Bui, 2011. "Unforeseen Events Wait Lurking: Estimating Policy Spillovers From U.S. to Foreign Asset Prices," IMF Working Papers 2011/183, International Monetary Fund.
    185. Lamla, Michael J & Vinogradov, Dmitri V, 2019. "Central Bank Announcements: Big News for Little People?," Essex Finance Centre Working Papers 25125, University of Essex, Essex Business School.
    186. De Santis, Roberto A. & Zimic, Srečko, 2022. "Interest rates and foreign spillovers," European Economic Review, Elsevier, vol. 144(C).
    187. Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
    188. Peter H. Sullivan, 2013. "Finding a Connection Between Exchange Rates and Fundamentals, How Should We Model Revisions to Forecasting Strategies?," 2013 Papers psu387, Job Market Papers.
    189. Ciminelli, Gabriele & Rogers, John & Wu, Wenbin, 2022. "The effects of U.S. monetary policy on international mutual fund investment," Journal of International Money and Finance, Elsevier, vol. 127(C).
    190. Mr. Tamim Bayoumi & Mr. Andrew J Swiston, 2007. "Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries," IMF Working Papers 2007/182, International Monetary Fund.
    191. Mr. Ravi Balakrishnan & Stefan Laseen & Mr. Andrea Pescatori, 2016. "U.S. Dollar Dynamics: How Important Are Policy Divergence and FX Risk Premiums?," IMF Working Papers 2016/125, International Monetary Fund.
    192. Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc.
    193. Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013. "Was bewegt den DAX?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(23), pages 32-36, December.
    194. Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023. "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, vol. 54(C).
    195. Magnus Andersson & Lars Jul Overby & Szabolcs Sebestyén, 2009. "Which News Moves the Euro Area Bond Market?," German Economic Review, Verein für Socialpolitik, vol. 10(1), pages 1-31, February.
    196. Marcel Fratzscher, 2008. "US shocks and global exchange rate configurations [‘Micro effects of macro announcements: Real-time price discovery in foreign exchange’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 23(54), pages 364-409.
    197. Emanuel Kohlscheen, 2011. "The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies," Working Papers Series 259, Central Bank of Brazil, Research Department.
    198. Hippler, William J. & Hassan, M. Kabir, 2015. "The impact of macroeconomic and financial stress on the U.S. financial sector," Journal of Financial Stability, Elsevier, vol. 21(C), pages 61-80.
    199. Pallotti, Filippo & Paz-Pardo, Gonzalo & Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2023. "Who bears the costs of inflation? Euro area households and the 2021–2022 shock," Working Paper Series 2877, European Central Bank.
    200. Tamim Bayoumi & Andrew Swiston, 2010. "The Ties that Bind: Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields," IMF Staff Papers, Palgrave Macmillan, vol. 57(2), pages 366-406, June.
    201. Coleman, Andrew & Karagedikli, Özer, 2012. "The relative size of exchange rate and interest rate responses to news: An empirical investigation," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 1-19.
    202. Ehrmann, Michael & Talmi, Jonathan, 2017. "Starting from a blank page? Semantic similarity in central bank communication and market volatility," Working Paper Series 2023, European Central Bank.
    203. Kurov, Alexander & Stan, Raluca, 2018. "Monetary policy uncertainty and the market reaction to macroeconomic news," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 127-142.
    204. Siamak Javadi & Ali Nejadmalayeri & Timothy L Krehbiel, 2018. "Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads [Communication and monetary policy]," Review of Finance, European Finance Association, vol. 22(5), pages 1877-1909.
    205. Luca Brugnolini & Antonello D’Agostino & Alex Tagliabracci, 2021. "Is Anything Predictable in Market-Based Surprises?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 387-410, November.
    206. Andrey Duván Rincón-Torres & Luisa María de la Hortúa-Pulido & Kimberly Rojas-Silva & Juan Manuel Julio-Román, 2023. "The Low Frequency Effect of Macroeconomic News on Colombian Government Bond Yields," Borradores de Economia 1263, Banco de la Republica de Colombia.
    207. Hillary Stein, 2022. "Got Milk? The Effect of Export Price Shocks on Exchange Rates," Working Papers 23-1, Federal Reserve Bank of Boston.
    208. Andras Lengyel & Massimo Giuliodoril, 2020. "Demand shocks for public debt in the Eurozone," Working Papers 674, DNB.
    209. Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
    210. Apergis, Nicholas, 2015. "The role of FOMC minutes for US asset prices before and after the 2008 crisis: Evidence from GARCH volatility modeling," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 100-107.
    211. Liu, Yang & Han, Liyan & Yin, Libo, 2019. "News implied volatility and long-term foreign exchange market volatility," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 126-142.
    212. Georg Sievers, 2021. "Sustainability in Corporate Practice Certification Based on Din and Iso," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 7, July-Dece.
    213. Jongrim Ha, 2020. "Nonlinear transmission of U.S. monetary policy shocks to international financial markets," International Finance, Wiley Blackwell, vol. 23(3), pages 350-369, December.
    214. Scott C. Borger & James D. Hamilton & Seth Pruitt, 2009. "The market-perceived monetary policy rule," International Finance Discussion Papers 982, Board of Governors of the Federal Reserve System (U.S.).
    215. Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2019. "The impact of the U.S. employment report on exchange rates," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 257-267.
    216. Eva A. Arnold, 2013. "The Role of Data Revisions and Disagreement in Professional Forecasts," Macroeconomics and Finance Series 201303, University of Hamburg, Department of Socioeconomics.
    217. Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
    218. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports 598, Federal Reserve Bank of New York.
    219. Barbara Bedowska-Sojka, 2011. "The Impact of Macro News on Volatility of Stock Exchanges," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 99-110.
    220. Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015. "On quantitative easing and high frequency exchange rate dynamics," Research in International Business and Finance, Elsevier, vol. 34(C), pages 110-125.
    221. Guo, Junjie & Guo, Yumei & Miao, Shan & Pang, Xin, 2021. "An investigation of semantic similarity in PBOC’s communication on RMB volatility," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 441-455.
    222. Mr. Andrew J Swiston, 2007. "Where Have the Monetary Surprises Gone? The Effects of FOMC Statements," IMF Working Papers 2007/185, International Monetary Fund.
    223. Valdes, Rodrigo, 2017. "What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258265, Agricultural and Applied Economics Association.
    224. Gau, Yin-Feng & Wu, Zhen-Xing, 2017. "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 232-254.
    225. Hoda SELIM, 2010. "Fear of Floating and Exchange Rate Pass-Through to Inflation in Egypt," EcoMod2010 259600151, EcoMod.
    226. Camila Gutierrez & Javier Turen & Alejandro Vicondoa, 2024. "Chinese Macroeconomic Surprises and the Global Financial Cycle," Documentos de Trabajo 577, Instituto de Economia. Pontificia Universidad Católica de Chile..
    227. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
    228. Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.
    229. Hughes Hallett Andrew & Acocella Nicola & Di Bartolomeo Giovanni, 2012. "Expectations Dynamics: Policy, Announcements and Limits to Dynamic Inconsistency," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(2), pages 1-25, April.
    230. Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," University of Göttingen Working Papers in Economics 89, University of Goettingen, Department of Economics.
    231. Ben Omrane, Walid & Savaşer, Tanseli, 2017. "Exchange rate volatility response to macroeconomic news during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 130-143.
    232. S. Rubun Dey & Christopher J. Neely, 2010. "A survey of announcement effects on foreign exchange returns," Review, Federal Reserve Bank of St. Louis, vol. 92(Sep), pages 417-464.
    233. Narayan, Paresh Kumar & Bannigidadmath, Deepa & Narayan, Seema, 2021. "How much does economic news influence bilateral exchange rates?," Journal of International Money and Finance, Elsevier, vol. 115(C).
    234. Ur Rehman, Mobeen & Al Rababa'a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Vo, Xuan Vinh, 2022. "Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    235. Plíhal, Tomáš & Lyócsa, Štefan, 2021. "Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 811-829.
    236. Michael Ehrmann & David Sondermann, 2012. "The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 1-53, September.
    237. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014. "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers 19814, National Bureau of Economic Research, Inc.
    238. Fang, Dong-Jie & Yeh, Zong-Wei & He, Jie-Cao & Lin, Shih-Kuei, 2024. "What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    239. Aramonte, Sirio, 2014. "Macroeconomic uncertainty and the cross-section of option returns," Journal of Financial Markets, Elsevier, vol. 21(C), pages 25-49.
    240. Bingxin Ann Xing & Bruno Feunou & Morvan Nongni-Donfack & Rodrigo Sekkel, 2024. "U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields," Staff Working Papers 24-12, Bank of Canada.

  41. Jonathan H. Wright, 2003. "Forecasting U.S. inflation by Bayesian Model Averaging," International Finance Discussion Papers 780, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    2. Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023. "Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 27-48, January.
    4. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, vol. 6(3), pages 1-27, August.
    5. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
    6. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    7. Faust, Jon & Wright, Jonathan H., 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 468-479.
    8. Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
    9. Bleher, Johannes & Dimpfl, Thomas, 2022. "Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption," Econometrics and Statistics, Elsevier, vol. 24(C), pages 1-26.
    10. El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
    11. Barbara Rossi & Tatevik Sekhposyan, 2013. "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers 1370, Department of Economics and Business, Universitat Pompeu Fabra.
    12. Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015. "Changes in inflation dynamics under inflation targeting? Evidence from Central European countries," Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
    13. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
    14. Kapetanios, G. & Labhard, V. & Price, S., 2007. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers 07/15, Department of Economics, City University London.
    15. Eugster, Patrick & Uhl, Matthias W., 2024. "Forecasting inflation using sentiment," Economics Letters, Elsevier, vol. 236(C).
    16. Chang, Andrew C. & Hanson, Tyler J., 2016. "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, vol. 83(C), pages 23-43.
    17. Brock,W.A. & Durlauf,S.N. & West,K.D., 2004. "Model uncertainty and policy evaluation : some theory and empirics," Working papers 19, Wisconsin Madison - Social Systems.
    18. Panpan Zhu & Qingjie Zhou & Yinpeng Zhang, 2024. "Investor attention and consumer price index inflation rate: Evidence from the United States," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
    19. Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
    20. Andriantomanga, Zo, 2023. "The role of survey-based expectations in real-time forecasting of US inflation," MPRA Paper 119904, University Library of Munich, Germany.
    21. Ziaul Haq Doost & Shakhawat Chowdhury & Ahmed M. Al‑Areeq & Ibrahim Tabash & Guled Hassan & Habibullah Rahnaward & Abdul Raqib Qaderi, 2024. "Development of intensity–duration–frequency curves for Herat, Afghanistan: enhancing flood risk management and implications for infrastructure and safety," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 120(14), pages 12933-12965, November.
    22. Thorsten Drautzburg, 2023. "A Structural Approach to Combining External and DSGE Model Forecasts," Working Papers 23-10, Federal Reserve Bank of Philadelphia.
    23. Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Filipa Da Silva Fernandes, 2019. "Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1443-1463, October.
    24. Chin, Kuo-Hsuan & Li, Xue, 2019. "Bayesian forecast combination in VAR-DSGE models," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 278-298.
    25. Drechsel, Katja & Scheufele, Rolf, 2012. "The performance of short-term forecasts of the German economy before and during the 2008/2009 recession," International Journal of Forecasting, Elsevier, vol. 28(2), pages 428-445.
    26. Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," Working Paper Series 2830, European Central Bank.
    27. Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models," Working Papers 819, Barcelona School of Economics.
    28. John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics.
    29. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic predictions with big data: the illusion of sparsity," Staff Reports 847, Federal Reserve Bank of New York.
    30. Nima Nonejad, 2021. "An Overview Of Dynamic Model Averaging Techniques In Time‐Series Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 566-614, April.
    31. Travis J. Berge, 2017. "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series 2017-046, Board of Governors of the Federal Reserve System (U.S.).
    32. Ouysse, Rachida, 2016. "Bayesian model averaging and principal component regression forecasts in a data rich environment," International Journal of Forecasting, Elsevier, vol. 32(3), pages 763-787.
    33. Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
    34. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
    35. De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
    36. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
    37. Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012. "Forecasting Inflation Using Constant Gain Least Squares," Working Papers 126, National Institute of Economic Research.
    38. Samuels, Jon D. & Sekkel, Rodrigo M., 2017. "Model Confidence Sets and forecast combination," International Journal of Forecasting, Elsevier, vol. 33(1), pages 48-60.
    39. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    40. Kim, Hyun Hak & Swanson, Norman R., 2014. "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
    41. Montgomery, Jacob M. & Hollenbach, Florian M. & Ward, Michael D., 2015. "Calibrating ensemble forecasting models with sparse data in the social sciences," International Journal of Forecasting, Elsevier, vol. 31(3), pages 930-942.
    42. Todd E. Clark & Edward S. Knotek & Saeed Zaman, 2015. "Measuring Inflation Forecast Uncertainty," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2015(03), pages 1-6, March.
    43. George Kapetanios & Vincent Labhard & Simon Price, 2007. "Forecast combination and the Bank of England’s suite of statistical forecasting models," Bank of England working papers 323, Bank of England.
    44. Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
    45. Krzysztof DRACHAL, 2020. "Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 18-34, July.
    46. Alexander Vosseler & Enzo Weber, 2018. "Forecasting seasonal time series data: a Bayesian model averaging approach," Computational Statistics, Springer, vol. 33(4), pages 1733-1765, December.
    47. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2020. "Do Cryptocurrency Prices Camouflage Latent Economic Effects? A Bayesian Hidden Markov Approach," Future Internet, MDPI, vol. 12(3), pages 1-19, March.
    48. Graefe, Andreas & Küchenhoff, Helmut & Stierle, Veronika & Riedl, Bernhard, 2015. "Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems," International Journal of Forecasting, Elsevier, vol. 31(3), pages 943-951.
    49. Anwen Yin, 2024. "Predictive model averaging with parameter instability and heteroskedasticity," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 418-442, April.
    50. Hassani, Hossein & Silva, Emmanuel Sirimal, 2018. "Forecasting UK consumer price inflation using inflation forecasts," Research in Economics, Elsevier, vol. 72(3), pages 367-378.
    51. Andrew C. Chang & Tyler J. Hanson, 2015. "The Accuracy of Forecasts Prepared for the Federal Open Market Committee," Finance and Economics Discussion Series 2015-62, Board of Governors of the Federal Reserve System (U.S.).
    52. Hsiao, Cheng & Wan, Shui Ki, 2011. "Comparison of forecasting methods with an application to predicting excess equity premium," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1235-1246.
    53. Hancock, Thomas O. & Hess, Stephane & Daly, Andrew & Fox, James, 2020. "Using a sequential latent class approach for model averaging: Benefits in forecasting and behavioural insights," Transportation Research Part A: Policy and Practice, Elsevier, vol. 139(C), pages 429-454.
    54. Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 124(1), pages 1-31, January.
    55. David Alan Peel & Pantelis Promponas, 2016. "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers 144439514, Lancaster University Management School, Economics Department.
    56. Petrevski, Goran & Exterkate, Peter & Tevdovski, Dragan & Bogoev, Jane, 2015. "The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach," Economic Systems, Elsevier, vol. 39(4), pages 632-643.
    57. Luca Brugnolini & Giuseppe Ragusa, 2022. "Euro Area Deflationary Pressure Index," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 883-900, October.
    58. Solikin M. Juhro & Bernard Njindan Iyke, 2019. "Forecasting Indonesian Inflation Within An Inflation-Targeting Framework: Do Large-Scale Models Pay Off?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(4), pages 423-436, December.
    59. Matthias Pelster & Johannes Vilsmeier, 2018. "The determinants of CDS spreads: evidence from the model space," Review of Derivatives Research, Springer, vol. 21(1), pages 63-118, April.
    60. Khundrakpam, Jeevan Kumar & George, Asish Thomas, 2012. "An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India," MPRA Paper 50929, University Library of Munich, Germany.
    61. Chun Liu & John M Maheu, 2008. "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers tecipa-313, University of Toronto, Department of Economics.
    62. Pelster, Matthias & Vilsmeier, Johannes, 2016. "The determinants of CDS spreads: Evidence from the model space," Discussion Papers 43/2016, Deutsche Bundesbank.
    63. Wen-Hsien Liu & Shu-Shih Weng, 2018. "On predicting the semiconductor industry cycle: a Bayesian model averaging approach," Empirical Economics, Springer, vol. 54(2), pages 673-703, March.
    64. Pedro Henrique Melo Albuquerque & Yaohao Peng & João Pedro Fontoura da Silva, 2022. "Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1701-1724, December.
    65. Ebersberger, Bernd & Galia, Fabrice & Laursen, Keld & Salter, Ammon, 2021. "Inbound Open Innovation and Innovation Performance: A Robustness Study," Research Policy, Elsevier, vol. 50(7).
    66. Prüser Jan & Hanck Christoph, 2021. "A Comparison of Approaches to Select the Informativeness of Priors in BVARs," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 241(4), pages 501-525, August.
    67. Garett Jones & W. Schneider, 2006. "Intelligence, Human Capital, and Economic Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," Journal of Economic Growth, Springer, vol. 11(1), pages 71-93, March.
    68. Hansen, Bruce E., 2008. "Least-squares forecast averaging," Journal of Econometrics, Elsevier, vol. 146(2), pages 342-350, October.
    69. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper 88754, University Library of Munich, Germany, revised Feb 2018.
    70. Carlos Henrique Dias Cordeiro de Castro & Fernando Antonio Lucena Aiube, 2023. "Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 369-401, March.
    71. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2019. "A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series," Papers 1909.10957, arXiv.org, revised Jul 2021.
    72. Aparicio, Diego & Bertolotto, Manuel I., 2020. "Forecasting inflation with online prices," International Journal of Forecasting, Elsevier, vol. 36(2), pages 232-247.
    73. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).
    74. Jef Boeckx, 2011. "Estimating monetary policy reaction functions : A discrete choice approach," Working Paper Research 210, National Bank of Belgium.

  42. Alain P. Chaboud & Jonathan H. Wright, 2003. "Uncovered interest parity: it works, but not for long," International Finance Discussion Papers 752, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Macchiarelli, Corrado, 2011. "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information," Working Paper Series 1404, European Central Bank.
    2. Eijffinger, Sylvester & Malagon, Jonathan, 2018. "Financial spillovers of international monetary policy: Six hypotheses on the Latin American case, 2010-2016," CEPR Discussion Papers 12678, C.E.P.R. Discussion Papers.
    3. Lee, Byung-Joo, 2007. "Uncovered Interest Parity: Cross-sectional Evidence," MPRA Paper 10360, University Library of Munich, Germany.
    4. Lothian, James R., 2016. "Uncovered interest parity: The long and the short of it," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 1-7.
    5. Virginie Coudert & Valérie Mignon, 2013. "The ‘Forward Premium Puzzle’ and the Sovereign Default risk," Post-Print hal-01385839, HAL.
    6. Emekter, Riza & Jirasakuldech, Benjamas & Snaith, Sean M., 2009. "Nonlinear dynamics in foreign exchange excess returns: Tests of asymmetry," Journal of Multinational Financial Management, Elsevier, vol. 19(3), pages 179-192, July.
    7. Chu, Shiou-Yen, 2015. "Funding liquidity constraints and the forward premium anomaly in a DSGE model," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 76-89.
    8. Adrien Verdelhan, 2012. "The Share of Systematic Variation in Bilateral Exchange Rates," 2012 Meeting Papers 763, Society for Economic Dynamics.
    9. Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 102006, Hong Kong Institute for Monetary Research.
    10. Abdalrahman AbuDalu & Elsadig Musa Ahmed, 2013. "The long and short run forcing variables of purchasing power parity of ASEAN-5," E3 Journal of Business Management and Economics., E3 Journals, vol. 4(3), pages 066-081.
    11. Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Caspar, 2022. "The Term Structure of Currency Futures' Risk Premia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 54(1), pages 5-38.
    12. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
    13. Muhammad Omer & Jakob de Haan & Bert Scholtens, 2019. "Does Uncovered Interest Rate Parity Hold After All?," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 24(2), pages 49-72, July-Dec.
    14. Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
    15. Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Raj S. Krishnasami Iyer & David Liu & Jonathan H. Wright, 2004. "The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market," International Finance Discussion Papers 823, Board of Governors of the Federal Reserve System (U.S.).
    16. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
    17. Sager, Michael & Taylor, Mark P., 2014. "Generating currency trading rules from the term structure of forward foreign exchange premia," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 230-250.
    18. Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Casper, 2012. "The forward premium puzzle and latent factors day by day," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62017, Verein für Socialpolitik / German Economic Association.
    19. Mariarosaria Comunale & Davor Kunovac, 2017. "Exchange Rate Pass-Through in the Euro Area," Bank of Lithuania Working Paper Series 38, Bank of Lithuania.
    20. Sushil Kumar Rai & Akhilesh Kumar Sharma, 2023. "Forecasting Exchange Rate Volatility In India Under Univariate And Multivariate Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(1), pages 175-190, March.
    21. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks´ Macro Models," Working Paper Series 323, Sveriges Riksbank (Central Bank of Sweden).
    22. Christophe Chamley, 2006. "Complementarities in information acquisition with short-term trades," Boston University - Department of Economics - Working Papers Series WP2006-042, Boston University - Department of Economics.
    23. Ferreira, Paulo & Kristoufek, Ladislav, 2020. "Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
    24. Yang, Kun & Shintani, Mototsugu, 2006. "Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data," Economics Letters, Elsevier, vol. 93(2), pages 255-260, November.
    25. J. Benson Durham, 2014. "Arbitrage-free affine models of the forward price of foreign currency," Staff Reports 665, Federal Reserve Bank of New York.
    26. Volz, Ulrich & Reade, J. James, 2011. "Chinese Monetary Policy and the Dollar Peg," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48740, Verein für Socialpolitik / German Economic Association.
    27. Elias, Nikolaos & Smyrnakis, Dimitris & Tzavalis, Elias, 2022. "Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 694-715.
    28. Philippe Bacchetta & Eric van Wincoop, 2010. "Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle," American Economic Review, American Economic Association, vol. 100(3), pages 870-904, June.
    29. Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2018. "Estimating a Latent Risk Premium in Exchange Rate Futures," Discussion Papers of DIW Berlin 1733, DIW Berlin, German Institute for Economic Research.
    30. Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2007. "The Forward Premium Puzzle only emerges gradually," Tinbergen Institute Discussion Papers 07-033/2, Tinbergen Institute.
    31. Nils Herger, 2017. "Testing the interest parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market (1869 - 1906)," Working Papers 17.04, Swiss National Bank, Study Center Gerzensee.
    32. Pasricha, Gurnain Kaur, 2006. "Survey of Literature on Covered and Uncovered Interest Parities," MPRA Paper 22737, University Library of Munich, Germany.
    33. Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
    34. Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers 2014-13, University of Paris Nanterre, EconomiX.
    35. Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
    36. M. Hadzi-Vaskov & C.J.M. Kool, 2006. "The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity," Working Papers 06-16, Utrecht School of Economics.
    37. Öge Güney Pelin, 2018. "Uncovered Interest Rate Parity: The Turkish Evidence," Review of Middle East Economics and Finance, De Gruyter, vol. 14(2), pages 1-11, August.
    38. Katarzyna Czech & Łukasz Pietrych, 2021. "The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches," Risks, MDPI, vol. 9(8), pages 1-17, August.
    39. Philippe Bacchetta & Eric Van Wincoop, 2006. "Incomplete information processing: a solution to the forward discount puzzle," Working Paper Series 2006-35, Federal Reserve Bank of San Francisco.
    40. Childs, Jason, 2009. "Rate of return parity and currency crises in experimental asset markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 157-170, February.
    41. Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014. "Testing uncovered interest rate parity using LIBOR," Applied Economics, Taylor & Francis Journals, vol. 46(30), pages 3708-3723, October.
    42. Young-Kyu Moh & Nelson C. Mark, 2004. "Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market," Econometric Society 2004 Far Eastern Meetings 762, Econometric Society.
    43. Panagiotis Papaioannou & Thomas Dionysopoulos & Dietmar Janetzko & Constantinos Siettos, 2016. "S&P500 Forecasting and Trading using Convolution Analysis of Major Asset Classes," Papers 1612.04370, arXiv.org.
    44. Becksndale Masawi & Sukanto Bhattacharya & Terry Boulter, 2018. "Does the Information Content of Central Bank Speeches Impact on the Level of Exchange Rate? A Comparative Study of Canadian and Australian Central Bank Communications," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(01), pages 1-27, March.
    45. Cappiello, Lorenzo & Mehl, Arnaud, 2007. "Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities," Working Paper Series 801, European Central Bank.
    46. Bekaert, Geert & Wei, Min & Xing, Yuhang, 2007. "Uncovered interest rate parity and the term structure," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 1038-1069, October.
    47. HAYAKAWA Kazunobu & Han-Sung KIM & YOSHIMI Taiyo, 2017. "Exchange Rate and Utilization of Free Trade Agreements: Focus on rules of origin," Discussion papers 17007, Research Institute of Economy, Trade and Industry (RIETI).
    48. Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2020. "The Overnight Drift," Staff Reports 917, Federal Reserve Bank of New York.
    49. Zura Kakushadze & Willie Yu, 2019. "iCurrency?," Papers 1911.01272, arXiv.org, revised Nov 2019.
    50. Bacchetta, Philippe & van Wincoop, Eric, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," CEPR Discussion Papers 5261, C.E.P.R. Discussion Papers.
    51. Balvers, Ronald J. & Klein, Alina F., 2014. "Currency risk premia and uncovered interest parity in the International CAPM," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 214-230.
    52. Erdemlioglu, Deniz M, 2007. "A new Test of Uncovered Interest Rate Parity: Evidence from Turkey," MPRA Paper 10787, University Library of Munich, Germany.
    53. Christopher Balding & Andros Gregoriou & Domenico Tarzia & Xiao Zhang, 2024. "Carry Trade Dynamics Under Capital Controls: The Case of China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1065-1085, December.
    54. Lee, Byung-Joo, 2013. "Uncovered interest parity puzzle: Asymmetric responses," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 238-249.
    55. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS.
    56. Hossein Bastanzad & Pedram Davoudi & Hossein Tavakolian, 2018. "Foreign Exchange Rate Pricing at the Future Contract (Case of I.R. of Iran)," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(1), pages 253-293, Winter.
    57. Nora Abu Asab & Juan Carlos Cuestas, 2017. "The Credibility of a Soft Pegged Exchange Rate in Emerging Market Economies: Evidence from a Panel Data Study," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 29-51, May.
    58. Antonio Montanés & Marcos Sanso-Navarro, "undated". "Another look at long-horizon uncovered interest parity," Studies on the Spanish Economy 221, FEDEA.
    59. Nath, Golaka, 2013. "The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis," MPRA Paper 51591, University Library of Munich, Germany.
    60. Stefanescu, Razvan & Dumitriu, Ramona, 2016. "Particularitǎţi ale evoluţiei variabilelor financiare [Some particularities of the financial variables evolution]," MPRA Paper 73481, University Library of Munich, Germany, revised 02 Sep 2016.
    61. Chinn, Menzie D., 2006. "The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 7-21, February.
    62. Alberto Humala, 2006. "Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case," Working Papers 2006-002, Banco Central de Reserva del Perú.
    63. Yin-Wong Cheung & Wenhao Wang, 2020. "Uncovered Interest Rate Parity Redux: Non- Uniform Effects," GRU Working Paper Series GRU_2020_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    64. Arnaud Mehl & Lorenzo Cappiello, 2009. "Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies," Review of International Economics, Wiley Blackwell, vol. 17(5), pages 1019-1037, November.
    65. Li, Jing & Miller, Norman C., 2015. "Foreign exchange market inefficiency and exchange rate anomalies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 311-320.
    66. Panagiotis Papaioannnou & Lucia Russo & George Papaioannou & Constantinos Siettos, 2013. "Can social microblogging be used to forecast intraday exchange rates?," Papers 1310.5306, arXiv.org.
    67. Hanno Lustig & Adrien Verdelhan, 2009. "Comment on "Carry Trades and Currency Crashes"," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 361-384, National Bureau of Economic Research, Inc.
    68. Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2019. "Using extracted forward rate term structure information to forecast foreign exchange rates," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 1-14.
    69. Parra-Polanía, Julián & Sánchez-Jabba, Andrés & Sarmiento, Miguel, 2024. "Are FX communications effective? Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 59(C).
    70. Humala, Alberto, 2007. "Expectativas de depreciación y diferencial de tasas de interés: ¿Hay regímenes cambiantes? El caso de Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 14, pages 77-106.
    71. Federico Favaretto, 2023. "Exchange Rates and Government Debt," BAFFI CAREFIN Working Papers 23198, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    72. Bhatti, Razzaque H., 2014. "The existence of uncovered interest parity in the CIS countries," Economic Modelling, Elsevier, vol. 40(C), pages 227-241.
    73. Pippenger, John, 2011. "A Complete Solution To The Forward-Bias Puzzle," University of California at Santa Barbara, Economics Working Paper Series qt5gq9z4j0, Department of Economics, UC Santa Barbara.
    74. Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
    75. Nessrine Hamzaoui & Boutheina Regaieg, 2016. "Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 694-702.
    76. Batten, Jonathan A. & Szilagyi, Peter G., 2007. "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 409-421.
    77. Jorge Andrés Muñoz Mendoza & Carmen Lissette Veloso Ramos & Sandra María Sepúlveda Yelpo & Carlos Leandro Delgado Fuentealba & Edinson Edgardo Cornejo Saavedra, 2022. "Exchange Markets and Stock Markets Integration in Latin-America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(3), pages 1-24, Julio - S.
    78. Menzie D. Chinn & Guy Meredith, 2005. "Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era," NBER Working Papers 11077, National Bureau of Economic Research, Inc.
    79. Craighead, William D. & Davis, George K. & Miller, Norman C., 2010. "Interest differentials and extreme support for uncovered interest rate parity," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 723-732, October.
    80. Pippenger, John, 2012. "What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity," University of California at Santa Barbara, Economics Working Paper Series qt0zk6t2hj, Department of Economics, UC Santa Barbara.
    81. Wu, Po-Chin & Liu, Shiao-Yen & Hsiao, Juei-Ming & Huang, Tsai-Yuan, 2016. "Nonlinear and time-varying growth-tourism causality," Annals of Tourism Research, Elsevier, vol. 59(C), pages 45-59.
    82. Jaimilton Carvalho & José Angelo Divino, 2008. "Paridade Descoberta da Taxa de Juros em Países Latino-Americanos," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807172349250, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    83. Djeutem Edouard & Nguimkeu Pierre, 2020. "Robust learning in the foreign exchange market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-14, January.
    84. De Paoli, Bianca & Sondergaard, Jens, 2009. "Foreign exchange rate risk in a small open economy," Bank of England working papers 365, Bank of England.
    85. Christian Bauer & Sebastian Horlemann, 2016. "Modeling the Term Structure of Exchange Rate Expectations," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 303-335, November.
    86. Nils Herger, 2016. "Interest parity conditions during the classical gold standard (1880 -1914) - Evidence from the investment demand for bills of exchange in Europe," Discussion Papers 1607, University of Exeter, Department of Economics.
    87. Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020. "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin 1866, DIW Berlin, German Institute for Economic Research.
    88. Panagiotis Papaioannou & Lucia Russo & George Papaioannou & Constantinos Siettos, 2013. "Can social microblogging be used to forecast intraday exchange rates?," Netnomics, Springer, vol. 14(1), pages 47-68, November.
    89. TRIANDAFIL, Cristina Maria, 2013. "Sustainability of convergence in the context of macro-prudential policies in the European Union," Working Papers of National Institute for Economic Research 130618, Institutul National de Cercetari Economice (INCE).
    90. Sussman, Nathan & Saadon, Yossi, 2018. "Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited," CEPR Discussion Papers 13235, C.E.P.R. Discussion Papers.

  43. Jonathan H. Wright, 2002. "Testing the null of identification in GMM," International Finance Discussion Papers 732, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
    2. Inoue, Atsushi & Rossi, Barbara, 2011. "Testing for weak identification in possibly nonlinear models," Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.

  44. Jon Faust & Eric T. Swanson & Jonathan H. Wright, 2002. "Identifying vars based on high frequency futures data," International Finance Discussion Papers 720, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Leu, Shawn C.-Y. & Robertson, Mari L., 2021. "Mortgage credit volumes and monetary policy after the Great Recession," Economic Modelling, Elsevier, vol. 94(C), pages 483-500.
    2. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers 2008-05, University of Connecticut, Department of Economics.
    3. Paulo Maio, 2014. "Another Look at the Stock Return Response to Monetary Policy Actions," Review of Finance, European Finance Association, vol. 18(1), pages 321-371.
    4. Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
    5. Maxime Phillot & Samuel Reynard, 2021. "Monetary policy financial transmission and treasury liquidity premia," Working Papers 2021-14, Swiss National Bank.
    6. Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.
    7. Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Shapiro, 2023. "Monetary tightening, inflation drivers and financial stress," BIS Working Papers 1155, Bank for International Settlements.
    8. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013. "Risk, uncertainty and monetary policy," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
    9. Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P., 2007. "Market-Based Measures of Monetary Policy Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 201-212, April.
    10. Bredin, Don & Hyde, Stuart & Reilly, Gerard O., 2010. "Monetary policy surprises and international bond markets," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 988-1002, October.
    11. Alessandro Gobbi & Tim Willems, 2011. "Identifying US Monetary Policy Shocks through Sign Restrictions in Dollarized Countries," Tinbergen Institute Discussion Papers 11-145/2, Tinbergen Institute.
    12. A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
    13. Andrei Sirchenko, 2019. "A regime-switching model for the federal funds rate target," UvA-Econometrics Working Papers 19-01, Universiteit van Amsterdam, Dept. of Econometrics.
    14. Monika Piazzesi & Eric T. Swanson, 2004. "Future prices as risk-adjusted forecasts of monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
    15. Nikolay Gospodinov & Ibrahim Jamali, 2014. "The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks," FRB Atlanta Working Paper 2014-14, Federal Reserve Bank of Atlanta.
    16. Bianchi, Francesco & Gómez-Cram, Roberto & Kind, Thilo & Kung, Howard, 2023. "Threats to central bank independence: High-frequency identification with twitter," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 37-54.
    17. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021. "The Real Effects of Financial Uncertainty Shocks: A Daily Identification Approach," Documentos de Trabajo 559, Instituto de Economia. Pontificia Universidad Católica de Chile..
    18. Rosa, Carlo & Verga, Giovanni, 2006. "The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market," LSE Research Online Documents on Economics 19777, London School of Economics and Political Science, LSE Library.
    19. Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Same, but different? Testing monetary policy shock measures," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 184.
    20. Olivier Coibion, 2012. "Are the Effects of Monetary Policy Shocks Big or Small?," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 1-32, April.
    21. Daniel L. Thornton, 2014. "The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks," Oxford Economic Papers, Oxford University Press, vol. 66(1), pages 67-87, January.
    22. Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023. "(Almost) Recursive Shock Identification with Economic Parameter Restrictions," Research Papers in Economics 2023-01, University of Trier, Department of Economics.
    23. Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers 2015-12, University of Paris Nanterre, EconomiX.
    24. Laopodis, Nikiforos T., 2013. "Monetary policy and stock market dynamics across monetary regimes," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 381-406.
    25. P. A. Nazarov & Kazakova, Maria, 2014. "Theoretical Basis of Prediction of Main Budget Parameters of Country," Published Papers r90221, Russian Presidential Academy of National Economy and Public Administration.
    26. Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco, 2015. "Monetary policy and risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 285-307.
    27. Tufan Ekici & Martin Geiger & Marios Zachariadis, 2024. "Understanding Expectations Formation for Hand-to-Mouth Households: Lessons from the Financial Crisis," University of Cyprus Working Papers in Economics 05-2024, University of Cyprus Department of Economics, revised 05 Nov 2024.
    28. Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2009. "Fiscal Foresight and Information Flows," NBER Working Papers 14630, National Bureau of Economic Research, Inc.
    29. Ben S. Bernanke & Kenneth N. Kuttner, 2005. "What Explains the Stock Market's Reaction to Federal Reserve Policy?," Journal of Finance, American Finance Association, vol. 60(3), pages 1221-1257, June.
    30. Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
    31. Saleem A. Bahaj, 2014. "Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area," Working Papers 191, Oesterreichische Nationalbank (Austrian Central Bank).
    32. Zsolt Darvas, 2006. "Monetary Transmission in the New EU Member States: Evidence from Time-Varying Coefficient Vector Autoregression," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 140-155.
    33. Ding Dong & Zheng Liu & Pengfei Wang & Min Wei, 2024. "Inflation Disagreement Weakens the Power of Monetary Policy," Working Paper Series 2024-27, Federal Reserve Bank of San Francisco.
    34. Meeks, Roland, 2012. "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 568-584.
    35. Pierre Guérin & Danilo Leiva-Leon, 2017. "Monetary policy, stock market and sectoral comovement," Working Papers 1731, Banco de España.
    36. Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov, 2024. "Wild inference for wild SVARs with application to heteroscedasticity-based IV," Papers 2407.03265, arXiv.org, revised Nov 2024.
    37. Giorgio Valente, 2005. "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers 092005, Hong Kong Institute for Monetary Research.
    38. Monticini & Vaciago, 2004. "Are Europe Interest Rates led by FED's Announcements?," Macroeconomics 0407025, University Library of Munich, Germany.
    39. Michael McLeay & Silvana Tenreyro, 2018. "Optimal Inflation and the Identification of the Phillips Curve," Discussion Papers 1815, Centre for Macroeconomics (CFM).
    40. Alex Ilek, 2020. "Are monetary surprises effective? The view of professional forecasters in Israel," Bank of Israel Working Papers 2020.09, Bank of Israel.
    41. Yang, Yang & Zhang, Jiqiang, 2021. "Effects of monetary policy on the exchange rates: A Time-varying analysis," Finance Research Letters, Elsevier, vol. 43(C).
    42. Masahiko Shibamoto, 2014. "Source of Underestimation of the Monetary Policy Effect: Re-examination of the Policy Effectiveness in Japan's 1990s," Discussion Paper Series DP2014-10, Research Institute for Economics & Business Administration, Kobe University.
    43. Uhrin, Gábor B. & Herwartz, Helmut, 2016. "Monetary policy shocks, set-identifying restrictions, and asset prices: A benchmarking approach for analyzing set-identified models," University of Göttingen Working Papers in Economics 295, University of Goettingen, Department of Economics.
    44. Marko Melolinna, 2011. "Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR," Finnish Economic Papers, Finnish Economic Association, vol. 24(1), pages 33-54, Spring.
    45. Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2008. "Fiscal Foresight: Analytics and Econometrics," NBER Working Papers 14028, National Bureau of Economic Research, Inc.
    46. Aron Drew & Özer Karagedikli, 2007. "Some Benefits of Monetary-Policy Transparency in New Zealand," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 521-539, December.
    47. Jonathan H. Wright, 2012. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, vol. 122(564), pages 447-466, November.
    48. Imran Shah & Ian Corrick, 2016. "How Should Central Banks Respond to Non-neutral Inflation Expectations?," Department of Economics Working Papers 64/17, University of Bath, Department of Economics.
    49. Marfatia, Hardik A., 2014. "Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(3), pages 382-392.
    50. Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2013. "Macroeconomic effects of precautionary demand for oil," Temi di discussione (Economic working papers) 918, Bank of Italy, Economic Research and International Relations Area.
    51. P. A. Nazarov & Kazakova, Maria, 2014. "Development of Prediction Model of Basic Budget Parameters in Russian Federation," Published Papers r90220, Russian Presidential Academy of National Economy and Public Administration.
    52. Margaret M. Jacobson & Christian Matthes & Todd B. Walker, 2022. "Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission," Finance and Economics Discussion Series 2022-054, Board of Governors of the Federal Reserve System (U.S.).
    53. Eric T. Swanson, 2024. "The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1152-1184, September.
    54. Edda Claus & Mardi Dungey, 2012. "U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1443-1453, October.
    55. Barakchian, S. Mahdi & Crowe, Christopher, 2013. "Monetary policy matters: Evidence from new shocks data," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 950-966.
    56. Yutaka Kurihara, 2014. "Do European Central Bank Announcements Influence Stock Prices and Exchange Rates?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 4(4), pages 1-1.
    57. James D. Hamilton, 2008. "Daily Monetary Policy Shocks and the Delayed Response of New Home Sales," NBER Working Papers 14223, National Bureau of Economic Research, Inc.
    58. Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
    59. Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," NBER Working Papers 9660, National Bureau of Economic Research, Inc.
    60. Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers 3621, Stanford University, Graduate School of Business.
    61. Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CESifo Working Paper Series 8557, CESifo.
    62. Hilde C. Bjørnland, 2006. "Monetary Policy and the Illusionary Exchange Rate Puzzle," Computing in Economics and Finance 2006 45, Society for Computational Economics.
    63. Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2014. "Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S," "Marco Fanno" Working Papers 0181, Dipartimento di Scienze Economiche "Marco Fanno".
    64. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
    65. Giancarlo Corsetti & Joao B. Duarte & Samuel Mann, 2018. "One Money, Many Markets," Discussion Papers 1805, Centre for Macroeconomics (CFM).
    66. Dominik Bertsche & Robin Braun, 2022. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 328-341, January.
    67. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2019. "Identifying Quantitative and Qualitative Monetary Policy Shocks," Discussion Paper Series DP2019-09, Research Institute for Economics & Business Administration, Kobe University, revised Mar 2023.
    68. Eric T. Swanson, 2004. "Federal Reserve transparency and financial market forecasts of short-term interest rates," Finance and Economics Discussion Series 2004-06, Board of Governors of the Federal Reserve System (U.S.).
    69. Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the interdependence between US monetary policy and the stock market," Bank of Finland Research Discussion Papers 17/2005, Bank of Finland.
    70. Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, University Library of Munich, Germany.
    71. Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," EconStor Preprints 204579, ZBW - Leibniz Information Centre for Economics.
    72. Eric T. Swanson, 2011. "Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(1 (Spring), pages 151-207.
    73. Francesco Zanetti & Christoph Görtz & Wei Li & John Tsoukalas, 2020. "Vintage Article: The Effect of Monetary Policy Shocks in the United Kingdom: an External Instruments Approach," Economics Series Working Papers 812, University of Oxford, Department of Economics.
    74. Martin Geiger & Jochen Güntner, 2022. "The Chronology of Brexit and UK Monetary Policy," Economics working papers 2022-06, Department of Economics, Johannes Kepler University Linz, Austria.
    75. Selva Demiralp & Kevin Hoover & Stephen Perez, 2014. "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, vol. 46(2), pages 701-731, March.
    76. Hamilton, James D., 2008. "Daily monetary policy shocks and new home sales," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1171-1190, October.
    77. Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
    78. Dario Caldara & Edward Herbst, 2019. "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 157-192, January.
    79. Harun Alp & Hakan Kara & Gursu Keles & Refet Gurkaynak & Musa Orak, 2010. "Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi," Working Papers 1011, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    80. Tim Willems, 2010. "What are the Effects of Monetary Policy Shocks? Evidence from Dollarized Countries," Tinbergen Institute Discussion Papers 10-099/2, Tinbergen Institute, revised 25 Mar 2013.
    81. Renato Faccini & Eran Yashiv, 2017. "The Importance of Hiring Frictions in Business Cycles," Discussion Papers 1736, Centre for Macroeconomics (CFM).
    82. Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner, 2013. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Working Paper Series 2013-24, Federal Reserve Bank of San Francisco.
    83. Ou Sun & Zhixin Liu, 2016. "Comparison of Monetary Policy Actions and Central Bank Communication on Tackling Asset Price Bubbles—Evidence from China’s Stock Market," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-20, November.
    84. Hernández, Juan R., 2014. "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," MPRA Paper 100653, University Library of Munich, Germany.
    85. Pérez Quirós, Gabriel & Sicilia, Jorge, 2002. "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Paper Series 192, European Central Bank.
    86. Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
    87. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).
    88. Yuriy Gorodnichenko & Michael Weber, 2016. "Are Sticky Prices Costly? Evidence from the Stock Market," American Economic Review, American Economic Association, vol. 106(1), pages 165-199, January.
    89. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
    90. Castelnuovo, Efrem, 2016. "Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 300-314.
    91. Efrem Castelnuovo, 2016. "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, vol. 50(2), pages 383-414, March.
    92. Kriwoluzky, Alexander, 2012. "Pre-announcement and timing: The effects of a government expenditure shock," European Economic Review, Elsevier, vol. 56(3), pages 373-388.
    93. William T. Gavin, 2005. "Recent developments in monetary macroeconomics and U.S. dollar policy," Working Papers 2005-062, Federal Reserve Bank of St. Louis.
    94. Mark Gertler & Peter Karadi, 2015. "Monetary Policy Surprises, Credit Costs, and Economic Activity," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 44-76, January.
    95. Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2007. "Oil supply news in a VAR: Information from financial markets," Temi di discussione (Economic working papers) 632, Bank of Italy, Economic Research and International Relations Area.
    96. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2018. "One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification," LSE Research Online Documents on Economics 87182, London School of Economics and Political Science, LSE Library.
    97. Bjørnland, Hilde C., 2005. "Monetary policy and exchange rate interactions in a small open economy," Memorandum 31/2005, Oslo University, Department of Economics.
    98. Kliem, Martin & Kriwoluzky, Alexander, 2013. "Reconciling narrative monetary policy disturbances with structural VAR model shocks?," Discussion Papers 23/2013, Deutsche Bundesbank.
    99. Cyril May & Greg Farrell & Jannie Rossouw, 2018. "Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 308-338, September.
    100. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Identifying Unconventional Monetary Policy Shocks," Discussion Paper Series DP2017-05, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2017.
    101. De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
    102. Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2020. "Exchange Rates and the Information Channel of Monetary Policy," Discussion Papers of DIW Berlin 1906, DIW Berlin, German Institute for Economic Research.
    103. Kronick, Jeremy, 2014. "Monetary Policy Shocks from the EU and US: Implications for Sub-Saharan Africa," MPRA Paper 59416, University Library of Munich, Germany.
    104. M. Berument & Selahattin Togay & Afsin Sahin, 2011. "Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey," Open Economies Review, Springer, vol. 22(4), pages 649-667, September.
    105. Hilde C. Bjørnland, 2009. "Monetary policy and exchange rate overshooting: Dornbusch was right after all," Working Paper 2009/09, Norges Bank.
    106. Thapar, Aditi, 2008. "Using private forecasts to estimate the effects of monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 806-824, May.
    107. Roland Meeks, 2009. "Credit market shocks: evidence from corporate spreads and defaults," Working Papers 0906, Federal Reserve Bank of Dallas.
    108. Robin Braun & Ralf Brüggemann, 2020. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2020-01, Department of Economics, University of Konstanz.
    109. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016. "Monetary policy transmission in an open economy:new data and evidence from the United Kingdom," LSE Research Online Documents on Economics 86235, London School of Economics and Political Science, LSE Library.
    110. Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2017. "The effects of quasi-random monetary experiments," CEPR Discussion Papers 11801, C.E.P.R. Discussion Papers.
    111. Cieslak, Anna & Pang, Hao, 2020. "Common shocks in stocks and bonds," CEPR Discussion Papers 14708, C.E.P.R. Discussion Papers.
    112. Helena G. Keefe & Erick W. Rengifo, 2019. "Currency Options, Implied Interest Rates and Inflation Targeting," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(2), pages 119-136, February.
    113. Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024. "Is there an information channel of monetary policy?," IWH Discussion Papers 17/2020, Halle Institute for Economic Research (IWH), revised 2024.
    114. Bats, Joost V. & Giuliodori, Massimo & Houben, Aerdt C.F.J., 2023. "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    115. Masuod Homayounifar & Kamran Pahlavan Mosaveri & Elmira Shahriari, 2014. "Football Marketing and Its Effect on Economic Boom," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 2, pages 1-1, December.
    116. James Bishop & Peter Tulip, 2017. "Anticipatory Monetary Policy and the 'Price Puzzle'," RBA Research Discussion Papers rdp2017-02, Reserve Bank of Australia.
    117. Cloyne, James & Hürtgen, Patrick, 2014. "The macroeconomic effects of monetary policy: a new measure for the United Kingdom," Bank of England working papers 493, Bank of England.
    118. Gultekin Isiklar, 2005. "Structural VAR identification in asset markets using short-run market inefficiencies," Econometrics 0501001, University Library of Munich, Germany, revised 02 Jan 2005.
    119. Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
    120. Neuenkirch, Matthias, 2013. "Monetary policy transmission in vector autoregressions: A new approach using central bank communication," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4278-4285.
    121. Pitschner, Stefan, 2013. "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series 267, Sveriges Riksbank (Central Bank of Sweden).
    122. Bjørnland, Hilde C. & Jacobsen, Dag Henning, 2010. "The role of house prices in the monetary policy transmission mechanism in small open economies," Journal of Financial Stability, Elsevier, vol. 6(4), pages 218-229, December.
    123. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2020. "One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area," CEPR Discussion Papers 14968, C.E.P.R. Discussion Papers.
    124. Bachmann, Rüdiger & Gödl-Hanisch, Isabel & Sims, Eric R., 2022. "Identifying monetary policy shocks using the central bank’s information set," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
    125. Christina Anderl & Guglielmo Maria Caporale, 2023. "Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects," CESifo Working Paper Series 10656, CESifo.
    126. Llaudes, Ricardo, 2007. "Monetary policy shocks in a two-sector open economy: an empirical study," Working Paper Series 799, European Central Bank.
    127. Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023. "(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions," CESifo Working Paper Series 10219, CESifo.
    128. Carlo Rosa & Giovanni Verga, 2008. "The Impact of Central Bank Announcements on Asset Prices in Real Time," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 175-217, June.
    129. Neville Francis, 2012. "The Low-Frequency Impact of Daily Monetary Policy Shock," 2012 Meeting Papers 198, Society for Economic Dynamics.
    130. Melolinna, Marko, 2008. "Using financial markets information to identify oil supply shocks in a restricted VAR," Bank of Finland Research Discussion Papers 9/2008, Bank of Finland.
    131. Elif Arbatli, 2008. "Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account," Staff Working Papers 08-48, Bank of Canada.
    132. Couture, Cody, 2021. "Financial market effects of FOMC projections," Journal of Macroeconomics, Elsevier, vol. 67(C).
    133. Kishor, N. Kundan & Marfatia, Hardik A., 2013. "The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 1-24.
    134. Willems, Tim, 2013. "Analyzing the effects of US monetary policy shocks in dollarized countries," European Economic Review, Elsevier, vol. 61(C), pages 101-115.
    135. Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
    136. Tim Willems, 2011. "Using Dollarized Countries to Analyze the Effects of US Monetary Policy Shocks," 2011 Meeting Papers 200, Society for Economic Dynamics.
    137. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers 55/13, Institute for Fiscal Studies.
    138. Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
    139. Mr. Douglas Laxton & Mr. Andrew Berg & Mr. Philippe D Karam, 2006. "A Practical Model-Based Approach to Monetary Policy Analysis—Overview," IMF Working Papers 2006/080, International Monetary Fund.
    140. Cieslak, Anna & Pang, Hao, 2021. "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, vol. 142(2), pages 880-904.
    141. Kilman, Josefin, 2022. "Monetary Policy Shocks for Sweden," Working Papers 2022:18, Lund University, Department of Economics.
    142. Levon Goukasian & Mehdi Majbouri, 2010. "The Reaction of Real Estate–Related Industries to the Monetary Policy Actions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(2), pages 355-398, June.
    143. Nicholas Taylor, 2010. "The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 399-420, March.
    144. Adetutu, Morakinyo O. & Odusanya, Kayode A. & Ebireri, John E. & Murinde, Victor, 2020. "Oil booms, bank productivity and natural resource curse in finance," Economics Letters, Elsevier, vol. 186(C).
    145. Edward Herbst & Dario Caldara, 2015. "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations," 2015 Meeting Papers 899, Society for Economic Dynamics.
    146. P. A. Nazarov & Kazakova, Maria, 2014. "Methodological Principles of Prediction of Tax Revenues of Budgetary System," Published Papers r90219, Russian Presidential Academy of National Economy and Public Administration.
    147. Kenneth B. Petersen & Vladimir Pozdnyakov, 2008. "Predicting the Fed," Working papers 2008-07, University of Connecticut, Department of Economics.
    148. Mr. Andrew J Swiston, 2007. "Where Have the Monetary Surprises Gone? The Effects of FOMC Statements," IMF Working Papers 2007/185, International Monetary Fund.
    149. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
    150. Bachmeier, Lance, 2008. "Monetary policy and the transmission of oil shocks," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1738-1755, December.
    151. Braun, Robin & Brüggemann, Ralf, 2022. "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England working papers 961, Bank of England.
    152. Ali Ashraf & M. Kabir Hassan & William J. Hippler, 2017. "Monetary Shocks, Policy Tools And Financial Firm Stock Returns: Evidence From The 2008 Us Quantitative Easing," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 27-56, March.
    153. Hernández Juan R., 2014. "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," Working Papers 2014-09, Banco de México.
    154. Pascal Paul, 2020. "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
    155. Farka, Mira & DaSilva, Amadeu, 2011. "The fed and the term structure: Addressing simultaneity within a structural VAR model," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 935-952.
    156. Kilian, Lutz, 2011. "Structural Vector Autoregressions," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.
    157. Sacht, Stephen, 2014. "Optimal monetary policy responses and welfare analysis within the highfrequency New-Keynesian framework," Economics Working Papers 2014-03, Christian-Albrechts-University of Kiel, Department of Economics.
    158. Esteban Argudo, 2021. "Monetary Policy Transmission via Loan Contract Terms in the United States," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-31, October.
    159. Andrea Monticini & Giacomo Vaciago, 2007. "Are Euro Interest Rates led by FED Announcements?," Money Macro and Finance (MMF) Research Group Conference 2006 16, Money Macro and Finance Research Group.
    160. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.

  45. C.S. Forbes & G.M. Martin & J. Wright, 2002. "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices," Monash Econometrics and Business Statistics Working Papers 2/02, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 07/2003, University of Verona, Department of Economics.
    2. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2006. "Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model," Applied Financial Economics, Taylor & Francis Journals, vol. 16(6), pages 479-490.
    3. Silvia Centanni, 2011. "Computing option values by pricing kernel with a stochatic volatility model," Working Papers 05/2011, University of Verona, Department of Economics.

  46. Faust, Jon & Rogers, John H. & Swanson, Eric & Wright, Jonathan H., 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," Working Paper Series 167, European Central Bank.

    Cited by:

    1. Alessi, Lucia & Kerssenfischer, Mark, 2016. "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series 1967, European Central Bank.
    2. Georgiadis, Georgios, 2015. "Determinants of global spillovers from US monetary policy," Working Paper Series 1854, European Central Bank.
    3. de Groot, Oliver & Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Nikalexi, Katerina, 2020. "Monetary policy and regional inequality," Working Paper Series 2385, European Central Bank.
    4. Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.
    5. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, vol. 148(C).
    6. Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
    7. H. Henry Cao & Martin D. D. Evans & Richard K. Lyons, 2017. "Inventory Information," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 9, pages 363-413, World Scientific Publishing Co. Pte. Ltd..
    8. Paiardini, Paola, 2014. "The impact of economic news on bond prices: Evidence from the MTS platform," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 302-322.
    9. Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007. "Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach," CESifo Working Paper Series 2080, CESifo.
    10. Jongrim Ha & Inhwan So, 2023. "Which Monetary Shocks Matter in Small Open Economies? Evidence from Canada," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 389-472, June.
    11. Karine Gente & Miguel Leon-Ledesma, 2006. "Does the world real interest rate affect the real exchange rate? The South East Asian experience," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 15(4), pages 441-467.
    12. Georgiadis, Georgios, 2017. "To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models," Journal of International Economics, Elsevier, vol. 107(C), pages 1-18.
    13. Andreas M. Fischer & Angelo Ranaldo, 2008. "Does FOMC News Increase Global FX Trading?," Working Papers 2008-09, Swiss National Bank.
    14. Julian di Giovanni & John Rogers, 2024. "The Impact of U.S. Monetary Policy on Foreign Firms," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 58-115, March.
    15. Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2009. "Fiscal Foresight and Information Flows," NBER Working Papers 14630, National Bureau of Economic Research, Inc.
    16. Sugo, Tomohiro & Ueda, Kozo, 2008. "Estimating a dynamic stochastic general equilibrium model for Japan," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 476-502, December.
    17. Kenneth N. Kuttner & Adam S. Posen, 2007. "Do Markets Care Who Chairs the Central Bank?," Working Paper Series WP07-3, Peterson Institute for International Economics.
    18. Jacques Miniane & John H. Rogers, 2007. "Capital Controls and the International Transmission of U.S. Money Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1003-1035, August.
    19. Joshua Hausman & Jon Wongswan, 2006. "Global asset prices and FOMC announcements," International Finance Discussion Papers 886, Board of Governors of the Federal Reserve System (U.S.).
    20. Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2008. "Fiscal Foresight: Analytics and Econometrics," NBER Working Papers 14028, National Bureau of Economic Research, Inc.
    21. Evžen Kocenda & Michala Moravcová, 2018. "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series 7239, CESifo.
    22. Georgios Georgiadis, 2015. "To bi, or not to bi? differences in spillover estimates from bilateral and multilateral multi-country models," Globalization Institute Working Papers 256, Federal Reserve Bank of Dallas.
    23. Rasmus Fatum & Barry Scholnick, "undated". "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series 05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
    24. Jérôme Coffinet & Sylvain Gouteron, 2010. "Euro‐Area Yield Curve Reaction to Monetary News," German Economic Review, Verein für Socialpolitik, vol. 11(2), pages 208-224, May.
    25. John C. Bluedorn & Christopher Bowdler, 2006. "The Open Economy Consequences of U.S. Monetary Policy," Economics Series Working Papers 265, University of Oxford, Department of Economics.
    26. Eric T. Swanson, 2024. "The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1152-1184, September.
    27. Jongrim Ha & Inhwan So, 2017. "Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs," Working Papers 2017-2, Economic Research Institute, Bank of Korea.
    28. Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023. "Risk, monetary policy and asset prices in a global world," Working Paper Series 2879, European Central Bank.
    29. Peter Reinhard Hansen & Asger Lunde, 2005. "A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 525-554.
    30. Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).
    31. Luis Fernando Melo & Hernán Rincón, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(71), pages 1-35, June.
    32. Donghyun Park & Irfan Qureshi & Shu Tian & Mai Lin Villaruel, 2022. "Impact of US monetary policy uncertainty on Asian exchange rates," Economic Change and Restructuring, Springer, vol. 55(1), pages 73-82, February.
    33. Hau, Harald, 2000. "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," CEPR Discussion Papers 2356, C.E.P.R. Discussion Papers.
    34. Geiger, Michael, 2006. "Monetary Policy in China (1994-2004): Targets, Instruments and their Effectiveness," W.E.P. - Würzburg Economic Papers 68, University of Würzburg, Department of Economics.
    35. Eric T. Swanson, 2004. "Federal Reserve transparency and financial market forecasts of short-term interest rates," Finance and Economics Discussion Series 2004-06, Board of Governors of the Federal Reserve System (U.S.).
    36. Alex Luiz FERREIRA, 2010. "Are Real Interest Differentials Caused by Frictions in Goods or Assets Markets, Real or Nominal Shocks?," EcoMod2004 330600051, EcoMod.
    37. Schmitt-Grohé, Stephanie & Uribe, Martín, 2022. "The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials," Journal of International Economics, Elsevier, vol. 135(C).
    38. Francesco Zanetti & Christoph Görtz & Wei Li & John Tsoukalas, 2020. "Vintage Article: The Effect of Monetary Policy Shocks in the United Kingdom: an External Instruments Approach," Economics Series Working Papers 812, University of Oxford, Department of Economics.
    39. Louis Raffestin, 2016. "Foreign exchange investment rules and endogenous currency crashes," Working Papers hal-01277113, HAL.
    40. Delphine Boutin, 2011. "D'une crise à l'autre : mesurer l'impact des prix alimentaires sur la pauvreté," Working Papers hal-00637608, HAL.
    41. Bacchiocchi, Emanuele & Bastianin, Andrea & Missale, Alessandro & Rossi, Eduardo, 2016. "Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows," JRC Working Papers in Economics and Finance 2016-04, Joint Research Centre, European Commission.
    42. De Grauwe, Paul & Grimaldi, Marianna, 2006. "Exchange rate puzzles: A tale of switching attractors," European Economic Review, Elsevier, vol. 50(1), pages 1-33, January.
    43. Jean-François Goux & Charbel Cordahi, 2007. "The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon," Post-Print halshs-00174466, HAL.
    44. Karau, Sören, 2024. "Relative monetary policy and exchange rates," Discussion Papers 40/2024, Deutsche Bundesbank.
    45. Andersson, Magnus & Hansen, Lars Jul & Sebestyén, Szabolcs, 2006. "Which news moves the euro area bond market?," Working Paper Series 631, European Central Bank.
    46. Marc Burri & Daniel Kaufmann, 2024. "Multi-dimensional monetary policy shocks based on heteroscedasticity," IRENE Working Papers 24-03, IRENE Institute of Economic Research.
    47. Kriwoluzky, Alexander, 2012. "Pre-announcement and timing: The effects of a government expenditure shock," European Economic Review, Elsevier, vol. 56(3), pages 373-388.
    48. John C. Bluedorn & Christopher Bowdler, 2005. "Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification," Economics Papers 2005-W18, Economics Group, Nuffield College, University of Oxford.
    49. Marianna Grimaldi & Paul De Grauwe, 2003. "Bubbling and Crashing Exchange Rates," CESifo Working Paper Series 1045, CESifo.
    50. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, September.
    51. De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
    52. Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2020. "Exchange Rates and the Information Channel of Monetary Policy," Discussion Papers of DIW Berlin 1906, DIW Berlin, German Institute for Economic Research.
    53. Georgios Georgiadis, 2016. "To bi, or not to bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models," EcoMod2016 9145, EcoMod.
    54. Paul de Grauwe & Roberto Dieci & Marianna Grimaldi & Paul De Grauwe, 2005. "Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework," CESifo Working Paper Series 1431, CESifo.
    55. Fatum, Rasmus & Scholnick, Barry, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Department of Economics, Working Paper Series qt4cc3291n, Department of Economics, UC Santa Cruz.
    56. Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024. "Is there an information channel of monetary policy?," IWH Discussion Papers 17/2020, Halle Institute for Economic Research (IWH), revised 2024.
    57. Christopher D. Carroll, 2007. "Comment on "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 51-59, National Bureau of Economic Research, Inc.
    58. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics.
    59. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 125291, London School of Economics and Political Science, LSE Library.
    60. Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," CESifo Working Paper Series 2613, CESifo.
    61. Mahdi Barakchian, S., 2015. "Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis," Economic Modelling, Elsevier, vol. 46(C), pages 11-26.
    62. Pitschner, Stefan, 2013. "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series 267, Sveriges Riksbank (Central Bank of Sweden).
    63. Bachmann, Rüdiger & Gödl-Hanisch, Isabel & Sims, Eric R., 2022. "Identifying monetary policy shocks using the central bank’s information set," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
    64. Munir, Kashif & Qayyum, Abdul, 2012. "Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach," MPRA Paper 35976, University Library of Munich, Germany.
    65. Llaudes, Ricardo, 2007. "Monetary policy shocks in a two-sector open economy: an empirical study," Working Paper Series 799, European Central Bank.
    66. Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc.
    67. Luis Fernando Melo & Hernán Rincon, 2012. "External Shocks and Asset Prices in Latin America before and after Lehman Brothers’ Bankruptcy," Borradores de Economia 704i, Banco de la Republica de Colombia.
    68. Magnus Andersson & Lars Jul Overby & Szabolcs Sebestyén, 2009. "Which News Moves the Euro Area Bond Market?," German Economic Review, Verein für Socialpolitik, vol. 10(1), pages 1-31, February.
    69. Valente, Giorgio, 2009. "International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 920-940, October.
    70. d'Amico, Stefania & Mira Farka, 2003. "The Fed and Stock Market: A Proxy and Instrumental Variable Identification," Royal Economic Society Annual Conference 2003 52, Royal Economic Society.
    71. Nikola Gradojevic & Christopher J. Neely, 2008. "The dynamic interaction of order flows and the CAD/USD exchange rate," Working Papers 2008-006, Federal Reserve Bank of St. Louis.
    72. Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
    73. James H. Stock & Mark W. Watson, 2017. "Twenty Years of Time Series Econometrics in Ten Pictures," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 59-86, Spring.
    74. Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
    75. Nicholas Taylor, 2010. "The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 399-420, March.
    76. Bacchiocchi, Emanuele & Bastianin, Andrea & Missale, Alessandro & Rossi, Eduardo, 2020. "Structural analysis with mixed-frequency data: A model of US capital flows," Economic Modelling, Elsevier, vol. 89(C), pages 427-443.
    77. Ashesh Rambachan & Neil Shephard, 2019. "When do common time series estimands have nonparametric causal meaning?," Papers 1903.01637, arXiv.org, revised Jan 2025.
    78. Andrej Sokol & Ambrogio Cesa-Bianchi, 2017. "The International Credit Channel of U.S. Monetary Policy and Financial Shocks," 2017 Meeting Papers 724, Society for Economic Dynamics.
    79. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
    80. Jonathan Kearns & Phil Manners, 2006. "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
    81. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
    82. Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.
    83. Farka, Mira & DaSilva, Amadeu, 2011. "The fed and the term structure: Addressing simultaneity within a structural VAR model," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 935-952.

  47. Jon Faust & John H. Rogers & Jonathan H. Wright, 2001. "An empirical comparison of Bundesbank and ECB monetary policy rules," International Finance Discussion Papers 705, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Arnold, Ivo J.M., 2006. "Optimal regional biases in ECB interest rate setting," European Journal of Political Economy, Elsevier, vol. 22(2), pages 307-321, June.
    2. Patrick Honohan & Philip R. Lane, 2003. "Divergent inflation rates in EMU [‘European financial integration and equity returns: a theory-based assessment’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(37), pages 357-394.
    3. P. Siklos & M. Bohl, 2006. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
    4. Bohl, Martin T. & Siklos, Pierre L. & Werner, Thomas, 2007. "Do central banks react to the stock market? The case of the Bundesbank," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 719-733, March.
    5. Paolo Surico, 2003. "How does the ECB target inflation?," Macroeconomics 0305005, University Library of Munich, Germany.
    6. Gerlach-Kristen, Petra, 2003. "Interest rate reaction functions and the Taylor rule in the euro area," Working Paper Series 258, European Central Bank.
    7. Siklos, Pierre L. & Bohl, Martin T., 2007. "Do actions speak louder than words? Evaluating monetary policy at the Bundesbank," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 368-386, June.
    8. Zeno Rotondi & Giacomo Vaciago, 2007. "Lessons from the ECB Experience: Frankfurt Still Matters!," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 36(2), pages 147-170, July.
    9. Coenen, Gunter, 2007. "Inflation persistence and robust monetary policy design," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 111-140, January.
    10. Claudia Kurz & Jeong-Ryeol Kurz-Kim, 2011. "Taylor Rule Revisited: from an Econometric Point of View," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 46-51, June.
    11. Fourçans, André & Vranceanu, Radu, 2002. "ECB Monetary Policy Rule: Some Theory and Empirical Evidence," ESSEC Working Papers DR 02008, ESSEC Research Center, ESSEC Business School.
    12. Jérôme Creel & Jacky Fayolle, 2002. "La Banque centrale européenne ou le Seigneur des euros," SciencePo Working papers Main hal-01017808, HAL.
    13. Yemba, Boniface P. & Otunuga, Olusegun Michael & Tang, Biyan & Biswas, Nabaneeta, 2023. "Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters," Finance Research Letters, Elsevier, vol. 52(C).
    14. Eleftheriou, Maria, 2009. "Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules," Economic Modelling, Elsevier, vol. 26(5), pages 946-960, September.
    15. Stephan Sauer & Jan-Egbert Sturm, 2003. "Using Taylor Rules to Understand ECB Monetary Policy," CESifo Working Paper Series 1110, CESifo.
    16. Gerdesmeier, Dieter & Roffia, Barbara, 2005. "The relevance of real-time data in estimating reaction functions for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 293-307, December.
    17. Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker, 2015. "Monetary Cross-Checking in Practice," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113126, Verein für Socialpolitik / German Economic Association.
    18. Patrick Honohan & Anthony J. Leddin, 2006. "Ireland in EMU - More Shocks, Less Insulation?," The Economic and Social Review, Economic and Social Studies, vol. 37(2), pages 263-294.
    19. Volker Clausen & Bernd Hayo, 2002. "Makroökonomische Implikationen der Mitgliedschaft Deutschlands in der Europäischen Währungsunion," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 71(3), pages 339-353.
    20. Fourcans, Andre & Vranceanu, Radu, 2004. "The ECB interest rate rule under the Duisenberg presidency," European Journal of Political Economy, Elsevier, vol. 20(3), pages 579-595, September.
    21. Dieter Gerdesmeier & Barbara Roffia, 2004. "Empirical Estimates of Reaction Functions for the Euro Area," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 37-66, March.
    22. Conrad, Christian & Hartmann, Matthias, 2014. "Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," Working Papers 0574, University of Heidelberg, Department of Economics.
    23. Heinemann, Friedrich & Huefner, Felix P., 2002. "Is the View from the Eurotower Purely European? National Divergence and ECB Interest Rate Policy," ZEW Discussion Papers 02-69, ZEW - Leibniz Centre for European Economic Research.
    24. Zeno Rotondi & Giacomo Vaciago, 2003. "The reputation of a newborn central bank," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 56(224), pages 3-22.
    25. FitzGerald, John & Bergin, Adele & Conefrey, Thomas & Diffney, Sean & Duffy, David & Kearney, Ide & Lyons, Sean & Malaguzzi Valeri, Laura & Mayor, Karen & Richard S. J. Tol, 2008. "Medium-Term Review 2008-2015, No. 11," Forecasting Report, Economic and Social Research Institute (ESRI), number MTR11, march.
    26. Jan J J Groen & Akito Matsumoto, 2004. "Real exchange rate persistence and systematic monetary policy behaviour," Bank of England working papers 231, Bank of England.
    27. Ansgar Belke & Thorsten Polleit, 2007. "How the ECB and the US Fed set interest rates," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2197-2209.
    28. Gerdesmeier, Dieter & Roffia, Barbara, 2004. "Taylor rules for the euro area: the issue of real-time data," Discussion Paper Series 1: Economic Studies 2004,37, Deutsche Bundesbank.
    29. Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2005. "How the Bundesbank really conducted monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 277-292, December.
    30. Patrick Lünnemann & Abdelaziz Rouabah, 2003. "Règle de Taylor: estimation et interprétation pour la zone euro et pour le Luxembourg," BCL working papers 9, Central Bank of Luxembourg.
    31. Karsten Ruth, 2007. "Interest rate reaction functions for the euro area," Empirical Economics, Springer, vol. 33(3), pages 541-569, November.
    32. Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.
    33. Ruth, Karsten, 2004. "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies 2004,33, Deutsche Bundesbank.
    34. Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June.
    35. Leon, Costas, 2006. "The Taylor rule: can it be supported by the data?," MPRA Paper 1650, University Library of Munich, Germany.
    36. Gerlach, Stefan, 2004. "Interest Rate Setting by the ECB: Words and Deeds," CEPR Discussion Papers 4775, C.E.P.R. Discussion Papers.
    37. Siklos, Pierre L. & Bohl, Martin T. & Werner, Thomas, 2003. "Did the Bundesbank React to Stock Price Movements?," Discussion Paper Series 1: Economic Studies 2003,14, Deutsche Bundesbank.
    38. Rautureau, Nicolas, 2004. "Measuring the long-term perception of monetary policy and the term structure," Bank of Finland Research Discussion Papers 12/2004, Bank of Finland.
    39. Chiara Scotti, 2006. "A bivariate model of Fed and ECB main policy rates," International Finance Discussion Papers 875, Board of Governors of the Federal Reserve System (U.S.).
    40. Conrad, Christian & Hartmann, Matthias, 2019. "On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies," European Journal of Political Economy, Elsevier, vol. 56(C), pages 233-250.
    41. Aleksandra Maslowska, 2009. "Using Taylor Rule to Explain Effects of Institutional Changes in Central Banks," Discussion Papers 46, Aboa Centre for Economics.
    42. Colavecchio, Roberta & Carstensen, Kai, 2004. "Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function?," Kiel Working Papers 1221, Kiel Institute for the World Economy (IfW Kiel).
    43. Ansgar Belke & Wim Kösters & Martin Leschke & Thorsten Polleit, 2005. "Back to the rules," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 268/2005, Department of Economics, University of Hohenheim, Germany.
    44. Wilde, Wolfram, 2012. "The influence of Taylor rule deviations on the real exchange rate," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 51-61.
    45. Ahmad Hassan Ahmad & Stephen Brown, 2017. "Re-examining the ECB’s two-pillar monetary policy strategy: Are there any deviations during and the pre-financial crisis periods?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(3), pages 585-607, August.
    46. Gerberding, Christina & Worms, Andreas & Seitz, Franz, 2004. "How the Bundesbank really conducted monetary policy: An analysis based on real-time data," Discussion Paper Series 1: Economic Studies 2004,25, Deutsche Bundesbank.
    47. Mésonnier, J-S. & Renne, J-P., 2004. "Règle de Taylor et politique monétaire dans la zone euro," Working papers 117, Banque de France.

  48. Jon Faust & John H. Rogers & Jonathan H. Wright, 2001. "Exchange rate forecasting: the errors we've really made," International Finance Discussion Papers 714, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Martin D. D. Evans & Richard K. Lyons, 2017. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 11, pages 457-475, World Scientific Publishing Co. Pte. Ltd..
    2. Adam J. Check & Anna K Nolan & Tyler C. Schipper, 2019. "Forecasting GDP Growth using Disaggregated GDP Revisions," Economics Bulletin, AccessEcon, vol. 39(4), pages 2580-2588.
    3. Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
    4. Rossi, José Luiz Júnior, 2013. "Liquidity and Exchange Rates," Insper Working Papers wpe_325, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    5. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
    6. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
    7. Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
    8. Kelly Burns, 2016. "A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation," Multinational Finance Journal, Multinational Finance Journal, vol. 20(1), pages 41-83, March.
    9. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004. "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers 4365, C.E.P.R. Discussion Papers.
    10. Moore, Michael J. & Roche, Maurice J., 2010. "Solving exchange rate puzzles with neither sticky prices nor trade costs," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1151-1170, October.
    11. Martin D. D. Evans & Richard K. Lyons, 2007. "Exchange Rate Fundamentals and Order Flow," NBER Working Papers 13151, National Bureau of Economic Research, Inc.
    12. Reitz Stefan & Rülke Jan-Christoph & Stadtmann Georg, 2010. "Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(4), pages 454-466, August.
    13. Darvas, Zsolt & Schepp, Zoltán, 2007. "Kelet-közép-európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével [Forecasting the exchange rates of three Central-Eastern European currencies with forward exchange rates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 501-528.
    14. Yip Yin & Quah Hoe, 2008. "A New Variant of ARFIMA Process and Its Predictive Ability," Modern Applied Science, Canadian Center of Science and Education, vol. 2(2), pages 142-142, March.
    15. Darvas, Zsolt & Schepp, Zoltán, 2020. "Forecasting exchange rates of major currencies with long maturity forward rates," Corvinus Economics Working Papers (CEWP) 2020/01, Corvinus University of Budapest.
    16. Kari Heimonen, 2006. "Time-Varying Fundamentals of the Euro-Dollar Exchange Rate," International Economic Journal, Taylor & Francis Journals, vol. 20(4), pages 385-407.
    17. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
    18. Cheung, Yin-Wong & Chinn, Menzie David & Garcia Pascual, Antonio, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Department of Economics, Working Paper Series qt8ds2g7qg, Department of Economics, UC Santa Cruz.
    19. Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
    20. Atsushi Inoue & Barbara Rossi, 2008. "Monitoring and Forecasting Currency Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 523-534, March.
    21. Richard G. Anderson, 2006. "Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC," Review, Federal Reserve Bank of St. Louis, vol. 88(Jan), pages 81-93.
    22. Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020. "Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data," Working Papers 202083, University of Pretoria, Department of Economics.
    23. Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015. "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 116-141.
    24. Cerra, Valerie & Saxena, Sweta Chaman, 2010. "The monetary model strikes back: Evidence from the world," Journal of International Economics, Elsevier, vol. 81(2), pages 184-196, July.
    25. Kilian, Lutz & Inoue, Atsushi, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers.
    26. Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
    27. Rusnák, Marek, 2016. "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
    28. Stelios Bekiros, 2011. "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers ECO2011/21, European University Institute.
    29. Ron Alquist & Menzie D. Chinn, 2008. "Conventional and unconventional approaches to exchange rate modelling and assessment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 2-13.
    30. Leitner, Johannes & Schmidt, Robert & Bofinger, Peter, 2003. "Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices," W.E.P. - Würzburg Economic Papers 39, University of Würzburg, Department of Economics.
    31. Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
    32. Stephanos Papadamou & Thomas Markopoulos, 2012. "The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(3), pages 299-314, August.
    33. Eric Fisher, 2004. "Exploring Elements of Exchange Rate Theory in a Controlled Enivronment," Levine's Bibliography 122247000000000199, UCLA Department of Economics.
    34. Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
    35. Martin McCarthy, Stephen Snudden, 2024. "Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data," LCERPA Working Papers jc0148, Laurier Centre for Economic Research and Policy Analysis, revised Oct 2024.
    36. Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005. "Markov switching regimes in a monetary exchange rate model," Economic Modelling, Elsevier, vol. 22(3), pages 485-502, May.
    37. Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
    38. Morales-Arias, Leonardo & Moura, Guilherme V., 2013. "Adaptive forecasting of exchange rates with panel data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 493-509.
    39. Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia-Pascual, 2005. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Working Papers 122005, Hong Kong Institute for Monetary Research.
    40. Michele Ca' Zorzi & Jakub Muck & Michal Rubaszek, 2015. "Real exchange rate forecasting and ppp: this time the random walk loses," Globalization Institute Working Papers 229, Federal Reserve Bank of Dallas.
    41. Andersen, Torben M. & Beier, Niels C., 2005. "International transmission of transitory and persistent monetary shocks under imperfect information," Journal of International Economics, Elsevier, vol. 66(2), pages 485-507, July.
    42. Carlo Altavilla & Paul De Grauwe, 2010. "Non-linearities in the relation between the exchange rate and its fundamentals," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-21.
    43. Qi, Min & Wu, Yangru, 2003. "Nonlinear prediction of exchange rates with monetary fundamentals," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 623-640, December.
    44. Clements, Michael P. & Galvão, Ana Beatriz, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS) 953, University of Warwick, Department of Economics.
    45. Kenneth W Clements & Yihui Lan & John Roberts, 2007. "Exchange-Rate Economics for the Resources Sector," Economics Discussion / Working Papers 07-13, The University of Western Australia, Department of Economics.
    46. Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013. "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series 1576, European Central Bank.
    47. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics.
    48. Rossi Junior, Jose Luiz & Felicio, Wilson Rafael de Oliveira, 2014. "Common Factors and the Exchange Rate: Results From the Brazilian Case," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    49. mamatzakis, e & Christodoulakis, G, 2013. "Behavioural Asymmetries in the G7 Foreign Exchange Market," MPRA Paper 51615, University Library of Munich, Germany.
    50. Christopher J. Neely, 2014. "How Persistent Are Unconventional Monetary Policy Effects?," Working Papers 2014-004, Federal Reserve Bank of St. Louis, revised 15 Apr 2022.
    51. Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis," MPRA Paper 65290, University Library of Munich, Germany.
    52. Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
    53. Rafael R. Rebitzky, 2010. "The Influence Of Fundamentals On Exchange Rates: Findings From Analyses Of News Effects," Journal of Economic Surveys, Wiley Blackwell, vol. 24(4), pages 680-704, September.
    54. Michael Pedersen, 2010. "Extracting GDP Signals From the Monthly Indicator of Economic Activity: Evidence From Chilean Real-Time Data," Working Papers Central Bank of Chile 595, Central Bank of Chile.
    55. Jorge Selaive & Vicente Tuesta, 2004. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance 0404014, University Library of Munich, Germany.
    56. Andrew C. Chang & Phillip Li, 2018. "Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
    57. Yunus Aksoy & Kurmas Akdogan, 2006. "Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?," Computing in Economics and Finance 2006 12, Society for Computational Economics.
    58. Reitz, Stefan & Ruelke, Jan & Stadtmann, Georg, 2009. "Are oil-price-forecasters finally right? -- Regressive expectations towards more fundamental values of the oil price," MPRA Paper 15607, University Library of Munich, Germany.
    59. Hui Guo & Robert Savickas, 2006. "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers 2005-025, Federal Reserve Bank of St. Louis.
    60. Inci, Ahmet Can, 2008. "The Japanese yen futures returns, spot returns, and the risk premium," Global Finance Journal, Elsevier, vol. 18(3), pages 385-399.
    61. Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
    62. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
    63. Juan Pedro Jensen Perdomo & Fernando Balbino Botelho, 2007. "Messe-Rogoff Revisitados: Uma Análise Empírica Das Projeções Para A Taxa De Câmbio No Brasil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 038, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    64. Engel, Charles & Lee, Dohyeon & Liu, Chang & Liu, Chenxin & Wu, Steve Pak Yeung, 2019. "The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 317-331.
    65. George Christodoulakis & Emmanuel Mamatzakis, 2008. "Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?," Discussion Paper Series 2008_12, Department of Economics, University of Macedonia, revised Sep 2008.
    66. Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
    67. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    68. Michael King & Carol Osler & Dagfinn Rime, 2012. "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers 54, Brandeis University, Department of Economics and International Business School.
    69. Emmanuel Davradakis, 2005. "Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 15(7), pages 439-446.
    70. Michael P. Clements, 2017. "Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 420-433, July.
    71. Jonathan H. Wright, 2003. "Bayesian Model Averaging and exchange rate forecasts," International Finance Discussion Papers 779, Board of Governors of the Federal Reserve System (U.S.).
    72. Hamid Baghestani, 2010. "Evaluating Blue Chip forecasts of the trade-weighted dollar exchange rate," Applied Financial Economics, Taylor & Francis Journals, vol. 20(24), pages 1879-1889.
    73. Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
    74. Onur Ince, 2013. "Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data," Working Papers 13-04, Department of Economics, Appalachian State University.
    75. Felício, Wilson Rafael de Oliveira & Rossi, José Luiz Júnior, 2013. "Common factors and the exchange rate: results from the Brazilian case," Insper Working Papers wpe_318, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    76. Imad A. Moosa, 2015. "The random walk versus unbiased efficiency: can we separate the wheat from the chaff?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 38(2), pages 251-279, October.
    77. David O. Cushman, 2007. "A portfolio balance approach to the Canadian–U.S. exchange rate," Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 305-320.
    78. López-Suárez, Carlos Felipe & Rodríguez-López, José Antonio, 2011. "Nonlinear exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 877-895, September.
    79. Kingston, Geoffrey & Melecky, Martin, 2007. "Currency preferences and the Australian dollar," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 454-467, April.
    80. Roche, M.J. & Moore. M.J., 2002. "Volatile and persistent real exchange rates without the contrivance of sticky prices," Economics Department Working Paper Series n1160402, Department of Economics, National University of Ireland - Maynooth.
    81. Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
    82. David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
    83. Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
    84. Darvas, Zsolt & Schepp, Zoltán, 2024. "Exchange rates and fundamentals: Forecasting with long maturity forward rates," Journal of International Money and Finance, Elsevier, vol. 143(C).
    85. Moosa, Imad A. & Vaz, John J., 2016. "Cointegration, error correction and exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 21-34.
    86. Menzie D. Chinn, 2008. "Non‐linearities, Business Cycles and Exchange Rates," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(3), pages 219-239, November.
    87. Schepp, Zoltán, 2003. "Befektetői horizont és a „forwardrejtély” [The investor horizon and the ‘forward puzzle’]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 939-963.
    88. Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar, 2008. "Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies," MPRA Paper 7505, University Library of Munich, Germany.
    89. Ernesto Pienika & Maximiliano Mateauda, 2017. "Análisis del proceso de revisión de las Cuentas Nacionales Trimestrales en Uruguay," Documentos de trabajo 2017008, Banco Central del Uruguay.
    90. Kempa, Bernd & Riedel, Jana, 2013. "Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 268-278.
    91. Sarantis, Nicholas, 2006. "On the short-term predictability of exchange rates: A BVAR time-varying parameters approach," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2257-2279, August.
    92. Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018. "Momentum of return predictability," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 141-156.
    93. Paul De Grauwe & Isabel Vansteenkiste, 2007. "Exchange rates and fundamentals: a non-linear relationship?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 37-54.
    94. Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003. "Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach," Hannover Economic Papers (HEP) dp-289, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    95. Ding, Shusheng & Zheng, Dandan & Cui, Tianxiang & Du, Min, 2023. "The oil price-inflation nexus: The exchange rate pass- through effect," Energy Economics, Elsevier, vol. 125(C).
    96. Mr. Guy M Meredith, 2003. "Medium-Term Exchange Rate Forecasting: What Can We Expect?," IMF Working Papers 2003/021, International Monetary Fund.
    97. Nikolsko-Rzhevskyy, Alex & Prodan, Ruxandra, 2012. "Markov switching and exchange rate predictability," International Journal of Forecasting, Elsevier, vol. 28(2), pages 353-365.
    98. Clements, Michael P., 2006. "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers 269742, University of Warwick - Department of Economics.
    99. Marcel Fratzscher, 2008. "US shocks and global exchange rate configurations [‘Micro effects of macro announcements: Real-time price discovery in foreign exchange’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 23(54), pages 364-409.
    100. Akhter Mohiuddin Rather & V. N. Sastry & Arun Agarwal, 2017. "Stock market prediction and Portfolio selection models: a survey," OPSEARCH, Springer;Operational Research Society of India, vol. 54(3), pages 558-579, September.
    101. van Wincoop, Eric & Warnock, Francis E., 2010. "Can trade costs in goods explain home bias in assets?," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1108-1123, October.
    102. F. Pancotto & G. Pignataro & D. Raggi, 2014. "Higher order beliefs and the dynamics of exchange rates," Working Papers wp957, Dipartimento Scienze Economiche, Universita' di Bologna.
    103. Clements Michael P., 2012. "Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-27, January.
    104. Elias, Christopher J., 2016. "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 203-223.
    105. Clements, Michael P., 2016. "Real-time factor model forecasting and the effects of instability," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 661-675.
    106. Adrian Austin & Swarna Dutt, 2015. "Exchange Rates and Fundamentals: A New Look at the Evidence on Long-Horizon Predictability," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 43(1), pages 147-159, March.
    107. Molodtsova, Tanya & Nikolsko-Rzhevskyy, Alex & Papell, David H., 2008. "Taylor rules with real-time data: A tale of two countries and one exchange rate," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 63-79, October.
    108. Axel Grossmann & Marc Simpson & Teofilo Ozuna, 2014. "Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(2), pages 235-268, April.
    109. José Luiz Rossi Júnior & Pedro Fontoura & Marina Rossi, 2023. "Are Global Factors Useful for Forecasting the Exchange Rate?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-14.
    110. Rossi, José Luiz Júnior, 2014. "The Usefulness of Financial Variables in Predicting Exchange Rate Movements," Insper Working Papers wpe_332, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    111. Roberto Luis Olinto Ramos & Patrice T. Robitaille & Rebeca de la Rocque Palis, 2004. "News or noise? an analysis of Brazilian GDP announcements," International Finance Discussion Papers 776, Board of Governors of the Federal Reserve System (U.S.).
    112. Hina, Hafsa & Qayyum, Abdul, 2013. "Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors," MPRA Paper 52611, University Library of Munich, Germany.
    113. Garratt, Anthony & Lee, Kevin, 2010. "Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 403-422, April.
    114. Mahesh Kumar Tambi, 2005. "FORECASTING EXCHANGE RATE :A Uni-variate out of sample Approach," International Finance 0506005, University Library of Munich, Germany.
    115. Felício, Wilson Rafael de Oliveira & Rossi, José Luiz J., 2012. "The Usefulness of factor models in forecasting the exchange rate: results from the Brazilian case," Insper Working Papers wpe_273, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    116. Andrew C. Chang, 2018. "Nothing is Certain Except Death and Taxes : The Lack of Policy Uncertainty from Expiring \"Temporary\" Taxes," Finance and Economics Discussion Series 2018-041, Board of Governors of the Federal Reserve System (U.S.).
    117. Kharrat, Sabrine & Hammami, Yacine & Fatnassi, Ibrahim, 2020. "On the cross-sectional relation between exchange rates and future fundamentals," Economic Modelling, Elsevier, vol. 89(C), pages 484-501.
    118. Erika Corona & Sabrina Ecca & Michele Marchesi & Alessio Setzu, 2008. "The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 99-119, September.
    119. Hina, Hafsa & Qayyum, Abdul, 2015. "Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis," MPRA Paper 61997, University Library of Munich, Germany.
    120. Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013. "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3681-3693.
    121. Anthony Garratt & Kevin Lee, 2006. "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance 0616, Birkbeck, Department of Economics, Mathematics & Statistics.

  49. Jonathan H. Wright, 2000. "Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns," International Finance Discussion Papers 685, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Pierre Perron & Zhongjun Qu, 2008. "Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices," Boston University - Department of Economics - Working Papers Series wp2008-004, Boston University - Department of Economics.
    2. Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
    3. Frank S. Nielsen & Morten Ø. Nielsen & Per Houmann Frederiksen, 2009. "Local Polynomial Whittle Estimation Of Perturbed Fractional Processes," Working Paper 1218, Economics Department, Queen's University.
    4. Ranjit Kumar Paul & Bishal Gurung & Sandipan Samanta, 2015. "Analyzing the Effect of Dual Long Memory Process in Forecasting Agricultural Prices in Different Markets of India," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 4(4), pages 235-249.
    5. Kunal Saha & Vinodh Madhavan & Chandrashekhar G. R. & David McMillan, 2020. "Pitfalls in long memory research," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1733280-173, January.
    6. Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers 2002-017, Federal Reserve Bank of St. Louis.
    7. David McMillan & Alan Speight, 2006. "Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(13), pages 959-972.
    8. Geoffrey Ngene & Ann Nduati Mungai & Allen K. Lynch, 2018. "Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-38, June.
    9. Paolo Zaffaroni, 2003. "Gaussian inference on certain long-range dependent volatility models," Temi di discussione (Economic working papers) 472, Bank of Italy, Economic Research and International Relations Area.
    10. Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004. "Estimating Long Memory in Volatility," Econometrics 0412006, University Library of Munich, Germany.
    11. Dalla, Violetta, 2015. "Power transformations of absolute returns and long memory estimation," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 1-18.
    12. Maheu John, 2005. "Can GARCH Models Capture Long-Range Dependence?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-43, December.
    13. Serpil TURKYILMAZ & Mesut BALIBEY, 2014. "Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 400-410.
    14. Christopher J. Neely, 2004. "Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?," Working Papers 2003-018, Federal Reserve Bank of St. Louis.
    15. Tripathy, Naliniprava, 2022. "Long memory and volatility persistence across BRICS stock markets," Research in International Business and Finance, Elsevier, vol. 63(C).
    16. Avci-Surucu, Ezgi & Aydogan, A. Kursat & Akgul, Doganbey, 2016. "Bidding structure, market efficiency and persistence in a multi-time tariff setting," Energy Economics, Elsevier, vol. 54(C), pages 77-87.
    17. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010. "Long memory volatility in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1425-1433.
    18. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.

  50. Jonathan H. Wright, 2000. "Exact confidence intervals for impulse responses in a Gaussian vector autoregression," International Finance Discussion Papers 682, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    2. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Can Sectoral Shifts Generate Persistent Unemployment in Real Business Cycle Models?," Macroeconomics 0311004, University Library of Munich, Germany.

  51. Jon Faust & John H. Rogers & Jonathan H. Wright, 2000. "News and noise in G-7 GDP announcements," International Finance Discussion Papers 690, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Edward Nelson & Kalin Nikolov, 2001. "UK inflation in the 1970s and 1980s: the role of output gap mismeasurement," Bank of England working papers 148, Bank of England.
    2. Bruno Ducoudré & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Documents de Travail de l'OFCE 2020-04, Observatoire Francais des Conjonctures Economiques (OFCE).
    3. Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
    4. Görtz, Christoph & Yeromonahos, Mallory, 2022. "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    5. Karen E. Dynan & Douglas W. Elmendorf, 2001. "Do provisional estimates of output miss economic turning points?," Finance and Economics Discussion Series 2001-52, Board of Governors of the Federal Reserve System (U.S.).
    6. Michael Kleemann & Gernot Mueller & Zeno Enders, 2015. "Growth expectations, undue optimism, and short-run fluctuations," 2015 Meeting Papers 406, Society for Economic Dynamics.
    7. Nicholas Taylor, 2014. "Economic forecast quality: information timeliness and data vintage effects," Empirical Economics, Springer, vol. 46(1), pages 145-174, February.
    8. Franses, Philip Hans, 2013. "Data revisions and periodic properties of macroeconomic data," Economics Letters, Elsevier, vol. 120(2), pages 139-141.
    9. Jan Jacobs & Jan-Egbert Sturm, 2009. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
    10. Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
    11. Dean Croushore, 2009. "Commentary on Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 371-382.
    12. Sinclair, Tara M., 2019. "Characteristics and implications of Chinese macroeconomic data revisions," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1108-1117.
    13. Pino, Gabriel, 2013. "Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain," DES - Working Papers. Statistics and Econometrics. WS ws130807, Universidad Carlos III de Madrid. Departamento de Estadística.
    14. Francisco de Castro & Javier J. Pérez & Marta Rodríguez Vives, 2011. "Fiscal data revisions in Europe," Working Papers 1106, Banco de España.
    15. Pascal Bührig & Klaus Wohlrabe, 2015. "Revisionen der deutschen Industrieproduktion und die ifo Indikatoren," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(21), pages 27-31, November.
    16. komaki, Yasuyuki, 2023. "Why is the forecast error of quarterly GDP in Japan so large? – From an international comparison of quarterly GDP forecast situation," Japan and the World Economy, Elsevier, vol. 66(C).
    17. Ana Beatriz Galvão & James Mitchell, 2019. "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-08, Economic Statistics Centre of Excellence (ESCoE).
    18. Dellas, Harris & Collard, Fabrice, 2010. "Monetary Misperceptions, Output and Inflation Dynamics," CEPR Discussion Papers 7644, C.E.P.R. Discussion Papers.
    19. Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers) 456, Bank of Italy, Economic Research and International Relations Area.
    20. Richard Harrison & George Kapetanios, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
    21. Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
    22. Rusnák, Marek, 2016. "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
    23. Michael Clements, 2017. "Do forecasters target first or later releases of national accounts data?," ICMA Centre Discussion Papers in Finance icma-dp2017-03, Henley Business School, University of Reading.
    24. Katja Heinisch & Rolf Scheufele, 2019. "Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
    25. Bańkowski, Krzysztof & Faria, Thomas & Schall, Robert, 2022. "How well-behaved are revisions to quarterly fiscal data in the euro area?," Working Paper Series 2676, European Central Bank.
    26. Sinclair, Tara M. & Stekler, H.O., 2013. "Examining the quality of early GDP component estimates," International Journal of Forecasting, Elsevier, vol. 29(4), pages 736-750.
    27. Kishor, N. Kundan, 2011. "Data revisions in India: Implications for monetary policy," Journal of Asian Economics, Elsevier, vol. 22(2), pages 164-173, April.
    28. Fabio Busetti, 2006. "Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 1-23.
    29. Amberger, Korie, 2013. "The Role of Capital on Noise Shocks," MPRA Paper 46483, University Library of Munich, Germany.
    30. Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018. "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics 90382, London School of Economics and Political Science, LSE Library.
    31. Pascal Bührig & Klaus Wohlrabe, 2016. "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1062-1064, October.
    32. Steffen Henzel & Claire Thürwächter, 2015. "Verlässlichkeit der EU-Methode zur Schätzung des Produktionspotenzials in Deutschland," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(18), pages 18-24, September.
    33. Verónica Cañal-Fernández, 2012. "Accuracy and reliability of Spanish regional accounts (CRE-95)," Empirical Economics, Springer, vol. 43(3), pages 1299-1320, December.
    34. Casares, Miguel & Vázquez, Jesús, 2016. "Data Revisions In The Estimation Of Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1683-1716, October.
    35. Chiu Adrian & Wieladek Tomasz, 2013. "Is the “Great Recession” really so different from the past?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1037-1084, October.
    36. Jan Jacobs & Jan-Egbert Sturm, 2007. "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006 167, Money Macro and Finance Research Group.
    37. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    38. M. Mogliani & T. Ferrière, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
    39. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
    40. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics.
    41. Jeffrey A. Frankel & Ayako Saiki, 2017. "Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?," NBER Working Papers 23754, National Bureau of Economic Research, Inc.
    42. Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
    43. Yutaka Kurihara, 2016. "Can the Disparity between GDP and GDP Forecast Cause Economic Instability? The Recent Japanese Case," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 2(8), pages 155-160, 08-2016.
    44. Michael Pedersen, 2010. "Extracting GDP Signals From the Monthly Indicator of Economic Activity: Evidence From Chilean Real-Time Data," Working Papers Central Bank of Chile 595, Central Bank of Chile.
    45. Gilbert, Thomas, 2011. "Information aggregation around macroeconomic announcements: Revisions matter," Journal of Financial Economics, Elsevier, vol. 101(1), pages 114-131, July.
    46. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
    47. Jalles, João Tovar, 2017. "On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies," Research in International Business and Finance, Elsevier, vol. 40(C), pages 175-189.
    48. Jacoby, Gady & Lee, Gemma & Paseka, Alexander & Wang, Yan, 2019. "Asset pricing with an imprecise information set," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 82-93.
    49. Katharina Glass, 2018. "Predictability of Euro Area Revisions," Macroeconomics and Finance Series 201801, University of Hamburg, Department of Socioeconomics.
    50. Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
    51. Yunus Aksoy & Kurmas Akdogan, 2006. "Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?," Computing in Economics and Finance 2006 12, Society for Computational Economics.
    52. Sentance, Andrew & Taylor, Mark P. & Wieladek, Tomasz, 2012. "How the UK economy weathered the financial storm," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 102-123.
    53. Roland Döhrn, 2023. "Are German National Accounts informationally efficient?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 23-42, March.
    54. Danae Scherman Teitelboim, 2020. "Revisiones en cuentas nacionales trimestrales Chile 2006-2019," Economic Statistics Series 131, Central Bank of Chile.
    55. Todd E. Clark & Michael W. McCracken, 2011. "Tests of equal forecast accuracy for overlapping models," Working Papers (Old Series) 1121, Federal Reserve Bank of Cleveland.
    56. Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
    57. Troy D. Matheson & James Mitchell & Brian Silverstone, 2010. "Nowcasting and predicting data revisions using panel survey data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 313-330.
    58. Evans, Martin D.D., 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," CEPR Discussion Papers 5270, C.E.P.R. Discussion Papers.
    59. Jacobs, Jan P.A.M. & van Norden, Simon, 2011. "Modeling data revisions: Measurement error and dynamics of "true" values," Journal of Econometrics, Elsevier, vol. 161(2), pages 101-109, April.
    60. Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
    61. Croushore Dean, 2010. "An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-32, May.
    62. KOMINE Takao & BAN Kanemi & KAWAGOE Masaaki & YOSHIDA Hiroshi, 2009. "What Have We Learned from a Survey of Japanese Professional Forecasters? Taking Stock of Four Years of ESP Forecast Experience," ESRI Discussion paper series 214, Economic and Social Research Institute (ESRI).
    63. Pérez-Quirós, Gabriel & Camacho, Máximo, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
    64. S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
    65. Gavin, William T. & Mandal, Rachel J., 2003. "Evaluating FOMC forecasts," International Journal of Forecasting, Elsevier, vol. 19(4), pages 655-667.
    66. Sarmidi, Tamat, 2008. "Exchange Rates Predictability in Developing Countries," MPRA Paper 16580, University Library of Munich, Germany.
    67. Michael P. Clements, 2014. "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2014-06, Henley Business School, University of Reading.
    68. Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
    69. Ignacio Martínez, 2021. "Deepening GDP revision analysis: GDP bias breakdown and compositional change," Economic Statistics Series 136, Central Bank of Chile.
    70. Marek RUSNAK, 2013. "Revisions to the Czech National Accounts: Properties and Predictability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 244-261, July.
    71. Bob Krebs, 2019. "Revisions to Quarterly National Accounts data in Luxembourg," BCL working papers 136, Central Bank of Luxembourg.
    72. Anthony Garratt & Shaun P Vahey, 2006. "UK Real-Time Macro Data Characteristics," Economic Journal, Royal Economic Society, vol. 116(509), pages 119-135, February.
    73. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
    74. Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, July.
    75. Dean Croushore & Katherine Marsten, 2016. "Do GDP Forecasts Respond Efficiently to Changes in Interest Rates?," Working Papers 16-17, Federal Reserve Bank of Philadelphia.
    76. Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
    77. Todd E. Clark & Michael W. McCracken, 2008. "Tests of equal predictive ability with real-time data," Working Papers 2008-029, Federal Reserve Bank of St. Louis.
    78. Sandra Bilek-Steindl & Petra Sauer, 2009. "An Evaluation of Revisions and Quality Aspects of Austrian Quarterly GDP Publications," WIFO Studies, WIFO, number 37201.
    79. Umino, Shingo, 2014. "Real-time estimation of the equilibrium real interest rate: Evidence from Japan," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 17-32.
    80. Baetje, Fabian & Friedrici, Karola, 2016. "Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence," Economics Letters, Elsevier, vol. 143(C), pages 38-43.
    81. Nikolsko-Rzhevskyy, Alex, 2008. "Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data," MPRA Paper 11352, University Library of Munich, Germany.
    82. Troy Matheson & James Mitchell & Brian Silverstone, 2007. "Nowcasting and predicting data revisions in real time using qualitative panel survey data," Reserve Bank of New Zealand Discussion Paper Series DP2007/02, Reserve Bank of New Zealand.
    83. Pasquariello, Paolo & Vega, Clara, 2009. "The on-the-run liquidity phenomenon," Journal of Financial Economics, Elsevier, vol. 92(1), pages 1-24, April.
    84. Juan De Dios Tena & Jorge Dresdner & Iván Araya, 2012. "A Multimarket Approach For Estimating A New Keynesian Phillips Curve," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 20(1), pages 49-68, Spring.
    85. Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.
    86. Dennis J. Fixler & Jeremy J. Nalewaik, 2007. "News, noise, and estimates of the \"true\" unobserved state of the economy," Finance and Economics Discussion Series 2007-34, Board of Governors of the Federal Reserve System (U.S.).
    87. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive 11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    88. Bermingham, Colin, 2006. "A Look at Data Revisions in the Quarterly National Accounts," Quarterly Bulletin Articles, Central Bank of Ireland, pages 93-105, July.
    89. Constantin Anghelache & Aurelian DIACONU & Andreea Ioana MARINESCU & Marius POPOVICI, 2016. "Comparative study of the evolution of the Gross Domestic Product indicator," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(12), pages 165-172, December.
    90. Chiara Scotti, 2013. "Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises," International Finance Discussion Papers 1093, Board of Governors of the Federal Reserve System (U.S.).
    91. Richard G. Anderson & Charles S. Gascon, 2009. "Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 349-370.
    92. Heinisch, Katja, 2016. "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change 145864, Verein für Socialpolitik / German Economic Association.
    93. Golinelli, Roberto & Parigi, Giuseppe, 2008. "Real-time squared: A real-time data set for real-time GDP forecasting," International Journal of Forecasting, Elsevier, vol. 24(3), pages 368-385.
    94. Philip Hans Franses, 2009. "Why is GDP typically revised upwards?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(2), pages 125-130, May.
    95. Döpke, Jörg, 2004. "Real-time data and business cycle analysis in Germany," Discussion Paper Series 1: Economic Studies 2004,11, Deutsche Bundesbank.
    96. Döhrn, Roland, 2018. "Revisionen der Volkswirtschaftlichen Gesamtrechnungen: Revisionspraxis des Statistischen Bundesamtes und ihre Auswirkungen auf Prognosen," RWI Materialien 127, RWI - Leibniz-Institut für Wirtschaftsforschung.
    97. Flodberg, Caroline & Österholm, Pär, 2015. "A Statistical Analysis of Revisions of Swedish National Accounts Data," Working Papers 136, National Institute of Economic Research.
    98. Tom Bernhardsen & ØYvind Eitrheim, 2005. "Real-time data for Norway: Output gap revisions and challenges for monetary policy," Computing in Economics and Finance 2005 274, Society for Computational Economics.
    99. Clements, Michael P., 2006. "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers 269742, University of Warwick - Department of Economics.
    100. Clements, Michael P., 2008. "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers 269880, University of Warwick - Department of Economics.
    101. Pierre Siklos, 2006. "What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence," Working Papers eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
    102. Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012. "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.
    103. Borup, Daniel & Schütte, Erik Christian Montes, 2022. "Asset pricing with data revisions," Journal of Financial Markets, Elsevier, vol. 59(PB).
    104. Sven Jari Stehn & Mr. Daniel Leigh, 2009. "Fiscal and Monetary Policy During Downturns: Evidence From the G7," IMF Working Papers 2009/050, International Monetary Fund.
    105. William T. Gavin, 2003. "FOMC forecasts: is all the information in the central tendency?," Working Papers 2003-002, Federal Reserve Bank of St. Louis.
    106. Emilia Tomczyk, 2013. "End of sample vs. real time data: perspectives for analysis of expectations," Working Papers 68, Department of Applied Econometrics, Warsaw School of Economics.
    107. Nalewaik, Jeremy J., 2011. "Incorporating vintage differences and forecasts into Markov switching models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 281-307, April.
    108. Thomas A. Knetsch & Hans‐Eggert Reimers, 2009. "Dealing with Benchmark Revisions in Real‐Time Data: The Case of German Production and Orders Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 209-235, April.
    109. Kishor, N. Kundan, 2009. "Data Revisions in India and its Implications for Monetary Policy," MPRA Paper 16099, University Library of Munich, Germany.
    110. Valentina Raponi & Cecilia Frale, 2014. "Revisions in official data and forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 451-472, August.
    111. Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do forecasters inform or reassure?," KOF Working papers 09-215, KOF Swiss Economic Institute, ETH Zurich.
    112. Mr. Jens R Clausen & Bianca Clausen, 2010. "Simulating Inflation Forecasting in Real-Time: How Useful Is a Simple Phillips Curve in Germany, the UK, and the US?," IMF Working Papers 2010/052, International Monetary Fund.
    113. Funashima, Yoshito & Iizuka, Nobuo & Ohtsuka, Yoshihiro, 2020. "GDP announcements and stock prices," Journal of Economics and Business, Elsevier, vol. 108(C).
    114. Bernhardsen, Tom & Eitrheim, Oyvind & Jore, Anne Sofie & Roisland, Oistein, 2005. "Real-time data for Norway: Challenges for monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 333-349, December.
    115. Timo Wollmershäuser, 2016. "Vorhersage der Revisionen der Vorratsveränderungen mit Hilfe der ifo Lagerbeurteilung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(07), pages 26-32, April.
    116. Paolo Pasquariello & Clara Vega, 2006. "Informed and strategic order flow in the bond markets," International Finance Discussion Papers 874, Board of Governors of the Federal Reserve System (U.S.).
    117. Cecilia Frale & Valentina Raponi, 2011. "Revisions in ocial data and forecasting," Working Papers LuissLab 1194, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    118. Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited," CEPR Discussion Papers 3550, C.E.P.R. Discussion Papers.
    119. Nalewaik, Jeremy J., 2011. "Incorporating vintage differences and forecasts into Markov switching models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 281-307.
    120. Dean Croushore, 2008. "Revisions to PCE inflation measures: implications for monetary policy," Working Papers 08-8, Federal Reserve Bank of Philadelphia.
    121. Eva A. Arnold, 2013. "The Role of Data Revisions and Disagreement in Professional Forecasts," Macroeconomics and Finance Series 201303, University of Hamburg, Department of Socioeconomics.
    122. Asimakopoulos, Stylianos & Lalik, Magdalena & Paredes, Joan & Salvado García, José, 2023. "GDP revisions are not cool: the impact of statistical agencies’ trade-off," Working Paper Series 2857, European Central Bank.
    123. J. Steven Landefeld & Eugene P. Seskin & Barbara M. Fraumeni, 2008. "Taking the Pulse of the Economy: Measuring GDP," Journal of Economic Perspectives, American Economic Association, vol. 22(2), pages 193-216, Spring.
    124. S. Boragan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 319-340, March.
    125. Robert R Tchaidze, 2001. "Estimating Taylor Rules in a Real Time Setting," Economics Working Paper Archive 457, The Johns Hopkins University,Department of Economics.
    126. Hughes Hallett, Andrew & Bernoth, Kerstin & Lewis, John, 2008. "Did Fiscal Policy Makers Know What They Were Doing? Reassessing Fiscal Policy with Real Time Data," CEPR Discussion Papers 6758, C.E.P.R. Discussion Papers.
    127. Cath Sleeman, 2006. "Analysis of revisions to quarterly GDP - a real-time database," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 69, pages 1-44., March.
    128. S. Boragan Aruoba, 2004. "Data Uncertainty in General Equilibrium," Computing in Economics and Finance 2004 131, Society for Computational Economics.
    129. Bermingham, Colin, 2006. "An Examination of Data Revisions in the Quarterly National Accounts," Research Technical Papers 10/RT/06, Central Bank of Ireland.
    130. Jens Hogrefe, 2008. "Forecasting data revisions of GDP: a mixed frequency approach," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(3), pages 271-296, August.

  52. Jonathan H. Wright, 2000. "Detecting lack of identification in GMM," International Finance Discussion Papers 674, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017. "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper 2017-9, Federal Reserve Bank of Atlanta.
    2. Gospodinov, Nikolay & Robotti, Cesare, 2021. "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, vol. 140(1), pages 292-324.
    3. Morris A. Davis & Jonas D. M. Fisher & Toni M. Whited, 2014. "Macroeconomic Implications of Agglomeration," Econometrica, Econometric Society, vol. 82(2), pages 731-764, March.
    4. Jean-Marie Dufour, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers 2003s-49, CIRANO.
    5. Yuya Sasaki & Yulong Wang, 2020. "Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators," Papers 2006.02541, arXiv.org, revised Sep 2020.
    6. Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009. "Underidentification? (Resumen)," Working Papers wp2009_0905, CEMFI.
    7. Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
    8. Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    9. A. Craig Burnside, 2007. "Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors," NBER Working Papers 13357, National Bureau of Economic Research, Inc.
    10. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
    11. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
    12. Al-Sadoon, Majid M., 2017. "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, vol. 199(1), pages 49-62.
    13. Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009. "Underidentification?," CeMMAP working papers CWP24/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Bolko, Anine E. & Christensen, Kim & Pakkanen, Mikko S. & Veliyev, Bezirgen, 2023. "A GMM approach to estimate the roughness of stochastic volatility," Journal of Econometrics, Elsevier, vol. 235(2), pages 745-778.
    15. Matthijs Lof, 2014. "GMM Estimation with Non-causal Instruments under Rational Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 279-286, April.
    16. Craig Burnside, 2016. "Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 295-330.
    17. Sophocles Mavroeidis, 2004. "Weak Identification of Forward‐looking Models in Monetary Economics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 609-635, September.
    18. Dovonon, Prosper & Gonçalves, Sílvia, 2017. "Bootstrapping the GMM overidentification test under first-order underidentification," Journal of Econometrics, Elsevier, vol. 201(1), pages 43-71.
    19. Strebulaev, Ilya A. & Whited, Toni M., 2012. "Dynamic Models and Structural Estimation in Corporate Finance," Foundations and Trends(R) in Finance, now publishers, vol. 6(1–2), pages 1-163, November.
    20. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
    21. Prosper Dovonon & Alastair R. Hall, 2017. "The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification," Economics Discussion Paper Series 1705, Economics, The University of Manchester.
    22. Dovonon, Prosper & Hall, Alastair R., 2018. "The asymptotic properties of GMM and indirect inference under second-order identification," Journal of Econometrics, Elsevier, vol. 205(1), pages 76-111.
    23. Amit Gandhi & Jean-François Houde, 2019. "Measuring Substitution Patterns in Differentiated-Products Industries," NBER Working Papers 26375, National Bureau of Economic Research, Inc.
    24. Arthur Lewbel, 2018. "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.
    25. Sentana, Enrique, 2024. "Finite underidentification," Journal of Econometrics, Elsevier, vol. 240(1).
    26. Gregory Phelan & Alexis Akira Toda, 2015. "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers 2015-10, Department of Economics, Williams College.
    27. Schäfer Benjamin, 2018. "The Impact of the Crisis and Unconventional Monetary Policy on European Inflation Dynamics: Evidence from a Three-Period Structural Model and Six Countries," Review of Economics, De Gruyter, vol. 69(2), pages 87-110, August.
    28. Djankov, Simeon & Montalvo, Jose G. & Reynal-Querol, Marta, 2009. "Aid with multiple personalities," Journal of Comparative Economics, Elsevier, vol. 37(2), pages 217-229, June.
    29. Rachida Ouysse, 2014. "On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models," Computational Statistics, Springer, vol. 29(1), pages 233-261, February.
    30. Jean‐Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(4), pages 767-808, November.
    31. Inoue, Atsushi & Rossi, Barbara, 2011. "Testing for weak identification in possibly nonlinear models," Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.
    32. Majid M. Al-Sadoon, 2014. "A general theory of rank testing," Economics Working Papers 1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.
    33. Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
    34. Don S. Poskitt, 2020. "On GMM Inference: Partial Identification, Identification Strength, and Non-Standard," Monash Econometrics and Business Statistics Working Papers 40/20, Monash University, Department of Econometrics and Business Statistics.

  53. Tim Bollerslev & Jonathan H. Wright, 1999. "High frequency data, frequency domain inference and volatility forecasting," International Finance Discussion Papers 649, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas, 2015. "Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(7), pages 560-573, November.
    2. Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil price realized volatility using information channels from other asset classes," MPRA Paper 96276, University Library of Munich, Germany.
    3. Broto, Carmen, 2002. "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS ws025414, Universidad Carlos III de Madrid. Departamento de Estadística.
    4. Avdoulas, Christos & Bekiros, Stelios & Boubaker, Sabri, 2016. "Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach," Economic Modelling, Elsevier, vol. 58(C), pages 580-587.
    5. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
    6. Thomakos, Dimitrios D. & Wang, Tao, 2003. "Realized volatility in the futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 321-353, May.
    7. Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014. "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 149-162.
    8. Antonios K. Alexandridis & Mohammad S. Hasan, 2020. "Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 518-546, October.
    9. Galbraith, John W. & KI[#x1e63]Inbay, Turgut, 2005. "Content horizons for conditional variance forecasts," International Journal of Forecasting, Elsevier, vol. 21(2), pages 249-260.
    10. Bilel Sanhaji & Julien Chevallier, 2023. "Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum," Econometrics, MDPI, vol. 11(3), pages 1-36, August.
    11. Sévi, Benoît, 2014. "Forecasting the volatility of crude oil futures using intraday data," European Journal of Operational Research, Elsevier, vol. 235(3), pages 643-659.
    12. Majewski, A. A. & Bormetti, G. & Corsi, F., 2013. "Smile from the Past: A general option pricing framework with multiple volatility and leverage components," Working Papers 13/11, Department of Economics, City University London.
    13. Kevin Sheppard & Andrew J. Patton, 2008. "Evaluating Volatility and Correlation Forecasts," Economics Series Working Papers 2008fe22, University of Oxford, Department of Economics.
    14. Timo Terasvirta & Zhenfang Zhao, 2011. "Stylized facts of return series, robust estimates and three popular models of volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 67-94.
    15. Warusawitharana, Missaka, 2018. "Time-varying volatility and the power law distribution of stock returns," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 123-141.
    16. Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    17. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
    18. Grossmann, Axel & Love, Inessa & Orlov, Alexei G., 2014. "The dynamics of exchange rate volatility: A panel VAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 1-27.
    19. Stavros Degiannakis, 2008. "ARFIMAX and ARFIMAX-TARCH realized volatility modeling," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(10), pages 1169-1180.
    20. Narayan, Paresh Kumar & Sharma, Susan Sunila, 2016. "Intraday return predictability, portfolio maximisation, and hedging," Emerging Markets Review, Elsevier, vol. 28(C), pages 105-116.
    21. Narayan, Paresh Kumar & Sharma, Susan Sunila, 2015. "Does data frequency matter for the impact of forward premium on spot exchange rate?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 45-53.
    22. Shusheng Ding & Tianxiang Cui & Yongmin Zhang & Jiawei Li, 2021. "Liquidity effects on oil volatility forecasting: From fintech perspective," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-21, November.
    23. Luisa Bisaglia & Silvano Bordignon & Francesco Lisi, 2003. "k -Factor GARMA models for intraday volatility forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 251-254.
    24. François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 112-124, February.
    25. Sarwar, Suleman & Tiwari, Aviral Kumar & Tingqiu, Cao, 2020. "Analyzing volatility spillovers between oil market and Asian stock markets," Resources Policy, Elsevier, vol. 66(C).
    26. Adam Aleksander Majewski & Giacomo Bormetti & Fulvio Corsi, 2014. "Smile from the Past: A general option pricing framework with multiple volatility and leverage components," Papers 1404.3555, arXiv.org.
    27. Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series 2003/35, Center for Financial Studies (CFS).
    28. Degiannakis, Stavros & Filis, George, 2016. "Forecasting oil price realized volatility: A new approach," MPRA Paper 69105, University Library of Munich, Germany.
    29. Peter R. Hansen & Asger Lunde, 2010. "Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error," CREATES Research Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
    30. Chundakkadan, Radeef & Sasidharan, Subash, 2019. "Liquidity pull-back and predictability of government security yield volatility," Economic Modelling, Elsevier, vol. 77(C), pages 124-132.
    31. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers 2004s-19, CIRANO.
    32. Mostafa R. Sarkandiz, 2023. "Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?," Papers 2302.08897, arXiv.org.
    33. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, September.
    34. Jiang, Yonghong & Fu, Yuyuan & Ruan, Weihua, 2019. "Risk spillovers and portfolio management between precious metal and BRICS stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    35. Alia Afzal & Philipp Sibbertsen, 2021. "Modeling fractional cointegration between high and low stock prices in Asian countries," Empirical Economics, Springer, vol. 60(2), pages 661-682, February.
    36. Mofleh Alshogeathri & Jamel Jouini, 2017. "Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(3), pages 166-198, June.
    37. Alfeus, Mesias & Nikitopoulos, Christina Sklibosios, 2022. "Forecasting volatility in commodity markets with long-memory models," Journal of Commodity Markets, Elsevier, vol. 28(C).
    38. Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
    39. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, November.
    40. Axel Grossmann & Emiliano Giudici & Marc Simpson, 2014. "Euro conversion and return dynamics of European financial markets: a frequency domain approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 1-26, January.
    41. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    42. Kuo, Chen-Yin, 2016. "Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory," Economic Modelling, Elsevier, vol. 52(PB), pages 772-789.
    43. Liu, Min, 2022. "The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 288-309.
    44. Thomas C. Chiang & Jiandong Li, 2012. "Stock Returns and Risk: Evidence from Quantile," JRFM, MDPI, vol. 5(1), pages 1-39, December.
    45. Radovan Parrák, 2013. "The Economic Valuation of Variance Forecasts: An Artificial Option Market Approach," Working Papers IES 2013/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2013.
    46. Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024. "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    47. Chen, Chun-Hung & Yu, Wei-Choun & Zivot, Eric, 2012. "Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks," International Journal of Forecasting, Elsevier, vol. 28(2), pages 366-383.
    48. Degiannakis, Stavros & Xekalaki, Evdokia, 2004. "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper 80487, University Library of Munich, Germany.
    49. Taylor, Nicholas, 2008. "Can idiosyncratic volatility help forecast stock market volatility?," International Journal of Forecasting, Elsevier, vol. 24(3), pages 462-479.
    50. Majewski, Adam A. & Bormetti, Giacomo & Corsi, Fulvio, 2015. "Smile from the past: A general option pricing framework with multiple volatility and leverage components," Journal of Econometrics, Elsevier, vol. 187(2), pages 521-531.
    51. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010. "Long memory volatility in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1425-1433.
    52. Wang, Lu & Zhao, Chenchen & Liang, Chao & Jiu, Song, 2022. "Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model," Finance Research Letters, Elsevier, vol. 48(C).
    53. Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang, 2016. "Competition and petrol pricing in the smartphone era: Evidence from Singapore," Economic Modelling, Elsevier, vol. 53(C), pages 144-155.
    54. Jouini, Jamel, 2015. "New empirical evidence from assessing financial market integration, with application to Saudi Arabia," Economic Modelling, Elsevier, vol. 49(C), pages 198-211.
    55. Chun-Hung Chen & Wei-Choun Yu & Eric Zivot, 2009. "Predicting Stock Volatility Using After-Hours Information," Working Papers UWEC-2009-01, University of Washington, Department of Economics.
    56. Balli, Hatice Ozer & Tsui, Wai Hong Kan & Balli, Faruk, 2019. "Modelling the volatility of international visitor arrivals to New Zealand," Journal of Air Transport Management, Elsevier, vol. 75(C), pages 204-214.

  54. Jonathan H. Wright, 1999. "A simple approach to robust inference in a cointegrating system," International Finance Discussion Papers 654, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Michael Jansson & Marcelo J. Moreira, 2006. "Optimal Inference in Regression Models with Nearly Integrated Regressors," Econometrica, Econometric Society, vol. 74(3), pages 681-714, May.

  55. Jonathan H. Wright, 1999. "Long memory in emerging market stock returns," International Finance Discussion Papers 650, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Hatgioannides, John & Mesomeris, Spyros, 2007. "On the returns generating process and the profitability of trading rules in emerging capital markets," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 948-973, October.

  56. James H. Stock & Jonathan Wright, 1996. "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers 0198, National Bureau of Economic Research, Inc.

    Cited by:

    1. Alastair R. Hall & Fernanda P. M. Peixe, 2003. "A Consistent Method for the Selection of Relevant Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 269-287, January.
    2. Biorn, Erik & Klette, Tor Jakob, 1998. "Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation," Economics Letters, Elsevier, vol. 59(3), pages 275-282, June.

Articles

  1. David O. Lucca & Jonathan H. Wright, 2024. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, vol. 79(2), pages 1055-1085, April.
    See citations under working paper version above.
  2. Drautzburg, Thorsten & Wright, Jonathan H., 2023. "Refining set-identification in VARs through independence," Journal of Econometrics, Elsevier, vol. 235(2), pages 1827-1847.
    See citations under working paper version above.
  3. Hirano, Keisuke & Wright, Jonathan H., 2022. "Analyzing cross-validation for forecasting with structural instability," Journal of Econometrics, Elsevier, vol. 226(1), pages 139-154.

    Cited by:

    1. Skrobotov, Anton, 2024. "Time series forecasting under structural breaks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 76, pages 120-139.

  4. Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021. "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1719-1781.
    See citations under working paper version above.
  5. Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020. "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, vol. 110(12), pages 3871-3912, December.
    See citations under working paper version above.
  6. Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020. "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
    See citations under working paper version above.
  7. Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.

    Cited by:

    1. Arai, Natsuki, 2023. "The FOMC’s new individual economic projections and macroeconomic theories," Journal of Banking & Finance, Elsevier, vol. 151(C).
    2. Pao-Lin Tien & Tara M. Sinclair & Edward N. Gamber, 2016. "Do Fed Forecast Errors Matter?," Working Papers 2016-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    3. Larson, William D. & Sinclair, Tara M., 2022. "Nowcasting unemployment insurance claims in the time of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 635-647.
    4. Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
    5. Monique Reid & Pierre Siklos, 2021. "The Bureau for Economic Research's inflation expectations surveys: Know your data," Working Papers 10/2021, Stellenbosch University, Department of Economics.
    6. Thu, Le Ha & Leon-Gonzalez, Roberto, 2021. "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, Elsevier, vol. 77(C).

  8. Wright, Jonathan H., 2019. "Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 180-184.

    Cited by:

    1. Blotevogel, Robert & Hudecz, Gergely & Vangelista, Elisabetta, 2024. "Asset purchases and sovereign bond spreads in the euro area during the pandemic," Journal of International Money and Finance, Elsevier, vol. 140(C).
    2. Pagliari, Maria Sole, 2024. "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, vol. 168(C).
    3. Martínez-Hernández, Catalina, 2020. "Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area," Discussion Papers 2020/18, Free University Berlin, School of Business & Economics.
    4. Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
    5. Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    6. Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
    7. Valentin Jouvanceau & Ieva Mikaliunaite, 2020. "Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks," Bank of Lithuania Working Paper Series 79, Bank of Lithuania.
    8. Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB’s asset purchase programme on euro area equities," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 270-279.
    9. Luca Fanelli & Antonio Marsi, 2021. "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers wp1164, Dipartimento Scienze Economiche, Universita' di Bologna.
    10. Fanelli, Luca & Marsi, Antonio, 2022. "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, vol. 150(C).

  9. Jon Faust & Jonathan H. Wright, 2018. "Risk Premia in the 8:30 Economy," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-19, September.

    Cited by:

    1. Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2021. "Stock market volatility and jumps in times of uncertainty," Journal of International Money and Finance, Elsevier, vol. 113(C).
    2. Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019. "Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns," NBER Working Papers 25817, National Bureau of Economic Research, Inc.
    3. Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
    4. Smales, L.A., 2021. "Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?," Global Finance Journal, Elsevier, vol. 48(C).

  10. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2018. "Unconventional Monetary Policy and International Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1827-1850, December.
    See citations under working paper version above.
  11. Keisuke Hirano & Jonathan H. Wright, 2017. "Forecasting With Model Uncertainty: Representations and Risk Reduction," Econometrica, Econometric Society, vol. 85, pages 617-643, March.

    Cited by:

    1. Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
    2. Gourieroux, Christian & Jasiak, Joann, 2010. "Inference for Noisy Long Run Component Process," MPRA Paper 98987, University Library of Munich, Germany.
    3. Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022. "On LASSO for predictive regression," Journal of Econometrics, Elsevier, vol. 229(2), pages 322-349.
    4. Peter C. B. Phillips & Zhentao Shi, 2021. "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
    5. Yi-Ting Chen & Chu-An Liu, 2021. "Model Averaging for Asymptotically Optimal Combined Forecasts," IEAS Working Paper : academic research 21-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    6. Siemsen, Thomas & Vilsmeier, Johannes, 2017. "A stress test framework for the German residential mortgage market: Methodology and application," Discussion Papers 37/2017, Deutsche Bundesbank.
    7. Norman R. Swanson & Weiqi Xiong, 2018. "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 695-746, August.
    8. Keisuke Hirano & Jack R. Porter, 2023. "Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits," Papers 2302.03117, arXiv.org, revised Feb 2025.
    9. Travis J. Berge, 2017. "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series 2017-046, Board of Governors of the Federal Reserve System (U.S.).
    10. Boot, Tom & Nibbering, Didier, 2019. "Forecasting using random subspace methods," Journal of Econometrics, Elsevier, vol. 209(2), pages 391-406.
    11. Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers 2192, Cowles Foundation for Research in Economics, Yale University.
    12. Norman R. Swanson & Weiqi Xiong & Xiye Yang, 2020. "Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 587-613, August.
    13. Yinchu Zhu, 2021. "Phase transition of the monotonicity assumption in learning local average treatment effects," Papers 2103.13369, arXiv.org.
    14. Benjamin Garcia & Arsenios Skaperdas, 2017. "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series 2017-106, Board of Governors of the Federal Reserve System (U.S.).

  12. Jonathan H. Wright, 2016. "Options-Implied Probability Density Functions for Real Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 129-149, September.

    Cited by:

    1. Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
    2. Maxim Ulrich & Simon Walther, 2020. "Option-implied information: What’s the vol surface got to do with it?," Review of Derivatives Research, Springer, vol. 23(3), pages 323-355, October.

  13. Michael Boldin & Jonathan H. Wright, 2015. "Weather-Adjusting Economic Data," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 46(2 (Fall)), pages 227-278.

    Cited by:

    1. Augustus J. Panton, 2020. "Climate hysteresis and monetary policy," CAMA Working Papers 2020-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Charles Fries & François Gourio, 2020. "Adaptation and the Cost of Rising Temperature for the U.S. economy," Working Paper Series WP-2020-08, Federal Reserve Bank of Chicago.
    3. Pinkwart, Nicolas, 2018. "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers 36/2018, Deutsche Bundesbank.
    4. Anna Pauliina Sandqvist & Boriss Siliverstovs, 2021. "Is it good to be bad or bad to be good? Assessing the aggregate impact of abnormal weather on consumer spending," Empirical Economics, Springer, vol. 61(6), pages 3059-3085, December.
    5. Larry Hughes & Moniek Jong & Zach Thorne, 2021. "(De)coupling and (De)carbonizing in the economies and energy systems of the G20," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(4), pages 5614-5639, April.
    6. Jasmien De Winne & Gert Peersman, 2016. "Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States," CESifo Working Paper Series 6193, CESifo.
    7. Liu, Bo & Hirsch, Barry, 2020. "Winter Weather and Work Hours: Heterogeneous Effects and Regional Adaptation," IZA Discussion Papers 13831, Institute of Labor Economics (IZA).
    8. Schreiber, Sven, 2017. "Weather adjustment of economic output," Discussion Papers 2017/5, Free University Berlin, School of Business & Economics.
    9. Avi Goldfarb & Mo Xiao, 2024. "Transitory shocks, limited attention, and a firm’s decision to exit," Quantitative Marketing and Economics (QME), Springer, vol. 22(3), pages 223-255, September.
    10. Bacchiocchi, Emanuele & Bastianin, Andrea & Moramarco, Graziano, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," FEEM Working Papers 343506, Fondazione Eni Enrico Mattei (FEEM).
    11. Schreiber, Sven, 2018. "Weather-induced Short-term Fluctuations of Economic Output," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181622, Verein für Socialpolitik / German Economic Association.
    12. Sultana Zeenat Fouzia & Jianhong Mu & Yong Chen, 2020. "Local labour market impacts of climate-related disasters: a demand-and-supply analysis," Spatial Economic Analysis, Taylor & Francis Journals, vol. 15(3), pages 336-352, July.

  14. Jonathan H. Wright, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply," American Economic Review, American Economic Association, vol. 104(1), pages 338-341, January.

    Cited by:

    1. Gianni Amisano & Oreste Tristani, 2019. "Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates," Finance and Economics Discussion Series 2019-024, Board of Governors of the Federal Reserve System (U.S.).
    2. Goliński, Adam, 2021. "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, vol. 131(C).
    3. Halberstadt, Arne, 2021. "Decomposing the yield curve with linear regressions and survey information," Discussion Papers 27/2021, Deutsche Bundesbank.
    4. Juneja, Januj A., 2016. "Financial crises and estimation bias in international bond markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 593-607.
    5. Lloyd, S. P., 2017. "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics 1734, Faculty of Economics, University of Cambridge.
    6. Hakan Berument & Richard T. Froyen, 2015. "Monetary policy and interest rates under inflation targeting in Australia and New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 49(2), pages 171-188, August.
    7. Ichiue, Hibiki & Shimizu, Yuhei, 2015. "Determinants of long-term yields: A panel data analysis of major countries," Japan and the World Economy, Elsevier, vol. 34, pages 44-55.
    8. Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
    9. Martin M. Andreasen & Kasper Joergensen & Andrew C. Meldrum, 2019. "Bond Risk Premiums at the Zero Lower Bound," Finance and Economics Discussion Series 2019-040, Board of Governors of the Federal Reserve System (U.S.).
    10. Januj Juneja, 2018. "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 695-715, April.
    11. Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
    12. Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2017. "Macro Risks and the Term Structure of Interest Rates," Finance and Economics Discussion Series 2017-058, Board of Governors of the Federal Reserve System (U.S.).
    13. De Rezende, Rafael B., 2016. "The interest rate effects of government bond purchases away from the lower bound," Working Paper Series 324, Sveriges Riksbank (Central Bank of Sweden).
    14. Alberto Di Iorio & Marco Fanari, 2020. "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers) 578, Bank of Italy, Economic Research and International Relations Area.
    15. Sara Cecchetti & Adriana Grasso & Marcello Pericoli, 2022. "An analysis of objective inflation expectations and inflation risk premia," Temi di discussione (Economic working papers) 1380, Bank of Italy, Economic Research and International Relations Area.
    16. Martin Møller Andreasen & Kasper Jørgensen & Andrew Meldrum, 2019. "Bond Risk Premiums at the Zero Lower Bound," CREATES Research Papers 2019-10, Department of Economics and Business Economics, Aarhus University.
    17. Alex Aronovich & Andrew C. Meldrum, 2021. "High-Frequency Estimates of the Natural Real Rate and Inflation Expectations," Finance and Economics Discussion Series 2021-034, Board of Governors of the Federal Reserve System (U.S.).

  15. Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
    See citations under working paper version above.
  16. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating asset-market effects of unconventional monetary policy: a multi-country review [Uncertainty of interest rate path as a monetary policy instrument]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(80), pages 749-799.

    Cited by:

    1. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018. "Effects of US Quantitative Easing on Emerging Market Economies," ADBI Working Papers 803, Asian Development Bank Institute.
    2. Jeanne, Olivier & Son, Jeongwon, 2024. "To what extent are tariffs offset by exchange rates?," Journal of International Money and Finance, Elsevier, vol. 142(C).
    3. Olivier Jeanne, 2020. "To What Extent Are Tariffs Offset by Exchange Rates?," Working Paper Series WP20-1, Peterson Institute for International Economics.
    4. Selva Demiralp & Sharmila King & Chiara Scotti, 2016. "Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations," Finance and Economics Discussion Series 2016-058, Board of Governors of the Federal Reserve System (U.S.).
    5. Banegas, Ayelen & Montes-Rojas, Gabriel & Siga, Lucas, 2022. "The effects of U.S. monetary policy shocks on mutual fund investing," Journal of International Money and Finance, Elsevier, vol. 123(C).
    6. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019. "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, vol. 134(2), pages 447-473.
    7. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, vol. 148(C).
    8. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2018. "Does a big bazooka matter? Central bank balance-sheet policies and exchange rates," Working Paper Series 2197, European Central Bank.
    9. Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
    10. Fukuda, Shin-ichi, 2015. "Abenomics: Why was it so successful in changing market expectations?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 1-20.
    11. Fausch, Jürg & Sigonius, Markus, 2018. "The impact of ECB monetary policy surprises on the German stock market," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 46-63.
    12. Gnabo, Jean-Yves & Soudant, Joey, 2022. "Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds," Journal of Financial Stability, Elsevier, vol. 63(C).
    13. Gustavo Adler & Ms. Carolina Osorio-Buitron, 2017. "Tipping the Scale? The Workings of Monetary Policy through Trade," IMF Working Papers 2017/142, International Monetary Fund.
    14. Douglas L. Campbell & Lester Lusher, 2018. "The Impact of Real Exchange Rate Shocks on Manufacturing Workers: An Autopsy from the MORG," Working Papers w0223, New Economic School (NES).
    15. Michael Hachula & Michele Piffer & Malte Rieth, 2016. "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," Discussion Papers of DIW Berlin 1596, DIW Berlin, German Institute for Economic Research.
    16. Zheyao Pan, 2018. "A state‐price volatility index for the U.S. government bond market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 573-597, November.
    17. Ben S Bernanke, 2017. "Federal Reserve Policy in an International Context," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 1-32, April.
    18. Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2021. "Are all Central Bank Asset Purchases the Same? Different Rationales, Different Effects," SciencePo Working papers Main hal-03554141, HAL.
    19. Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018. "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, vol. 70(C), pages 56-66.
    20. Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023. "The conditionality of monetary policy instruments," Working Papers hal-04159848, HAL.
    21. Atsushi Inoue & Barbara Rossi, 2019. "A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy," Working Papers 1082, Barcelona School of Economics.
    22. Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
    23. Julian di Giovanni & John Rogers, 2024. "The Impact of U.S. Monetary Policy on Foreign Firms," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 58-115, March.
    24. De Santis, Roberto A., 2020. "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
    25. John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017. "Currency Matters: Analyzing International Bond Portfolios," NBER Working Papers 23175, National Bureau of Economic Research, Inc.
    26. Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    27. Arnold, Ivo J.M. & Soederhuizen, Beau, 2018. "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, vol. 43(C), pages 79-89.
    28. Zbyněk Revenda & Markéta Arltová, 2022. "Akcie, zlato a inflace - vztahy a souvislosti v posledních 25 letech [Stocks, Gold and Inflation - Relationships and Contexts Over the Last 25 Years]," Politická ekonomie, Prague University of Economics and Business, vol. 2022(3), pages 288-311.
    29. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 2225, European Central Bank.
    30. Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018. "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
    31. C. Bora Durdu & Alex Martin & Ilknur Zer, 2020. "The Role of US Monetary Policy in Banking Crises Across the World," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 66-107, March.
    32. Hiroyuki Kubota & Mototsugu Shintani, 2022. "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, vol. 73(3), pages 483-513, July.
    33. Mariko Tanaka & Shin-ichi Fukuda, 2019. "Spillover Effects of Asian Financial Markets on the Global Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 151-174, July.
    34. Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2021. "Unconventional monetary policy and inflation expectations in the Euro area," Economic Modelling, Elsevier, vol. 102(C).
    35. Christophe Blot & Paul Hubert & Fabien Labondance, 2017. "Does monetary policy generate asset price bubbles ?," Documents de Travail de l'OFCE 2017-05, Observatoire Francais des Conjonctures Economiques (OFCE).
    36. Ayelen Banegas & Gabriel Montes-Rojas & Lucas Siga, 2016. "Mutual Fund Flows, Monetary Policy and Financial Stability," Finance and Economics Discussion Series 2016-071, Board of Governors of the Federal Reserve System (U.S.).
    37. Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers 626, Bank of England.
    38. Elien Meuleman & Rudi Vander Vennet, 2020. "Macroprudential policy, monetary policy and Eurozone bank risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/1004, Ghent University, Faculty of Economics and Business Administration.
    39. Blotevogel, Robert & Hudecz, Gergely & Vangelista, Elisabetta, 2024. "Asset purchases and sovereign bond spreads in the euro area during the pandemic," Journal of International Money and Finance, Elsevier, vol. 140(C).
    40. Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
    41. Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.
    42. Stefański, Maciej, 2022. "Macroeconomic effects and transmission channels of quantitative easing," Economic Modelling, Elsevier, vol. 114(C).
    43. Ms. Carolina Osorio-Buitron & Mr. Esteban Vesperoni, 2015. "Big Players Out of Synch: Spillovers Implications of US and Euro Area Shocks," IMF Working Papers 2015/215, International Monetary Fund.
    44. Feiyan Zhang & Dewen Chen, 2019. "The short-term spillover effects of the Fed on Chinese financial market The overshooting model or the portfolio balance theory," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(5), pages 1-5.
    45. Lin, Mucai & Niu, Linlin, 2021. "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, vol. 111(C).
    46. Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
    47. Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
    48. Gnewuch, Matthias, 2022. "Spillover effects of sovereign debt-based quantitative easing in the euro area," European Economic Review, Elsevier, vol. 145(C).
    49. Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2018. "Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model," Working Papers in Economics 2018-6, University of Salzburg.
    50. Hsu, Feng-Jui & Chen, Sheng-Hung, 2021. "US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR)," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 650-664.
    51. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 120052, London School of Economics and Political Science, LSE Library.
    52. Demir, Ishak & Eroglu, Burak A. & Yildirim-Karaman, Secil, 2021. "Heterogeneous effects of unconventional monetary policy on bond yields across the euro area," LEAF Working Paper Series 19-06, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), revised 2021.
    53. Hoek, Jasper & Kamin, Steve & Yoldas, Emre, 2022. "Are higher U.S. interest rates always bad news for emerging markets?," Journal of International Economics, Elsevier, vol. 137(C).
    54. Marcello Pericoli & Giovanni Veronese, 2017. "Monetary policy surprises over time," Temi di discussione (Economic working papers) 1102, Bank of Italy, Economic Research and International Relations Area.
    55. Forti Grazzini, Caterina & Rieth, Malte, 2017. "Interest Rates and Exchange Rates in Normal and Crisis Times," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168281, Verein für Socialpolitik / German Economic Association.
    56. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," SciencePo Working papers Main hal-03403623, HAL.
    57. Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound," Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
    58. Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
    59. Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023. "Risk, monetary policy and asset prices in a global world," Working Paper Series 2879, European Central Bank.
    60. Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
    61. Mistak, Jakub & Ozkan, F. Gulcin, 2024. "Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating," Working Paper Series 2995, European Central Bank.
    62. Rafael Cezar & Maéva Silvestrini, 2021. "Impact of the ECB Quantitative Easing on the International Investment Position," International Economics, CEPII research center, issue 165, pages 241-263.
    63. Nicolas Soenen & Rudi Vander Vennet, 2020. "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
    64. Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.
    65. Zhou, Siwen, 2018. "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper 87084, University Library of Munich, Germany.
    66. Christophe Blot & Fabien Labondance, 2021. "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," Working Papers 2021-03, CRESE.
    67. Galina Hale & Julian di Giovanni, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
    68. Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017. "Market Reactions to ECB Policy Innovations: A Cross-Country Analysis," LIUC Papers in Economics 2017-4, Cattaneo University (LIUC).
    69. Rongrong Sun, 2018. "Monetary Policy Announcements and Market Interest Rates Response: Evidence from China," CFDS Discussion Paper Series 2018/5, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    70. Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CESifo Working Paper Series 8557, CESifo.
    71. Soenen, Nicolas & Vander Vennet, Rudi, 2022. "ECB monetary policy and bank default risk☆," Journal of International Money and Finance, Elsevier, vol. 122(C).
    72. Francesco Casalena, 2024. "Back to normal? Assessing the Effects of the Federal Reserve's Quantitative Tightening," IHEID Working Papers 14-2024, Economics Section, The Graduate Institute of International Studies.
    73. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
    74. Wright, Jonathan H., 2019. "Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 180-184.
    75. Ahiadorme, Johnson Worlanyo, 2020. "Monetary policy transmission and income inequality in Sub-Saharan Africa," MPRA Paper 104084, University Library of Munich, Germany.
    76. Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
    77. Michael T. Kiley, 2020. "Pandemic Recession Dynamics: The Role of Monetary Policy in Shifting a U-Shaped Recession to a V-Shaped Rebound," Finance and Economics Discussion Series 2020-083, Board of Governors of the Federal Reserve System (U.S.).
    78. Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-021, Federal Reserve Bank of St. Louis, revised 04 May 2020.
    79. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2019. "Identifying Quantitative and Qualitative Monetary Policy Shocks," Discussion Paper Series DP2019-09, Research Institute for Economics & Business Administration, Kobe University, revised Mar 2023.
    80. Cenedese, Gino & Elard, Ilaf, 2018. "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England working papers 705, Bank of England.
    81. Prabheesh, K.P. & Padhan, Rakesh & Bhat, Javed Ahmad, 2024. "Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period," Journal of Asian Economics, Elsevier, vol. 90(C).
    82. Kerssenfischer, Mark, 2019. "Information Effects of Euro Area Monetary Policy: New evidence from high-frequency futures data," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203524, Verein für Socialpolitik / German Economic Association.
    83. Tom Beernaert & Nicolas Soenen & Rudi Vander Vennet, 2023. "ECB Monetary Policy and the Term Structure of Bank Default Risk," JRFM, MDPI, vol. 16(12), pages 1-22, December.
    84. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
    85. Shigeki Ono, 2020. "Impacts of conventional and unconventional US monetary policies on global financial markets," International Economics and Economic Policy, Springer, vol. 17(1), pages 1-24, February.
    86. Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019. "Measuring Euro Area Monetary Policy," CESifo Working Paper Series 7699, CESifo.
    87. Jasper Hoek & Steven B. Kamin & Emre Yoldas, 2020. "When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets," International Finance Discussion Papers 1269, Board of Governors of the Federal Reserve System (U.S.).
    88. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2024. "The impact of monetary policy shocks on net worth and consumption across races in the United States," Economic Systems, Elsevier, vol. 48(1).
    89. Bora Durdu & Alex Martin & Ilknur Zer, 2019. "The Role of U.S. Monetary Policy in Global Banking Crises," Finance and Economics Discussion Series 2019-039, Board of Governors of the Federal Reserve System (U.S.).
    90. Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444, Edward Elgar Publishing.
    91. Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    92. Marco Bottone & Alfonso Rosolia, 2019. "Monetary policy, firms’ inflation expectations and prices: causal evidence from firm-level data," Temi di discussione (Economic working papers) 1218, Bank of Italy, Economic Research and International Relations Area.
    93. Wang, Ling, 2020. "Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan," Research in International Business and Finance, Elsevier, vol. 51(C).
    94. Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
    95. Ouerk, Salima & Boucher, Christophe & Lubochinsky, Catherine, 2020. "Unconventional monetary policy in the Euro Area: Shadow rate and light effets," Journal of Macroeconomics, Elsevier, vol. 65(C).
    96. Michael T. Kiley, 2018. "Quantitative Easing and the “New Normal” in Monetary Policy," Finance and Economics Discussion Series 2018-004, Board of Governors of the Federal Reserve System (U.S.).
    97. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2020. "Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk," NBER Working Papers 27927, National Bureau of Economic Research, Inc.
    98. Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2022. "The Conditional Path of Central Bank Asset Purchases," Working papers 885, Banque de France.
    99. Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021. "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series 2605, European Central Bank.
    100. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    101. Nikolaos Petrakis & Christos Lemonakis & Christos Floros & Constantin Zopounidis, 2022. "Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions," JRFM, MDPI, vol. 15(10), pages 1-19, October.
    102. Cecchetti, Stephen G. & Narita, Machiko & Rawat, Umang & Sahay, Ratna, 2023. "Addressing Spillovers from Prolonged U.S. Monetary Policy Easing," Journal of Financial Stability, Elsevier, vol. 64(C).
    103. Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
    104. Hubert, Paul & Blot, Christophe & Bozou, Caroline & Creel, Jérôme, 2024. "Same actions, different effects: The conditionality of monetary policy instruments," Journal of Monetary Economics, Elsevier, vol. 147(S).
    105. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
    106. Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," IMF Working Papers 2017/212, International Monetary Fund.
    107. Pierpaolo Benigno & Paolo Canofari & Giovanni Bartolomeo & Marcello Messori, 2022. "The European Monetary Policy Responses During the Pandemic Crisis," Open Economies Review, Springer, vol. 33(4), pages 657-675, September.
    108. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
    109. Lewis, Vivien & Roth, Markus, 2019. "The financial market effects of the ECB's asset purchase programs," Journal of Financial Stability, Elsevier, vol. 43(C), pages 40-52.
    110. Nikolaos Petrakis & Christos Lemonakis & Christos Floros & Constantin Zopounidis, 2024. "The impact of the ECB’s non-regular operations on bank credit: cross-country evidence," Operational Research, Springer, vol. 24(3), pages 1-37, September.
    111. Takaoka, Sumiko & Takahashi, Koji, 2018. "Differential effects of unconventional monetary policy on syndicated loan contracts," MPRA Paper 89342, University Library of Munich, Germany.
    112. Massimo Guidolin & Alexei Orlov, 2020. "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers 20146, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    113. Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022. "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers 1357, Board of Governors of the Federal Reserve System (U.S.).
    114. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
    115. Frederik Neugebauer, 2020. "ECB Announcements and Stock Market Volatility," WHU Working Paper Series - Economics Group 20-02, WHU - Otto Beisheim School of Management.
    116. van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024. "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, vol. 143(C).
    117. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016. "Monetary policy transmission in an open economy:new data and evidence from the United Kingdom," LSE Research Online Documents on Economics 86235, London School of Economics and Political Science, LSE Library.
    118. Georgios Chortareas & Menelaos Karanasos & Emmanouil Noikokyris, 2019. "Quantitative Easing And The Uk Stock Market: Does The Bank Of England Information Dissemination Strategy Matter?," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 569-583, January.
    119. Neugebauer, Frederik, 2019. "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203554, Verein für Socialpolitik / German Economic Association.
    120. Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021. "The Impact of ECB Corporate Sector Purchases on European Green Bonds," Discussion Papers of DIW Berlin 1938, DIW Berlin, German Institute for Economic Research.
    121. Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Uncertainty, Curreny Exess Returns, and Risk Reversals," International Finance Discussion Papers 1196, Board of Governors of the Federal Reserve System (U.S.).
    122. Shin-ichi Fukuda, 2019. "The Effects of Japan’s Unconventional Monetary Policy on Asian Stock Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 1-20, July.
    123. Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Working Papers 25032, National Bureau of Economic Research, Inc.
    124. Ehrmann, Michael & Fratzscher, Marcel, 2017. "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 26-44.
    125. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2020. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Research Bulletin, European Central Bank, vol. 76.
    126. Boeck, Maximilian & Feldkircher, Martin, 2021. "The Impact of Monetary Policy on Yield Curve Expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 887-901.
    127. Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
    128. Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
    129. Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
    130. Cristiana Fiorelli & Alfredo Cartone & Matteo Foglia, 2021. "Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 223-245, February.
    131. Wang, Ling, 2018. "Monetary-fiscal policy interactions under asset purchase programs: Some comparative evidence," Economic Modelling, Elsevier, vol. 73(C), pages 208-221.
    132. Ceballos, Luis & Romero, Damian, 2022. "International portfolio bond spillovers," Economics Letters, Elsevier, vol. 220(C).
    133. Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    134. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Eurozone bond market dynamics, ECB monetary policy and financial stress," Working Papers hal-03458554, HAL.
    135. Michael Kiley & Frederic S. Mishkin, 2024. "Central Banking Post Crises," NBER Working Papers 32237, National Bureau of Economic Research, Inc.
    136. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017. "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers 23474, National Bureau of Economic Research, Inc.
    137. Takaoka, Sumiko & Takahashi, Koji, 2022. "Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts," Journal of Financial Stability, Elsevier, vol. 60(C).
    138. Arestis, Philip & Phelps, Peter, 2017. "Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 88-102.
    139. Jean-Guillaume Sahuc & Grégory Levieuge & José Garcia-Revelo, 2024. "Revisiting 15 Years of Unusual Transatlantic Monetary Policies," Working Papers hal-04563708, HAL.
    140. Zhang, Hanyu & Dufour, Alfonso, 2024. "Managing portfolio risk during crisis times: A dynamic conditional correlation perspective," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 241-251.
    141. Michael Ehrmann & Marcel Fratzscher, 2015. "Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis," Discussion Papers of DIW Berlin 1479, DIW Berlin, German Institute for Economic Research.
    142. Matthys, Thomas & Meuleman, Elien & Vander Vennet, Rudi, 2020. "Unconventional monetary policy and bank risk taking," Journal of International Money and Finance, Elsevier, vol. 109(C).
    143. Ferreira, Eurico & Serra, Ana Paula, 2022. "Price effects of unconventional monetary policy announcements on European securities markets," Journal of International Money and Finance, Elsevier, vol. 122(C).
    144. Puonti, Päivi, 2019. "Data-driven structural BVAR analysis of unconventional monetary policy," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    145. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
    146. Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021. "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, vol. 141(3), pages 860-880.
    147. Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
    148. Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022. ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers 202217, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
    149. Stephanie E. Curcuru & Michiel De Pooter & George Eckerd, 2018. "Measuring Monetary Policy Spillovers between U.S. and German Bond Yields," International Finance Discussion Papers 1226, Board of Governors of the Federal Reserve System (U.S.).
    150. Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "The ECB's policy measures during the COVID-19 crisis," Working Papers in Public Economics 207, Department of Economics and Law, Sapienza University of Roma.
    151. Martien Lamers & Frederik Mergaerts & Elien Meuleman & Rudi Vander Vennet, 2016. "The trade-off between monetary policy and bank stability," Working Paper Research 308, National Bank of Belgium.
    152. Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB’s asset purchase programme on euro area equities," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 270-279.
    153. Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016. "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series 16-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
    154. Mamatzakis, Emmanuel & Bermpei, Theodora, 2016. "What is the effect of unconventional monetary policy on bank performance?," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 239-263.
    155. Papadamou, Stephanos & Kyriazis, Νikolaos A. & Tzeremes, Panayiotis G., 2019. "Unconventional monetary policy effects on output and inflation: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 295-305.
    156. Finta, Marinela Adriana, 2021. "Japanese monetary policy and its impact on stock market implied volatility during pleasant and unpleasant weather," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    157. Unalmis, Deren & Unalmis, Ibrahim, 2015. "The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States," MPRA Paper 62585, University Library of Munich, Germany.
    158. Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2016. "The ECB, between conservatism and pragmatism," Post-Print hal-03318509, HAL.
    159. Diego Valiante, 2017. "The ‘Visible Hand’ of the ECB’s first quantitative easing," International Economics and Economic Policy, Springer, vol. 14(4), pages 601-624, October.
    160. Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
    161. Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni, 2022. "The role of shadow banking in systemic risk in the European financial system," Journal of Banking & Finance, Elsevier, vol. 138(C).
    162. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2018. "Monetary policy and the redistribution of net worth in the US," LSE Research Online Documents on Economics 91320, London School of Economics and Political Science, LSE Library.
    163. Soriano, Pilar & Torró, Hipòlit, 2022. "The response of Brent crude oil to the European central bank monetary policy," Finance Research Letters, Elsevier, vol. 46(PA).
    164. Hiroyuki Kubota & Mototsugu Shintani, 2021. "High-Frequency Identification of Monetary Policy Shocks in Japan (Revised version of CARF-F-502)(Forthcoming in the Japanese Economic Review)," CARF F-Series CARF-F-530, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    165. Sui, Jianli & Liu, Biying & Li, Zhigang & Zhang, Chengping, 2022. "Monetary and macroprudential policies, output, prices, and financial stability," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 212-233.
    166. Fanelli, Luca & Marsi, Antonio, 2022. "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, vol. 150(C).
    167. Erik Gilje & Robert Ready & Nikolai Roussanov, 2016. "Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution," NBER Working Papers 22914, National Bureau of Economic Research, Inc.
    168. Tsz-Kin Chung & Cho-Hoi Hui & Ka-Fai Li, 2015. "Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium," Working Papers 212015, Hong Kong Institute for Monetary Research.
    169. Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2017. "Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 14-31.

  17. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating asset-market effects of unconventional monetary policy: a multi-country review [Uncertainty of interest rate path as a monetary policy instrument]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(80), pages 749-799.

    Cited by:

    1. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018. "Effects of US Quantitative Easing on Emerging Market Economies," ADBI Working Papers 803, Asian Development Bank Institute.
    2. Jeanne, Olivier & Son, Jeongwon, 2024. "To what extent are tariffs offset by exchange rates?," Journal of International Money and Finance, Elsevier, vol. 142(C).
    3. Olivier Jeanne, 2020. "To What Extent Are Tariffs Offset by Exchange Rates?," Working Paper Series WP20-1, Peterson Institute for International Economics.
    4. Selva Demiralp & Sharmila King & Chiara Scotti, 2016. "Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations," Finance and Economics Discussion Series 2016-058, Board of Governors of the Federal Reserve System (U.S.).
    5. Banegas, Ayelen & Montes-Rojas, Gabriel & Siga, Lucas, 2022. "The effects of U.S. monetary policy shocks on mutual fund investing," Journal of International Money and Finance, Elsevier, vol. 123(C).
    6. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019. "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, vol. 134(2), pages 447-473.
    7. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, vol. 148(C).
    8. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2018. "Does a big bazooka matter? Central bank balance-sheet policies and exchange rates," Working Paper Series 2197, European Central Bank.
    9. Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
    10. Fukuda, Shin-ichi, 2015. "Abenomics: Why was it so successful in changing market expectations?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 1-20.
    11. Fausch, Jürg & Sigonius, Markus, 2018. "The impact of ECB monetary policy surprises on the German stock market," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 46-63.
    12. Gnabo, Jean-Yves & Soudant, Joey, 2022. "Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds," Journal of Financial Stability, Elsevier, vol. 63(C).
    13. Gustavo Adler & Ms. Carolina Osorio-Buitron, 2017. "Tipping the Scale? The Workings of Monetary Policy through Trade," IMF Working Papers 2017/142, International Monetary Fund.
    14. Douglas L. Campbell & Lester Lusher, 2018. "The Impact of Real Exchange Rate Shocks on Manufacturing Workers: An Autopsy from the MORG," Working Papers w0223, New Economic School (NES).
    15. Michael Hachula & Michele Piffer & Malte Rieth, 2016. "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," Discussion Papers of DIW Berlin 1596, DIW Berlin, German Institute for Economic Research.
    16. Zheyao Pan, 2018. "A state‐price volatility index for the U.S. government bond market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 573-597, November.
    17. Ben S Bernanke, 2017. "Federal Reserve Policy in an International Context," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 1-32, April.
    18. Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2021. "Are all Central Bank Asset Purchases the Same? Different Rationales, Different Effects," SciencePo Working papers Main hal-03554141, HAL.
    19. Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018. "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, vol. 70(C), pages 56-66.
    20. Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023. "The conditionality of monetary policy instruments," Working Papers hal-04159848, HAL.
    21. Atsushi Inoue & Barbara Rossi, 2019. "A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy," Working Papers 1082, Barcelona School of Economics.
    22. Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
    23. Julian di Giovanni & John Rogers, 2024. "The Impact of U.S. Monetary Policy on Foreign Firms," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 58-115, March.
    24. De Santis, Roberto A., 2020. "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
    25. John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017. "Currency Matters: Analyzing International Bond Portfolios," NBER Working Papers 23175, National Bureau of Economic Research, Inc.
    26. Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    27. Arnold, Ivo J.M. & Soederhuizen, Beau, 2018. "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, vol. 43(C), pages 79-89.
    28. Zbyněk Revenda & Markéta Arltová, 2022. "Akcie, zlato a inflace - vztahy a souvislosti v posledních 25 letech [Stocks, Gold and Inflation - Relationships and Contexts Over the Last 25 Years]," Politická ekonomie, Prague University of Economics and Business, vol. 2022(3), pages 288-311.
    29. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 2225, European Central Bank.
    30. Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018. "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
    31. C. Bora Durdu & Alex Martin & Ilknur Zer, 2020. "The Role of US Monetary Policy in Banking Crises Across the World," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 66-107, March.
    32. Hiroyuki Kubota & Mototsugu Shintani, 2022. "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, vol. 73(3), pages 483-513, July.
    33. Mariko Tanaka & Shin-ichi Fukuda, 2019. "Spillover Effects of Asian Financial Markets on the Global Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 151-174, July.
    34. Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2021. "Unconventional monetary policy and inflation expectations in the Euro area," Economic Modelling, Elsevier, vol. 102(C).
    35. Christophe Blot & Paul Hubert & Fabien Labondance, 2017. "Does monetary policy generate asset price bubbles ?," Documents de Travail de l'OFCE 2017-05, Observatoire Francais des Conjonctures Economiques (OFCE).
    36. Ayelen Banegas & Gabriel Montes-Rojas & Lucas Siga, 2016. "Mutual Fund Flows, Monetary Policy and Financial Stability," Finance and Economics Discussion Series 2016-071, Board of Governors of the Federal Reserve System (U.S.).
    37. Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers 626, Bank of England.
    38. Elien Meuleman & Rudi Vander Vennet, 2020. "Macroprudential policy, monetary policy and Eurozone bank risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/1004, Ghent University, Faculty of Economics and Business Administration.
    39. Blotevogel, Robert & Hudecz, Gergely & Vangelista, Elisabetta, 2024. "Asset purchases and sovereign bond spreads in the euro area during the pandemic," Journal of International Money and Finance, Elsevier, vol. 140(C).
    40. Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
    41. Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.
    42. Stefański, Maciej, 2022. "Macroeconomic effects and transmission channels of quantitative easing," Economic Modelling, Elsevier, vol. 114(C).
    43. Ms. Carolina Osorio-Buitron & Mr. Esteban Vesperoni, 2015. "Big Players Out of Synch: Spillovers Implications of US and Euro Area Shocks," IMF Working Papers 2015/215, International Monetary Fund.
    44. Feiyan Zhang & Dewen Chen, 2019. "The short-term spillover effects of the Fed on Chinese financial market The overshooting model or the portfolio balance theory," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(5), pages 1-5.
    45. Lin, Mucai & Niu, Linlin, 2021. "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, vol. 111(C).
    46. Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
    47. Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
    48. Gnewuch, Matthias, 2022. "Spillover effects of sovereign debt-based quantitative easing in the euro area," European Economic Review, Elsevier, vol. 145(C).
    49. Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2018. "Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model," Working Papers in Economics 2018-6, University of Salzburg.
    50. Hsu, Feng-Jui & Chen, Sheng-Hung, 2021. "US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR)," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 650-664.
    51. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 120052, London School of Economics and Political Science, LSE Library.
    52. Demir, Ishak & Eroglu, Burak A. & Yildirim-Karaman, Secil, 2021. "Heterogeneous effects of unconventional monetary policy on bond yields across the euro area," LEAF Working Paper Series 19-06, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), revised 2021.
    53. Hoek, Jasper & Kamin, Steve & Yoldas, Emre, 2022. "Are higher U.S. interest rates always bad news for emerging markets?," Journal of International Economics, Elsevier, vol. 137(C).
    54. Marcello Pericoli & Giovanni Veronese, 2017. "Monetary policy surprises over time," Temi di discussione (Economic working papers) 1102, Bank of Italy, Economic Research and International Relations Area.
    55. Forti Grazzini, Caterina & Rieth, Malte, 2017. "Interest Rates and Exchange Rates in Normal and Crisis Times," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168281, Verein für Socialpolitik / German Economic Association.
    56. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," SciencePo Working papers Main hal-03403623, HAL.
    57. Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound," Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
    58. Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
    59. Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023. "Risk, monetary policy and asset prices in a global world," Working Paper Series 2879, European Central Bank.
    60. Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
    61. Mistak, Jakub & Ozkan, F. Gulcin, 2024. "Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating," Working Paper Series 2995, European Central Bank.
    62. Rafael Cezar & Maéva Silvestrini, 2021. "Impact of the ECB Quantitative Easing on the International Investment Position," International Economics, CEPII research center, issue 165, pages 241-263.
    63. Nicolas Soenen & Rudi Vander Vennet, 2020. "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
    64. Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.
    65. Zhou, Siwen, 2018. "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper 87084, University Library of Munich, Germany.
    66. Christophe Blot & Fabien Labondance, 2021. "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," Working Papers 2021-03, CRESE.
    67. Galina Hale & Julian di Giovanni, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
    68. Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017. "Market Reactions to ECB Policy Innovations: A Cross-Country Analysis," LIUC Papers in Economics 2017-4, Cattaneo University (LIUC).
    69. Rongrong Sun, 2018. "Monetary Policy Announcements and Market Interest Rates Response: Evidence from China," CFDS Discussion Paper Series 2018/5, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    70. Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CESifo Working Paper Series 8557, CESifo.
    71. Soenen, Nicolas & Vander Vennet, Rudi, 2022. "ECB monetary policy and bank default risk☆," Journal of International Money and Finance, Elsevier, vol. 122(C).
    72. Francesco Casalena, 2024. "Back to normal? Assessing the Effects of the Federal Reserve's Quantitative Tightening," IHEID Working Papers 14-2024, Economics Section, The Graduate Institute of International Studies.
    73. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
    74. Wright, Jonathan H., 2019. "Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 180-184.
    75. Ahiadorme, Johnson Worlanyo, 2020. "Monetary policy transmission and income inequality in Sub-Saharan Africa," MPRA Paper 104084, University Library of Munich, Germany.
    76. Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
    77. Michael T. Kiley, 2020. "Pandemic Recession Dynamics: The Role of Monetary Policy in Shifting a U-Shaped Recession to a V-Shaped Rebound," Finance and Economics Discussion Series 2020-083, Board of Governors of the Federal Reserve System (U.S.).
    78. Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-021, Federal Reserve Bank of St. Louis, revised 04 May 2020.
    79. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2019. "Identifying Quantitative and Qualitative Monetary Policy Shocks," Discussion Paper Series DP2019-09, Research Institute for Economics & Business Administration, Kobe University, revised Mar 2023.
    80. Cenedese, Gino & Elard, Ilaf, 2018. "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England working papers 705, Bank of England.
    81. Prabheesh, K.P. & Padhan, Rakesh & Bhat, Javed Ahmad, 2024. "Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period," Journal of Asian Economics, Elsevier, vol. 90(C).
    82. Kerssenfischer, Mark, 2019. "Information Effects of Euro Area Monetary Policy: New evidence from high-frequency futures data," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203524, Verein für Socialpolitik / German Economic Association.
    83. Tom Beernaert & Nicolas Soenen & Rudi Vander Vennet, 2023. "ECB Monetary Policy and the Term Structure of Bank Default Risk," JRFM, MDPI, vol. 16(12), pages 1-22, December.
    84. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
    85. Shigeki Ono, 2020. "Impacts of conventional and unconventional US monetary policies on global financial markets," International Economics and Economic Policy, Springer, vol. 17(1), pages 1-24, February.
    86. Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019. "Measuring Euro Area Monetary Policy," CESifo Working Paper Series 7699, CESifo.
    87. Jasper Hoek & Steven B. Kamin & Emre Yoldas, 2020. "When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets," International Finance Discussion Papers 1269, Board of Governors of the Federal Reserve System (U.S.).
    88. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2024. "The impact of monetary policy shocks on net worth and consumption across races in the United States," Economic Systems, Elsevier, vol. 48(1).
    89. Bora Durdu & Alex Martin & Ilknur Zer, 2019. "The Role of U.S. Monetary Policy in Global Banking Crises," Finance and Economics Discussion Series 2019-039, Board of Governors of the Federal Reserve System (U.S.).
    90. Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444, Edward Elgar Publishing.
    91. Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    92. Marco Bottone & Alfonso Rosolia, 2019. "Monetary policy, firms’ inflation expectations and prices: causal evidence from firm-level data," Temi di discussione (Economic working papers) 1218, Bank of Italy, Economic Research and International Relations Area.
    93. Wang, Ling, 2020. "Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan," Research in International Business and Finance, Elsevier, vol. 51(C).
    94. Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
    95. Ouerk, Salima & Boucher, Christophe & Lubochinsky, Catherine, 2020. "Unconventional monetary policy in the Euro Area: Shadow rate and light effets," Journal of Macroeconomics, Elsevier, vol. 65(C).
    96. Michael T. Kiley, 2018. "Quantitative Easing and the “New Normal” in Monetary Policy," Finance and Economics Discussion Series 2018-004, Board of Governors of the Federal Reserve System (U.S.).
    97. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2020. "Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk," NBER Working Papers 27927, National Bureau of Economic Research, Inc.
    98. Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2022. "The Conditional Path of Central Bank Asset Purchases," Working papers 885, Banque de France.
    99. Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021. "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series 2605, European Central Bank.
    100. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    101. Nikolaos Petrakis & Christos Lemonakis & Christos Floros & Constantin Zopounidis, 2022. "Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions," JRFM, MDPI, vol. 15(10), pages 1-19, October.
    102. Cecchetti, Stephen G. & Narita, Machiko & Rawat, Umang & Sahay, Ratna, 2023. "Addressing Spillovers from Prolonged U.S. Monetary Policy Easing," Journal of Financial Stability, Elsevier, vol. 64(C).
    103. Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
    104. Hubert, Paul & Blot, Christophe & Bozou, Caroline & Creel, Jérôme, 2024. "Same actions, different effects: The conditionality of monetary policy instruments," Journal of Monetary Economics, Elsevier, vol. 147(S).
    105. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
    106. Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," IMF Working Papers 2017/212, International Monetary Fund.
    107. Pierpaolo Benigno & Paolo Canofari & Giovanni Bartolomeo & Marcello Messori, 2022. "The European Monetary Policy Responses During the Pandemic Crisis," Open Economies Review, Springer, vol. 33(4), pages 657-675, September.
    108. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
    109. Lewis, Vivien & Roth, Markus, 2019. "The financial market effects of the ECB's asset purchase programs," Journal of Financial Stability, Elsevier, vol. 43(C), pages 40-52.
    110. Nikolaos Petrakis & Christos Lemonakis & Christos Floros & Constantin Zopounidis, 2024. "The impact of the ECB’s non-regular operations on bank credit: cross-country evidence," Operational Research, Springer, vol. 24(3), pages 1-37, September.
    111. Takaoka, Sumiko & Takahashi, Koji, 2018. "Differential effects of unconventional monetary policy on syndicated loan contracts," MPRA Paper 89342, University Library of Munich, Germany.
    112. Massimo Guidolin & Alexei Orlov, 2020. "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers 20146, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    113. Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022. "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers 1357, Board of Governors of the Federal Reserve System (U.S.).
    114. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
    115. Frederik Neugebauer, 2020. "ECB Announcements and Stock Market Volatility," WHU Working Paper Series - Economics Group 20-02, WHU - Otto Beisheim School of Management.
    116. van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024. "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, vol. 143(C).
    117. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016. "Monetary policy transmission in an open economy:new data and evidence from the United Kingdom," LSE Research Online Documents on Economics 86235, London School of Economics and Political Science, LSE Library.
    118. Georgios Chortareas & Menelaos Karanasos & Emmanouil Noikokyris, 2019. "Quantitative Easing And The Uk Stock Market: Does The Bank Of England Information Dissemination Strategy Matter?," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 569-583, January.
    119. Neugebauer, Frederik, 2019. "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203554, Verein für Socialpolitik / German Economic Association.
    120. Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021. "The Impact of ECB Corporate Sector Purchases on European Green Bonds," Discussion Papers of DIW Berlin 1938, DIW Berlin, German Institute for Economic Research.
    121. Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Uncertainty, Curreny Exess Returns, and Risk Reversals," International Finance Discussion Papers 1196, Board of Governors of the Federal Reserve System (U.S.).
    122. Shin-ichi Fukuda, 2019. "The Effects of Japan’s Unconventional Monetary Policy on Asian Stock Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 1-20, July.
    123. Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Working Papers 25032, National Bureau of Economic Research, Inc.
    124. Ehrmann, Michael & Fratzscher, Marcel, 2017. "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 26-44.
    125. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2020. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Research Bulletin, European Central Bank, vol. 76.
    126. Boeck, Maximilian & Feldkircher, Martin, 2021. "The Impact of Monetary Policy on Yield Curve Expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 887-901.
    127. Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
    128. Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
    129. Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
    130. Cristiana Fiorelli & Alfredo Cartone & Matteo Foglia, 2021. "Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 223-245, February.
    131. Wang, Ling, 2018. "Monetary-fiscal policy interactions under asset purchase programs: Some comparative evidence," Economic Modelling, Elsevier, vol. 73(C), pages 208-221.
    132. Ceballos, Luis & Romero, Damian, 2022. "International portfolio bond spillovers," Economics Letters, Elsevier, vol. 220(C).
    133. Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    134. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Eurozone bond market dynamics, ECB monetary policy and financial stress," Working Papers hal-03458554, HAL.
    135. Michael Kiley & Frederic S. Mishkin, 2024. "Central Banking Post Crises," NBER Working Papers 32237, National Bureau of Economic Research, Inc.
    136. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017. "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers 23474, National Bureau of Economic Research, Inc.
    137. Takaoka, Sumiko & Takahashi, Koji, 2022. "Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts," Journal of Financial Stability, Elsevier, vol. 60(C).
    138. Arestis, Philip & Phelps, Peter, 2017. "Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 88-102.
    139. Jean-Guillaume Sahuc & Grégory Levieuge & José Garcia-Revelo, 2024. "Revisiting 15 Years of Unusual Transatlantic Monetary Policies," Working Papers hal-04563708, HAL.
    140. Zhang, Hanyu & Dufour, Alfonso, 2024. "Managing portfolio risk during crisis times: A dynamic conditional correlation perspective," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 241-251.
    141. Michael Ehrmann & Marcel Fratzscher, 2015. "Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis," Discussion Papers of DIW Berlin 1479, DIW Berlin, German Institute for Economic Research.
    142. Matthys, Thomas & Meuleman, Elien & Vander Vennet, Rudi, 2020. "Unconventional monetary policy and bank risk taking," Journal of International Money and Finance, Elsevier, vol. 109(C).
    143. Ferreira, Eurico & Serra, Ana Paula, 2022. "Price effects of unconventional monetary policy announcements on European securities markets," Journal of International Money and Finance, Elsevier, vol. 122(C).
    144. Puonti, Päivi, 2019. "Data-driven structural BVAR analysis of unconventional monetary policy," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    145. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
    146. Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021. "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, vol. 141(3), pages 860-880.
    147. Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
    148. Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022. ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers 202217, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
    149. Stephanie E. Curcuru & Michiel De Pooter & George Eckerd, 2018. "Measuring Monetary Policy Spillovers between U.S. and German Bond Yields," International Finance Discussion Papers 1226, Board of Governors of the Federal Reserve System (U.S.).
    150. Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "The ECB's policy measures during the COVID-19 crisis," Working Papers in Public Economics 207, Department of Economics and Law, Sapienza University of Roma.
    151. Martien Lamers & Frederik Mergaerts & Elien Meuleman & Rudi Vander Vennet, 2016. "The trade-off between monetary policy and bank stability," Working Paper Research 308, National Bank of Belgium.
    152. Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB’s asset purchase programme on euro area equities," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 270-279.
    153. Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016. "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series 16-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
    154. Mamatzakis, Emmanuel & Bermpei, Theodora, 2016. "What is the effect of unconventional monetary policy on bank performance?," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 239-263.
    155. Papadamou, Stephanos & Kyriazis, Νikolaos A. & Tzeremes, Panayiotis G., 2019. "Unconventional monetary policy effects on output and inflation: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 295-305.
    156. Finta, Marinela Adriana, 2021. "Japanese monetary policy and its impact on stock market implied volatility during pleasant and unpleasant weather," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    157. Unalmis, Deren & Unalmis, Ibrahim, 2015. "The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States," MPRA Paper 62585, University Library of Munich, Germany.
    158. Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2016. "The ECB, between conservatism and pragmatism," Post-Print hal-03318509, HAL.
    159. Diego Valiante, 2017. "The ‘Visible Hand’ of the ECB’s first quantitative easing," International Economics and Economic Policy, Springer, vol. 14(4), pages 601-624, October.
    160. Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
    161. Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni, 2022. "The role of shadow banking in systemic risk in the European financial system," Journal of Banking & Finance, Elsevier, vol. 138(C).
    162. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2018. "Monetary policy and the redistribution of net worth in the US," LSE Research Online Documents on Economics 91320, London School of Economics and Political Science, LSE Library.
    163. Soriano, Pilar & Torró, Hipòlit, 2022. "The response of Brent crude oil to the European central bank monetary policy," Finance Research Letters, Elsevier, vol. 46(PA).
    164. Hiroyuki Kubota & Mototsugu Shintani, 2021. "High-Frequency Identification of Monetary Policy Shocks in Japan (Revised version of CARF-F-502)(Forthcoming in the Japanese Economic Review)," CARF F-Series CARF-F-530, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    165. Sui, Jianli & Liu, Biying & Li, Zhigang & Zhang, Chengping, 2022. "Monetary and macroprudential policies, output, prices, and financial stability," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 212-233.
    166. Fanelli, Luca & Marsi, Antonio, 2022. "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, vol. 150(C).
    167. Erik Gilje & Robert Ready & Nikolai Roussanov, 2016. "Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution," NBER Working Papers 22914, National Bureau of Economic Research, Inc.
    168. Tsz-Kin Chung & Cho-Hoi Hui & Ka-Fai Li, 2015. "Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium," Working Papers 212015, Hong Kong Institute for Monetary Research.
    169. Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2017. "Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 14-31.

  18. Refet S. Gürkaynak & Jonathan H. Wright, 2013. "Identification and Inference Using Event Studies," Manchester School, University of Manchester, vol. 81, pages 48-65, September.
    See citations under working paper version above.
  19. Jonathan H. Wright, 2013. "Evaluating Real‐Time Var Forecasts With An Informative Democratic Prior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 762-776, August.
    See citations under working paper version above.
  20. Min Wei & Jonathan H. Wright, 2013. "Reverse Regressions And Long‐Horizon Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 353-371, April.

    Cited by:

    1. Chernov, Mikhail & Bauer, Michael, 2021. "Interest Rate Skewness and Biased Beliefs," CEPR Discussion Papers 16274, C.E.P.R. Discussion Papers.
    2. Faten Ben Bouheni & Manish Tewari, 2023. "Common risk factors and risk–return trade-off for REITs and treasuries," Journal of Asset Management, Palgrave Macmillan, vol. 24(5), pages 374-395, September.
    3. Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
    4. Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023. "Transformed regression-based long-horizon predictability tests," Journal of Econometrics, Elsevier, vol. 237(2).
    5. Kostakis, Alexandros & Magdalinos, Tassos & Stamatogiannis, Michalis P., 2023. "Taking stock of long-horizon predictability tests: Are factor returns predictable?," Journal of Econometrics, Elsevier, vol. 237(2).
    6. Bandi, Federico M. & Bretscher, Lorenzo & Tamoni, Andrea, 2023. "Return predictability with endogenous growth," Journal of Financial Economics, Elsevier, vol. 150(3).
    7. Jiang, Zhengyang, 2021. "US Fiscal cycle and the dollar," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 91-106.
    8. Tobias Adrian & Richard K. Crump & Erik Vogt, 2019. "Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds," Journal of Finance, American Finance Association, vol. 74(4), pages 1931-1973, August.
    9. Bansal, Naresh & Stivers, Chris, 2022. "Bond risk’s role in the equity risk-return tradeoff," Journal of Financial Markets, Elsevier, vol. 60(C).
    10. Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea, 2020. "Fiscal policy driven bond risk premia," Journal of Financial Economics, Elsevier, vol. 138(1), pages 53-73.
    11. Richard K. Crump & Nikolay Gospodinov, 2019. "Deconstructing the yield curve," Staff Reports 884, Federal Reserve Bank of New York.
    12. Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2019. "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Swiss Finance Institute Research Paper Series 19-52, Swiss Finance Institute.
    13. Jing-Zhi Huang & Zhan Shi, 2023. "Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance," Management Science, INFORMS, vol. 69(3), pages 1780-1804, March.

  21. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
    See citations under working paper version above.
  22. Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1501-1519, December.
    See citations under working paper version above.
  23. Jonathan H. Wright, 2013. "Unseasonal Seasonals?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 44(2 (Fall)), pages 65-126.

    Cited by:

    1. Serena Ng, 2017. "Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data," NBER Working Papers 23673, National Bureau of Economic Research, Inc.
    2. Higgins, Patrick & Zha, Tao & Zhong, Wenna, 2016. "Forecasting China's economic growth and inflation," China Economic Review, Elsevier, vol. 41(C), pages 46-61.
    3. Lahiri, Kajal & Yin, Yimeng, 2024. "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, vol. 87(C).
    4. Gabriel P. Mathy, 2018. "Hysteresis and persistent long-term unemployment: the American Beveridge Curve of the Great Depression and World War II," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 12(1), pages 127-152, January.

  24. Kitsul, Yuriy & Wright, Jonathan H., 2013. "The economics of options-implied inflation probability density functions," Journal of Financial Economics, Elsevier, vol. 110(3), pages 696-711.
    See citations under working paper version above.
  25. Jennie Bai & Eric Ghysels & Jonathan H. Wright, 2013. "State Space Models and MIDAS Regressions," Econometric Reviews, Taylor & Francis Journals, vol. 32(7), pages 779-813, October.

    Cited by:

    1. Hale, Galina & Lopez, Jose A., 2019. "Monitoring banking system connectedness with big data," Journal of Econometrics, Elsevier, vol. 212(1), pages 203-220.
    2. Ghysels, Eric & Ozkan, Nazire, 2015. "Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1009-1020.
    3. Carl Bonham & Peter Fuleky & James Jones & Ashley Hirashima, 2015. "Nowcasting Tourism Industry Performance Using High Frequency Covariates," Working Papers 2015-13R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2016.
    4. Nuttanan Wichitaksorn, 2020. "Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach," PIER Discussion Papers 146, Puey Ungphakorn Institute for Economic Research.
    5. Li, Dongxin & Zhang, Li & Li, Lihong, 2023. "Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model," International Review of Financial Analysis, Elsevier, vol. 88(C).
    6. Yose Rizal Damuri & Prabaning Tyas & Haryo Aswicahyono & Lionel Priyadi & Stella Kusumawardhani & Ega Kurnia Yazid, 2021. "Tracking the Ups and Downs in Indonesia’s Economic Activity During COVID-19 Using Mobility Index: Evidence from Provinces in Java and Bali," Working Papers DP-2021-18, Economic Research Institute for ASEAN and East Asia (ERIA).
    7. El-Shagi, Makram & Jung, Alexander, 2015. "Does the Greenspan era provide evidence on leadership in the FOMC?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
    8. Katja Heinisch & Rolf Scheufele, 2019. "Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
    9. Martin Enilov, 2024. "The predictive power of commodity prices for future economic growth: Evaluating the role of economic development," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3040-3062, July.
    10. Qian Chen & Xiang Gao & Shan Xie & Li Sun & Shuairu Tian & Shigeyuki Hamori, 2021. "On the Predictability of China Macro Indicator with Carbon Emissions Trading," Energies, MDPI, vol. 14(5), pages 1-24, February.
    11. Peter Fuleky & Carl S. Bonham, 2011. "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers 201110, University of Hawaii at Manoa, Department of Economics.
    12. Bahar Şen Doğan & Murat Midiliç, 2019. "Forecasting Turkish real GDP growth in a data-rich environment," Empirical Economics, Springer, vol. 56(1), pages 367-395, January.
    13. Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019. "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper 93366, University Library of Munich, Germany.
    14. Cláudia Duarte, 2014. "Autoregressive augmentation of MIDAS regressions," Working Papers w201401, Banco de Portugal, Economics and Research Department.
    15. Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022. "Potential growth and natural yield curve in Japan," Journal of International Money and Finance, Elsevier, vol. 124(C).
    16. Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018. "Mixed frequency models with MA components," Working Paper Series 2206, European Central Bank.
    17. Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António, 2017. "A mixed frequency approach to the forecasting of private consumption with ATM/POS data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 61-75.
    18. Allan, Grant & Koop, Gary & McIntyre, Stuart & Smith, Paul, 2014. "Nowcasting Scottish GDP Growth," SIRE Discussion Papers 2015-08, Scottish Institute for Research in Economics (SIRE).
    19. Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
    20. Anna Samarina & Anh D.M. Nguyen, 2024. "Does Monetary Policy Affect Income Inequality in the Euro Area?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 35-80, February.
    21. Shubhra Paul & Lauren B. Davis, 2022. "An ensemble forecasting model for predicting contribution of food donors based on supply behavior," Annals of Operations Research, Springer, vol. 319(1), pages 1-29, December.
    22. Giovanni Ballarin & Petros Dellaportas & Lyudmila Grigoryeva & Marcel Hirt & Sophie van Huellen & Juan-Pablo Ortega, 2022. "Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data," Papers 2211.00363, arXiv.org, revised Jan 2024.
    23. Jonas E. Arias & Minchul Shin, 2020. "Tracking U.S. Real GDP Growth During the Pandemic," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 5(3), pages 9-14, September.
    24. Christian Glocker & Serguei Kaniovski, 2020. "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers 614, WIFO.
    25. Guillaume Bagnarosa & Mark Cummins & Michael Dowling & Fearghal Kearney, 2022. "Commodity risk in European dairy firms," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 49(1), pages 151-181.
    26. Morita, Hiroshi & 森田, 裕史, 2019. "Forecasting Public Investment Using Daily Stock Returns," Discussion paper series HIAS-E-88, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    27. Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017. "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 78-95.
    28. Schumacher, Christian, 2014. "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100289, Verein für Socialpolitik / German Economic Association.
    29. Raul Ibarra & Luis M. Gomez-Zamudio, 2017. "Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 173-203, April.
    30. Zhao, Xin & Han, Meng & Ding, Lili & Kang, Wanglin, 2018. "Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS," Applied Energy, Elsevier, vol. 216(C), pages 132-141.
    31. Dhaene, Geert & Wu, Jianbin, 2020. "Incorporating overnight and intraday returns into multivariate GARCH volatility models," Journal of Econometrics, Elsevier, vol. 217(2), pages 471-495.
    32. Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
    33. Marcellino, Massimiliano & Foroni, Claudia, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
    34. Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020. "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series 539, Central Bank of Brazil, Research Department.
    35. Han, Meng & Ding, Lili & Zhao, Xin & Kang, Wanglin, 2019. "Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors," Energy, Elsevier, vol. 171(C), pages 69-76.
    36. Gani Ramadani & Magdalena Petrovska & Vesna Bucevska, 2021. "Evaluation of mixed frequency approaches for tracking near-term economic developments in North Macedonia," Working Papers 2021-03, National Bank of the Republic of North Macedonia.
    37. Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024. "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers) 1446, Bank of Italy, Economic Research and International Relations Area.
    38. Gorgi, Paolo & Koopman, Siem Jan & Li, Mengheng, 2019. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1735-1747.
    39. Hirashima, Ashley & Jones, James & Bonham, Carl S. & Fuleky, Peter, 2017. "Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism," Annals of Tourism Research, Elsevier, vol. 63(C), pages 191-202.
    40. Xu, Qifa & Zhuo, Xingxuan & Jiang, Cuixia & Liu, Xi & Liu, Yezheng, 2018. "Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth," Economic Modelling, Elsevier, vol. 75(C), pages 221-236.
    41. Fady Barsoum & Sandra Stankiewicz, 2013. "Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes," Working Paper Series of the Department of Economics, University of Konstanz 2013-10, Department of Economics, University of Konstanz.
    42. Alina Stundziene & Vaida Pilinkiene & Jurgita Bruneckiene & Andrius Grybauskas & Mantas Lukauskas, 2023. "Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania," Economies, MDPI, vol. 11(5), pages 1-21, May.
    43. Lynda Khalaf & Maral Kichian & Charles Saunders & Marcel Voia, 2021. "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Post-Print hal-03528880, HAL.
    44. Ramadani Gani & Petrovska Magdalena & Bucevska Vesna, 2021. "Evaluation of Mixed Frequency Approaches for Tracking Near-Term Economic Developments in North Macedonia," South East European Journal of Economics and Business, Sciendo, vol. 16(2), pages 43-52, December.
    45. Ghysels, Eric, 2016. "Macroeconomics and the reality of mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 294-314.
    46. Bublitz, Andreas & Keles, Dogan & Fichtner, Wolf, 2017. "An analysis of the decline of electricity spot prices in Europe: Who is to blame?," Energy Policy, Elsevier, vol. 107(C), pages 323-336.
    47. Kohns, David & Potjagailo, Galina, 2023. "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers 1025, Bank of England.
    48. Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F., 2019. "Estimates of quarterly GDP growth using MIDAS regressions," Econometric Institute Research Papers EI2019-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    49. Marc Francke & Alex Van De Minne, 2022. "Daily appraisal of commercial real estate a new mixed frequency approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(5), pages 1257-1281, September.
    50. Schumacher, Christian, 2016. "A comparison of MIDAS and bridge equations," International Journal of Forecasting, Elsevier, vol. 32(2), pages 257-270.
    51. Wichitaksorn, Nuttanan, 2022. "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, vol. 78(C).
    52. Ard Reijer & Andreas Johansson, 2019. "Nowcasting Swedish GDP with a large and unbalanced data set," Empirical Economics, Springer, vol. 57(4), pages 1351-1373, October.
    53. Frömmel, Michael & Midiliç, Murat, 2021. "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, vol. 97(C), pages 461-476.
    54. Leippold, Markus & Yang, Hanlin, 2019. "Particle filtering, learning, and smoothing for mixed-frequency state-space models," Econometrics and Statistics, Elsevier, vol. 12(C), pages 25-41.

  26. Jonathan H. Wright, 2012. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, vol. 122(564), pages 447-466, November.
    See citations under working paper version above.
  27. Refet S. Gürkaynak & Jonathan H. Wright, 2012. "Macroeconomics and the Term Structure," Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
    See citations under working paper version above.
  28. Jon Faust & Jonathan H. Wright, 2011. "Efficient Prediction of Excess Returns," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 647-659, May.
    See citations under working paper version above.
  29. Jonathan H. Wright, 2011. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset," American Economic Review, American Economic Association, vol. 101(4), pages 1514-1534, June.

    Cited by:

    1. Stillwagon, Josh R., 2015. "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
    2. Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020. "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
    3. Rodrigo Vergara & Elías Albagli, 2015. "Tasas de Interés de Largo Plazo en Economías Desarrolladas: Tendencias Recientes e Implicancias de Política Monetaria en Chile," Economic Policy Papers Central Bank of Chile 52, Central Bank of Chile.
    4. Koeda, Junko & Sekine, Atsushi, 2022. "Nelson–Siegel decay factor and term premia in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
    5. Lloyd, Simon & Marin, Emile, 2020. "Exchange rate risk and business cycles," Bank of England working papers 872, Bank of England.
    6. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
    7. Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
    8. Koeda, Junko, 2013. "Endogenous monetary policy shifts and the term structure: Evidence from Japanese government bond yields," Journal of the Japanese and International Economies, Elsevier, vol. 29(C), pages 170-188.
    9. Ethan Struby & Michael F. Connolly, 2022. "Shadow Rate Models and Monetary Policy," Working Papers 2022-03, Carleton College, Department of Economics.
    10. Binder Carola Conces, 2017. "Economic policy uncertainty and household inflation uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(2), pages 1-20, June.
    11. Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013. "Carry," CEPR Discussion Papers 9771, C.E.P.R. Discussion Papers.
      • Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B., 2018. "Carry," Journal of Financial Economics, Elsevier, vol. 127(2), pages 197-225.
      • Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt, 2013. "Carry," NBER Working Papers 19325, National Bureau of Economic Research, Inc.
    12. Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016. "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
    13. Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2015. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 77-109, January.
    14. Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017. "Decomposition of the Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134, Czech National Bank.
    15. Yun, Jaeho, 2019. "Bond risk premia in a small open economy with volatile capital flows: The case of Korea," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 223-243.
    16. Paul Ehling & Michael Gallmeyer & Christian Heyerdahl-Larsen & Philipp Illeditsch, 2015. "Disagreement about inflation and the yield curve," Working Papers 1532, Banco de España.
    17. Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018. "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
    18. Goliński, Adam, 2021. "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, vol. 131(C).
    19. Saten Kumar, 2014. "Financial Crisis, Taylor Rule and the Fed," Working Papers 2014-02, Auckland University of Technology, Department of Economics.
    20. De Santis, Roberto A., 2020. "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
    21. Martin Pažický, 2021. "Predicting Recessions in Germany Using the German and the US Yield Curve," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 263-291, December.
    22. Howard Kung, 2014. "Macroeconomic linkages between monetary policy and the term structure of interest rates," 2014 Meeting Papers 560, Society for Economic Dynamics.
    23. Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
    24. Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
    25. Galvao, Ana Beatriz & Costa, Sonia, 2013. "Does the euro area forward rate provide accurate forecasts of the short rate?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 131-141.
    26. Beyer, Robert & Milivojevic, Lazar, 2021. "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series 146, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    27. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
    28. Halberstadt, Arne, 2021. "Decomposing the yield curve with linear regressions and survey information," Discussion Papers 27/2021, Deutsche Bundesbank.
    29. Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
    30. Montes, Gabriel Caldas & de Hollanda Lima, Natalia Teixeira, 2022. "Discretionary fiscal policy, fiscal credibility and inflation risk premium," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 208-222.
    31. Drew D. Creal & Jing Cynthia Wu, 2020. "Bond risk premia in consumption‐based models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1461-1484, November.
    32. Goliński, Adam & Zaffaroni, Paolo, 2016. "Long memory affine term structure models," Journal of Econometrics, Elsevier, vol. 191(1), pages 33-56.
    33. OKIMOTO Tatsuyoshi & TAKAOKA Sumiko, 2017. "No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves," Discussion papers 17104, Research Institute of Economy, Trade and Industry (RIETI).
    34. François Gourio & Phuong Ngo, 2024. "Downward Nominal Rigidities and Bond Premia," Working Paper Series WP 2024-09, Federal Reserve Bank of Chicago.
    35. François Gourio & Phuong Ngo, 2020. "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series WP 2020-01, Federal Reserve Bank of Chicago.
    36. Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017. "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
    37. Michael D. Bauer & Glenn D. Rudebusch, 2017. "Interest Rates Under Falling Stars," CESifo Working Paper Series 6571, CESifo.
    38. Ravi Bansal & Ivan Shaliastovich, 2013. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," The Review of Financial Studies, Society for Financial Studies, vol. 26(1), pages 1-33.
    39. Dubiel-Teleszynski, Tomasz & Kalogeropoulos, Konstantinos & Karouzakis, Nikolaos, 2024. "Sequential learning and economic benefits from dynamic term structure models," LSE Research Online Documents on Economics 123659, London School of Economics and Political Science, LSE Library.
    40. Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
    41. Cao, Shuo & Crump, Richard K. & ,, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," CEPR Discussion Papers 15122, C.E.P.R. Discussion Papers.
    42. FUJIWARA Ippei & NAKAZONO Yoshiyuki & UEDA Kozo, 2014. "Policy Regime Change against Chronic Deflation? Policy option under a long-term liquidity trap," Discussion papers 14019, Research Institute of Economy, Trade and Industry (RIETI).
    43. Artur Tarassow, 2017. "Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures," Macroeconomics and Finance Series 201702, University of Hamburg, Department of Socioeconomics.
    44. Lustig, Hanno & Stathopoulos, Andreas & Verdelhan, Adrien, 2017. "The Term Structure of Currency Carry Trade Risk Premia," Research Papers repec:ecl:stabus:3411, Stanford University, Graduate School of Business.
    45. Lassaâd Mbarek & Hardik A. Marfatia & Sonja Juko, 2018. "Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market," Working Papers 1243, Economic Research Forum, revised 23 Oct 2018.
    46. Ethan Struby, 2018. "Macroeconomic Disagreement in Treasury Yields," Working Papers 2018-04, Carleton College, Department of Economics.
    47. Granziera, Eleonora & Sihvonen, Markus, 2024. "Bonds, currencies and expectational errors," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
    48. David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Working Papers 16-08, New York University, Leonard N. Stern School of Business, Department of Economics.
    49. B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
    50. Ales Marsal & Lorant Kaszab & Roman Horvath, 2017. "Government Spending and the Term Structure of Interest Rates in a DSGE Model," Working and Discussion Papers WP 3/2017, Research Department, National Bank of Slovakia.
    51. Robert J. Hodrick & Tuomas Tomunen, 2018. "Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications," NBER Working Papers 25092, National Bureau of Economic Research, Inc.
    52. Andreas Stathopoulos & Adrien Verdelhan & Hanno Lustig, 2017. "Nominal Exchange Rate Stationarity and Long-Term Bond Returns," 2017 Meeting Papers 1633, Society for Economic Dynamics.
    53. Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019. "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 476-492.
    54. Duarte, Diogo & Saporito, Yuri F., 2019. "Endogenous asymmetric money illusion," Journal of Banking & Finance, Elsevier, vol. 109(C).
    55. Ulrich, Maxim, 2013. "Inflation ambiguity and the term structure of U.S. Government bonds," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 295-309.
    56. Rui Liu, 2019. "Forecasting Bond Risk Premia with Unspanned Macroeconomic Information," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-62, March.
    57. Peter Tillmann, 2018. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," GRU Working Paper Series GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    58. Montes, Gabriel Caldas & Curi, Alexandre, 2017. "Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium," Journal of Economics and Business, Elsevier, vol. 93(C), pages 46-61.
    59. Luis Ceballos & Damián Romero, 2015. "Decomposing Long-Term Interest Rates: An International Comparison," Working Papers Central Bank of Chile 767, Central Bank of Chile.
    60. Ha,Jongrim & Ivanova,Anna & Ohnsorge,Franziska Lieselotte & Unsal Portillo Ocando,Derya Filiz, 2019. "Inflation : Concepts, Evolution, and Correlates," Policy Research Working Paper Series 8738, The World Bank.
    61. Banerjee, Ameet Kumar & Pradhan, H.K. & Akhtaruzzaman, Md & Sensoy, Ahmet & Dann, Susan, 2024. "Anatomy of sovereign yield behaviour using textual news," Research in International Business and Finance, Elsevier, vol. 71(C).
    62. Josh R. Stillwagon, 2015. "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers 1502, Trinity College, Department of Economics.
    63. Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020. "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers 2020-18, Banco de México.
    64. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016. "The Term Premium as a Leading Macroeconomic Indicator," Working Papers 201613, University of Pretoria, Department of Economics.
    65. Berardi, Andrea & Plazzi, Alberto, 2022. "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, vol. 134(C).
    66. Peter Feldhütter & Christian Heyerdahl-Larsen & Philipp Illeditsch, 2018. "Risk Premia and Volatilities in a Nonlinear Term Structure Model [Quadratic term structure models: theory and evidence]," Review of Finance, European Finance Association, vol. 22(1), pages 337-380.
    67. Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
    68. Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
    69. Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia 869, Banco de la Republica de Colombia.
    70. Guimarães, Rodrigo, 2014. "Expectations, risk premia and information spanning in dynamic term structure model estimation," Bank of England working papers 489, Bank of England.
    71. Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
    72. Audrino, Francesco & Serwart, Jan, 2024. "Yield curve trading strategies exploiting sentiment data," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    73. Sohrab Rafiq, 2014. "What Do Energy Prices Tell Us About UK Inflation?," Economica, London School of Economics and Political Science, vol. 81(322), pages 293-310, April.
    74. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    75. David Turner & Francesca Spinelli, 2011. "Explaining the Interest-Rate-Growth Differential Underlying Government Debt Dynamics," OECD Economics Department Working Papers 919, OECD Publishing.
    76. Hakan Berument & Richard T. Froyen, 2015. "Monetary policy and interest rates under inflation targeting in Australia and New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 49(2), pages 171-188, August.
    77. Bandi, Federico M. & Bretscher, Lorenzo & Tamoni, Andrea, 2023. "Return predictability with endogenous growth," Journal of Financial Economics, Elsevier, vol. 150(3).
    78. Sushanta K Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2017. "Market volatility, monetary policy and the term premium," BIS Working Papers 606, Bank for International Settlements.
    79. Jing Cynthia Wu & Fan Dora Xia, 2014. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers 20117, National Bureau of Economic Research, Inc.
    80. Ioannidis, Christos & Ka, Kook, 2018. "The impact of oil price shocks on the term structure of interest rates," Energy Economics, Elsevier, vol. 72(C), pages 601-620.
    81. Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014. "Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano," Borradores de Economia 854, Banco de la Republica de Colombia.
    82. Nunes, Clemens Vinicius & Doi, Jonas & Fernandes, Marcelo, 2017. "Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
    83. David Turner & Francesca Spinelli, 2013. "The Effect of Government Debt, External Debt and their Interaction on OECD Interest Rates," OECD Economics Department Working Papers 1103, OECD Publishing.
    84. Ichiue, Hibiki & Shimizu, Yuhei, 2015. "Determinants of long-term yields: A panel data analysis of major countries," Japan and the World Economy, Elsevier, vol. 34, pages 44-55.
    85. Piti Disyatat & Phurichai Rungcharoenkitkul, 2016. "Financial globalisation and monetary independence," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 213-225, Bank for International Settlements.
    86. Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
    87. Li, Jing, 2018. "Essays on model uncertainty in financial models," Other publications TiSEM 202cd910-7ef1-4db4-94ae-d, Tilburg University, School of Economics and Management.
    88. Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," Working Papers 0612, University of Heidelberg, Department of Economics.
    89. Stefano Eusepi & Richard Crump & Emanuel Moench & Philippe Andrade, 2014. "Noisy Information and Fundamental Disagreement," 2014 Meeting Papers 797, Society for Economic Dynamics.
    90. Yin, Weiwei & Li, Junye, 2014. "Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 46-64.
    91. Karahan, Cenk C. & Soykök, Emre, 2022. "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, vol. 84(C).
    92. Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
    93. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2017. "International Illiquidity," International Finance Discussion Papers 1201, Board of Governors of the Federal Reserve System (U.S.).
    94. Irina Zviadadze, 2014. "Term-structure of consumption risk premia in the cross-section of currency returns," 2014 Meeting Papers 1075, Society for Economic Dynamics.
    95. Guimarães , Rodrigo, 2012. "What accounts for the fall in UK ten-year government bond yields?," Bank of England Quarterly Bulletin, Bank of England, vol. 52(3), pages 213-223.
    96. Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers 2015_12, Business School - Economics, University of Glasgow.
    97. Jiyoung Lee, 2015. "Disentangling the Predictive Power of Term Spreads under Inflation Targeting," International Economic Journal, Taylor & Francis Journals, vol. 29(3), pages 419-450, September.
    98. Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
    99. Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2024. "Risks and risk premia in the US Treasury market," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
    100. Stolyarov, Dmitriy & Tesar, Linda L., 2021. "Interest rate trends in a global context," Economic Modelling, Elsevier, vol. 101(C).
    101. Stavrakeva, Vania & Tang, Jenny, 2023. "A Fundamental Connection: Exchange Rates and Macroeconomic Expectations," CEPR Discussion Papers 18119, C.E.P.R. Discussion Papers.
    102. Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014. "What factors influence the yield curve?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(1), pages 28-39, March.
    103. Emanuel Kopp & Peter D. Williams, 2018. "A Macroeconomic Approach to the Term Premium," IMF Working Papers 2018/140, International Monetary Fund.
    104. Feng Zhao & Guofu Zhou & Xiaoneng Zhu, 2021. "Unspanned Global Macro Risks in Bond Returns," Management Science, INFORMS, vol. 67(12), pages 7825-7843, December.
    105. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
    106. Jing Cynthia Wu & Ji Zhang, 2016. "A Shadow Rate New Keynesian Model," NBER Working Papers 22856, National Bureau of Economic Research, Inc.
    107. Gauvin, Ludovic & McLoughlin, Cameron & Reinhardt, Dennis, 2014. "Policy uncertainty spillovers to emerging markets – evidence from capital flows," Bank of England working papers 512, Bank of England.
    108. Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2013. "Fundamental disagreement," Staff Reports 655, Federal Reserve Bank of New York.
    109. Binder, Carola Conces, 2016. "Estimation of historical inflation expectations," Explorations in Economic History, Elsevier, vol. 61(C), pages 1-31.
    110. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018. "Forecasting Inflation Uncertainty in the G7 Countries," CQE Working Papers 7118, Center for Quantitative Economics (CQE), University of Muenster.
    111. Piti Disyatat & Phurichai Rungcharoenkitkul, 2015. "Monetary Policy and Financial Spillovers: Losing Traction?," PIER Discussion Papers 9, Puey Ungphakorn Institute for Economic Research.
    112. Serdar Kabaca, 2016. "Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach," Staff Working Papers 16-55, Bank of Canada.
    113. Halberstadt, Arne, 2015. "The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR," Discussion Papers 02/2015, Deutsche Bundesbank.
    114. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment," American Economic Review, American Economic Association, vol. 104(1), pages 323-337, January.
    115. Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021. "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, vol. 102(C).
    116. Venetis, Ioannis & Ladas, Avgoustinos, 2022. "Co-movement and global factors in sovereign bond yields," MPRA Paper 115801, University Library of Munich, Germany.
    117. Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.
    118. Refet S. Gürkaynak & Jonathan H. Wright, 2012. "Macroeconomics and the Term Structure," Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
    119. J. Scott Davis & Ignacio Presno, 2014. "Inflation targeting and the anchoring of inflation expectations: cross-country evidence from consensus forecasts," Globalization Institute Working Papers 174, Federal Reserve Bank of Dallas.
    120. Robert Brooks & Brandon N. Cline & Pavel Teterin & Yu You, 2022. "The information in global interest rate futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 1135-1166, June.
    121. Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2018. "Macroeconomic determinants of the term structure: Long-run and short-run dynamics," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 99-122.
    122. Januj Juneja, 2018. "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 695-715, April.
    123. Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2023. "The information in joint term structures of bond yields," Journal of International Money and Finance, Elsevier, vol. 134(C).
    124. Demir Bektić & Britta Hachenberg & Dirk Schiereck, 2020. "Factor-based investing in government bond markets: a survey of the current state of research," Journal of Asset Management, Palgrave Macmillan, vol. 21(2), pages 94-105, March.
    125. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019. "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
    126. Kiryoung LEE & Chanik JO, 2018. "Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 118-134, December.
    127. Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
    128. Yasuo Hirose & Takushi Kurozumi, 2017. "Changes in the Federal Reserve Communication Strategy: A Structural Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 171-185, February.
    129. Bai, Jushan & Wang, Peng, 2012. "Identification and estimation of dynamic factor models," MPRA Paper 38434, University Library of Munich, Germany.
    130. Nora Abu Asab & Juan Carlos Cuestas & Alberto Montagnoli, 2015. "Inflation targeting or Exchange Rate Targeting: Which Framework Supports The Goal of Price Stability in Emerging Market Economics?," Working Papers 2015025, The University of Sheffield, Department of Economics.
    131. Jonathan H. Wright, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply," American Economic Review, American Economic Association, vol. 104(1), pages 338-341, January.
    132. Levant, Jared & Ma, Jun, 2016. "Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 117-127.
    133. Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2017. "Macro Risks and the Term Structure of Interest Rates," Finance and Economics Discussion Series 2017-058, Board of Governors of the Federal Reserve System (U.S.).
    134. Leo Krippner & Michelle Lewis, 2018. "Real-time forecasting with macro-finance models in the presence of a zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2018/04, Reserve Bank of New Zealand.
    135. Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics 358, University of Goettingen, Department of Economics.
    136. De Rezende, Rafael B. & Ristiniemi, Annukka, 2018. "A shadow rate without a lower bound constraint," Working Paper Series 355, Sveriges Riksbank (Central Bank of Sweden).
    137. Georgios Bampinas & Panagiotis Konstantinou & Theodore Panagiotidis, 2021. "Reassessing the inflation uncertainty‐inflation relationship in the tails," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 508-534, October.
    138. Ceballos, Luis & Ng, Oscar, 2024. "Do investors care about inflation risk? Evidence from global bond portfolio allocation," Economics Letters, Elsevier, vol. 243(C).
    139. Vania Stavrakeva & Jenny Tang, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston.
    140. Hiroatsu Tanaka, 2022. "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series 2022-086, Board of Governors of the Federal Reserve System (U.S.).
    141. Stefania D'Amico & Athanasios Orphanides, 2014. "Inflation Uncertainty and Disagreement in Bond Risk Premia," Working Paper Series WP-2014-24, Federal Reserve Bank of Chicago.
    142. Emiliano Luttini & Michael Pedersen, 2015. "Bank's Price Setting and Lending Maturity: Evidence from an Inflation- Targeting Economy," Working Papers Central Bank of Chile 762, Central Bank of Chile.
    143. Inaba, Kei-Ichiro, 2020. "Japan’s impactful augmentation of quantitative easing sovereign-bond purchases," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    144. Chan R. Mang, 2014. "Uncertain Risk and Return in Bond Markets, I," 2014 Papers pma1706, Job Market Papers.
    145. Giuseppe Grande & Adriana Grasso & Gabriele Zinna, 2019. "The effectiveness of the ECB’s asset purchases at the lower bound," Questioni di Economia e Finanza (Occasional Papers) 541, Bank of Italy, Economic Research and International Relations Area.
    146. Carboni, Giacomo, 2014. "Term premia implications of macroeconomic regime changes," Working Paper Series 1694, European Central Bank.
    147. De Rezende, Rafael B., 2015. "Risks in macroeconomic fundamentals and excess bond returns predictability," Working Paper Series 295, Sveriges Riksbank (Central Bank of Sweden).
    148. Jing Cynthia Wu & Fan Dora Xia, 2020. "Negative interest rate policy and the yield curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 653-672, September.
    149. Olesya V. Grishchenko & Zhaogang Song & Hao Zhou, 2015. "Term Structure of Interest Rates with Short-run and Long-run Risks," Finance and Economics Discussion Series 2015-95, Board of Governors of the Federal Reserve System (U.S.).
    150. Malik, Sheheryar & Meldrum, Andrew, 2016. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 85-102.
    151. Antonio Diez de los Rios, 2017. "Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions," Staff Working Papers 17-33, Bank of Canada.
    152. João F. Caldeira, 2020. "Investigating the expectation hypothesis and the risk premium dynamics: new evidence for Brazil," Empirical Economics, Springer, vol. 59(1), pages 395-412, July.
    153. Hideaki Matsuoka, 2022. "Debt Intolerance: Threshold Level and Composition," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 894-932, August.
    154. Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," LIDAM Reprints LFIN 2023010, Université catholique de Louvain, Louvain Finance (LFIN).
    155. Dmitriy Stolyarov & Linda L. Tesar, 2019. "Interest Rate Trends in a Global Context," Working Papers wp402, University of Michigan, Michigan Retirement Research Center.
    156. Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
    157. Christine Garnier & Elmar Mertens & Edward Nelson, 2015. "Trend Inflation in Advanced Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 65-136, September.
    158. Lucas Marc Fuhrer & Basil Guggenheim & Matthias Jüttner, 2018. "What do Swiss franc Libor futures really tell us?," Working Papers 2018-06, Swiss National Bank.
    159. Giancarlo Corsetti & Emile A. Marin, 2020. "A century of arbitrage and disaster risk pricing in the foreign exchange market," Discussion Papers 2018, Centre for Macroeconomics (CFM).
    160. Stavrakeva, Vania & Tang, Jenny, 2019. "The Dollar During the Great Recession: US Monetary Policy Signaling and The Flight To Safety," CEPR Discussion Papers 14034, C.E.P.R. Discussion Papers.
    161. Jahantigh , Forough & Rahmi Ghasemabadi , Mohammad & Jalali , Omolbanin, 2018. "The Impact of Monetary Policy Shock on the Price of Storable Goods: A Case Study of Food," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 471-490, October.
    162. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    163. Emanuel Mönch, 2019. "The term structures of global yields," BIS Papers chapters, in: Bank for International Settlements (ed.), Asia-Pacific fixed income markets: evolving structure, participation and pricing, volume 102, pages 3-15, Bank for International Settlements.
    164. Mirdala, Rajmund, 2015. "Decomposing Euro Area Sovereign Debt Yields into Inflation Expectations and Expected Real Interest Rates," MPRA Paper 68866, University Library of Munich, Germany, revised Nov 2015.
    165. Michael Connolly & Taeyoung Doh, 2012. "The state space representation and estimation of a time-varying parameter VAR with stochastic volatility," Research Working Paper RWP 12-04, Federal Reserve Bank of Kansas City.
    166. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2015. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," NBER Working Papers 21803, National Bureau of Economic Research, Inc.
    167. Lauren Stagnol, 2019. "Extracting global factors from local yield curves," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 341-350, September.
    168. Svetlana Makarova, 2016. "ECB footprints on inflation forecast uncertainty," Bank of Estonia Working Papers wp2016-5, Bank of Estonia, revised 19 Jul 2016.
    169. Kučera, Adam, 2020. "Identification of triggers of U.S. yield curve movements," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    170. Jörgen Blomvall & Jonas Ekblom, 2018. "Corporate hedging: an answer to the “how” question," Annals of Operations Research, Springer, vol. 266(1), pages 35-69, July.
    171. Hibiki Ichiue & Yuhei Shimizu, 2012. "Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US," Bank of Japan Working Paper Series 12-E-7, Bank of Japan.
    172. Ingrid Groessl & Artur Tarassow, 2018. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201802, University of Hamburg, Department of Socioeconomics.
    173. Huang, Wenli & Li, Shi & Qi, Zhen & Zhang, Qi, 2022. "Macro disagreement and international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    174. Richard K. Crump & Nikolay Gospodinov, 2019. "Deconstructing the yield curve," Staff Reports 884, Federal Reserve Bank of New York.
    175. Argyropoulos, Efthymios & Tzavalis, Elias, 2016. "Forecasting economic activity from yield curve factors," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 293-311.
    176. Sungjun Cho & Liu Liu, 2023. "Correcting estimation bias in regime switching dynamic term structure models," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1093-1127, October.
    177. Zhu, Xiaoneng & Rahman, Shahidur, 2015. "A regime-switching Nelson–Siegel term structure model of the macroeconomy," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 1-17.
    178. Jules H. van Binsbergen, 2020. "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility," NBER Working Papers 27367, National Bureau of Economic Research, Inc.
    179. Fida Hussain & Asif Mahmood, 2017. "Predicting Output Growth and Inflation in Pakistan: The Role of Yield Spread," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 13, pages 53-76.
    180. Cho, Sungjun & Hyde, Stuart & Liu, Liu, 2022. "The yen–dollar risk premium: A story of regime shifts in bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    181. Roman Sustek, 2021. "Yield curve and the business cycle in conventional times," Discussion Papers 2122, Centre for Macroeconomics (CFM).
    182. van Binsbergen, Jules, 2020. "Duration-Based Stock Valuation," CEPR Discussion Papers 14904, C.E.P.R. Discussion Papers.
    183. Chung, Tsz-Kin & Iiboshi, Hirokuni, 2015. "Prediction of Term Structure with Potentially Misspecified Macro-Finance Models near the Zero Lower Bound," MPRA Paper 85709, University Library of Munich, Germany.
    184. Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024. "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, vol. 149(C).
    185. Vania Stavrakeva & Jenny Tang, 2018. "The dollar during the global recession: US monetary policy and the exorbitant duty," Working Papers 18-10, Federal Reserve Bank of Boston.
    186. Fricke, Christoph, 2012. "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP) dp-493, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    187. Li, Huijing & Li, Hong & Lu, Lei & Theocharides, George & Xiong, Xiong, 2020. "Macro disagreement and international options markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    188. Stona, Filipe & Caldeira, João F., 2019. "Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 76-89.
    189. Kim Dukpa & Kim Yunjung & Bak Yuhyeon, 2017. "Multi-level factor analysis of bond risk premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-19, December.
    190. Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023. "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, vol. 237(2).
    191. Haroon Mumtaz & Konstantinos Theodoridis, 2016. "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers 804, Queen Mary University of London, School of Economics and Finance.
    192. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2011. "Unbiased estimate of dynamic term structure models," Working Paper Series 2011-12, Federal Reserve Bank of San Francisco.
    193. Lucas Marc Fuhrer & Basil Guggenheim & Matthias Jüttner, 2019. "A survey-based estimation of the Swiss franc forward term premium," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-18, December.
    194. Bhatt, Vipul & Kishor, N Kundan & Ma, Jun, 2017. "The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 206-222.
    195. Junko Koeda & Yoichi Ueno, 2022. "A Preferred Habitat View of Yield Curve Control," Bank of Japan Working Paper Series 22-E-7, Bank of Japan.
    196. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2020. "No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
    197. Junko Koeda & Bin Wei, 2024. "Quantifying Forward Guidance and Yield Curve Control," FRB Atlanta Working Paper 2024-8, Federal Reserve Bank of Atlanta.
    198. Dahlquist, Magnus & Hasseltoft, Henrik, 2013. "International Bond Risk Premia," Journal of International Economics, Elsevier, vol. 90(1), pages 17-32.
    199. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
    200. Berardi, Andrea, 2023. "Term premia and short rate expectations in the euro area," Journal of Empirical Finance, Elsevier, vol. 74(C).
    201. O. Grishchenko & S. Mouabbi & J.-P. Renne, 2017. "The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty," Working papers 622, Banque de France.
    202. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
    203. Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.
    204. Dorota Toczydlowska & Gareth W. Peters, 2018. "Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics," Econometrics, MDPI, vol. 6(3), pages 1-45, July.
    205. Timmermann, Allan & Burjack, Rafael & Qu, Ritong, 2019. "Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil," CEPR Discussion Papers 14097, C.E.P.R. Discussion Papers.
    206. Gabriel Caldas Montes & Caio Ferrari Ferreira, 2019. "Does monetary policy credibility mitigate the effects of uncertainty about exchange rate on uncertainties about both inflation and interest rate?," International Economics and Economic Policy, Springer, vol. 16(4), pages 649-678, October.
    207. Jing-Zhi Huang & Zhan Shi, 2023. "Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance," Management Science, INFORMS, vol. 69(3), pages 1780-1804, March.
    208. Tsz-Kin Chung & Cho-Hoi Hui & Ka-Fai Li, 2015. "Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium," Working Papers 212015, Hong Kong Institute for Monetary Research.
    209. Zhang, Han & Fan, Xiaoyun & Guo, Bin & Zhang, Wei, 2019. "Reexamining time-varying bond risk premia in the post-financial crisis era," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
    210. Christos Ioannidis & Kook Ka, 2021. "Economic Policy Uncertainty and Bond Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1479-1522, September.
    211. Matthew Pritsker, 2017. "Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction," Supervisory Research and Analysis Working Papers RPA 17-4, Federal Reserve Bank of Boston.

  30. Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2010. "The TIPS Yield Curve and Inflation Compensation," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 70-92, January.
    See citations under working paper version above.
  31. Jonathan H. Wright, 2009. "Forecasting US inflation by Bayesian model averaging," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 131-144.
    See citations under working paper version above.
  32. Ghysels, Eric & Wright, Jonathan H., 2009. "Forecasting Professional Forecasters," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 504-516.
    See citations under working paper version above.
  33. Faust, Jon & Wright, Jonathan H., 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 468-479.
    See citations under working paper version above.
  34. Beechey, Meredith J. & Wright, Jonathan H., 2009. "The high-frequency impact of news on long-term yields and forward rates: Is it real?," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 535-544, May.
    See citations under working paper version above.
  35. Wright, Jonathan H. & Zhou, Hao, 2009. "Bond risk premia and realized jump risk," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2333-2345, December.

    Cited by:

    1. Jin-Huei Yeh & Jying-Nan Wang & Chung-Ming Kuan, 2014. "A noise-robust estimator of volatility based on interquantile ranges," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 751-779, November.
    2. Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2021. "Cojump risks and their impacts on option pricing," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 399-410.
    3. Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019. "Short-Run Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 1-34, September.
    4. Li, Shaoyu & Huang, Henry H. & Zhang, Teng, 2020. "Generalized affine transform on pricing quanto range accrual note," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    5. Sévi, Benoît, 2015. "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, vol. 44(C), pages 243-251.
    6. Li, Junye, 2011. "Volatility components, leverage effects, and the return-volatility relations," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1530-1540, June.
    7. Minchul Shin & Molin Zhong, 2015. "Does Realized Volatility Help Bond Yield Density Prediction?," Finance and Economics Discussion Series 2015-115, Board of Governors of the Federal Reserve System (U.S.).
    8. Ferstl, Robert & Weissensteiner, Alex, 2009. "Asset-Liability Management under time-varying Investment Opportunities," MPRA Paper 15068, University Library of Munich, Germany.
    9. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.
    10. Mirco Rubin & Dario Ruzzi, 2020. "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers) 1311, Bank of Italy, Economic Research and International Relations Area.
    11. Fleming, Jeff & Kirby, Chris, 2011. "Long memory in volatility and trading volume," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1714-1726, July.
    12. Rui Liu, 2019. "Forecasting Bond Risk Premia with Unspanned Macroeconomic Information," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-62, March.
    13. Chan, Kam Fong & Powell, John G. & Treepongkaruna, Sirimon, 2014. "Currency jumps and crises: Do developed and emerging market currencies jump together?," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 132-157.
    14. Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen, 2009. "Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves," Bank of England working papers 360, Bank of England.
    15. Liu, Wenwen & Zhang, Chang & Qiao, Gaoxiu & Xu, Lei, 2022. "Impact of network investor sentiment and news arrival on jumps," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    16. Todd E. Clark & Michael W. McCracken, 2011. "Tests of equal forecast accuracy for overlapping models," Working Papers (Old Series) 1121, Federal Reserve Bank of Cleveland.
    17. Benoît Sévi & César Baena, 2013. "The explanatory power of signed jumps for the risk-return tradeoff," Economics Bulletin, AccessEcon, vol. 33(2), pages 1029-1046.
    18. Prodromou, Tina & Westerholm, P. Joakim, 2022. "Are high frequency traders responsible for extreme price movements?," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 94-111.
    19. Malinská, Barbora, 2022. "Time-varying pricing of risk in sovereign bond futures returns," Finance Research Letters, Elsevier, vol. 47(PA).
    20. Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2013. "Mortgage hedging in fixed income markets," LSE Research Online Documents on Economics 119032, London School of Economics and Political Science, LSE Library.
    21. Boudt, Kris & Petitjean, Mikael, 2014. "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," Journal of Financial Markets, Elsevier, vol. 17(C), pages 121-149.
    22. Lian, Yu-Min & Chen, Jun-Home, 2020. "Joint dynamic modeling and option pricing in incomplete derivative-security market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    23. Han, Seung-Oh & Huh, Sahn-Wook & Park, Jeayoung, 2023. "Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 276-307.
    24. Yin, Ximing & Yang, Ge, 2024. "Instantaneous volatility of the yield curve, variance risk premium and bond return predictability," Journal of Empirical Finance, Elsevier, vol. 77(C).
    25. Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN 2021016, Université catholique de Louvain, Louvain Finance (LFIN).
    26. Benoît Sévi & César Baena, 2012. "A reassessment of the risk-return tradeoff at the daily horizon," Economics Bulletin, AccessEcon, vol. 32(1), pages 190-203.
    27. Zhang, Zehua & Zhao, Ran, 2023. "Good volatility, bad volatility, and the cross section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, vol. 89(C).
    28. Hua, Jian & Manzan, Sebastiano, 2013. "Forecasting the return distribution using high-frequency volatility measures," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4381-4403.
    29. Fricke, Christoph & Menkhoff, Lukas, 2015. "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 80-94.
    30. Hassan Zada & Huma Maqsood & Shakeel Ahmed & Muhammad Zeb Khan, 2023. "Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia," SN Business & Economics, Springer, vol. 3(1), pages 1-22, January.
    31. Sekkel, Rodrigo, 2011. "International evidence on bond risk premia," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 174-181, January.
    32. Evans, Kevin P., 2011. "Intraday jumps and US macroeconomic news announcements," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2511-2527, October.
    33. Anupam Dutta & Elie Bouri & David Roubaud, 2021. "Modelling the volatility of crude oil returns: Jumps and volatility forecasts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 889-897, January.
    34. Andrade, Sandro C. & Barrett, W. Brian, 2011. "Can broker-dealer client surveys provide signals for debt investing?," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1170-1178, May.
    35. Fricke, Christoph & Menkhoff, Lukas, 2014. "Financial conditions, macroeconomic factors and (un)expected bond excess returns," Discussion Papers 35/2014, Deutsche Bundesbank.
    36. Xin Yang & Shan Chen & Hong Liu & Xiaoguang Yang & Chuangxia Huang, 2023. "Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1201-1213, April.
    37. Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2011. "Revisiting the expectations hypothesis of the term structure of interest rates," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1202-1212, May.
    38. Huang, Darien & Schlag, Christian & Shaliastovich, Ivan & Thimme, Julian, 2018. "Volatility-of-volatility risk," SAFE Working Paper Series 210, Leibniz Institute for Financial Research SAFE.
    39. Zhou, Haigang & Zhu, John Qi, 2019. "Firm characteristics and jump dynamics in stock prices around earnings announcements," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    40. Hassan Zada & Arshad Hassan & Wing-Keung Wong, 2021. "Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets," Economies, MDPI, vol. 9(2), pages 1-26, June.
    41. Olesya V. Grishchenko & Zhaogang Song & Hao Zhou, 2015. "Term Structure of Interest Rates with Short-run and Long-run Risks," Finance and Economics Discussion Series 2015-95, Board of Governors of the Federal Reserve System (U.S.).
    42. Kent Wang & Yuqiang Guo, 2014. "Predictability of time-varying jump premiums: Evidence based on calibration," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 369-394, August.
    43. Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2024. "Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 503-519.
    44. Jang, Bong-Gyu & Yoon, Ji Hee, 2010. "Analytic valuation formulas for range notes and an affine term structure model with jump risks," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2132-2145, September.
    45. Da Fonseca, José & Ignatieva, Katja & Ziveyi, Jonathan, 2016. "Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market," Energy Economics, Elsevier, vol. 56(C), pages 215-228.
    46. Benoît Sévi, 2013. "An empirical analysis of the downside risk-return trade-off at daily frequency," Post-Print hal-01500860, HAL.
    47. Mirco Rubin & Dario Ruzzi, 2020. "Equity Tail Risk in the Treasury Bond Market," Papers 2007.05933, arXiv.org.
    48. Giacomo Bormetti & Lucio Maria Calcagnile & Michele Treccani & Fulvio Corsi & Stefano Marmi & Fabrizio Lillo, 2015. "Modelling systemic price cojumps with Hawkes factor models," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1137-1156, July.
    49. Fricke, Christoph, 2012. "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP) dp-493, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    50. Lin-Yee Hin & Nikolai Dokuchaev, 2016. "Short Rate Forecasting Based On The Inference From The Cir Model For Multiple Yield Curve Dynamics," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-33, March.
    51. Jae Young Jang & Min Jae Park, 2019. "A Study on Global Investors’ Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea," Risks, MDPI, vol. 7(4), pages 1-20, October.
    52. Duan, Jin-Chuan & Yeh, Chung-Ying, 2010. "Jump and volatility risk premiums implied by VIX," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2232-2244, November.
    53. Cui, Jing & Zhao, Hua, 2015. "Intraday jumps in China's Treasury bond market and macro news announcements," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 211-223.
    54. Joslin, Scott & Konchitchki, Yaniv, 2018. "Interest rate volatility, the yield curve, and the macroeconomy," Journal of Financial Economics, Elsevier, vol. 128(2), pages 344-362.
    55. Zhu, Xiaoneng, 2015. "Out-of-sample bond risk premium predictions: A global common factor," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 155-173.
    56. Lund, Bruno, 2019. "The Role of Jumps and Options in the Risk Premia of Interest Rates," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(2), January.
    57. Jing-Zhi Huang & Zhan Shi, 2023. "Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance," Management Science, INFORMS, vol. 69(3), pages 1780-1804, March.
    58. Chen, XiaoHua & Maringer, Dietmar, 2011. "Detecting time-variation in corporate bond index returns: A smooth transition regression model," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 95-103, January.
    59. Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016. "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 52-70.
    60. Christos Ioannidis & Kook Ka, 2021. "Economic Policy Uncertainty and Bond Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1479-1522, September.

  36. Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright, 2008. "Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 589-596, 04-05.

    Cited by:

    1. Chaboud, Alain P. & Chiquoine, Benjamin & Hjalmarsson, Erik & Loretan, Mico, 2010. "Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 212-240, March.
    2. Andreas M. Fischer & Angelo Ranaldo, 2008. "Does FOMC News Increase Global FX Trading?," Working Papers 2008-09, Swiss National Bank.
    3. Chien-Hsiu Lin & Shih-Kuei Lin & An-Chi Wu, 2015. "Foreign exchange option pricing in the currency cycle with jump risks," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 755-789, May.
    4. Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015. "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 116-141.
    5. Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
    6. Tim Bollerslev & Jia Li & Yuan Xue, 2018. "Volume, Volatility, and Public News Announcements," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2005-2041.
    7. Christopher J. Neely, 2011. "A survey of announcement effects on foreign exchange volatility and jumps," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 361-385.
    8. Andrey G. Shulgin, 2017. "A Simple Theoretical Setup for the Evaluation of Sterilized Intervention Effectiveness in a Small Open Commodity Exporting Economy," HSE Working papers WP BRP 170/EC/2017, National Research University Higher School of Economics.
    9. Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
    10. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    11. Ben Omrane, Walid & Heinen, Andréas, 2010. "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2419-2431, November.
    12. Carlo Rosa, 2016. "Fedspeak: Who Moves U.S. Asset Prices?," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 223-261, December.
    13. Christoph S. Weber, 2017. "The Effect of Central Bank Transparency on Exchange Rate Volatility," Working Papers 174, Bavarian Graduate Program in Economics (BGPE).
    14. Gençay, Ramazan & Gradojevic, Nikola, 2013. "Private information and its origins in an electronic foreign exchange market," Economic Modelling, Elsevier, vol. 33(C), pages 86-93.
    15. Carlo Rosa, 2013. "The financial market effect of FOMC minutes," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 67-81.
    16. Doojin Ryu & Robert I. Webb & Jinyoung Yu, 2023. "Who pays the liquidity cost? Central bank announcements and adverse selection," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 904-924, July.
    17. Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2022. "Constrained Dealers and Market Efficiency," VfS Annual Conference 2022 (Basel): Big Data in Economics 264054, Verein für Socialpolitik / German Economic Association.

  37. Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H., 2008. "Order flow and exchange rate dynamics in electronic brokerage system data," Journal of International Economics, Elsevier, vol. 75(1), pages 93-109, May.
    See citations under working paper version above.
  38. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.

    Cited by:

    1. John C. Bluedorn & Christopher Bowdler & Christoffer Koch, 2017. "Heterogeneous Bank Lending Responses to Monetary Policy: New Evidence from a Real-Time Identification," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 95-149, February.
    2. Faust, Jon & Wright, Jonathan H., 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 468-479.
    3. Malte Knüppel & Guido Schultefrankenfeld, 2017. "Interest rate assumptions and predictive accuracy of central bank forecasts," Empirical Economics, Springer, vol. 53(1), pages 195-215, August.
    4. Bedri Kamil Onur Taş, 2016. "Does the Federal Reserve have Private Information about its Future Actions?," Economica, London School of Economics and Political Science, vol. 83(331), pages 498-517, July.
    5. Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2022. "The Efficiency of the Government’s Revenue Projections," Discussion paper series HIAS-E-122, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    6. Travis J. Berge & Andrew C. Chang & Nitish R. Sinha, 2019. "Evaluating the Conditionality of Judgmental Forecasts," Finance and Economics Discussion Series 2019-002, Board of Governors of the Federal Reserve System (U.S.).
    7. Chanont Banternghansa & Michael W. McCracken, 2009. "Forecast disagreement among FOMC members," Working Papers 2009-059, Federal Reserve Bank of St. Louis.
    8. Robert P. Lieli & Augusto Nieto-Barthaburu, 2023. "Forecasting with Feedback," Papers 2308.15062, arXiv.org, revised Aug 2024.
    9. Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
    10. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
    11. Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020. "A textual analysis of Bank of England growth forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1478-1487.
    12. John C. Bluedorn & Christopher Bowdler, 2010. "The Empirics of International Monetary Transmission: Identification and the Impossible Trinity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 679-713, June.
    13. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    14. Sylvia Kaufmann & Peter Kugler, 2010. "A monetary real-time conditional forecast of euro area inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 388-405.
    15. João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    16. G. Kontogeorgos & K. Lambrias, 2022. "Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 213-229, March.
    17. Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1658-1668.
    18. Paul Hubert, 2010. "Monetary policy, imperfect information and the expectations channel [Politique monétaire,information imparfaite et canal des anticipations]," SciencePo Working papers Main tel-04095385, HAL.
    19. Paul Hubert, 2009. "Informational Advantage and Influence of Communicating Central Banks," Documents de Travail de l'OFCE 2009-04, Observatoire Francais des Conjonctures Economiques (OFCE).
    20. Thomas L. Hogan, 2022. "The calculus of dissent: Bias and diversity in FOMC projections," Public Choice, Springer, vol. 191(1), pages 105-135, April.
    21. Andrew C. Chang, 2018. "The Fed's Asymmetric Forecast Errors," Finance and Economics Discussion Series 2018-026, Board of Governors of the Federal Reserve System (U.S.).
    22. Kontogeorgos, Georgios & Lambrias, Kyriacos, 2019. "An analysis of the Eurosystem/ECB projections," Working Paper Series 2291, European Central Bank.
    23. Paul Hubert, 2015. "Do Central Bank forecasts influence private agents? Forecasting Performance vs. Signals," Post-Print hal-03399242, HAL.
    24. Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.
    25. Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2022. "Long-horizon stock valuation and return forecasts based on demographic projections," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 190-215.
    26. Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.

  39. Wright, Jonathan H., 2008. "Bayesian Model Averaging and exchange rate forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 329-341, October.
    See citations under working paper version above.
  40. Gurkaynak, Refet S. & Sack, Brian & Wright, Jonathan H., 2007. "The U.S. Treasury yield curve: 1961 to the present," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2291-2304, November.
    See citations under working paper version above.
  41. David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
    See citations under working paper version above.
  42. Faust, Jon & Rogers, John H. & Wang, Shing-Yi B. & Wright, Jonathan H., 2007. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1051-1068, May.
    See citations under working paper version above.
  43. Chaboud, Alain P. & Wright, Jonathan H., 2005. "Uncovered interest parity: it works, but not for long," Journal of International Economics, Elsevier, vol. 66(2), pages 349-362, July.
    See citations under working paper version above.
  44. Faust, Jon & Rogers, John H & Wright, Jonathan H, 2005. "News and Noise in G-7 GDP Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 403-419, June.
    See citations under working paper version above.
  45. Faust, Jon & Swanson, Eric T. & Wright, Jonathan H., 2004. "Identifying VARS based on high frequency futures data," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1107-1131, September.
    See citations under working paper version above.
  46. Faust Jon & Swanson Eric T & Wright Jonathan H, 2004. "Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-31, October.

    Cited by:

    1. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers 2008-05, University of Connecticut, Department of Economics.
    2. Gorodnichenko, Y & Coibion, O, 2016. "How inertial is monetary policy? implications for the fed’s exit strategy," Department of Economics, Working Paper Series qt2qc6f09b, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    3. Andreas Neuhierl & Michael Weber, 2020. "Monetary Momentum," Working Papers 2020-39, Becker Friedman Institute for Research In Economics.
    4. Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J., 2017. "Systematic cojumps, market component portfolios and scheduled macroeconomic announcements," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 43-58.
    5. Marek Jarociński & Peter Karadi, 2020. "Deconstructing Monetary Policy Surprises—The Role of Information Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 1-43, April.
    6. Calvin He, 2021. "Monetary Policy, Equity Markets and the Information Effect," RBA Research Discussion Papers rdp2021-04, Reserve Bank of Australia.
    7. B. Onur Tas, 2012. "Why does the Federal Reserve Forecast Inflation Better than Everyone Else?," Working Papers 1207, TOBB University of Economics and Technology, Department of Economics.
    8. Kramkov, Viacheslav & Maksimov, Andrey, 2024. "Monetary surprises and term structure of interest rates: Identification through heteroscedasticity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 5-34.
    9. Emi Nakamura & Jón Steinsson, 2018. "High-Frequency Identification of Monetary Non-Neutrality: The Information Effect," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1283-1330.
    10. Thealexa Becker & Andrew Lee Smith, 2015. "Has Forward Guidance Been Effective?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 57-78.
    11. Ben S. Bernanke & Kenneth N. Kuttner, 2005. "What Explains the Stock Market's Reaction to Federal Reserve Policy?," Journal of Finance, American Finance Association, vol. 60(3), pages 1221-1257, June.
    12. D'Agostino, A & Whelan, K, 2007. "Federal Reserve Information During the Great Moderation," MPRA Paper 6092, University Library of Munich, Germany.
    13. Patrice T. Robitaille & Jennifer E. Roush, 2006. "How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices?," International Finance Discussion Papers 868, Board of Governors of the Federal Reserve System (U.S.).
    14. Bedri Kamil Onur Taş, 2016. "Does the Federal Reserve have Private Information about its Future Actions?," Economica, London School of Economics and Political Science, vol. 83(331), pages 498-517, July.
    15. Gamber, Edward N. & Smith, Julie K. & McNamara, Dylan C., 2014. "Where is the Fed in the distribution of forecasters?," Journal of Policy Modeling, Elsevier, vol. 36(2), pages 296-312.
    16. Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
    17. Ali Ozdagli & Michael Weber & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo.
    18. Sophocles N. Brissimis & Nicholas S. Magginas, 2008. "Inflation Forecasts and the New Keynesian Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 1-22, June.
    19. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
    20. Lakdawala, Aeimit & Schaffer, Matthew, 2019. "Federal reserve private information and the stock market," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 34-49.
    21. Elmar Mertens, 2010. "Managing beliefs about monetary policy under discretion," Finance and Economics Discussion Series 2010-11, Board of Governors of the Federal Reserve System (U.S.).
    22. Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
    23. Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
    24. Abdullah Mamun & M. Kabir Hassan, 2014. "What explains the lack of monetary policy influence on bank holding companies?," Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 227-235, November.
    25. Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
    26. Neuhierl, Andreas & Weber, Michael, 2019. "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 140-155.
    27. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
    28. Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Documents de Travail de l'OFCE 2020-02, Observatoire Francais des Conjonctures Economiques (OFCE).
    29. Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, University Library of Munich, Germany.
    30. Paul Hubert, 2009. "An Empirical Review of Federal Reserve’s Informational Advantage," Documents de Travail de l'OFCE 2009-03, Observatoire Francais des Conjonctures Economiques (OFCE).
    31. Seung Kwak, 2022. "How Does Monetary Policy Affect Prices of Corporate Loans?," Finance and Economics Discussion Series 2022-008, Board of Governors of the Federal Reserve System (U.S.).
    32. Kishor N. Kundan, 2010. "The Superiority of Greenbook Forecasts and the Role of Recessions," NBP Working Papers 74, Narodowy Bank Polski.
    33. Aymen Belgacem, 2009. "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers 2009-16, University of Paris Nanterre, EconomiX.
    34. Tas, Bedri Kamil Onur, 2011. "An explanation for the price puzzle: Asymmetric information and expectation dynamics," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 259-275, June.
    35. Friedrich Heinemann & Katrin Ullrich, 2007. "Does it Pay to Watch Central Bankers’ Lips? The Information Content of ECB Wording," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 155-185, June.
    36. Frankel, Alex & Kartik, Navin, 2018. "What kind of central bank competence?," Theoretical Economics, Econometric Society, vol. 13(2), May.
    37. Baghestani, Hamid, 2006. "Federal reserve vs. private forecasts of real net exports," Economics Letters, Elsevier, vol. 91(3), pages 349-353, June.
    38. Karnaukh, Nina & Vokata, Petra, 2022. "Growth forecasts and news about monetary policy," Journal of Financial Economics, Elsevier, vol. 146(1), pages 55-70.
    39. Samuel Hanson & Jeremy C. Stein, 2012. "Monetary policy and long-term real rates," Finance and Economics Discussion Series 2012-46, Board of Governors of the Federal Reserve System (U.S.).
    40. Karlyn Mitchell & Douglas K. Pearce, 2020. "How Did Unconventional Monetary Policy Affect Economic Forecasts?," Contemporary Economic Policy, Western Economic Association International, vol. 38(1), pages 206-220, January.
    41. Paul Hubert & Becky Maule, 2021. "Policy and Macro Signals from Central Bank Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 255-296, June.
    42. Jia, Chengcheng, 2023. "The informational effect of monetary policy and the case for policy commitment," European Economic Review, Elsevier, vol. 156(C).
    43. Paul Hubert, 2010. "Monetary policy, imperfect information and the expectations channel [Politique monétaire,information imparfaite et canal des anticipations]," SciencePo Working papers Main tel-04095385, HAL.
    44. Marek Jarocinski & Peter Karadi, 2017. "Central Bank Information Shocks," 2017 Meeting Papers 1193, Society for Economic Dynamics.
    45. Paul Hubert, 2015. "Revisiting the Greenbook’s relative forecasting performance," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 151-179.
    46. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why Are Target Interest Rate Changes So Persistent?," NBER Working Papers 16707, National Bureau of Economic Research, Inc.
    47. Kenneth N. Kuttner, 2008. "Commentary on \\"Assessing monetary policy effects using daily federal funds futures contracts\\"," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 399-404.
    48. Bedri Kamil Onur Tas, 2007. "Inflation Targeting as a Signalling Mechanism," Working Papers 0701, TOBB University of Economics and Technology, Department of Economics.
    49. Emi Nakamura & Jón Steinsson, 2018. "Identification in Macroeconomics," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 59-86, Summer.
    50. Paul Hubert, 2009. "Informational Advantage and Influence of Communicating Central Banks," Documents de Travail de l'OFCE 2009-04, Observatoire Francais des Conjonctures Economiques (OFCE).
    51. Alexander Kurov, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 175-187, November.
    52. Lavan Mahadeva, 2007. "A model of market surprises," Bank of England working papers 327, Bank of England.
    53. Kishor, N. Kundan, 2023. "Estimating Expected Asset Returns With the Present Value Model of Consumption and Fed Forecasts," MPRA Paper 119617, University Library of Munich, Germany.
    54. Samer Adra & Elie Menassa, 2023. "Uncertainty and corporate investments in response to the Fed's dual shocks," The Financial Review, Eastern Finance Association, vol. 58(3), pages 463-484, August.
    55. Jackson, Aaron L., 2010. "Policy futures markets with multiple goals," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 45-54, March.
    56. Michael Smolyansky & Gustavo A. Suarez, 2021. "Monetary policy and the corporate bond market: How important is the Fed information effect?," Finance and Economics Discussion Series 2021-010, Board of Governors of the Federal Reserve System (U.S.).
    57. Mariana García-Schmidt, 2024. "Is the Information Channel of Monetary Policy Alive in Emerging Markets?," Working Papers Central Bank of Chile 1017, Central Bank of Chile.
    58. de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2010. "Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1652-1669, December.
    59. Paul Hubert, 2015. "Do Central Bank forecasts influence private agents? Forecasting Performance vs. Signals," Post-Print hal-03399242, HAL.
    60. Goodhart Charles A.E., 2005. "The Monetary Policy Committee's Reaction Function: An Exercise in Estimation," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-42, August.
    61. S. Rubun Dey & Christopher J. Neely, 2010. "A survey of announcement effects on foreign exchange returns," Review, Federal Reserve Bank of St. Louis, vol. 92(Sep), pages 417-464.
    62. Brett W. Fawley & Christopher J. Neely, 2014. "The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 73-109.
    63. Vipul Bhatt & N. Kundan Kishor & Hardik Marfatia, 2020. "Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 257-284, April.

  47. Wright, Jonathan H., 2003. "Detecting Lack Of Identification In Gmm," Econometric Theory, Cambridge University Press, vol. 19(2), pages 322-330, April.
    See citations under working paper version above.
  48. Faust, Jon & Rogers, John H. & H. Wright, Jonathan, 2003. "Exchange rate forecasting: the errors we've really made," Journal of International Economics, Elsevier, vol. 60(1), pages 35-59, May.
    See citations under working paper version above.
  49. Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, September.
    See citations under working paper version above.
  50. Jonathan Wright, 2002. "Log-Periodogram Estimation Of Long Memory Volatility Dependencies With Conditionally Heavy Tailed Returns," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 397-417.
    See citations under working paper version above.
  51. Stock, James H & Wright, Jonathan H & Yogo, Motohiro, 2002. "A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 518-529, October.

    Cited by:

    1. Gabriel Ahlfeldt & Kristoffer Möller & Sevrin Waights & Nicolai Wendland, 2012. "On prisoner's dilemmas and gilded cages: The economics of heritage preservation," ERSA conference papers ersa12p783, European Regional Science Association.
    2. Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006. "Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility," CESifo Working Paper Series 1766, CESifo.
    3. Kolodziej, Ingo W.K. & García-Gómez, Pilar, 2019. "Saved by retirement: Beyond the mean effect on mental health," Social Science & Medicine, Elsevier, vol. 225(C), pages 85-97.
    4. Alexander Tsyplakov, 2007. "A guide to the world of instruments (in Russian)," Quantile, Quantile, issue 2, pages 21-47, March.
    5. Qazi Haque & Leandro M. Magnusson, 2020. "Identification robust empirical evidence on the Euler equation in open economies," CAMA Working Papers 2020-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. Reynaert, Mathias & Verboven, Frank, 2014. "Improving the performance of random coefficients demand models: The role of optimal instruments," Journal of Econometrics, Elsevier, vol. 179(1), pages 83-98.
    7. Cho, Seo-young & Vadlamannati, Krishna Chaitanya, 2010. "Compliance for big brothers: An empirical analysis on the impact of the anti-trafficking protocol," University of Göttingen Working Papers in Economics 118, University of Goettingen, Department of Economics.
    8. Ramsey, James B. & Gallegati, Marco & Gallegati, Mauro & Semmler, Willi, 2010. "Instrumental variables and wavelet decompositions," Economic Modelling, Elsevier, vol. 27(6), pages 1498-1513, November.
    9. Farzan Yahya & Ghulam Abbas & Ammar Ahmed & Muhammad Sadiq Hashmi, 2020. "Restrictive and Supportive Mechanisms for Female Directors’ Risk-Averse Behavior: Evidence From South Asian Health Care Industry," SAGE Open, , vol. 10(4), pages 21582440209, October.
    10. B. James Deaton & Getu Hailu & Xiaoye Zhou, 2014. "Poverty in Canada: Does Manufacturing Matter?," Growth and Change, Wiley Blackwell, vol. 45(2), pages 362-376, June.
    11. Lucia Rizzica, 2018. "When the Cat’s Away The Effects of Spousal Migration on Investments on Children," The World Bank Economic Review, World Bank, vol. 32(1), pages 85-108.
    12. West, Martin R. & Wößmann, Ludger, 2002. "Class-Size Effects in School Systems Around the World: Evidence from Between-Grade Variation in TIMSS," Kiel Working Papers 1099, Kiel Institute for the World Economy (IfW Kiel).
    13. Hugo Benítez-Silva & Selcuk Eren & Frank Heiland & Sergi Jiménez-Martín, 2008. "How well do individuals predict the selling prices of their homes?," Economics Working Papers 1065, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
    14. Rockey, James, 2012. "Reconsidering the fiscal effects of constitutions," European Journal of Political Economy, Elsevier, vol. 28(3), pages 313-323.
    15. Simon Freyaldenhoven & Christian Hansen & Jesse M. Shapiro, 2019. "Pre-event Trends in the Panel Event-Study Design," American Economic Review, American Economic Association, vol. 109(9), pages 3307-3338, September.
    16. Raoul Minetti & Pierluigi Murro & Monica Paiella, 2012. "Ownership Structure, Governance, and Innovation: Evidence from Italy," Working Papers 10, Department of the Treasury, Ministry of the Economy and of Finance.
    17. Herr, Annika & Suppliet, Moritz, 2012. "Pharmaceutical prices under regulation: Tiered co-payments and reference pricing in Germany," DICE Discussion Papers 48, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    18. Marie Bjørneby & Annette Alstadsæter & Kjetil Telle, 2018. "Collusive tax evasion by employers and employees. Evidence from a randomized fi eld experiment in Norway," Discussion Papers 891, Statistics Norway, Research Department.
    19. Jane Mpapalika & Christopher Malikane, 2019. "The Determinants of Sovereign Risk Premium in African Countries," JRFM, MDPI, vol. 12(1), pages 1-20, February.
    20. Olena Ivus & Matthew Boland, 2015. "The employment and wage impact of broadband deployment in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 48(5), pages 1803-1830, December.
    21. Daniel Fernandes & John G. Lynch & Richard G. Netemeyer, 2014. "Financial Literacy, Financial Education, and Downstream Financial Behaviors," Management Science, INFORMS, vol. 60(8), pages 1861-1883, August.
    22. Carlino, Gerald A. & Inman, Robert P., 2013. "Local deficits and local jobs: Can US states stabilize their own economies?," Journal of Monetary Economics, Elsevier, vol. 60(5), pages 517-530.
    23. Mike Tsionas & Christopher F. Parmeter & Valentin Zelenyuk, 2023. "Bayesian Artificial Neural Networks for Frontier Efficiency Analysis," CEPA Working Papers Series WP012023, School of Economics, University of Queensland, Australia.
    24. Mendieta-Muñoz, Ivan, 2017. "On The Interaction Between Economic Growth And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 21(4), pages 982-1022, June.
    25. MacDonald, Ronald & Vieira, Flávio & Damasceno, Aderbal, 2010. "The Role of Institutions in Cross-Section Income and Panel Data Growth Models: A Deeper Investigation on the Weakness and Proliferation of Instruments," SIRE Discussion Papers 2010-50, Scottish Institute for Research in Economics (SIRE).
    26. Daniel L. Millimet & Rusty Tchernis, 2009. "Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program," NBER Working Papers 15539, National Bureau of Economic Research, Inc.
    27. Toke Aidt & Jayasri Dutta & Vania Sena, 2006. "Governance Regimes, Corruption and Growth: Theory and Evidence," Discussion Papers 15_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    28. Bohnet, Lara & Peralta, Susana & Pereira dos Santos, João, 2022. "Cousins from Overseas: The Labour Market Impact of a Major Forced Return Migration Shock," IZA Discussion Papers 15595, Institute of Labor Economics (IZA).
    29. Alston Lee J. & Mueller Bernardo, 2018. "Priests, Conflicts and Property Rights: the Impacts on Tenancy and Land Use in Brazil," Man and the Economy, De Gruyter, vol. 5(1), pages 1-26, June.
    30. Ishimura, Yuichi, 2022. "The effects of the containers and packaging recycling law on the domestic recycling of plastic waste: Evidence from Japan," Ecological Economics, Elsevier, vol. 201(C).
    31. Waters, George A., 2013. "Quantity rationing of credit and the Phillips curve," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 68-80.
    32. Bottazzi, L. & Da Rin, M. & Hellmann, T., 2010. "The Importance of Trust for Investment : Evidence From Venture Capital (Revision of DP 2009-43)," Discussion Paper 2010-49, Tilburg University, Center for Economic Research.
    33. Boer, Lukas & Lütkepohl, Helmut, 2021. "Qualitative versus quantitative external information for proxy vector autoregressive analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    34. Oliver Falck & Michael Fritsch & Stephan Heblich, 2009. "Bohemians, Human Capital, and Regional Economic Growth," Jena Economics Research Papers 2009-049, Friedrich-Schiller-University Jena.
    35. D.J Cumming & Gaël Leboeuf & A Schwienbacher, 2019. "Crowdfunding models: Keep‐It‐All vs. All‐Or‐Nothing," Post-Print hal-02126971, HAL.
    36. Martin Bruns & Helmut Lütkepohl, 2023. "Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 2036, DIW Berlin, German Institute for Economic Research.
    37. Cheng, Zhiming & Guo, Wei & Hayward, Mathew & Smyth, Russell & Wang, Haining, 2021. "Childhood adversity and the propensity for entrepreneurship: A quasi-experimental study of the Great Chinese Famine," Journal of Business Venturing, Elsevier, vol. 36(1).
    38. Doan, Tinh, 2011. "Labour market returns to higher education in Vietnam," Economics Discussion Papers 2011-4, Kiel Institute for the World Economy (IfW Kiel).
    39. Li, Jianglong & Ho, Mun Sing, 2022. "Indirect cost of renewable energy: Insights from dispatching," Energy Economics, Elsevier, vol. 105(C).
    40. Habibov, Nazim, 2016. "Effect of corruption on healthcare satisfaction in post-soviet nations: A cross-country instrumental variable analysis of twelve countries," Social Science & Medicine, Elsevier, vol. 152(C), pages 119-124.
    41. Slavtchev, Viktor & Wiederhold, Simon, 2014. "Does the Technological Content of Government Demand Matter for Private R&D? Evidence from US States," IWH Discussion Papers 10/2014, Halle Institute for Economic Research (IWH).
    42. Sebnem Kalemli-Ozcan & Elias Papaioannou & José-Luis Peydró, 2013. "Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity," Journal of Finance, American Finance Association, vol. 68(3), pages 1179-1228, June.
    43. Yana Rubashkina & Marzio Galeotti & Elena Verdolini, 2014. "Environmental Regulation and Competitiveness: Empirical Evidence on the Porter Hypothesis from European Manufacturing Sectors," Working Papers 2014.80, Fondazione Eni Enrico Mattei.
    44. Hart Hodges & Yvonne Durham & Steve Henson, 2018. "Economic Education Production Functions for the Principles of Macroeconomics and the Principles of Microeconomics: Is There a Difference?," Journal for Economic Educators, Middle Tennessee State University, Business and Economic Research Center, vol. 18(2), pages 22-41, Fall.
    45. Bernard Fingleton & Simonetta Longhi, 2011. "The Effects of Agglomeration on Wages: Evidence from the Micro-Level," SERC Discussion Papers 0081, Centre for Economic Performance, LSE.
    46. Feng, Andy & Graetz, Georg, 2013. "A question of degree: the effects of degree class on labor market outcomes," LSE Research Online Documents on Economics 51562, London School of Economics and Political Science, LSE Library.
    47. Shafik Hebous & Tom Zimmermann, 2014. "Revisiting the Narrative Approach of Estimating Tax Multipliers," CESifo Working Paper Series 5040, CESifo.
    48. Dimant, Eugen & Krieger, Tim & Meierrieks, Daniel, 2023. "Paying them to hate US: The effect of U.S. military aid on anti-American terrorism, 1968-2018," Discussion Paper Series 2023-02, University of Freiburg, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy.
    49. Puhani, Patrick A. & Weber, Andrea M., 2005. "Does the Early Bird Catch the Worm? Instrumental Variable Estimates of Educational Effects of Age of School Entry in Germany," IZA Discussion Papers 1827, Institute of Labor Economics (IZA).
    50. Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
    51. Musa Oduola & Mustapha O. Bello & Rahmon Popoola, 2022. "Foreign Direct Investment, Institution and Industrialisation in Sub-Saharan Africa," Economic Change and Restructuring, Springer, vol. 55(2), pages 577-606, May.
    52. Rege, Mari & Telle, Kjetil & Votruba, Mark, 2009. "Social Interaction Effects in Disability Pension Participation: Evidence from Plant Downsizing," UiS Working Papers in Economics and Finance 2009/30, University of Stavanger.
    53. Martin Gonzalez-Rozada, 2019. "Increasing Cigarette Taxes is Unfair to the Poor? Evidence from Argentina," Department of Economics Working Papers 2019_01, Universidad Torcuato Di Tella.
    54. Winters, John V., 2018. "In-State College Enrollment and Later Life Location Decisions," IZA Discussion Papers 12051, Institute of Labor Economics (IZA).
    55. Anthony Edo, 2017. "The Impact of Immigration on Wage Dynamics: Evidence from the Algerian Independence War," Working Papers 2017-13, CEPII research center.
    56. Chowdhury, Shyamal & Krause-Pilatus, Annabelle & Zimmermann, Klaus F., 2015. "Arsenic Contamination of Drinking Water and Mental Health," IZA Discussion Papers 9400, Institute of Labor Economics (IZA).
    57. Mazumder, Sandeep, 2010. "The new Keynesian Phillips curve and the cyclicality of marginal cost," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 747-765, September.
    58. Francisco Gallego & José Tessada, 2010. "Sudden Stops, Financial Frictions, and Labor Market Flows: Evidence from Latin America," Working Papers ClioLab 10, EH Clio Lab. Instituto de Economía. Pontificia Universidad Católica de Chile.
    59. Katarína Danišková & Jarko Fidrmuc, 2011. "Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(2), pages 099-115, August.
    60. Jörg Schwiebert, 2015. "Estimation and interpretation of a Heckman selection model with endogenous covariates," Empirical Economics, Springer, vol. 49(2), pages 675-703, September.
    61. Biro, Aniko & Bisztray, Márta & da Fonseca, João G. & Molnár, Tímea Laura, 2023. "Accident-Induced Absence from Work and Wage Ladders," IZA Discussion Papers 16312, Institute of Labor Economics (IZA).
    62. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
    63. Budría, Santiago & Martínez de Ibarreta, Carlos, 2020. "Educational and Skills Mismatches among Immigrants: The Impact of Host Language Proficiency," IZA Discussion Papers 13030, Institute of Labor Economics (IZA).
    64. Norman E. Hutchison & Alla Koblyakova & Bryan D. MacGregor, 2024. "Equity Release Mortgages in the UK: Regional Characteristics of Demand and Supply," International Real Estate Review, Global Social Science Institute, vol. 27(4), pages 441-469.
    65. Charles Nelson & Richard Startz & Eric Zivot, 2000. "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.
    66. Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
    67. Ulrich Kaiser & Hans Christian Kongsted & Thomas Ronde, 2013. "Does the Mobility of R & D Labor Increase Innovation?," Working Papers 336, University of Zurich, Department of Business Administration (IBW).
    68. Faqin Lin, 2015. "Estimating the effect of the Internet on international trade," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 24(3), pages 409-428, April.
    69. Escanciano, J C. & Hoderlein, S. & Lewbel, A. & Linton, O. & Srisuma, S., 2020. "Nonparametric Euler Equation Identi?cation and Estimation," Cambridge Working Papers in Economics 2064, Faculty of Economics, University of Cambridge.
    70. Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Post-Print hal-01301589, HAL.
    71. Garel, Alexandre & Petit-Romec, Arthur & Vennet, Rudi Vander, 2022. "Institutional Shareholders and Bank Capital," Journal of Financial Intermediation, Elsevier, vol. 50(C).
    72. W.D. McCausland & K. Pouliakas & I. Theodossiou, 2005. "Some are Punished and Some are Rewarded: A Study of the Impact of Performance Pay on Job Satisfaction," Labor and Demography 0505019, University Library of Munich, Germany.
    73. Alexandre Garel & Arthur Petit-Romec, 2021. "Engaging Employees for the Long Run: Long-Term Investors and Employee-Related CSR," Journal of Business Ethics, Springer, vol. 174(1), pages 35-63, November.
    74. Luo, Yonggen & Wu, Huiying & Ying, Sammy Xiaoyan & Peng, Qiuping, 2022. "Do company visits by institutional investors mitigate managerial myopia in R&D investment? Evidence from China," Global Finance Journal, Elsevier, vol. 51(C).
    75. Nathaly Rivera, 2019. "Air Quality Warnings and Temporary Driving Bans: Evidence from Air Pollution, Car Trips, and Mass-Transit Ridership in Santiago," Working Papers 2019-06, University of Alaska Anchorage, Department of Economics.
    76. Ciccone, Antonio & Alcalá, Francisco, 2001. "Trade and Productivity," CEPR Discussion Papers 3095, C.E.P.R. Discussion Papers.
    77. Alla Koblyakova & Larisa Fleishman & Orly Furman, 2022. "Accuracy of Households’ Dwelling Valuations, Housing Demand and Mortgage Decisions: Israeli Case," The Journal of Real Estate Finance and Economics, Springer, vol. 65(1), pages 48-74, July.
    78. Dang, Thang, 2017. "Does the More Educated Utilize More Health Care Services? Evidence from Vietnam Using a Regression Discontinuity Design," MPRA Paper 77641, University Library of Munich, Germany.
    79. Morricone, Serena & Munari, Federico & Oriani, Raffaele & de Rassenfosse, Gaetan, 2017. "Commercialization Strategy and IPO Underpricing," Research Policy, Elsevier, vol. 46(6), pages 1133-1141.
    80. Pohlmeier, Winfried & Pfeiffer, Friedhelm & Maier, Michael, 2004. "Returns to Education and Individual Heterogeneity," ZEW Discussion Papers 04-34, ZEW - Leibniz Centre for European Economic Research.
    81. P. Siklos & M. Bohl, 2006. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
    82. David De la Croix & Clara Delavallade, 2006. "Growth, public investment and corruption with failing institutions," Cahiers de la Maison des Sciences Economiques v06078a, Université Panthéon-Sorbonne (Paris 1), revised May 2008.
    83. Abou-El-Sood, Heba, 2021. "Board gender diversity, power, and bank risk taking," International Review of Financial Analysis, Elsevier, vol. 75(C).
    84. Yongquan Cao & Grey Gordon, 2019. "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
    85. M. Ege Yazgan & Hakan Yilmazkuday, 2007. "Monetary policy rules in practice: evidence from Turkey and Israel," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 1-8.
    86. Byrne, Joseph P. & Kontonikas, Alexandros & Montagnoliz, Alberto, 2010. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," SIRE Discussion Papers 2010-57, Scottish Institute for Research in Economics (SIRE).
    87. Pal, Sumantra, 2019. "Culture counters Male-Backlash: Causal evidence from India's Northeast," EconStor Preprints 201543, ZBW - Leibniz Information Centre for Economics.
    88. Einiö, Elias, 2016. "The loss of production work: evidence from quasiexperimental identification of labour demand functions," LSE Research Online Documents on Economics 69019, London School of Economics and Political Science, LSE Library.
    89. Milda Norkute, 2015. "Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?," Empirical Economics, Springer, vol. 49(4), pages 1191-1216, December.
    90. Saurabh Ambulkar & S. Arunachalam & Raghu Bommaraju & Sridhar Ramaswami, 2023. "Should a firm bring a supplier into the boardroom?," Production and Operations Management, Production and Operations Management Society, vol. 32(1), pages 28-44, January.
    91. Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
    92. Charlotta Groth & Hashmat Khan, 2010. "Investment Adjustment Costs: An Empirical Assessment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1469-1494, December.
    93. Hammermann, Felix & Flanagan, Mark, 2007. "What Explains Persistent Inflation Differentials Across Transition Economies?," Kiel Working Papers 1373, Kiel Institute for the World Economy (IfW Kiel).
    94. Mostafa Shahee & Glenn P. Jenkins, 2021. "Income inequality and the cost of recessions," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 71(1), pages 85-97, March.
    95. Habte, Osmis & Holm, Håkan J., 2017. "Competition Makes Inspectors More Lenient: Evidence from the Motor Vehicle Inspection Market," Working Papers 2017:19, Lund University, Department of Economics.
    96. Elskamp, Rebecca & Hailu, Getu, 2013. "Do Efficient Dairy Producers Purchase Quota?," Working Papers 148901, Canadian Agricultural Trade Policy Research Network.
    97. Bayar, Omer, 2018. "Weak instruments and estimated monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 308-317.
    98. Aedín Doris & Donal O’Neill & Olive Sweetman, 2013. "Identification of the covariance structure of earnings using the GMM estimator," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 11(3), pages 343-372, September.
    99. Jean-Louis Combes & Christian Hubert Ebeke & Mathilde Maurel & Urbain Thierry Yogo, 2011. "Remittances and the prevalence of working poor," Post-Print halshs-00587797, HAL.
    100. Dimuthu Ratnadiwakara & Vijay Yerramilli, 2022. "Do Sunk Costs Affect Prices in the Housing Market?," Management Science, INFORMS, vol. 68(12), pages 9061-9081, December.
    101. John Cawley & Chad D. Meyerhoefer & David Newhouse, 2005. "The Impact of State Physical Education Requirements on Youth Physical Activity and Overweight," NBER Working Papers 11411, National Bureau of Economic Research, Inc.
    102. Möller Joachim & Umkehrer Matthias, 2015. "Are there Long-Term Earnings Scars from Youth Unemployment in Germany?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(4-5), pages 474-498, August.
    103. McCord, Gordon C. & Conley, Dalton & Sachs, Jeffrey D., 2017. "Malaria ecology, child mortality & fertility," Economics & Human Biology, Elsevier, vol. 24(C), pages 1-17.
    104. Gould, Eric & Klor, Esteban, 2015. "Party Hacks and True Believers: The Effect of Party Affiliation on Political Preferences," CEPR Discussion Papers 10562, C.E.P.R. Discussion Papers.
    105. Kämpfen, Fabrice & Maurer, Jürgen, 2018. "Does education help “old dogs” learn “new tricks”? The lasting impact of early-life education on technology use among older adults," Research Policy, Elsevier, vol. 47(6), pages 1125-1132.
    106. Robert S. Chirinko & Daniel J. Wilson, 2011. "Tax Competition Among U.S. States: Racing to the Bottom or Riding on a Seesaw?," CESifo Working Paper Series 3535, CESifo.
    107. Laura Bottazzi & Marco Da Rin & Thomas Hellmann, 2007. "The Importance of Trust for Investment: Evidence from Venture Capital," Working Papers 325, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    108. Lee, Angela Y. & Aaker, Jennifer L., 2006. "A Monte Carlo Study of Growth Regressions," Research Papers 1836r1, Stanford University, Graduate School of Business.
    109. ITO Hirotake & NAKAMURO Makiko & YAMAGUCHI Shintaro, 2019. "Effects of Class-Size Reduction on Cognitive and Non-Cognitive Skills," Discussion papers 19036, Research Institute of Economy, Trade and Industry (RIETI).
    110. Bing Guo & Yun Lou & David Pérez-Castrillo, 2015. "Investment, Duration, and Exit Strategies for Corporate and Independent Venture Capital-backed Start-ups," Working Papers 602, Barcelona School of Economics.
    111. Jiri Slacalek, 2006. "What Drives Personal Consumption?: The Role of Housing and Financial Wealth," Discussion Papers of DIW Berlin 647, DIW Berlin, German Institute for Economic Research.
    112. Isabel-Maria Bodas Freitas & Jojo Jacob & Lili Wang & Zibiao Li, 2023. "Energy use and exporting: an analysis of Chinese firms," Journal of Evolutionary Economics, Springer, vol. 33(1), pages 179-207, January.
    113. Fersterer, Josef & Pischke, Jörn-Steffen & Winter-Ebmer, Rudolf, 2008. "Returns to apprenticeship training in Austria: evidence from failed firms," LSE Research Online Documents on Economics 23550, London School of Economics and Political Science, LSE Library.
    114. Habte, Osmis, 2017. "Opening Hours Decision and Competition in the Motor Vehicle Inspection Market," Working Papers 2017:20, Lund University, Department of Economics.
    115. Martin Strieborny & Madina Kukenova, 2011. "Investment in Relationship-Specific Assets: Does Finance Matter?," CESifo Working Paper Series 3349, CESifo.
    116. Florian S. Peters & Alexander F. Wagner, 2012. "The Executive Turnover Risk Premium," Tinbergen Institute Discussion Papers 12-021/2/DSF30, Tinbergen Institute.
    117. Li, Dongqing & Hou, Lingling & Zuo, Alec, 2021. "Informal institutions and grassland protection: Empirical evidence from pastoral regions in China," Ecological Economics, Elsevier, vol. 188(C).
    118. R. Aaron Hrozencik & Dale T. Manning & Jordan F. Suter & Christopher Goemans, 2022. "Impacts of Block‐Rate Energy Pricing on Groundwater Demand in Irrigated Agriculture," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(1), pages 404-427, January.
    119. Black, Dan A. & Hsu, Yu-Chieh & Taylor, Lowell J., 2015. "The effect of early-life education on later-life mortality," Journal of Health Economics, Elsevier, vol. 44(C), pages 1-9.
    120. Mizuochi, Masaaki, 2024. "The health consequences of returning to work after retirement: Evidence from a Japanese longitudinal survey," Economics & Human Biology, Elsevier, vol. 52(C).
    121. Riddell, W. Craig & Song, Xueda, 2011. "The Impact of Education on Unemployment Incidence and Re-employment Success: Evidence from the U.S. Labour Market," IZA Discussion Papers 5572, Institute of Labor Economics (IZA).
    122. Maya M. Papineau, 2015. "Setting the Standard: Commercial Electricity Consumption Responses to Energy Codes," Carleton Economic Papers 15-04, Carleton University, Department of Economics.
    123. Sujuan Xie & Yujiang Chen & Yunguo Liu, 2021. "Internal governance and innovation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2507-2538, April.
    124. Hausman, Jerry & Stock, James H. & Yogo, Motohiro, 2005. "Asymptotic properties of the Hahn-Hausman test for weak-instruments," Economics Letters, Elsevier, vol. 89(3), pages 333-342, December.
    125. Stephen Morris, 2014. "The Statistical Implications of Common Identifying Restrictions for DSGE Models," 2014 Meeting Papers 738, Society for Economic Dynamics.
    126. Arcand, Jean-Louis & Tranchant, Jean-Pierre, 2007. "Institutions, mobilization and rebellion in post-colonial societies," MPRA Paper 19648, University Library of Munich, Germany.
    127. Andreas Beerli & Ronald Indergand, 2014. "Which factors drive the skill-mix of migrants in the long-run?," ECON - Working Papers 182, Department of Economics - University of Zurich.
    128. M Hashem Pesaran & Ron P Smith, 2017. "Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors," BCAM Working Papers 1707, Birkbeck Centre for Applied Macroeconomics.
    129. Frölich, Markus & Lechner, Michael, 2004. "Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies," IZA Discussion Papers 1095, Institute of Labor Economics (IZA).
    130. fabio spagnolod & Zacharias Psaradakis & Martin Sola, 2003. "Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables," Economics and Finance Discussion Papers 03-15, Economics and Finance Section, School of Social Sciences, Brunel University.
    131. Siklos, Pierre L., 2008. "The Fed's reaction to the stock market during the great depression: Fact or artefact?," Explorations in Economic History, Elsevier, vol. 45(2), pages 164-184, April.
    132. McLaren, Z. & Burger, R., 2016. "A New Econometric Method for Estimating Disease Prevalence: An Application to Multi-Drug Resistant Tuberculosis," Health, Econometrics and Data Group (HEDG) Working Papers 16/26, HEDG, c/o Department of Economics, University of York.
    133. Hebous, Shafik & Zimmermann, Tom, 2014. "Revisiting the Narrative Approach of Estimating Fiscal Multipliers," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100408, Verein für Socialpolitik / German Economic Association.
    134. John V. Winters, 2015. "Do Higher College Graduation Rates Increase Local Education Levels?," Economics Working Paper Series 1503, Oklahoma State University, Department of Economics and Legal Studies in Business, revised Dec 2015.
    135. Kumara, Ajantha Sisira, 2015. "Wage Differentials in Sri Lanka: The case of a post-conflict country with a free education policy," MPRA Paper 68068, University Library of Munich, Germany, revised 25 Nov 2015.
    136. Souther, Matthew E., 2018. "The effects of internal board networks: Evidence from closed-end funds," Journal of Accounting and Economics, Elsevier, vol. 66(1), pages 266-290.
    137. Gine, Xavier & Martinez-Bravo, Monica & Vidal-Fernandez, Marian, 2016. "Are Labor Supply Decisions Consistent with Neoclassical Preferences? Evidence from Indian Boat Owners," IZA Discussion Papers 10227, Institute of Labor Economics (IZA).
    138. Gawain Heckley & Martin Nordin & Ulf‐G. Gerdtham, 2022. "The health returns of attending university for the marginally eligible student," Health Economics, John Wiley & Sons, Ltd., vol. 31(5), pages 877-903, May.
    139. Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Papers 02-3, Federal Reserve Bank of Boston.
    140. Chan-Jane Lin & Tawei Wang & Chao-Jung Pan, 2016. "Financial reporting quality and investment decisions for family firms," Asia Pacific Journal of Management, Springer, vol. 33(2), pages 499-532, June.
    141. Lin, Leming & Mihov, Atanas & Sanz, Leandro & Stoyanova, Detelina, 2019. "Property rights institutions, foreign investment, and the valuation of multinational firms," Journal of Financial Economics, Elsevier, vol. 134(1), pages 214-235.
    142. Christian A. L. Hilber, 2010. "New Housing Supply and the Dilution of Social Capital," SERC Discussion Papers 0042, Centre for Economic Performance, LSE.
    143. Eugster, Florian & Wagner, Alexander F., 2020. "Value reporting and firm performance," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 40(C).
    144. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
    145. James McNeil, 2020. "Estimation of Impulse response functions with term structure local projections," Working Papers daleconwp2020-05, Dalhousie University, Department of Economics.
    146. Sheikh, Shahbaz, 2018. "The impact of market competition on the relation between CEO power and firm innovation," Journal of Multinational Financial Management, Elsevier, vol. 44(C), pages 36-50.
    147. Huang, Winifred & Vismara, Silvio & Wei, Xingjie, 2022. "Confidence and capital raising," Journal of Corporate Finance, Elsevier, vol. 77(C).
    148. Rulof P. Burger & Zoë M. McLaren, 2017. "An econometric method for estimating population parameters from non‐random samples: An application to clinical case finding," Health Economics, John Wiley & Sons, Ltd., vol. 26(9), pages 1110-1122, September.
    149. Olawuyi Seyi Olalekan & Balogun Taofeek Ayodeji, 2017. "The Endogeneity Effects of Conservation Agriculture Adoption on Smallholder Farmers' Food Security Status in Osun State, Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 9(5), pages 144-156.
    150. Key, Nigel D., 2013. "Production Contracts and Farm Business Growth and Survival," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(2), pages 1-17, May.
    151. Ponce, Juan & Bedi, Arjun S., 2008. "The Impact of a Cash Transfer Program on Cognitive Achievement: The Bono de Desarrollo Humano of Ecuador," IZA Discussion Papers 3658, Institute of Labor Economics (IZA).
    152. Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes, 2015. "Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 108-123.
    153. Savelyev, Peter A. & Ward, Benjamin C. & Krueger, Robert F. & McGue, Matt, 2021. "Health Endowments, Schooling Allocation in the Family, and Longevity: Evidence from US Twins," IZA Discussion Papers 14600, Institute of Labor Economics (IZA).
    154. Sudipta Bose & Syed Shams & Muhammad Jahangir Ali & Dessalegn Mihret, 2022. "COVID‐19 impact, sustainability performance and firm value: international evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(1), pages 597-643, March.
    155. Fabrice Orlandi & Werner Roeger & Anna Thum-Thysen, 2018. "The Return of the European Wage Phillips Curve," European Economy - Discussion Papers 085, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    156. Elizabeth A. Berger & Nathan Seegert, 2024. "Half Banked: The Economic Impact of Cash Management in the Marijuana Industry," Journal of Finance, American Finance Association, vol. 79(4), pages 2759-2796, August.
    157. David H. Autor & Alan Manning & Christopher L. Smith, 2016. "The Contribution of the Minimum Wage to US Wage Inequality over Three Decades: A Reassessment," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 58-99, January.
    158. Morris A. Davis & Jonas D. M. Fisher & Toni M. Whited, 2014. "Macroeconomic Implications of Agglomeration," Econometrica, Econometric Society, vol. 82(2), pages 731-764, March.
    159. Jeff W. Huther & Jane E. Ihrig & Elizabeth C. Klee, 2017. "The Federal Reserve's Portfolio and its Effect on Interest Rates," Finance and Economics Discussion Series 2017-075, Board of Governors of the Federal Reserve System (U.S.).
    160. Jean-Marie Dufour, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers 2003s-49, CIRANO.
    161. Sean M. Dougherty, 2014. "Legal Reform, Contract Enforcement and Firm Size in Mexico," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 825-844, September.
    162. Zsolt Darvas, 2011. "Beyond the crisis- prospects for emerging Europe," Bruegel Working Papers 466, Bruegel.
    163. Francisco J. Ruge-Murcia, 2004. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers 83, Society for Economic Dynamics.
    164. Shan, Hui, 2010. "Property taxes and elderly mobility," Journal of Urban Economics, Elsevier, vol. 67(2), pages 194-205, March.
    165. Colin Hottman & Stephen J. Redding & David E. Weinstein, 2014. "Quantifying the Sources of Firm Heterogeneity," NBER Working Papers 20436, National Bureau of Economic Research, Inc.
    166. Hille, Erik, 2014. "Pollution havens: International empirical evidence using a shadow price measure of climate policy stringency," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100551, Verein für Socialpolitik / German Economic Association.
    167. Rodrigo Adao & Arnaud Costinot & Dave Donaldson, 2017. "Nonparametric Counterfactual Predictions in Neoclassical Models of International Trade," American Economic Review, American Economic Association, vol. 107(3), pages 633-689, March.
    168. Marta Lachowska, 2017. "The Effect of Income on Subjective Well-Being: Evidence from the 2008 Economic Stimulus Tax Rebates," Journal of Human Resources, University of Wisconsin Press, vol. 52(2), pages 374-417.
    169. Jeffrey R. Kling, 2006. "Incarceration Length, Employment, and Earnings," NBER Working Papers 12003, National Bureau of Economic Research, Inc.
    170. Attig, Najah & Driss, Hamdi & El Ghoul, Sadok, 2021. "Credit ratings quality in uncertain times," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    171. Suppliet, Moritz & Herr, Annika, 2016. "Cost-Sharing and Drug Pricing Strategies : Introducing Tiered Co-Payments in Reference Price Markets," Other publications TiSEM 6430293b-fde9-4f91-ab35-3, Tilburg University, School of Economics and Management.
    172. Guanming He & Yun Sun & April Zhichao Li, 2024. "Does analysts’ industrial concentration affect the quality of their forecasts?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(1), pages 37-91, March.
    173. Sisira Sarma & Rose Anne Devlin & William Hogg, 2010. "Physician's production of primary care in Ontario, Canada," Health Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 14-30, January.
    174. David Aristei & Luca Pieroni, 2007. "Habits, Complementarities and Heterogenenity in Alcohol and Tobacco Demand: A Multivariate Dynamic Model," Working Papers 38/2007, University of Verona, Department of Economics.
    175. Charles W. Calomiris & Sophia Chen, 2018. "The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk since the 1970s," NBER Working Papers 24936, National Bureau of Economic Research, Inc.
    176. Adrian Nicholas Gachet, 2022. "Help Me Help You? Populism and Distributive Politics in Ecuador," Economics Discussion Paper Series 2205, Economics, The University of Manchester.
    177. Kyungmin Kim & Thomas Laubach & Min Wei, 2020. "Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence," Finance and Economics Discussion Series 2020-047, Board of Governors of the Federal Reserve System (U.S.).
    178. Aniceto C. Orbeta Jr., 2006. "Children and Household Savings in the Philippines," Development Economics Working Papers 22672, East Asian Bureau of Economic Research.
    179. Guglielmo Briscese & Maddalena Grignani & Stephen Stapleton, 2022. "Crises and Political Polarization: Towards a Better Understanding of the Timing and Impact of Shocks and Media," Papers 2202.12339, arXiv.org, revised Feb 2023.
    180. Andrés Rodríguez-Pose & Vassilis Tselios, 2007. "Education and income inequality in the regions of the European Union," Working Papers 2007-17, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    181. Gerard Thomas Horvath, 2011. "Immigration and Distribution of Wages in Austria," NRN working papers 2011-09, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
    182. Adrián Nieto, 2018. "Permanent employment and fertility: The importance of job security and the career costs of childbearing," Discussion Papers 2018/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    183. Meradj Morteza Pouraghdam, 2016. "Three essays on the role of frictions in the economy [Trois essais sur le rôle du désaccord en économie]," SciencePo Working papers Main tel-03498781, HAL.
    184. Hyunseung Kang & Youjin Lee & T. Tony Cai & Dylan S. Small, 2022. "Two robust tools for inference about causal effects with invalid instruments," Biometrics, The International Biometric Society, vol. 78(1), pages 24-34, March.
    185. Florez-Acosta, Jorge, 2020. "Do preferences for private labels respond to supermarket loyalty programs?," Working papers 36, Red Investigadores de Economía.
    186. Jaan Masso & Kärt Rõigas & Priit Vahter, 2015. "Foreign market experience, learning by hiring and firm export performance," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 151(4), pages 659-686, November.
    187. Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2011. "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 907-942, August.
    188. Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
    189. Eugen Dimant & Tim Krieger & Daniel Meierrieks, 2020. "Paying Them to Hate US: The Effect of U.S. Military Aid on Anti-American Terrorism, 1968-2014," ECONtribute Discussion Papers Series 013, University of Bonn and University of Cologne, Germany.
    190. Francesco Vona & Francesco Nicolli, 2013. "Energy market liberalisation and renewable energy policies in oecd countries," Documents de Travail de l'OFCE 2013-10, Observatoire Francais des Conjonctures Economiques (OFCE).
    191. Cornelius Hirsch & Harald Oberhofer, 2017. "Bilateral Trade Agreements and Trade Distortions in Agricultural Markets," Department of Economics Working Papers wuwp240, Vienna University of Economics and Business, Department of Economics.
    192. Anthony Edo & Yvonne Giesing & Jonathan Öztunc & Panu Poutvaara, 2019. "Immigration and electoral support for the far-left and the far-right," EconPol Working Paper 24, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    193. Goette, Lorenz & Bruhin, Adrian & Haenni, Simon & Jiang, Lingqing, 2015. "Spillovers of Prosocial Motivation: Evidence from an Intervention Study on Blood Donors," CEPR Discussion Papers 10345, C.E.P.R. Discussion Papers.
    194. Paul Dower & Elizabeth Potamites, 2010. "Signaling Credit-Worthiness: Land Titles, Banking Practices and Access to Formal Credit in Indonesia," Working Papers w0155, Center for Economic and Financial Research (CEFIR).
    195. Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Same, but different? Testing monetary policy shock measures," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 184.
    196. BOUCEKKINE, Raouf & DESBORDES, Rodolphe & LATZER, Hélène, 2008. "How do epidemics induce behavioral changes?," LIDAM Discussion Papers CORE 2008042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    197. Azzeddine Azzam & Gibson Nene & Karina Schoengold, 2015. "Hog Industry Structure and the Stringency of Environmental Regulation," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 63(3), pages 333-358, September.
    198. Favero, Carlo A. & Consolo, Agostino, 2009. "Monetary Policy Inertia: More a Fiction than a fact?," CEPR Discussion Papers 7341, C.E.P.R. Discussion Papers.
    199. Mao, Zhixin & Duan, Yongrui & Yao, Yuliang & Huo, Jiazhen, 2021. "The moderating effect of average wage and number of stores on private label market share: A hierarchical linear model analysis," Journal of Retailing and Consumer Services, Elsevier, vol. 60(C).
    200. Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 685-718.
    201. Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
    202. Waldinger, Fabian, 2010. "Quality Matters: The Expulsion of Professors and the Consequences for PhD Student Outcomes in Nazi Germany," Munich Reprints in Economics 68903, University of Munich, Department of Economics.
    203. Sher Khan, 2022. "Investigating the Effect of Income Inequality on Corruption: New Evidence from 23 Emerging Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(3), pages 2100-2126, September.
    204. Ahsan Ul Haq Satti & Wasim Shahid Malik & Ghulam Saghir, 2007. "New Keynesian Phillips Curve for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 395-404.
    205. Özer Karagedikli & Kirdan Lees, 2004. "Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP 2004/02, Reserve Bank of New Zealand.
    206. Von Kalckreuth, Ulf & Schmidt, Tobias & Stix, Helmut, 2009. "Choosing and using payment instruments: evidence from German microdata," Working Paper Series 1144, European Central Bank.
    207. Mariacristina Rossi & Dario Sansone, 2018. "Precautionary savings and the self-employed," Small Business Economics, Springer, vol. 51(1), pages 105-127, June.
    208. Daria Finocchiaro & Virginia Queijo Von Heideken, 2013. "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
    209. Pennerstorfer, Dieter, 2017. "Can competition keep the restrooms clean? Price, quality and spatial competition," Regional Science and Urban Economics, Elsevier, vol. 64(C), pages 117-136.
    210. Hülya Saygılı, 2020. "The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence," The World Economy, Wiley Blackwell, vol. 43(7), pages 2007-2031, July.
    211. Russell, Bill, 2011. "Non-stationary inflation and panel estimates of United States short and long-run Phillips curves," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 406-419, September.
    212. Robert S. Chirinko & Debdulal Mallick, 2014. "The Substitution Elasticity, Factor Shares, Long-Run Growth, and the Low-Frequency Panel Model," CESifo Working Paper Series 4895, CESifo.
    213. Peter A. Savelyev, 2014. "Psychological Skills, Education, and Longevity of High-Ability Individuals," Vanderbilt University Department of Economics Working Papers 14-00007, Vanderbilt University Department of Economics.
    214. Vishal Narayan & Vrinda Kadiyali, 2016. "Repeated Interactions and Improved Outcomes: An Empirical Analysis of Movie Production in the United States," Management Science, INFORMS, vol. 62(2), pages 591-607, February.
    215. He, Guanming & Lin, Tiantian, 2022. "Does air pollution impair investment efficiency?," Economics Letters, Elsevier, vol. 215(C).
    216. Lu Deng & Han Zhang & Lei Song & Kai Yu, 2020. "Approximation of bias and mean‐squared error in two‐sample Mendelian randomization analyses," Biometrics, The International Biometric Society, vol. 76(2), pages 369-379, June.
    217. Michel Berthélemy & Petyo Bonev & Damien Dussaux & Magnus Söderberg, 2018. "Methods for strengthening a weak instrument in the case of a persistent treatment," Post-Print hal-01829558, HAL.
    218. DE LA CROIX, David & DELAVALLADE, Clara, 2008. "Democracy, rule of law, corruption incentives and growth," LIDAM Discussion Papers CORE 2008035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    219. Nellie Zhang, 2012. "Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System," Staff Working Papers 12-15, Bank of Canada.
    220. Robert M. Bushman & Bradley E. Hendricks & Christopher D. Williams, 2016. "Bank Competition: Measurement, Decision‐Making, and Risk‐Taking," Journal of Accounting Research, Wiley Blackwell, vol. 54(3), pages 777-826, June.
    221. Zhou, Xi & Ying, Sammy Xiaoyan & You, Jiaxing & Wu, Huiying, 2024. "Like parent, like child: MNCs’ CSR and their foreign subsidiaries’ environmental footprint," Journal of Business Research, Elsevier, vol. 172(C).
    222. Doug J. Chung & Byungyeon Kim & Byoung G. Park, 2019. "How Do Sales Efforts Pay Off? Dynamic Panel Data Analysis in the Nerlove–Arrow Framework," Management Science, INFORMS, vol. 65(11), pages 5197-5218, November.
    223. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Assessing Indexation-Based Calvo Inflation Models," Staff Working Papers 09-7, Bank of Canada.
    224. Boone, Jeff & Hao, Jie & Linthicum, Cheryl & Pham, Viet, 2024. "Impression management strategy — The relationship between accounting narrative thematic bias and financial graph distortion," The British Accounting Review, Elsevier, vol. 56(4).
    225. Ligthart, J.E. & van Oudheusden, P., 2011. "In Government We Trust : The Role of Fiscal Decentralization," Discussion Paper 2011-073, Tilburg University, Center for Economic Research.
    226. Markus Brückner, 2010. "Population Size and Civil Conflict Risk: Is there a Causal Link?," Economic Journal, Royal Economic Society, vol. 120(544), pages 535-550, May.
    227. Opie, Wei & Tian, Gary Gang & Zhang, Hong Feng, 2019. "Corporate pyramids, geographical distance, and investment efficiency of Chinese state-owned enterprises," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 95-120.
    228. Fischer, Marc & Himme, Alexander, 2017. "The financial brand value chain: How brand investments contribute to the financial health of firms," International Journal of Research in Marketing, Elsevier, vol. 34(1), pages 137-153.
    229. Alexandre Dmitriev, 2013. "Institutions and growth: evidence from estimation methods robust to weak instruments," Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1625-1635, May.
    230. Hilger, Anne & Nordman, Christophe Jalil, 2020. "The Determinants of Trust: Evidence from Rural South India," IZA Discussion Papers 13150, Institute of Labor Economics (IZA).
    231. Ugo Panizza & Dany Jaimovich, 2007. "Procyclicality or Reverse Causality?," Research Department Publications 4508, Inter-American Development Bank, Research Department.
    232. Donn Feir & M. Chris Auld, 2017. "The Effect of Indian Residential Schools on Height and Body Mass Post-1930," Department Discussion Papers 1703, Department of Economics, University of Victoria.
    233. James G. MacKinnon & Russell Davidson, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
    234. Cao, Chunfang & Li, Xiaohui & Li, Xiaoyang & Zeng, Cheng & Zhou, Xuan, 2021. "Diversity and inclusion: Evidence from corporate inventors," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 295-316.
    235. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1582-1595, September.
    236. Nason, Robert S. & Patel, Pankaj C., 2016. "Is cash king? Market performance and cash during a recession," Journal of Business Research, Elsevier, vol. 69(10), pages 4242-4248.
    237. Carioli, Paolo & Czarnitzki, Dirk & Fernández, Gastón P., 2024. "Evidence on the adoption of Artificial Intelligence: The role of skills shortage," ZEW Discussion Papers 24-013, ZEW - Leibniz Centre for European Economic Research.
    238. Ejsing, Ann-Kathrine & Kaiser, Ulrich & Kongsted, Hans Christian & Laursen, Keld, 2013. "The Role of University Scientist Mobility for Industrial Innovation," IZA Discussion Papers 7470, Institute of Labor Economics (IZA).
    239. Bernd Hayo & Boris Hofmann, 2005. "Comparing Monetary Policy Reaction Functions: ECB versus Bundesbank," Macroeconomics 0504032, University Library of Munich, Germany.
    240. Jung, Dawoon & Lee, Jinkook & Meijer, Erik, 2022. "Revisiting the effect of retirement on Cognition: Heterogeneity and endowment," The Journal of the Economics of Ageing, Elsevier, vol. 21(C).
    241. John R. Busenbark & Jonathan Bundy & M.K. Chin, 2023. "Director departure following political ideology (in)congruence with an incoming CEO," Strategic Management Journal, Wiley Blackwell, vol. 44(7), pages 1698-1732, July.
    242. Spring, Eva & Grossmann, Volker, 2013. "Does Bilateral Trust Affect International Movement of Goods and Labor?," FSES Working Papers 442, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    243. González Felipe, 2013. "Can Land Reform Avoid a Left Turn? Evidence from Chile after the Cuban Revolution," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 13(1), pages 31-72, April.
    244. Cristián Pinto, 2015. "The Effect of Investor Attention on the Pricing of Seasoned Equity Offerings," Serie Working Papers 20, Universidad del Desarrollo, School of Business and Economics.
    245. Rigissa Megalokonomou & Chrysovalantis Vasilakis, 2023. "The Effects of Exposure to Refugees on Crime: Evidence from the Greek Islands," CESifo Working Paper Series 10706, CESifo.
    246. Leonardo Becchetti & Elena Giachin Ricca & Alessandra Pelloni, 2009. "The 60s Turnaround as a Test on the Causal Relationship between Sociability and Happiness," SOEPpapers on Multidisciplinary Panel Data Research 209, DIW Berlin, The German Socio-Economic Panel (SOEP).
    247. Fung, Derrick W.H. & Lee, Wing Yan & Yang, Charles C. & Yeh, Jason J.H., 2024. "Risk taking, performance, and resilience to the COVID-19 pandemic: Evidence from public property-casualty insurers," International Review of Financial Analysis, Elsevier, vol. 91(C).
    248. Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009. "Underidentification? (Resumen)," Working Papers wp2009_0905, CEMFI.
    249. Darren K. Hayunga & R. Kelley Pace, 2017. "List Prices in the US Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 55(2), pages 155-184, August.
    250. Stockinger, Bastian, 2017. "The effect of broadband internet on establishments' employment growth: evidence from Germany," IAB-Discussion Paper 201719, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    251. Manuel Denzer, 2019. "Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators," Working Papers 1916, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    252. Allen, Franklin & Chakrabarti, Rajesh & De, Sankar & Qian, Jun & Qian, Meijun, 2011. "Financing Firms in India," Working Papers 12-01, University of Pennsylvania, Wharton School, Weiss Center.
    253. Bogdan Nedanov & Charles R. Link, 2014. "Cumulative Effects On Weight Due To An Initial Occupational Choice As A Blue Collar Worker," Working Papers 14-11, University of Delaware, Department of Economics.
    254. Millemaci, Emanuele & Ofria, Ferdinando, 2012. "Kaldor-Verdoorn's Law and Increasing Returns to Scale: A Comparison Across Developed Countries," Economy and Society 143122, Fondazione Eni Enrico Mattei (FEEM).
    255. Yongwook Paik & Heejin Woo, 2017. "The Effects of Corporate Venture Capital, Founder Incumbency, and Their Interaction on Entrepreneurial Firms’ R&D Investment Strategies," Organization Science, INFORMS, vol. 28(4), pages 670-689, August.
    256. Alesina, Alberto & Zhuravskaya, Ekaterina, 2008. "Segregation and the Quality of Government in a Cross-Section of Countries," CEPR Discussion Papers 6943, C.E.P.R. Discussion Papers.
    257. Bauernschuster, Stefan & Falck, Oliver & Heblich, Stephan, 2009. "Training and innovation," Munich Reprints in Economics 20136, University of Munich, Department of Economics.
    258. Maurice J.G. Bun & Frank Windmeijer, 2011. "A Comparison of Bias Approximations for the 2SLS Estimator," Tinbergen Institute Discussion Papers 11-088/4, Tinbergen Institute.
    259. Zhao, Congyu & Wang, Jianda & Dong, Kangyin & Wang, Kun, 2023. "How does renewable energy encourage carbon unlocking? A global case for decarbonization," Resources Policy, Elsevier, vol. 83(C).
    260. Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
    261. Werner, Dan, 2014. "Electricity Market Price Volatility: The Importance of Ramping Costs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169619, Agricultural and Applied Economics Association.
    262. Ramos-Herrera, María del Carmen & Sosvilla-Rivero, Simón, 2023. "Economic growth and deviations from the equilibrium exchange rate," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 764-786.
    263. Carlos Perez Montes, 2012. "Regulatory bias in the price structure of local telephone services," Working Papers 1201, Banco de España.
    264. Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
    265. Lingsheng Meng & Binzhen Wu & Zhaoguo Zhan, 2016. "Linear regression with an estimated regressor: applications to aggregate indicators of economic development," Empirical Economics, Springer, vol. 50(2), pages 299-316, March.
    266. Fajgelbaum, Pablo & Redding, Stephen, 2014. "External integration, structural transformation and economic development: evidence from Argentina," LSE Research Online Documents on Economics 60285, London School of Economics and Political Science, LSE Library.
    267. Peter Siminski, 2013. "Are low-skill public sector workers really overpaid? A quasi-differenced panel data analysis," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1915-1929, May.
    268. Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2022. "The relationship of household debt and growth in the short and long run," Empirical Economics, Springer, vol. 63(4), pages 1887-1911, October.
    269. De Soysa, Indra & Krieger, Tim & Meierrieks, Daniel, 2020. "Oil wealth and property rights," Discussion Paper Series 2020-03, University of Freiburg, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy.
    270. Groiss, Martin & Sondermann, David, 2023. "Help wanted: the drivers and implications of labour shortages," Working Paper Series 2863, European Central Bank.
    271. Siklos, Pierre L. & Bohl, Martin T., 2007. "Do actions speak louder than words? Evaluating monetary policy at the Bundesbank," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 368-386, June.
    272. Desbordes Rodolphe & Vincent Vicard, 2009. "Foreign Direct Investment and Bilateral Investment Treaties: an International Political Perspective," Post-Print halshs-00395101, HAL.
    273. Mikio Ito & Akihiko Noda, 2012. "The GEL estimates resolve the risk-free rate puzzle in Japan," Applied Financial Economics, Taylor & Francis Journals, vol. 22(5), pages 365-374, March.
    274. Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo.
    275. Nadir Altinok & Abdurrahman Aydemir, 2016. "Does one size fit all? The impact of cognitive skills on economic growth," Working Papers of BETA 2016-34, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    276. De la O Campos, Ana Paula & Edouard, Fabrice & Salvago, Marta Ruiz, 2023. "Effects of land titling on household tenure security and investments: Evidence from Nicaragua," Land Use Policy, Elsevier, vol. 126(C).
    277. Michal Pakos, "undated". "Measuring Intratemporal and Intertemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Consumer Durables," GSIA Working Papers 2007-E29, Carnegie Mellon University, Tepper School of Business.
    278. Franz Xaver Zobl & Martin Ertl, 2021. "The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe," Open Economies Review, Springer, vol. 32(4), pages 671-699, September.
    279. Feng Hu, 2013. "Does migration benefit the schooling of children left behind?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(2), pages 33-70.
    280. Hanushek, Eric A. & Wößmann, Ludger, 2012. "Do better schools lead to more growth? Cognitive skills, economic outcomes, and causation," Munich Reprints in Economics 20400, University of Munich, Department of Economics.
    281. Brian P. Poi, 2006. "Jackknife instrumental variables estimation in Stata," Stata Journal, StataCorp LP, vol. 6(3), pages 364-376, September.
    282. Qin, Xuezheng & Pan, Jay & Liu, Gordon G., 2014. "Does participating in health insurance benefit the migrant workers in China? An empirical investigation," China Economic Review, Elsevier, vol. 30(C), pages 263-278.
    283. Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
    284. Colin Vance & Ralf Hedel, 2007. "The impact of urban form on automobile travel: disentangling causation from correlation," Transportation, Springer, vol. 34(5), pages 575-588, September.
    285. Danni Wang & Qi Zhu & Bruce J. Avolio & Wei Shen & David Waldman, 2023. "Do employees' views matter in corporate governance? The relationship between employee approval and CEO dismissal," Strategic Management Journal, Wiley Blackwell, vol. 44(5), pages 1328-1354, May.
    286. Sanchari Choudhury, 2021. "Regulation and Corruption: Evidence from the United States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 897-934, August.
    287. Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
    288. Antonio Ciccone & Giovanni Peri, 2004. "Long-run substitutability between more and less educated workers: Evidence from U.S. States 1950-1990," Economics Working Papers 764, Department of Economics and Business, Universitat Pompeu Fabra.
    289. Van den Berg, Gerard, 2007. "An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation," CEPR Discussion Papers 6157, C.E.P.R. Discussion Papers.
    290. Han, Rui & Melecky, Martin, 2013. "Financial inclusion for financial stability : access to bank deposits and the growth of deposits in the Global Financial Crisis," Policy Research Working Paper Series 6577, The World Bank.
    291. Dayuan Li & Chen Huang & Ding Wang, 2023. "How Chief Executive Officers’ first-hand experience of the Great Chinese Famine affects risk-taking?," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-11, December.
    292. James M. Nason & Gregor W. Smith, 2005. "Identifying The New Keynesian Phillips Curve," Working Paper 1026, Economics Department, Queen's University.
    293. Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
    294. Daniel P. Miller, 2014. "Subcontracting and competitive bidding on incomplete procurement contracts," RAND Journal of Economics, RAND Corporation, vol. 45(4), pages 705-746, December.
    295. Bernd Hayo, 2007. "Is European Monetary Policy Appropriate for the EMU Member Countries? A Counterfactual Analysis," Palgrave Macmillan Books, in: David Cobham (ed.), The Travails of the Eurozone, chapter 4, pages 67-94, Palgrave Macmillan.
    296. Carlos Vieira & Isabel Vieira & Luis Raposo, 2018. "Distance and academic performance in higher education," Spatial Economic Analysis, Taylor & Francis Journals, vol. 13(1), pages 60-79, January.
    297. Giray Gozgor, 2012. "Inflation Targeting and Monetary Policy Rules: Further Evidence from the Case of Turkey," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(5), pages 1-7.
    298. Kuester, Keith & Müller, Gernot J. & Stölting, Sarah, 2009. "Is the New Keynesian Phillips curve flat?," Economics Letters, Elsevier, vol. 103(1), pages 39-41, April.
    299. Milo Bianchi & Paolo Buonanno & Paolo Pinotti, 2012. "Do Immigrants Cause Crime?," Journal of the European Economic Association, European Economic Association, vol. 10(6), pages 1318-1347, December.
    300. Woldeyohanes, Tesfaye Berhanu & Heckelei, Thomas & Surry, Yves, "undated". "Effect of Off-farm Income on Smallholder Commercialization: Panel Evidence from Rural Households in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211895, International Association of Agricultural Economists.
    301. Martey, Edward & Etwire, Prince Maxwell & Adusah-Poku, Frank & Akoto, Isaac, 2022. "Off-farm work, cooking energy choice and time poverty in Ghana: An empirical analysis," Energy Policy, Elsevier, vol. 163(C).
    302. Chi‐Nien Chung & Xiaowei Rose Luo & Weiting Zheng, 2024. "Institutional Divide, Political Ties, and Contested Corporate Governance Reform in Taiwan," Journal of Management Studies, Wiley Blackwell, vol. 61(4), pages 1327-1363, June.
    303. Michael Creel & Dennis Kristensen, 2015. "On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments," UFAE and IAE Working Papers 950.15, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 27 Feb 2015.
    304. Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
    305. Steve Gibbons & Henry G. Overman & Eleonora Patacchini, 2014. "Spatial Methods," SERC Discussion Papers 0162, Centre for Economic Performance, LSE.
    306. Zongwu Cai & Ying Fang & Henong Li, 2013. "Weak Instrumental Variables Models for Longitudinal Data," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    307. Zhou, Qing & Faff, Robert & Alpert, Karen, 2014. "Bias correction in the estimation of dynamic panel models in corporate finance," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 494-513.
    308. René Algesheimer & Sharad Borle & Utpal M. Dholakia & Siddharth S. Singh, 2010. "The Impact of Customer Community Participation on Customer Behaviors: An Empirical Investigation," Marketing Science, INFORMS, vol. 29(4), pages 756-769, 07-08.
    309. Vicente Tuesta & Jorge Selaive, 2004. "Net Foreing Assets and Imperfect Pass-through: The Consumption-Real Exchange Rate Anomaly," 2004 Meeting Papers 203, Society for Economic Dynamics.
    310. Broich, Tobias, 2017. "Do authoritarian regimes receive more Chinese development finance than democratic ones? Empirical evidence for Africa," China Economic Review, Elsevier, vol. 46(C), pages 180-207.
    311. Birgitte Grøgaard & Asmund Rygh & Gabriel R. G. Benito, 2019. "Bringing corporate governance into internalization theory: State ownership and foreign entry strategies," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(8), pages 1310-1337, October.
    312. Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
    313. Michael Clements, 2017. "Do forecasters target first or later releases of national accounts data?," ICMA Centre Discussion Papers in Finance icma-dp2017-03, Henley Business School, University of Reading.
    314. Gustavo A. Caballero, 2017. "Responsibility or autonomy: children and the probability of self-employment in the USA," Small Business Economics, Springer, vol. 49(2), pages 493-512, August.
    315. Lütkepohl, Helmut & Schlaak, Thore, 2021. "Heteroskedastic Proxy Vector Autoregressions," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242399, Verein für Socialpolitik / German Economic Association.
    316. Oluyemisi Kuku & Peter F. Orazem & Sawkut Rojid & Milan Vodopivec, 2016. "Training funds and the incidence of training: the case of Mauritius," Education Economics, Taylor & Francis Journals, vol. 24(3), pages 280-299, June.
    317. Jagadish Prasad Sahu, 2013. "Inflation dynamics in India: A hybrid New Keynesian Phillips Curve approach," Economics Bulletin, AccessEcon, vol. 33(4), pages 2634-2647.
    318. Sylvain Leduc & Daniel Wilson, 2013. "Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment," NBER Macroeconomics Annual, University of Chicago Press, vol. 27(1), pages 89-142.
    319. Sheng Wang & Hyunseung Kang, 2022. "Weak‐instrument robust tests in two‐sample summary‐data Mendelian randomization," Biometrics, The International Biometric Society, vol. 78(4), pages 1699-1713, December.
    320. Duc Anh Dang, 2019. "Social Networks and Employment Performance: Evidence from Rural–Urban Migration in Vietnam," Population Economics, in: Amy Y. C. Liu & Xin Meng (ed.), Rural-Urban Migration in Vietnam, pages 143-165, Springer.
    321. Martin Halla, 2010. "Tax Morale and Compliance Behavior: First Evidence on a Causal Link," Economics working papers 2010-06, Department of Economics, Johannes Kepler University Linz, Austria.
    322. Timothy Besley & Neil Meads & Paolo Surico, 2012. "Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market," NBER Chapters, in: NBER Macroeconomics Annual 2012, Volume 27, pages 375-419, National Bureau of Economic Research, Inc.
    323. Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2004. "Econometric Evaluation of the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 671-686, September.
    324. Eul Noh, 2024. "Revisiting the effects of conventional and unconventional monetary policies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 943-951, August.
    325. Prilmeier, Robert, 2017. "Why do loans contain covenants? Evidence from lending relationships," Journal of Financial Economics, Elsevier, vol. 123(3), pages 558-579.
    326. Michael Jetter & Sabine Laudage & David Stadelmann, 2019. "The Intimate Link Between Income Levels and Life Expectancy: Global Evidence from 213 Years," Social Science Quarterly, Southwestern Social Science Association, vol. 100(4), pages 1387-1403, June.
    327. Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2020. "Robust Bayesian Inference in Proxy SVARs," CEPR Discussion Papers 14626, C.E.P.R. Discussion Papers.
    328. Piero Cipollone & Alfonso Rosolia, 2011. "Schooling and youth mortality: learning from a mass military exemption," Temi di discussione (Economic working papers) 811, Bank of Italy, Economic Research and International Relations Area.
    329. Priit Vahter, 2010. "Does FDI spur innovation, productivity and knowledge sourcing by incumbent firms? Evidence from manufacturing industry in Estonia," William Davidson Institute Working Papers Series wp986, William Davidson Institute at the University of Michigan.
    330. Tekalign Gutu Sakketa & Nicolas Gerber, 2020. "Rural Shadow Wages and Youth Agricultural Labor Supply in Ethiopia: Evidence from Farm Panel Data," Research in Labor Economics, in: Change at Home, in the Labor Market, and On the Job, volume 48, pages 61-105, Emerald Group Publishing Limited.
    331. Nellie (Yinan) Zhang, 2019. "Estimating the demand for settlement balances in the Canadian Large Value Transfer System: How much is too much?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(2), pages 735-762, May.
    332. Martyn Andrews & Obbey Elamin & Alastair R. Hall & Kostas Kyriakoulis & Matthew Sutton, 2017. "Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 23-41, March.
    333. Agenor, Pierre-Richard & Bayraktar, Nihal, 2003. "Contracting models of the Phillips curve - empirical estimates for Middle-income countries," Policy Research Working Paper Series 3139, The World Bank.
    334. Valentina A. Assenova, 2020. "Early-Stage Venture Incubation and Mentoring Promote Learning, Scaling, and Profitability Among Disadvantaged Entrepreneurs," Organization Science, INFORMS, vol. 31(6), pages 1560-1578, November.
    335. Stefan Boes, 2004. "Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors," SOI - Working Papers 0404, Socioeconomic Institute - University of Zurich.
    336. André Bonfrer & Pradeep K. Chintagunta & John H. Roberts & David Corkindale, 2020. "Assessing the Sales Impact of Plain Packaging Regulation for Cigarettes: Evidence from Australia," Marketing Science, INFORMS, vol. 39(1), pages 234-252, January.
    337. Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
    338. Robert C. Feenstra & Chang Hong & Hong Ma & Barbara J. Spencer, 2012. "Contractual Versus Non-Contractual Trade: The Role of Institutions in China," NBER Working Papers 17728, National Bureau of Economic Research, Inc.
    339. Sanghoon Lee, 2017. "Media Freedom and Social Capital," Journal of Media Economics, Taylor & Francis Journals, vol. 30(1), pages 3-18, January.
    340. Ólafsdóttir, Thorhildur & Ásgeirsdóttir, Tinna Laufey & Norton, Edward C., 2020. "Valuing pain using the subjective well-being method," Economics & Human Biology, Elsevier, vol. 37(C).
    341. Leonardo Becchetti & Stefano Castriota & Pierluigi Conzo, 2012. "Calamity, Aid and Indirect Reciprocity: the Long Run Impact of Tsunami on Altruism," CEIS Research Paper 239, Tor Vergata University, CEIS, revised 06 Jul 2012.
    342. Tsionas, Mike G. & Merikas, Andreas G. & Merika, Anna A., 2012. "Concentrated ownership and corporate performance revisited: The case of shipping," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(4), pages 843-852.
    343. Zilja, Flladina & Benito, Gabriel R.G. & Boustanifar, Hamid & Zhang, Dan, 2023. "CEO wealth and cross-border acquisitions by SMEs," International Business Review, Elsevier, vol. 32(6).
    344. Weitzman, Abigail, 2017. "The effects of women's education on maternal health: Evidence from Peru," Social Science & Medicine, Elsevier, vol. 180(C), pages 1-9.
    345. Chen Chen & Gordon Guoen Liu & Tangxin Wang & Jialong Tan, 2023. "Ex‐ante moral hazard and health insurance: Evidence from China's urban residence basic medical insurance scheme," Health Economics, John Wiley & Sons, Ltd., vol. 32(11), pages 2516-2534, November.
    346. Chen, Shu & Ying, Sammy Xiaoyan & Wu, Huiying & You, Jiaxing, 2021. "Carrying on the family's legacy: Male heirs and firm innovation," Journal of Corporate Finance, Elsevier, vol. 69(C).
    347. Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2002. "Luxury Goods and the Equity Premium," Working Papers 145, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
    348. Mr. Daniel S Kanda, 2006. "Credit Flows, Fiscal Policy, and the External Deficit of Bosnia and Herzegovina," IMF Working Papers 2006/276, International Monetary Fund.
    349. Joachim Rojahn & Florian Zechser, 2022. "Ownership concentration, ownership identity and seasoned equity offerings probabilities: Evidence from Germany," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(1-2), pages 274-296, January.
    350. Mohammed S. Y. Omran & Mohammad A. A. Zaid & Aladdin Dwekat, 2021. "The relationship between integrated reporting and corporate environmental performance: A green trial," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(1), pages 427-445, January.
    351. Glenn Otto & Graham Voss, 2009. "Strict and Flexible Inflation Forecast Targets: An Empirical Investigation," Working Papers 202009, Hong Kong Institute for Monetary Research.
    352. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper 40695, University Library of Munich, Germany.
    353. D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.
    354. Sarantis Kalyvitis, 2006. "Another look at the linear q model: an empirical analysis of aggregate business capital spending with maintenance expenditures," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(4), pages 1282-1315, November.
    355. Hector Moreno, 2021. "The Influence of Parental and Grandparental Education in the Transmission of Human Capital," Working Papers 588, ECINEQ, Society for the Study of Economic Inequality.
    356. Holian, Matthew J., 2020. "The impact of urban form on vehicle ownership," Economics Letters, Elsevier, vol. 186(C).
    357. Hideo Akabayashi & Ryosuke Nakamura, 2014. "Can Small Class Policy Close the Gap? An Empirical Analysis of Class Size Effects in Japan," The Japanese Economic Review, Japanese Economic Association, vol. 65(3), pages 253-281, September.
    358. Pfeiffer, Friedhelm & Pohlmeier, Winfried F. X., 2012. "Causal Returns to Schooling and Individual Heterogeneity," IZA Discussion Papers 6588, Institute of Labor Economics (IZA).
    359. Jan K. Brueckner & Dan Luo, 2013. "Measuring Strategic Firm Interaction in Product-Quality Choices: The Case of Airline Flight Frequency," CESifo Working Paper Series 4066, CESifo.
    360. Bose, Sudipta & Minnick, Kristina & Shams, Syed, 2021. "Does carbon risk matter for corporate acquisition decisions?," Journal of Corporate Finance, Elsevier, vol. 70(C).
    361. Gonzalez-Hermosillo Gonzalez, B.M., 2008. "Transmission of shocks across global financial markets : The role of contagion and investors' risk appetite," Other publications TiSEM d684f3c7-7ad8-4e93-88cf-a, Tilburg University, School of Economics and Management.
    362. Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2022. "The Term Structure of Monetary Policy Uncertainty," Research Working Paper RWP 2022-02, Federal Reserve Bank of Kansas City.
    363. Jaejoon Woo, 2023. "The long-run determinants of redistribution: evidence from a panel of 47 countries in 1967–2014," Empirical Economics, Springer, vol. 64(4), pages 1811-1860, April.
    364. Cameron Taylor, 2024. "Why do families foster children? A Beckerian approach," Review of Economics of the Household, Springer, vol. 22(1), pages 261-293, March.
    365. Julian Reif, 2018. "A Model of Addiction and Social Interactions," NBER Working Papers 24842, National Bureau of Economic Research, Inc.
    366. Cavallo, Alberto & Kryvtsov, Oleksiy, 2023. "What can stockouts tell us about inflation? Evidence from online micro data," Journal of International Economics, Elsevier, vol. 146(C).
    367. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011. "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, vol. 165(1), pages 100-111.
    368. John Gilbert & Reza Oladi, 2011. "Net Campaign Contributions, Agricultural Interests, and Votes on Liberalizing Trade with China," Working Papers 2011-02, Utah State University, Department of Economics.
    369. Kurt Graden Lunsford, 2015. "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series) 1528, Federal Reserve Bank of Cleveland.
    370. Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    371. Jan M Podivinsky & Chongcheul Cheong & Maozu Lu, 2004. "The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model," Econometric Society 2004 Far Eastern Meetings 657, Econometric Society.
    372. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Endogeneity in household mortgage choice," Economic Modelling, Elsevier, vol. 73(C), pages 30-44.
    373. Hirotake Ito & Makiko Nakamuro & Shintaro Yamaguchi, 2019. "Effects of Class-Size Reduction, On Cognitive and Non-cognitive Skills," CIRJE F-Series CIRJE-F-1113, CIRJE, Faculty of Economics, University of Tokyo.
    374. Elien Meuleman & Rudi Vander Vennet, 2020. "Macroprudential policy, monetary policy and Eurozone bank risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/1004, Ghent University, Faculty of Economics and Business Administration.
    375. Hongbin Cai & Qiao Liu, 2009. "Competition and Corporate Tax Avoidance: Evidence from Chinese Industrial Firms," Economic Journal, Royal Economic Society, vol. 119(537), pages 764-795, April.
    376. Larry W. Taylor, 2009. "Penalized‐R2 Criteria For Model Selection," Manchester School, University of Manchester, vol. 77(6), pages 699-717, December.
    377. Bing Xu & Adrian Van Rixtel & Michiel Van Leuvensteijn, 2013. "Measuring bank competition in China: a comparison of new versus conventional approaches applied to loan markets," BIS Working Papers 422, Bank for International Settlements.
    378. Naveen Adusumilli & Hua Wang, 2019. "Conservation Adoption Among Owners and Tenant Farmers in the Southern United States," Agriculture, MDPI, vol. 9(3), pages 1-11, March.
    379. Barceló, Cristina & Villanueva, Ernesto, 2016. "The response of household wealth to the risk of job loss: Evidence from differences in severance payments," Labour Economics, Elsevier, vol. 39(C), pages 35-54.
    380. Temple, Jonathan & Wößmann, Ludger, 2006. "Dualism and cross-country growth regressions," Munich Reprints in Economics 19619, University of Munich, Department of Economics.
    381. Tawei Wang & Karthik N. Kannan & Jackie Rees Ulmer, 2013. "The Association Between the Disclosure and the Realization of Information Security Risk Factors," Information Systems Research, INFORMS, vol. 24(2), pages 201-218, June.
    382. Jesper Banghøj & Gorm Gabrielsen & Christian Petersen & Thomas Plenborg, 2010. "Determinants of executive compensation in privately held firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(3), pages 481-510, September.
    383. Aaron Mehrotra & James Yetman, 2014. "Financial inclusion and optimal monetary policy," BIS Working Papers 476, Bank for International Settlements.
    384. Böhme, Marcus H. & Persian, Ruth & Stöhr, Tobias, 2015. "Alone but better off? Adult child migration and health of elderly parents in Moldova," Journal of Health Economics, Elsevier, vol. 39(C), pages 211-227.
    385. Carole Bonnet & Bertrand Garbinti & Anne Solaz, 2022. "Does Part-Time Mothering Help Get a Job? The Role of Shared Custody in Women’s Employment," Post-Print hal-03815071, HAL.
    386. Kämpfen, Fabrice & Maurer, Jürgen, 2016. "Time to burn (calories)? The impact of retirement on physical activity among mature Americans," Journal of Health Economics, Elsevier, vol. 45(C), pages 91-102.
    387. Iva Trako, 2018. "Fertility and Parental Labor-Force Participation: New Evidence from a Developing Country in the Balkans," Working Papers halshs-01828471, HAL.
    388. Everett, Mary M., 2015. "International liquidity and the European sovereign debt crisis: Was euro area unconventional monetary policy successful?," HIT-REFINED Working Paper Series 23, Institute of Economic Research, Hitotsubashi University.
    389. Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
    390. Ricardo Nunes, 2010. "Inflation Dynamics: The Role of Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
    391. Joseph J. Doyle, Jr. & John A. Graves & Jonathan Gruber & Samuel Kleiner, 2012. "Do High-Cost Hospitals Deliver Better Care? Evidence from Ambulance Referral Patterns," NBER Working Papers 17936, National Bureau of Economic Research, Inc.
    392. Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series 24-16, Swiss Finance Institute.
    393. Shenoy, Ajay, 2015. "Market Failures and Misallocation," Santa Cruz Department of Economics, Working Paper Series qt8m27w1r7, Department of Economics, UC Santa Cruz.
    394. Silvia Magri, 2014. "Does issuing equities help R&D activity? Evidence from unlisted Italian high-tech manufacturing firms," Temi di discussione (Economic working papers) 978, Bank of Italy, Economic Research and International Relations Area.
    395. Steffen Ahrens & Stephen Sacht, 2014. "Estimating a high-frequency New-Keynesian Phillips curve," Empirical Economics, Springer, vol. 46(2), pages 607-628, March.
    396. Ciccone, Antonio & Brückner, Markus, 2008. "Rain and the Democratic Window of Opportunity," CEPR Discussion Papers 6691, C.E.P.R. Discussion Papers.
    397. Viswanathan, Madhu & Mukherji, Prokriti & Narasimhan, Om & Chandy, Rajesh, 2021. "The performance impact of core component outsourcing: insights from the LCD TV industry," LSE Research Online Documents on Economics 109853, London School of Economics and Political Science, LSE Library.
    398. Guerriero, Carmine, 2006. "Dependent Controllers and Regulation Policies: Theory and Evidence," Privatisation Regulation Corporate Governance Working Papers 12204, Fondazione Eni Enrico Mattei (FEEM).
    399. Matias Giaccobasso & Brad Nathan & Ricardo Perez-Truglia & Alejandro Zentner, 2024. "Where Do My Tax Dollars Go? Tax Morale Effects of Perceived Government Spending," Working Papers 28, Finnish Centre of Excellence in Tax Systems Research.
    400. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2018. "Identification Versus Misspecification in New Keynesian Monetary Policy Models," Working Paper Series 362, Sveriges Riksbank (Central Bank of Sweden).
    401. Gissele Gajate-Garrido, 2014. "Excluding the Rural Population: The Impact of Public Expenditure on Child Malnutrition in Peru," The World Bank Economic Review, World Bank, vol. 28(3), pages 525-544.
    402. Massacci, D., 2007. "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics 0744, Faculty of Economics, University of Cambridge.
    403. Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
    404. Diana Gabrielyan & Lenno Uusküla, 2022. "Inflation Expectations And Consumption With Machine Learning," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 142, Faculty of Economics and Business Administration, University of Tartu (Estonia).
    405. Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
    406. Yi, Fujin & Ye, Haijian & Wu, Ximing & Zhang, Y. Yvette & Jiang, Fei, 2020. "Self-aggravation effect of air pollution: Evidence from residential electricity consumption in China," Energy Economics, Elsevier, vol. 86(C).
    407. Akee, Randall K. Q. & Bedi, Arjun S. & Basu, Arnab K. & Chau, Nancy H., 2011. "Transnational Trafficking, Law Enforcement and Victim Protection: A Middleman Trafficker's Perspective," IZA Discussion Papers 6226, Institute of Labor Economics (IZA).
    408. Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
    409. Xia Chen & Qiang Cheng & Alvis K. Lo & Xin Wang, 2023. "CEO contractual protection and debt contracting," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(9-10), pages 1671-1714, October.
    410. Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
    411. Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2020. "Consumption Uncertainty and Precautionary Saving," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 148-161, March.
    412. Michael D. Makowsky & Thomas Stratmann, 2011. "More Tickets, Fewer Accidents: How Cash-Strapped Towns Make for Safer Roads," Journal of Law and Economics, University of Chicago Press, vol. 54(4), pages 863-888.
    413. Xiaohong Chen & Jack Fuvilukis & Sydney Ludvigson, 2012. "An Estimation of Economic Models with Recursive Preferences," Cowles Foundation Discussion Papers 1883, Cowles Foundation for Research in Economics, Yale University.
    414. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
    415. Rainer Schweickert & Inna Melnykovska & Ansgar Belke & Ingo Bordon, 2011. "Prospective NATO or EU membership and institutional change in transition countries," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 19(4), pages 667-692, October.
    416. Danny Leung & Terence Yuen, 2005. "Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries," Staff Working Papers 05-14, Bank of Canada.
    417. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "Estimation uncertainty in structural inflation models with real wage rigidities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2554-2561, November.
    418. Ogutu, Sylvester Ochieng & Goedecke, Theda & Qaim, Matin, 2017. "Agricultural Commercialization and Nutrition in Smallholder Farm Households," GlobalFood Discussion Papers 257242, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    419. Elsner, Benjamin, 2011. "Emigration and Wages: The EU Enlargement Experiment," IZA Discussion Papers 6111, Institute of Labor Economics (IZA).
    420. Juan M. Morelli, 2021. "Limited Participation in Equity Markets and Business Cycles," Finance and Economics Discussion Series 2021-026, Board of Governors of the Federal Reserve System (U.S.).
    421. James E. Alt & David Dreyer Lassen, 2010. "Enforcement and Public Corruption: Evidence from US States," EPRU Working Paper Series 2010-08, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    422. Peters, Frank, 2018. "The business of video games is a multi-player game : Essays on governance choices and performance in a two-sided market in the cultural industries," Other publications TiSEM 886b3148-4bbb-4ea4-b666-0, Tilburg University, School of Economics and Management.
    423. James Alm & Asmaa El-Ganainy, 2013. "Value-added taxation and consumption," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(1), pages 105-128, February.
    424. Aniceto C. Orbeta Jr., 2005. "Number of Children and their Education in Philippine Households," Development Economics Working Papers 22669, East Asian Bureau of Economic Research.
    425. Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia, 2012. "History, gravity and international finance," Working Paper Series 1466, European Central Bank.
    426. Arslan, M. Murat, 2010. "Relative importance of sticky prices and sticky information in price setting," Economic Modelling, Elsevier, vol. 27(5), pages 1124-1135, September.
    427. Han, Rui & Melecky, Martin, 2013. "Financial Inclusion for Stability: Access to Bank Deposits and the Deposit Growth during the Global Financial Crisis," MPRA Paper 45157, University Library of Munich, Germany.
    428. Douglas H. Wrenn & H. Allen Klaiber & David A. Newburn, 2017. "Confronting Price Endogeneity in a Duration Model of Residential Subdivision Development," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 661-682, April.
    429. Nikolaj Malchow-Møller & Jakob R. Munch & Jan Rose Skaksen, 2012. "Do Immigrants Affect Firm-Specific Wages?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(4), pages 1267-1295, December.
    430. Yigezu, Yigezu A. & Abbas, Enas & Swelam, Atef & Sabry, Sami R.S. & Moustafa, Moustafa A. & Halila, Habib, 2021. "Socioeconomic, biophysical, and environmental impacts of raised beds in irrigated wheat: A case study from Egypt," Agricultural Water Management, Elsevier, vol. 249(C).
    431. Xu, Xixiong & Lin, Cuiliang & Wang, Maochuan, 2024. "Does parenting daughters increase corporate cash dividends? Evidence from Chinese family firms," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
    432. Hakan, Yilmazkuday, 2009. "Is there a Role for International Trade Costs in Explaining the Central Bank Behavior?," MPRA Paper 15951, University Library of Munich, Germany.
    433. Suthan Krishnarajan & Lasse Lykke Rørbæk, 2020. "The Two-sided Effect of Elections on Coup Attempts," Journal of Conflict Resolution, Peace Science Society (International), vol. 64(7-8), pages 1279-1306, August.
    434. Gaetan de Rassenfosse & Russell Thomson, 2018. "R&D offshoring and home industry productivity," Working Papers 5, Chair of Science, Technology, and Innovation Policy.
    435. Feng, Xunan & Johansson, Anders C. & Zhang, Tianyu, 2014. "Political participation and entrepreneurial initial public offerings in China," Journal of Comparative Economics, Elsevier, vol. 42(2), pages 269-285.
    436. Davtyan, Karen, 2023. "Unconventional monetary policy and economic inequality," Economic Modelling, Elsevier, vol. 126(C).
    437. Longaric, Pablo Anaya, 2022. "Foreign currency exposure and the financial channel of exchange rates," Working Paper Series 2739, European Central Bank.
    438. Michael T. French & Ioana Popovici, 2011. "That instrument is lousy! In search of agreement when using instrumental variables estimation in substance use research," Health Economics, John Wiley & Sons, Ltd., vol. 20(2), pages 127-146, February.
    439. Maclean, Johanna Catherine & Hill, Terrence D., 2015. "Leaving school in an economic downturn and self-esteem across early and middle adulthood," Labour Economics, Elsevier, vol. 37(C), pages 1-12.
    440. Chekenya, Nixon S. & Yenibehit, Nanii & Dzingirai, Canicio, 2024. "Determinants of crop abandonment by smallholder maize farmers in Zambia," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 63(3), September.
    441. Agell, Jonas & Ohlsson, Henry & Skogman Thoursie, Peter, 2003. "Growth Effects of Government Expenditure and Taxation in Rich Countries: A Comment," Research Papers in Economics 2003:14, Stockholm University, Department of Economics.
    442. Ciccarelli, Nicola, 2018. "Essays in applied microeconomics," Other publications TiSEM 5cb25a11-e062-4f30-a258-2, Tilburg University, School of Economics and Management.
    443. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves & Lee, Lung-Fei, 2012. "Criminal Networks: Who is the Key Player?," Climate Change and Sustainable Development 128707, Fondazione Eni Enrico Mattei (FEEM).
    444. Deuskar, Prachi & Gupta, Anurag & Subrahmanyam, Marti G., 2011. "Liquidity effect in OTC options markets: Premium or discount?," Journal of Financial Markets, Elsevier, vol. 14(1), pages 127-160, February.
    445. Fayaz Farkhad, Bita & Meyerhoefer, Chad D., 2018. "The Impact of Participation in SNAP on Labor Force Decisions," 2018 Annual Meeting, August 5-7, Washington, D.C. 274180, Agricultural and Applied Economics Association.
    446. Graham, Michael & Walter, Terry S. & Yawson, Alfred & Zhang, Huizhong, 2017. "The value-added role of industry specialist advisors in M&As," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 81-104.
    447. Birgitte Andersen & Marion Frenz, 2010. "Don’t blame the P2P file-sharers: the impact of free music downloads on the purchase of music CDs in Canada," Journal of Evolutionary Economics, Springer, vol. 20(5), pages 715-740, October.
    448. Hubert Paul, 2017. "Qualitative and quantitative central bank communication and inflation expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-41, January.
    449. André Kurmann, 2004. "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Macroeconomics 0409028, University Library of Munich, Germany.
    450. Jorge Gonzalez Chapela, 2011. "Recreation, home production, and intertemporal substitution of female labor supply: evidence on the intensive margin," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(3), pages 532-548, July.
    451. Mehdi El Herradi & Aurélien Leroy, 2021. "Monetary Policy and the Top 1%: Evidence from a Century of Modern Economic History," Post-Print hal-03513433, HAL.
    452. Gow, Ian D. & Larcker, David F. & Zakolyukina, Anastasia A., 2019. "Non-answers during Conference Calls," Research Papers 3760, Stanford University, Graduate School of Business.
    453. Doyle, William R. & Skinner, Benjamin T., 2016. "Estimating the education-earnings equation using geographic variation," Economics of Education Review, Elsevier, vol. 53(C), pages 254-267.
    454. Komarek, Lubos & Melecky, Martin, 2005. "Currency Crises, Current Account Reversals and Growth : The Compounded Effect for Emerging Markets," The Warwick Economics Research Paper Series (TWERPS) 735, University of Warwick, Department of Economics.
    455. Nazim Habibov & Elvin Afandi & Alex Cheung, 2017. "What is the effect of university education on chances to be self-employed in transitional countries?: Instrumental variable analysis of cross-sectional sample of 29 nations," International Entrepreneurship and Management Journal, Springer, vol. 13(2), pages 487-500, June.
    456. Tan, Zhibo & Yao, Yang & Wei, Shang-Jin, 2015. "Financial structure, corporate savings and current account imbalances," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 142-167.
    457. Marco Domizio & Elena Fabrizi, 2024. "Ask me if I am happy: sport practice and life satisfaction in Italy," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(6), pages 5865-5881, December.
    458. Kichian, Maral & Rumler, Fabio, 2014. "Forecasting Canadian inflation: A semi-structural NKPC approach," Economic Modelling, Elsevier, vol. 43(C), pages 183-191.
    459. Van de Sijpe, Nicolas & Windmeijer, Frank, 2023. "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, vol. 235(1), pages 82-104.
    460. Bjørneby, Marie & Alstadsæter, Annette & Telle, Kjetil, 2021. "Limits to third-party reporting: Evidence from a randomized field experiment in Norway," Journal of Public Economics, Elsevier, vol. 203(C).
    461. Lorentzen, Peter & McMillan, John & Wacziarg, Romain, 2005. "Death and Development," CEPR Discussion Papers 5246, C.E.P.R. Discussion Papers.
    462. Kilian, Lutz & Davis, Lucas W, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," CEPR Discussion Papers 7161, C.E.P.R. Discussion Papers.
    463. Shaun M. Dougherty, 2015. "Bridging the Discontinuity in Adolescent Literacy? Mixed Evidence from a Middle Grades Intervention," Education Finance and Policy, MIT Press, vol. 10(2), pages 157-192, March.
    464. Redding, Stephen & Fajgelbaum, Pablo, 2014. "External Integration, Structural Transformation and Economic Development: Evidence from Argentina 1870-1914," CEPR Discussion Papers 10026, C.E.P.R. Discussion Papers.
    465. Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 761, Department of Economics, University of Siena.
    466. Carmine Guerriero, 2008. "The Political Economy of Incentive Regulation: Theory and Evidence from US States," Working Papers 2008.34, Fondazione Eni Enrico Mattei.
    467. Grytten, Jostein & Skau, Irene, 2020. "Educational inequalities in access to fixed prosthodontic treatment in Norway. Causal effects using the introduction of a school reform as an instrumental variable," Social Science & Medicine, Elsevier, vol. 260(C).
    468. Hugo Benítez-Silva & Debra Dwyer & Wayne-Roy Gayle & Thomas Muench, 2008. "Expectations in micro data: rationality revisited," Empirical Economics, Springer, vol. 34(2), pages 381-416, March.
    469. Sania Ashraf & Cristina Bicchieri & Upasak Das & Tanu Gupta & Alex Shpenev, 2024. "Learning from diversity: ``jati" fractionalization, social expectations and improved sanitation practices in India," Discussion Papers 24-01, Indian Statistical Institute, Delhi.
    470. Spyros Skouras & Nicos Christodoulakis, 2011. "Electoral Misgovernance Cycles: Evidence from wildfires and tax evasion in Greece and elsewhere," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 47, Hellenic Observatory, LSE.
    471. Campbell Leith & Jim Malley, 2002. "Estimated General Equilibrium Models for the Evaluation of Monetary Policy in the US and Europe," CESifo Working Paper Series 699, CESifo.
    472. Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers," IMES Discussion Paper Series 21-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
    473. Xin Liu & Lin Zhang & Abhinav Gupta & Xiaoming Zheng & Changqi Wu, 2022. "Upper echelons and intra‐organizational learning: How executive narcissism affects knowledge transfer among business units," Strategic Management Journal, Wiley Blackwell, vol. 43(11), pages 2351-2381, November.
    474. Michele Limosani & Emanuele Millemaci, 2014. "Precautionary savings of agents with heterogeneous risk aversion," Applied Economics, Taylor & Francis Journals, vol. 46(20), pages 2342-2361, July.
    475. Ida Wolden Bache & Bjørn E. Naug, 2008. "Estimating New Keynesian import price models," Working Paper 2007/15, Norges Bank.
    476. Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
    477. Léandre BASSOLE & Jean-Louis ARCAND, 2006. "Does Community Driven Development Work? Evidence from Senegal," Working Papers 200606, CERDI.
    478. Grytten, Jostein & Skau, Irene & Sørensen, Rune, 2020. "Who dies early? Education, mortality and causes of death in Norway," Social Science & Medicine, Elsevier, vol. 245(C).
    479. Jiri Slacalek, 2006. "International Wealth Effects," Discussion Papers of DIW Berlin 596, DIW Berlin, German Institute for Economic Research.
    480. Mehmet Caner & Dan Berkowitz & Ying Fang, 2006. "Are Nearly Exogenous Instruments Reliable?," Working Paper 207, Department of Economics, University of Pittsburgh, revised Jan 2006.
    481. Kahsay, Goytom Abraha & Garcia, Nerea Turreira & Bosselmann, Aske Skovmand, 2023. "Mobile Internet Use and Climate Adaptation: Empirical Evidence from Vietnamese Coffee Farmers," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 48(3), September.
    482. Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society.
    483. Wenjuan Fan & Qiqi Zhou & Liangfei Qiu & Subodha Kumar, 2023. "Should Doctors Open Online Consultation Services? An Empirical Investigation of Their Impact on Offline Appointments," Information Systems Research, INFORMS, vol. 34(2), pages 629-651, June.
    484. Hasan, Iftekhar & John, Kose & Kadiyalad, Padma, 2016. "Debt structure when bankruptcy law offers incentives to restructure," Bank of Finland Research Discussion Papers 13/2016, Bank of Finland.
    485. Varkey K. Titus Jr. & Brian S. Anderson, 2018. "Firm Structure and Environment as Contingencies to the Corporate Venture Capital-Parent Firm Value Relationship," Entrepreneurship Theory and Practice, , vol. 42(3), pages 498-522, May.
    486. Susan Ariel Aaronson & M. Rodwan Abouharb, 2011. "Does the WTO Help Member States Clean Up?," Working Papers 2011-13, The George Washington University, Institute for International Economic Policy.
    487. Olsson, Kerstin, 2020. "How do monetary policy announcements affect inflation expectations?," Working Paper Series 2020:2, Uppsala University, Department of Economics.
    488. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
    489. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
    490. Russell Davidson & James G. MacKinnon, 2014. "Confidence sets based on inverting Anderson–Rubin tests," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
    491. Shahriar Kabir & Ruhul Salim, 2016. "Can A Common Currency Induce Intra-Regional Trade? The Southeast Asian Perspective," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 28(3), pages 218-234, November.
    492. Shu-Ling Lin & Jun Lu, 2019. "Institutional Investors and Corporate Performance: Insights from China," Sustainability, MDPI, vol. 11(21), pages 1-26, October.
    493. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
    494. Santosh Kumar & Fidel Gonzalez, 2018. "Effects of health insurance on birth weight in Mexico," Health Economics, John Wiley & Sons, Ltd., vol. 27(8), pages 1149-1159, August.
    495. Moon, Hyungsik Roger & Schorfheide, Frank, 2009. "Estimation with overidentifying inequality moment conditions," Journal of Econometrics, Elsevier, vol. 153(2), pages 136-154, December.
    496. Dutt, Pushan & Mitra, Devashish & Ranjan, Priya, 2009. "International trade and unemployment: Theory and cross-national evidence," Journal of International Economics, Elsevier, vol. 78(1), pages 32-44, June.
    497. Stephen P. Baginski & Saverio Bozzolan & Antonio Marra & Pietro Mazzola, 2017. "Strategy, Valuation, and Forecast Accuracy: Evidence from Italian Strategic Plan Disclosures," European Accounting Review, Taylor & Francis Journals, vol. 26(2), pages 341-378, April.
    498. Hale, Galina & Regev, Tali, 2014. "Gender ratios at top PhD programs in economics," Economics of Education Review, Elsevier, vol. 41(C), pages 55-70.
    499. Kevin W. Capehart, 2015. "The Shape of The Oprah Supply Curve," The American Economist, Sage Publications, vol. 60(1), pages 63-73, May.
    500. Erik Thorbecke & Yusi Ouyang, 2018. "Is the Structure of Growth Different in Sub-Saharan Africa?," Journal of African Economies, Centre for the Study of African Economies, vol. 27(1), pages 66-91.
    501. Alassane Drabo & Christian Hubert Ebeke, 2011. "Remittances, Public Health Spending and Foreign Aid in the Access to Health Care Services in Developing Countries," Working Papers halshs-00552996, HAL.
    502. Kim, Tae-Hun, 2008. "The measurement of farmers' risk attitudes using a non-structural approach," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 31(2), pages 1-18, May.
    503. Dirk Bursian & Arne J. Nagengast, 2020. "Offshoring And The Polarization Of The Demand For Capital," Economic Inquiry, Western Economic Association International, vol. 58(1), pages 260-282, January.
    504. Gorea, Denis & Kryvtsov, Oleksiy & Kudlyak, Marianna, 2022. "House Price Responses to Monetary Policy Surprises: Evidence from the U.S. Listings Data," CEPR Discussion Papers 17595, C.E.P.R. Discussion Papers.
    505. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
    506. Gathmann, Christina & Schönberg, Uta, 2006. "How General Is Specific Human Capital?," IZA Discussion Papers 2485, Institute of Labor Economics (IZA).
    507. Kobylinski Katarina & Tyrowicz Joanna, 2018. "On the Relation Between Health and Income: A Cross-Country Analysis," Central European Economic Journal, Sciendo, vol. 5(52), pages 230-243, January.
    508. Hentschker, Corinna & Mennicken, Roman, 2014. "Selective-referral and Unobserved Patient Heterogeneity – Bias in the Volume-outcome Relationship," Ruhr Economic Papers 527, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    509. Kin-Wai Lee & Gillian Hian-Heng Yeo, 2016. "The association between integrated reporting and firm valuation," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1221-1250, November.
    510. Crowe, Christopher, 2010. "Testing the transparency benefits of inflation targeting: Evidence from private sector forecasts," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 226-232, March.
    511. Cozzi, Guido & Galli, Silvia & Mantovan, Noemi, 2018. "Will a shrink make you richer? Gender differences in the effects of psychotherapy on labour efficiency," European Economic Review, Elsevier, vol. 109(C), pages 257-274.
    512. Bertocchi, Graziella & Dimico, Arcangelo, 2012. "The racial gap in education and the legacy of slavery," Journal of Comparative Economics, Elsevier, vol. 40(4), pages 581-595.
    513. Shivaji Mukherjee, 2018. "Colonial Origins of Maoist Insurgency in India," Journal of Conflict Resolution, Peace Science Society (International), vol. 62(10), pages 2232-2274, November.
    514. Acemoglu, Daron & De Luca, Giacomo & De Feo, Giuseppe, 2017. "Weak States: Causes and Consequences of the Sicilian Mafia," CEPR Discussion Papers 12530, C.E.P.R. Discussion Papers.
    515. Ibikunle, Gbenga, 2018. "Trading places: Price leadership and the competition for order flow," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 178-200.
    516. Al, C. & Arcand, J.L. & Ethier, F., 1996. "Moral Hazard and Marshallian Inefficiency: Evidence from Tunisia," Cahiers de recherche 9605, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    517. Xiao, Yangao & Han, Nianchen & Li, Rui & Ran, Huaqing & Zhou, Shihao & Tong, Tony W., 2024. "Trademarks and firm market value: Evidence from new trademark-firm linked data in China," Research Policy, Elsevier, vol. 53(2).
    518. John Cawley & Chad Meyerhoefer, 2010. "The Medical Care Costs of Obesity: An Instrumental Variables Approach," NBER Working Papers 16467, National Bureau of Economic Research, Inc.
    519. Shaun M. Dougherty, 2018. "The Effect of Career and Technical Education on Human Capital Accumulation: Causal Evidence from Massachusetts," Education Finance and Policy, MIT Press, vol. 13(2), pages 119-148, Spring.
    520. Federico Belotti & Edoardo Di Porto & Gianluca Santoni, 2016. "The Effect of Local Taxes on Firm Performance: Evidence from Geo-referenced Data," CSEF Working Papers 430, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    521. Bastian Stockinger, 2019. "Broadband internet availability and establishments’ employment growth in Germany: evidence from instrumental variables estimations," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 53(1), pages 1-23, December.
    522. Zhou, Yifan & Kara, Alper & Molyneux, Philip, 2019. "Chair-CEO generation gap and bank risk-taking," The British Accounting Review, Elsevier, vol. 51(4), pages 352-372.
    523. Alí Colina Rojas & Pilar Zarzosa Espina, 2012. "Comparative productivity analysis between labour-managed firms and conventional capitalist companies in Spain," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 37(33), pages 11-41, January-J.
    524. William J. Collins & Katharine L. Shester, 2011. "Slum Clearance and Urban Renewal in the United States," NBER Working Papers 17458, National Bureau of Economic Research, Inc.
    525. Gimenez-Nadal, José Ignacio & Molina, José Alberto, 2015. "Voluntary Activities and Daily Happiness in the US," IZA Discussion Papers 8764, Institute of Labor Economics (IZA).
    526. Isaac Ketu & Paul Ningaye, 2024. "Sectoral Employment Shares Shape Economic Complexity: Empirical Evidence from African Countries," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(2), pages 168-187, May.
    527. Bhagat, Sanjai & Bolton, Brian, 2019. "Corporate governance and firm performance: The sequel," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 142-168.
    528. Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
    529. Bozzi, Debra G. & Nicholas, Lauren Hersch, 2021. "A Causal Estimate of Long-Term Health Care Spending Attributable to Body Mass Index Among Adults," Economics & Human Biology, Elsevier, vol. 41(C).
    530. Zolotoy, Leon & O'Sullivan, Don & Chen, Yangyang, 2019. "Local religious norms, corporate social responsibility, and firm value," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 218-233.
    531. SAM, Vichet, 2018. "Overeducation among graduates in developing countries: What impact on economic growth?," MPRA Paper 87674, University Library of Munich, Germany.
    532. Di Liberto, Adriana & Sideri, Marco, 2015. "Past dominations, current institutions and the Italian regional economic performance," European Journal of Political Economy, Elsevier, vol. 38(C), pages 12-41.
    533. Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
    534. Silva Junior, Daniel, 2013. "Impacts of biodiesel on the Brazilian fuel market," Energy Economics, Elsevier, vol. 36(C), pages 666-675.
    535. Will Dobbie & Jacob Goldin & Crystal S. Yang, 2018. "The Effects of Pretrial Detention on Conviction, Future Crime, and Employment: Evidence from Randomly Assigned Judges," American Economic Review, American Economic Association, vol. 108(2), pages 201-240, February.
    536. Mazhar Mughal & Natalia Vechiu, 2011. "The role of Foreign Direct Investment in higher education in the developing countries (Does FDI promote education?)," Working papers of CATT hal-01885159, HAL.
    537. Lutz Kilian, 2008. "Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?," The Review of Economics and Statistics, MIT Press, vol. 90(2), pages 216-240, May.
    538. Chatterji, Aaron K. & Kim, Joowon & McDevitt, Ryan C., 2018. "School spirit: Legislator school ties and state funding for higher education," Journal of Public Economics, Elsevier, vol. 164(C), pages 254-269.
    539. Juan M. C. Larrosa & Leandro Meller & Juan I. Uriarte & Gonzalo R. Ramírez Muñoz de Toro, 2023. "Retail coffee pricing dynamics in Argentina," SN Business & Economics, Springer, vol. 3(8), pages 1-21, August.
    540. Raffaella Sadun, 2008. "Does Planning Regulation Protect Independent Retailers?," CEP Discussion Papers dp0888, Centre for Economic Performance, LSE.
    541. Li, Zhimin & Ligon, Ethan, 2020. "Inferring informal risk-sharing regimes: Evidence from rural Tanzania," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 941-955.
    542. Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
    543. Marcos Sanso-Navarro & Fernando Sanz & María Vera-Cabello, 2015. "The impact of the American Civil War on city growth," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3070-3085, December.
    544. Fabrizio Carmignani & Thomas Mandeville, "undated". "Never been industrialized: a tale of African structural change," MRG Discussion Paper Series 3710, School of Economics, University of Queensland, Australia.
    545. Daniel L. Millimet & Jayjit Roy, 2011. "Three New Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous," Working Papers 11-10, Department of Economics, Appalachian State University.
    546. Gravelle, Hugh S & Propper, Carol & Santos, Rita, 2013. "Does quality affect patients? choice of doctor? Evidence from the UK," CEPR Discussion Papers 9534, C.E.P.R. Discussion Papers.
    547. Henzel, Steffen & Wollmershäuser, Timo, 2008. "The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey," Economic Modelling, Elsevier, vol. 25(5), pages 811-832, September.
    548. Astaiza-Gómez, José Gabriel, 2021. "Investors' Information Choice," MPRA Paper 110008, University Library of Munich, Germany.
    549. Jin, Ming & Yin, Mingmei & Chen, Zhongfei, 2021. "Do investors prefer borrowers from high level of trust cities? Evidence from China’s P2P market," Research in International Business and Finance, Elsevier, vol. 58(C).
    550. Jisang Yu & Nelson B. Villoria & Nathan P. Hendricks, 2020. "The Incidence of Foreign Market Accessibility on Farmland Rental Rates," NBER Working Papers 27180, National Bureau of Economic Research, Inc.
    551. Solomon Tesfu & Shiferaw Gurmu, 2013. "Mother’s Gender Preferences and Child Schooling in Ethiopia," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(3), pages 265-277, September.
    552. Tor Eriksson & Jay Pan & Xuezheng Qin, 2013. "The Intergenerational Inequality of Health in China," Economics Working Papers 2013-21, Department of Economics and Business Economics, Aarhus University.
    553. Olena Ivus, "undated". "Do Stronger Intellectual Property Rights Raise High-Tech Exports to the Developing World?," Working Papers 2008-27, Department of Economics, University of Calgary, revised 01 Nov 2008.
    554. Astrid Würtz Rasmussen & Leslie S. Stratton, 2016. "How distance to a non-resident parent relates to child outcomes," Review of Economics of the Household, Springer, vol. 14(4), pages 829-857, December.
    555. Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
    556. Konstantinos Konstantaras & Vasilios Sogiakas, 2019. "Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs," Annals of Operations Research, Springer, vol. 282(1), pages 179-216, November.
    557. Cecilia Speroni, "undated". "High School Dual Enrollment Programs: Are We Fast-Tracking Students Too Fast?," Mathematica Policy Research Reports ae47a4f61e47474d97003704c, Mathematica Policy Research.
    558. Ciżkowicz, Piotr & Rzońca, Andrzej, 2013. "Does inflation harm corporate investment? Empirical evidence from OECD countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-38.
    559. Krishna Chaitanya Vadlamannati & Samuel Brazys, 2023. "Does cultural diversity hinder the implementation of IMF-supported programs? An empirical investigation," The Review of International Organizations, Springer, vol. 18(1), pages 87-116, January.
    560. SELLAMI, Sana & VERHAEST, Dieter & NONNEMAN, Walter & VAN THIER, Walter, 2015. "The impact of educational mismatches on wages: The influence of measurement error and unobserved heterogeneity," Working Papers 2015021, University of Antwerp, Faculty of Business and Economics.
    561. Yan Ling & Michelle Hammond & Li-Qun Wei, 2022. "Ethical leadership and ambidexterity in young firms: examining the CEO-TMT Interface," International Entrepreneurship and Management Journal, Springer, vol. 18(1), pages 25-48, March.
    562. Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
    563. Bettin, Giulia & Sacchi, Agnese, 2020. "Health spending in Italy: The impact of immigrants," European Journal of Political Economy, Elsevier, vol. 65(C).
    564. Yuliya Ponomareva, 2019. "Balancing control and delegation: the moderating influence of managerial discretion on performance effects of board monitoring and CEO human capital," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 23(1), pages 195-225, March.
    565. Coneus, Katja & Schleife, Katrin, 2010. "Online but still divided: Inequality in private internet use in Germany," ZEW Discussion Papers 10-042, ZEW - Leibniz Centre for European Economic Research.
    566. Bredemeier, Christian & Gravert, Jan & Juessen, Falko, 2016. "Estimating Labor-Supply Elasticities with Joint Borrowing Constraints of Couples," IZA Discussion Papers 10267, Institute of Labor Economics (IZA).
    567. Ciżkowicz, Piotr & Rzońca, Andrzej, 2010. "Inflation and corporate investment in selected OECD countries in the years 1960-2005 – an empirical analysis," MPRA Paper 29846, University Library of Munich, Germany.
    568. Ivan Zilic, 2015. "Effect of forced displacement on health," CINCH Working Paper Series 1507, Universitaet Duisburg-Essen, Competent in Competition and Health, revised Jul 2015.
    569. Dominika Langenmayr & Rebecca Lester, 2017. "Taxation and Corporate Risk-Taking," CESifo Working Paper Series 6566, CESifo.
    570. Benjamin Artz & David M. Welsch, 2013. "The Effect of Student Evaluations on Academic Success," Education Finance and Policy, MIT Press, vol. 8(1), pages 100-119, January.
    571. Karol Szafranek, 2016. "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers 239, Narodowy Bank Polski.
    572. Gobbi, Giorgio & Zizza, Roberta, 2007. "Does the underground economy hold back financial deepening? Evidence from the Italian credit market," LSE Research Online Documents on Economics 19731, London School of Economics and Political Science, LSE Library.
    573. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2009. "Finite sample multivariate tests of asset pricing models with coskewness," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2008-2021, April.
    574. Kaiser, Ulrich & Mendez, Susan J. & Rønde, Thomas, 2010. "Regulation of pharmaceutical prices: Evidence from a reference price reform in Denmark," ZEW Discussion Papers 10-062, ZEW - Leibniz Centre for European Economic Research.
    575. Jing Zhou & Silin Ye & Wei Lan & Yunwen Jiang, 2021. "The effect of social media on corporate violations: Evidence from Weibo posts in China," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 966-988, September.
    576. Sabia, Joseph J. & Rees, Daniel I., 2012. "Body weight and wages: Evidence from Add Health," Economics & Human Biology, Elsevier, vol. 10(1), pages 14-19.
    577. Khalaf, Lynda & Schaller, Huntley, 2016. "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 165-177.
    578. Vijay Ganesh Hariharan & Ram Bezawada & Debabrata Talukdar, 2015. "Aggregate Impact of Different Brand Development Strategies," Management Science, INFORMS, vol. 61(5), pages 1164-1182, May.
    579. Piyushimita Thakuriah (Vonu), 2011. "Variations in employment transportation outcomes: Role of site‐level factors," Papers in Regional Science, Wiley Blackwell, vol. 90(4), pages 755-772, November.
    580. Edo, Anthony & Rapoport, Hillel, 2018. "Minimum Wages and the Labor Market Effects of Immigration," IZA Discussion Papers 11778, Institute of Labor Economics (IZA).
    581. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
    582. Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers 25/2013, Deutsche Bundesbank.
    583. Krause, Michael U. & Lopez-Salido, David & Lubik, Thomas A., 2008. "Inflation dynamics with search frictions: A structural econometric analysis," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 892-916, July.
    584. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2003. "Nonparametric IV estimation of shape-invariant Engel curves," CeMMAP working papers CWP15/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    585. Abby Alpert & Darius Lakdawalla & Neeraj Sood, 2015. "Prescription Drug Advertising and Drug Utilization: The Role of Medicare Part D," NBER Working Papers 21714, National Bureau of Economic Research, Inc.
    586. Pallab Ghosh & Kevin Grier & Jaeho Kim, 2021. "Heterogeneous endogeneity," Statistical Papers, Springer, vol. 62(2), pages 847-886, April.
    587. Carl Lin & Myeong-Su Yun, 2016. "The Effects of the Minimum Wage on Earnings Inequality: Evidence from China," Research in Labor Economics, in: Income Inequality Around the World, volume 44, pages 179-212, Emerald Group Publishing Limited.
    588. Berger, Allen N. & Curti, Filippo & Mihov, Atanas & Sedunov, John, 2022. "Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies," Journal of Banking & Finance, Elsevier, vol. 143(C).
    589. Jan Gromadzki, 2019. "Measurement of attitudes towards homosexuality: testing measurement invariance across European countries," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(6), pages 2685-2694, November.
    590. Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    591. David M. Kaplan & Xin Liu, 2024. "k-Class instrumental variables quantile regression," Empirical Economics, Springer, vol. 67(1), pages 111-141, July.
    592. Dollar, David & Kraay, Aart, 2003. "Institutions, trade, and growth : revisiting the evidence," Policy Research Working Paper Series 3004, The World Bank.
    593. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Martínez-Zarzoso, Inmaculada, 2022. "On the heterogeneous link between public debt and economic growth," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    594. Zorlu, Aslan & Hartog, Joop, 2018. "The Impact of Language on Socioeconomic Integration of Immigrants," IZA Discussion Papers 11485, Institute of Labor Economics (IZA).
    595. Gomes, Fábio Augusto Reis & Paz, Lourenço S., 2013. "Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 63-75.
    596. Suppliet, Moritz, 2017. "Umbrella Branding in Pharmaceutical Markets," Discussion Paper 2017-033, Tilburg University, Center for Economic Research.
    597. Hansen, Christian & Kozbur, Damian, 2014. "Instrumental variables estimation with many weak instruments using regularized JIVE," Journal of Econometrics, Elsevier, vol. 182(2), pages 290-308.
    598. Huang, Kershen & Shang, Chenguang, 2019. "Leverage, debt maturity, and social capital," Journal of Corporate Finance, Elsevier, vol. 54(C), pages 26-46.
    599. Maoyong Fan & Yanhong Jin, 2015. "The Supplemental Nutrition Assistance Program and Childhood Obesity in the United States: Evidence from the National Longitudinal Survey of Youth 1997," American Journal of Health Economics, MIT Press, vol. 1(4), pages 432-460, Fall.
    600. Schleich, Joachim & Hillenbrand, Thomas, 2009. "Determinants of residential water demand in Germany," Ecological Economics, Elsevier, vol. 68(6), pages 1756-1769, April.
    601. Uschi Backes-Gellner & Christian Rupietta & Simone N. Tuor Sartore, 2017. "Reverse educational spillovers at the firm level," Evidence-based HRM, Emerald Group Publishing Limited, vol. 5(1), pages 80-106, April.
    602. Alena Auchynnikava & Nazim Habibov & Yunhong Lyu & Lida Fan, 2024. "Effect of the contextual (community) level social trust on women’s empowerment: an instrumental variable analysis of 26 nations," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.
    603. Feng, Xunan & Chan, Kam C. & Lo, Yung Ling, 2020. "Are venture capitalist-backed IPOs more innovative? Evidence from an emerging market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    604. Matthias Parey & Fabian Waldinger, 2011. "Studying Abroad and the Effect on International Labour Market Mobility: Evidence from the Introduction of ERASMUS," Economic Journal, Royal Economic Society, vol. 121(551), pages 194-222, March.
    605. Alan Gerber & Mitchell Hoffman & John Morgan & Collin Raymond, 2020. "One in a Million: Field Experiments on Perceived Closeness of the Election and Voter Turnout," American Economic Journal: Applied Economics, American Economic Association, vol. 12(3), pages 287-325, July.
    606. Ayman Issa & Jalal Rajeh Hanaysha, 2023. "Achieving sustainable business: The nexus between external sustainability assurance, CSR strategy and emission reduction," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 3095-3109, November.
    607. Johanna Maclean, 2014. "Does leaving school in an economic downturn impact access to employer-sponsored health insurance?," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-27, December.
    608. Jean-Marie Dufour & Joachim Wilde, 2013. "Weak Identification in Probit Models with Endogenous Covariates," IEER Working Papers 95, Institute of Empirical Economic Research, Osnabrueck University, revised 28 Feb 2013.
    609. Patrik Buggenberger & Richard Smith, 2003. "Generalized empirical likelihood estimators and tests under partial, weak and strong identification," CeMMAP working papers CWP08/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    610. Fouda Owoundi, Jean-Pierre & Mbassi, Christophe Martial & Owoundi, Ferdinand, 2021. "Does inflation targeting weaken financial stability? Assessing the role of institutional quality," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 374-398.
    611. Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016. "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers WP1702, ESSEC Research Center, ESSEC Business School.
    612. BEKKER, Paul A. & LAWFORD, Steve, 2009. "Symmetry-based inference in an instrumental variable setting," LIDAM Reprints CORE 1987, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    613. Gretz, Richard T. & Basuroy, Suman, 2013. "Why Quality May Not Always Win: The Impact of Product Generation Life Cycles on Quality and Network Effects in High-tech Markets," Journal of Retailing, Elsevier, vol. 89(3), pages 281-300.
    614. Papaioannou, Elias, 2009. "What drives international financial flows? Politics, institutions and other determinants," Journal of Development Economics, Elsevier, vol. 88(2), pages 269-281, March.
    615. Zhang, Shafu & Magnan, Michel & Qiu, Yetaotao & Zeng, Cheng Colin, 2022. "Do banks price production process failures? Evidence from product recalls," Journal of Banking & Finance, Elsevier, vol. 135(C).
    616. Tobias Pfutze & Carlos Rodríguez-Castelán, 2019. "Can a Small Social Pension Promote Labor Force Participation? Evidence from the Colombia Mayor Program," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2019), pages 111-154, October.
    617. Channing Arndt & Sam Jones & Finn Tarp, 2013. "Assessing Foreign Aid's Long-Run Contribution to Growth in Development," WIDER Working Paper Series wp-2013-072, World Institute for Development Economic Research (UNU-WIDER).
    618. Du, Jiayue & Gao, Haoyu & Wen, Huiyu & Ye, Yanyi, 2024. "Public data acces and stock price synchronicity: Evidence from China," Economic Modelling, Elsevier, vol. 130(C).
    619. Glenn D. Otto & Graham M. Voss, 2014. "Flexible inflation forecast targeting: Evidence from Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 47(2), pages 398-421, May.
    620. Papineau, Maya, 2017. "Setting the standard? A framework for evaluating the cost-effectiveness of building energy standards," Energy Economics, Elsevier, vol. 64(C), pages 63-76.
    621. Ian R. Appel & Todd A. Gormley & Donald B. Keim, 2016. "Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism," NBER Working Papers 22707, National Bureau of Economic Research, Inc.
    622. Ritashree Chakrabarti & Junfu Zhang, 2010. "Unaffordable housing and local employment growth," New England Public Policy Center Working Paper 10-3, Federal Reserve Bank of Boston.
    623. Peter C. B. Phillips, 2005. "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.
    624. Meierrieks, Daniel & Auer, Daniel, 2022. "Bribes and Bombs: The Effect of Corruption on Terrorism," VfS Annual Conference 2022 (Basel): Big Data in Economics 264084, Verein für Socialpolitik / German Economic Association.
    625. Olper, A. & Falco, C. & Galeotti, M., 2018. "Climate Change, Agriculture and Migration: Is there a Causal Relationship ?," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277488, International Association of Agricultural Economists.
    626. A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012. "Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain," Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.
    627. Winter-Ebmer, Rudolf & Hackl, Franz & Hoelzl-Leitner, Michael & Zulehner, Christine, 2020. "Successful retailer strategies in price comparison platforms," CEPR Discussion Papers 14308, C.E.P.R. Discussion Papers.
    628. Jaejoon Woo, 2020. "Inequality, redistribution, and growth: new evidence on the trade-off between equality and efficiency," Empirical Economics, Springer, vol. 58(6), pages 2667-2707, June.
    629. Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009. "Underidentification?," CeMMAP working papers CWP24/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    630. Paul J Burke, 2011. "Economic Growth and Political Survival," Departmental Working Papers 2011-06, The Australian National University, Arndt-Corden Department of Economics.
    631. Rohit Aggarwal & Ram Gopal & Alok Gupta & Harpreet Singh, 2012. "Putting Money Where the Mouths Are: The Relation Between Venture Financing and Electronic Word-of-Mouth," Information Systems Research, INFORMS, vol. 23(3-part-2), pages 976-992, September.
    632. Carlos Vieira & Isabel Vieira, 2013. "Monetary Integration In Eastern And Southern Africa: Choosing A Currency Peg For Comesa," South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 356-372, September.
    633. Richard Adjei Dwumfour & Eric Fosu Oteng-Abayie & Emmanuel Kwasi Mensah, 2022. "Bank efficiency and the bank lending channel: new evidence," Empirical Economics, Springer, vol. 63(3), pages 1489-1542, September.
    634. Fabio Canova, 2007. "How much structure in empirical models?," Economics Working Papers 1054, Department of Economics and Business, Universitat Pompeu Fabra.
    635. John Cawley & Feng Liu, 2007. "Maternal Employment and Childhood Obesity: A Search for Mechanisms in Time Use Data," NBER Working Papers 13600, National Bureau of Economic Research, Inc.
    636. Ping Gao & Junyi Shen, 2016. "An Empirical Analysis on the Determinants of Overweight and Obesity in China," Discussion Paper Series DP2016-12, Research Institute for Economics & Business Administration, Kobe University.
    637. Jeungbo Shim, 2017. "An Investigation Of Market Concentration And Financial Stability In Property–Liability Insurance Industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 567-597, June.
    638. Murray, Michael P. & Sun, Guoqing, 2017. "The demand for space in China," Journal of Urban Economics, Elsevier, vol. 98(C), pages 214-222.
    639. Joseph J. Doyle Jr. & John A. Graves & Jonathan Gruber & Samuel A. Kleiner, 2015. "Measuring Returns to Hospital Care: Evidence from Ambulance Referral Patterns," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 170-214.
    640. Abay Mulatu, 2017. "The Structure of UK Outbound FDI and Environmental Regulation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(1), pages 65-96, September.
    641. Panzone, Luca A. & Tocco, Barbara & Brečić, Ružica & Gorton, Matthew, 2024. "Healthy foods, healthy sales? Cross-category effects of a loyalty program promoting sales of fruit and vegetables," Journal of Retailing, Elsevier, vol. 100(1), pages 85-103.
    642. Martin Guzi & Martin Kahanec & Magdalena M. Ulceluse, 2021. "Europe's migration experience and its effects on economic inequality," MUNI ECON Working Papers 2021-05, Masaryk University, revised Feb 2023.
    643. Jean-Louis Arcand & Béatrice d'Hombres & Paul Gyselinck, 2005. "Instrument Choice and the Returns to Education: New Evidence from Vietnam," Labor and Demography 0510011, University Library of Munich, Germany.
    644. Alfonso Flores-Lagunes, 2007. "Finite sample evidence of IV estimators under weak instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 677-694.
    645. Park, Cheolsung & Kang, Changhui, 2008. "Does education induce healthy lifestyle?," Journal of Health Economics, Elsevier, vol. 27(6), pages 1516-1531, December.
    646. Yankuo Qiao, 2022. "Internal governance and corporate acquisition activities," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 373-408, June.
    647. Edlira Shehu & Tim Prostka & Christina Schmidt-Stölting & Michel Clement & Eva Blömeke, 2014. "The influence of book advertising on sales in the German fiction book market," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 38(2), pages 109-130, May.
    648. Martin Browning & Sule Alan & Orazio Attanasio, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
    649. Mikusheva, Anna, 2010. "Robust confidence sets in the presence of weak instruments," Journal of Econometrics, Elsevier, vol. 157(2), pages 236-247, August.
    650. Fischer, Martin & Gerdtham, Ulf-G & Heckley, Gawain & Karlsson, Martin & Kjellsson, Gustav & Nilsson, Therese, 2019. "Education and Health: Long-run Effects of Peers, Tracking and Years," Working Paper Series 1300, Research Institute of Industrial Economics.
    651. Thorsten Beck & Tao Chen & Chen Lin & Frank M. Song, 2012. "Financial Innovation: The Bright and the Dark Sides," Working Papers 052012, Hong Kong Institute for Monetary Research.
    652. Peri Giovanni, 2004. "Socio-Cultural Variables and Economic Success: Evidence from Italian Provinces 1951-1991," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-36, September.
    653. Mundra, Kusum, 2012. "Immigration and Trade Creation for the U.S.: The Role of Immigrant Occupation," IZA Discussion Papers 7073, Institute of Labor Economics (IZA).
    654. Stanislav Anatolyev & Nikolay Gospodinov, 2012. "Asymptotics of near unit roots (in Russian)," Quantile, Quantile, issue 10, pages 57-71, December.
    655. Bartoli, Francesca & Ferri, Giovanni & Murro, Pierluigi & Rotondi, Zeno, 2013. "Bank–firm relations and the role of Mutual Guarantee Institutions at the peak of the crisis," Journal of Financial Stability, Elsevier, vol. 9(1), pages 90-104.
    656. Sam, Vichet, 2018. "Impact of education-job mismatches on wage: The case of university graduates in Cambodia," MPRA Paper 110011, University Library of Munich, Germany.
    657. Mehmet Caner, 2005. "Higher Order Expansions in GMM with Nearly Weak and Many Nearly Weak Instruments," Working Paper 209, Department of Economics, University of Pittsburgh, revised Jan 2005.
    658. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society.
    659. Angel Bujosa & Antoni Riera & Robert Hicks & Kenneth McConnell, 2015. "Densities Rather than Shares: Improving the Measurement of Congestion in Recreation Demand Models," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 61(2), pages 127-140, June.
    660. Liu, Hongxun & Gao, Jinfeng & Tian, Peng & Ma, Xiaoming & Meng, Guanfei & Yang, Jingnan & Li, Zhi, 2023. "The impact of environmental regulation on productivity with co-production of goods and bads," Energy Economics, Elsevier, vol. 125(C).
    661. Emily McDool & Phillip Powell & Jennifer Roberts & Karl Taylor, 2016. "Social Media Use and Children’s Wellbeing," Working Papers 2016011, The University of Sheffield, Department of Economics.
    662. Tami Dinh & Helen Kang & Wolfgang Schultze, 2016. "Capitalizing Research & Development: Signaling or Earnings Management?," European Accounting Review, Taylor & Francis Journals, vol. 25(2), pages 373-401, June.
    663. Doko Tchatoka, Firmin Sabro & Dufour, Jean-Marie, 2008. "Instrument endogeneity and identification-robust tests: some analytical results," MPRA Paper 29613, University Library of Munich, Germany.
    664. Hanushek, Eric A. & Piopiunik, Marc & Wiederhold, Simon, 2014. "The Value of Smarter Teachers: International Evidence on Teacher Cognitive Skills and Student Performance," Discussion Papers in Economics 22032, University of Munich, Department of Economics.
    665. Guo, Xiaohu & Gupta, Vishal K. & Jackson, William E. & Mortal, Sandra C., 2021. "Is there a racial gap in CEO compensation?," Journal of Corporate Finance, Elsevier, vol. 69(C).
    666. Nam-Hyun Kim & Winfried Pohlmeier, 2015. "A Regularization Approach to Biased Two-Stage Least Squares Estimation," Working Paper series 15-22, Rimini Centre for Economic Analysis.
    667. Anna E. Tuchman & Harikesh S. Nair & Pedro M. Gardete, 2018. "Television ad-skipping, consumption complementarities and the consumer demand for advertising," Quantitative Marketing and Economics (QME), Springer, vol. 16(2), pages 111-174, June.
    668. Schorfheide, Frank & Moon, Hyungsik Roger, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers.
    669. Patrick Sun, 2014. "Quality Competition in Mobile Telecommunications: Evidence from Connecticut," Working Papers 14-05, NET Institute.
    670. Moeller, Kristoffer, 2014. "Culturally clustered or in the cloud? location of internet start-ups in Berlin," LSE Research Online Documents on Economics 57875, London School of Economics and Political Science, LSE Library.
    671. Chirok Han & Peter C. B. Phillips, 2006. "GMM with Many Moment Conditions," Econometrica, Econometric Society, vol. 74(1), pages 147-192, January.
    672. Matthias Umkehrer, 2019. "The impact of declining youth employment stability on future wages," Empirical Economics, Springer, vol. 56(2), pages 619-650, February.
    673. Yvonne Adema & Lorenzo Pozzi, 2012. "Business Cycle Fluctuations and Private Savings in OECD Countries: A Panel Data Analysis," Tinbergen Institute Discussion Papers 12-144/VI, Tinbergen Institute.
    674. Cho, Seo-Young & Vadlamannati, Krishna Chaitanya, 2012. "Compliance with the Anti-trafficking Protocol," European Journal of Political Economy, Elsevier, vol. 28(2), pages 249-265.
    675. Shim Jeungbo, 2017. "Does Diversification Drive Down Risk-adjusted Returns? A Quantile Regression Approach," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 11(2), pages 1-32, July.
    676. Leon Zolotoy & Don O’Sullivan & Geoffrey P. Martin & Robert M. Wiseman, 2021. "Stakeholder Agency Relationships: CEO Stock Options and Corporate Tax Avoidance," Journal of Management Studies, Wiley Blackwell, vol. 58(3), pages 782-814, May.
    677. Christopher Blattman & Jeannie Annan, 2010. "The Consequences of Child Soldiering," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 882-898, November.
    678. Rong, Rong & Barton, Jared, 2021. "I’ll be there: Promises in the field," Organizational Behavior and Human Decision Processes, Elsevier, vol. 166(C), pages 20-26.
    679. Anzelika Zaiceva, 2006. "Self-Selection and the Returns to Geographic Mobility: What Can Be Learned from the German Reunification "Experiment"," Discussion Papers of DIW Berlin 580, DIW Berlin, German Institute for Economic Research.
    680. Silvia Miranda-Agrippino & Hélène Rey, 2015. "US Monetary Policy and the Global Financial Cycle," NBER Working Papers 21722, National Bureau of Economic Research, Inc.
    681. Xuezheng Qin & Jay Pan, 2016. "The Medical Cost Attributable to Obesity and Overweight in China: Estimation Based on Longitudinal Surveys," Health Economics, John Wiley & Sons, Ltd., vol. 25(10), pages 1291-1311, October.
    682. von Hinke, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2016. "Genetic markers as instrumental variables," Journal of Health Economics, Elsevier, vol. 45(C), pages 131-148.
    683. Chen, Yangyang & Duong, Huu Nhan & Goyal, Abhinav & Veeraraghavan, Madhu, 2023. "Social capital and the pricing of initial public offerings," Journal of Empirical Finance, Elsevier, vol. 74(C).
    684. Filipa Sa, 2016. "The Effect of Foreign Investors on Local Housing Markets: Evidence from the UK," Discussion Papers 1639, Centre for Macroeconomics (CFM).
    685. R. Aaron Hrozencik & Nicholas A. Potter & Steven Wallander, 2022. "The Cost-Effectiveness of Irrigation Canal Lining and Piping in the Western United States," NBER Chapters, in: American Agriculture, Water Resources, and Climate Change, pages 107-134, National Bureau of Economic Research, Inc.
    686. Jones, A.M.; & Pastore, C.; & Rice, N.;, 2018. "Tracking pupils into adulthood: selective schools and long-term well-being in the 1958 British cohort," Health, Econometrics and Data Group (HEDG) Working Papers 18/32, HEDG, c/o Department of Economics, University of York.
    687. M. A. Anderson & M. H. Davies & S. L. S. Smith, 2016. "Ethnic Networks and Price Dispersion," Review of International Economics, Wiley Blackwell, vol. 24(3), pages 514-535, August.
    688. William R. Hauk & Romain Wacziarg, 2004. "A Monte Carlo Study of Growth Regressions," NBER Technical Working Papers 0296, National Bureau of Economic Research, Inc.
    689. Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary, 2008. "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers 3589, Institute of Labor Economics (IZA).
    690. Martey, Edward & Etwire, Prince M. & Atinga, David, 2021. "To attend or not to attend: Examining the relationship between food hardship, school attendance and education expenditure," International Journal of Educational Development, Elsevier, vol. 80(C).
    691. Hunnicutt, Patrick & Henderson, Geoffrey, 2023. "Particulates Matter: Policy Failures, Air Pollution, and Collective Political Participation in the United States," Institute on Global Conflict and Cooperation, Working Paper Series qt51h8846s, Institute on Global Conflict and Cooperation, University of California.
    692. Yen H. T. Nguyen & Tuyen Q. Tran & Dung T. Hoang & Thu M. T. Tran & Trung T. Nguyen, 2023. "Land quality, income, and poverty among rural households in the North Central Region, Vietnam," Poverty & Public Policy, John Wiley & Sons, vol. 15(2), pages 150-172, June.
    693. Fu, Renhui & Kraft, Arthur & Zhang, Huai, 2012. "Financial reporting frequency, information asymmetry, and the cost of equity," Journal of Accounting and Economics, Elsevier, vol. 54(2), pages 132-149.
    694. Nicolas Grau & Gonzalo Marivil & Jorge Rivera, 2021. "The effect of pretrial detention on labor market outcomes," Working Papers wp518, University of Chile, Department of Economics.
    695. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
    696. Jarle Aarstad, 2012. "Do Structural Holes and Network Connectivity Really Affect Entrepreneurial Performance?," Journal of Entrepreneurship and Innovation in Emerging Economies, Entrepreneurship Development Institute of India, vol. 21(2), pages 253-268, September.
    697. Chiara Falco & Marzio Galeotti & Alessandro Olper, 2018. "Climate change and Migration: Is Agriculture the Main Channel?," IEFE Working Papers 100, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
    698. Paolo Carioli & Dirk Czarnitzki, 2023. "Skills Shortage and Innovation Openness," Working Papers of Department of Management, Strategy and Innovation, Leuven 720361, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
    699. Khadijah Iddrisu & Isaac Ofoeda & Joshua Yindenaba Abor, 2023. "Inward foreign direct investment and inclusiveness of growth: will renewable energy consumption make a difference?," International Economics and Economic Policy, Springer, vol. 20(3), pages 367-388, July.
    700. Erten, Bilge & Metzger, Martina, 2019. "The real exchange rate, structural change, and female labor force participation," World Development, Elsevier, vol. 117(C), pages 296-312.
    701. Ambarish Chandra & Ulrich Kaiser, 2014. "Targeted Advertising in Magazine Markets and the Advent of the Internet," Management Science, INFORMS, vol. 60(7), pages 1829-1843, July.
    702. Aiwei Huang & Madhurima Chandra & Laura Malkhasyan, 2021. "Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators," Papers 2104.12370, arXiv.org.
    703. Sefa Awaworyi Churchill, 2018. "Sustainability and depth of outreach: Evidence from microfinance institutions in sub‐Saharan Africa," Development Policy Review, Overseas Development Institute, vol. 36(S2), pages 676-695, September.
    704. Takayama, Taisuke & Horibe, Atsushi & Nakatani, Tomoaki, 2018. "Women and farmland preservation: The impact of women’s participation in farmland management governance in Japan," Land Use Policy, Elsevier, vol. 77(C), pages 116-125.
    705. Elizabeth T. Wilde, 2008. "Do Response Times Matter? The Impact of EMS Response Times on Health Outcomes," Working Papers 1065, Princeton University, Department of Economics, Industrial Relations Section..
    706. Grytten, Jostein & Skau, Irene, 2017. "The impact of education on the probability of receiving periodontal treatment. Causal effects measured by using the introduction of a school reform in Norway," Social Science & Medicine, Elsevier, vol. 188(C), pages 128-136.
    707. Yanhao Wei, 2018. "Airline networks, traffic densities, and value of links," Quantitative Marketing and Economics (QME), Springer, vol. 16(3), pages 341-370, September.
    708. Jiexiang Huang & Helen Roberts & Eric K. M. Tan, 2022. "The media and CEO dominance," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 5-35, March.
    709. Dwenger, Nadja & Steiner, Viktor, 2008. "Effective profit taxation and the elasticity of the corporate income tax base: Evidence from German corporate tax return data," arqus Discussion Papers in Quantitative Tax Research 57, arqus - Arbeitskreis Quantitative Steuerlehre.
    710. Silvia Magri, 2014. "Does issuing equity help R&D activity? Evidence from unlisted Italian high-tech manufacturing firms," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 23(8), pages 825-854, November.
    711. George J. Borjas & Anthony Edo, 2021. "Gender, Selection into Employment, and the Wage Impact of Immigration," Working Papers 2021-05, CEPII research center.
    712. Yukun Ma, 2023. "Identification-robust inference for the LATE with high-dimensional covariates," Papers 2302.09756, arXiv.org, revised Nov 2023.
    713. Bowdler, Christopher, 2009. "Openness, exchange rate regimes and the Phillips curve," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 148-160, February.
    714. Matteo Barigozzi & Claudio Lissona & Lorenzo Tonni, 2024. "Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy," Papers 2410.05082, arXiv.org.
    715. Roberto Garcia-Castro & Miguel Ariño & Miguel Canela, 2010. "Does Social Performance Really Lead to Financial Performance? Accounting for Endogeneity," Journal of Business Ethics, Springer, vol. 92(1), pages 107-126, March.
    716. Stefan Leknes, 2014. "Quality of life and population size: Causal evidence with historical mines," Working Paper Series 15714, Department of Economics, Norwegian University of Science and Technology.
    717. Cordero, Jose M. & Gil-Izquierdo, María, 2018. "The effect of teaching strategies on student achievement: An analysis using TALIS-PISA-link," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1313-1331.
    718. Masakatsu Okubo, 2011. "The Intertemporal Elasticity of Substitution: An Analysis Based on Japanese Data," Economica, London School of Economics and Political Science, vol. 78(310), pages 367-390, April.
    719. Paul L Hutchinson & Dominique Meekers, 2012. "Estimating Causal Effects from Family Planning Health Communication Campaigns Using Panel Data: The “Your Health, Your Wealth” Campaign in Egypt," PLOS ONE, Public Library of Science, vol. 7(9), pages 1-14, September.
    720. Jean Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019. "Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Post-Print hal-03549991, HAL.
    721. Tsai, Alexander C. & Venkataramani, Atheendar S., 2015. "The causal effect of education on HIV stigma in Uganda: Evidence from a natural experiment," Social Science & Medicine, Elsevier, vol. 142(C), pages 37-46.
    722. Feng, Xunan & Hu, Na & Johansson, Anders C., 2016. "Ownership, analyst coverage, and stock synchronicity in China," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 79-96.
    723. Ciżkowicz, Piotr & Radzikowski, Bartosz & Rzońca, Andrzej & Wojciechowski, Wiktor, 2020. "Fiscal devaluation and economic activity in the EU," Economic Modelling, Elsevier, vol. 88(C), pages 59-81.
    724. Brown, Sarah & Gray, Daniel & McHardy, Jolian & Taylor, Karl, 2015. "Employee trust and workplace performance," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 361-378.
    725. Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022. "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
    726. Gill, Balbinder Singh & Choi, Jongmoo Jay & John, Kose, 2024. "Firm leverage and employee pay: The moderating role of CEO leadership style," International Review of Financial Analysis, Elsevier, vol. 95(PA).
    727. Jiang, Shifu, 2024. "The effect of monetary policies on inflation: A fiscal perspective," Economics Letters, Elsevier, vol. 241(C).
    728. Bazley, William & Jannati, Sima, 2024. "The influence of regional sentiment on online borrowing," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    729. Daphne Athanasouli & Antoine Goujard, 2013. "Corruption and Management Practices Firm Level Evidence," UCL SSEES Economics and Business working paper series 121, UCL School of Slavonic and East European Studies (SSEES).
    730. DeCicca, Philip & Kenkel, Donald & Liu, Feng, 2013. "Excise tax avoidance: The case of state cigarette taxes," Journal of Health Economics, Elsevier, vol. 32(6), pages 1130-1141.
    731. Iftekhar Hasan & Emma Peng & Maya Waisman & Meng Yan, 2024. "The effect of bank organizational risk-management on the pricing of non-deposit debt," Journal of Financial Services Research, Springer;Western Finance Association, vol. 66(1), pages 1-27, August.
    732. Lucas Moitinho-Silva & Frauke Degenhardt & Elke Rodriguez & Hila Emmert & Simonas Juzenas & Lena Möbus & Florian Uellendahl-Werth & Nicole Sander & Hansjörg Baurecht & Lukas Tittmann & Wolfgang Lieb &, 2022. "Host genetic factors related to innate immunity, environmental sensing and cellular functions are associated with human skin microbiota," Nature Communications, Nature, vol. 13(1), pages 1-12, December.
    733. Olatunji Abdul Shobande, 2019. "Effect of Real Economy Predictors on Monetary Policy Responses: Testing Model Fits For OLS, IV and IV-GMM Estimators," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(3), pages 90-96, September.
    734. Jingjing Wang & Decai Tang, 2023. "Air Pollution, Environmental Protection Tax and Well-Being," IJERPH, MDPI, vol. 20(3), pages 1-15, January.
    735. Robert S. Chirinko & Daniel J. Wilson, 2010. "Can Lower Tax Rates be Bought? Business Rent-Seeking and Tax Competition among U.S. States," CESifo Working Paper Series 3121, CESifo.
    736. Patrick A. Puhani & Andrea M. Weber, 2008. "Does the early bird catch the worm?," Studies in Empirical Economics, in: Christian Dustmann & Bernd Fitzenberger & Stephen Machin (ed.), The Economics of Education and Training, pages 105-132, Springer.
    737. Coe, Norma B. & Goda, Gopi Shah & Van Houtven, Courtney Harold, 2023. "Family spillovers and long-term care insurance," Journal of Health Economics, Elsevier, vol. 90(C).
    738. Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
    739. Patrick J. Ferguson & Karim R. Lakhani, 2023. "Consuming Contests: The Effect of Outcome Uncertainty on Spectator Attendance in the Australian Football League," The Economic Record, The Economic Society of Australia, vol. 99(326), pages 410-435, September.
    740. Ramcharan Rodney, 2010. "The Link between the Economic Structure and Financial Development," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-37, May.
    741. Sascha O. Becker & Volker Lindenthal & Sharun Mukand & Fabian Waldinger, 2023. "Persecution and Escape," Rationality and Competition Discussion Paper Series 370, CRC TRR 190 Rationality and Competition.
    742. Eva Labro & Lorien Stice-Lawrence, 2020. "Updating Accounting Systems: Longitudinal Evidence from the Healthcare Sector," Management Science, INFORMS, vol. 66(12), pages 6042-6061, December.
    743. Younoh Kim, 2015. "Hypertension dynamics in the elderly population," Economics Bulletin, AccessEcon, vol. 35(1), pages 528-539.
    744. Bryan Hong & Lorenz Kueng & Mu-Jeung Yang, 2020. "Complementarity of Performance Pay and Task Allocation," Swiss Finance Institute Research Paper Series 20-31, Swiss Finance Institute.
    745. Jason Chan & Anindya Ghose & Robert Seamans, 2013. "The Internet and Hate Crime: Offline Spillovers from Online Access," Working Papers 13-02, NET Institute.
    746. KUEPIE Mathias & DZOSSA Anaclet Désiré & KELODJOUE Samuel, 2013. "Determinants of labor market gender inequalities in Cameroon, Senegal and Mali: the role of human capital and the fertility burden," LISER Working Paper Series 2013-08, Luxembourg Institute of Socio-Economic Research (LISER).
    747. Agarwal, Manoj K. & Ma, Zecong & Park, Chang Hee & Zheng, Yilong, 2022. "The impact of a manufacturer’s financial liquidity on its market strategies and pricing and promotion decisions in retail grocery markets," Journal of Business Research, Elsevier, vol. 142(C), pages 844-857.
    748. Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
    749. Francesco Zanetti & Christoph Görtz & Wei Li & John Tsoukalas, 2020. "Vintage Article: The Effect of Monetary Policy Shocks in the United Kingdom: an External Instruments Approach," Economics Series Working Papers 812, University of Oxford, Department of Economics.
    750. Heyna, Philipp, 2024. "Can TikTok Drive Support for Populist Radical Right Parties? Causal Evidence From Germany," OSF Preprints yju9n, Center for Open Science.
    751. Hiroyuki Kubota & Mototsugu Shintani, 2023. "Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises," CARF F-Series CARF-F-555, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    752. Chertman, Fernando & Hutchison, Michael & Zink, David, 2020. "Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets," Journal of International Money and Finance, Elsevier, vol. 102(C).
    753. Dean S. Karlan & Jonathan Zinman, 2008. "Credit Elasticities in Less-Developed Economies: Implications for Microfinance," American Economic Review, American Economic Association, vol. 98(3), pages 1040-1068, June.
    754. Spyros Skouras & Nicos Christodoulakis, 2014. "Electoral misgovernance cycles: evidence from wildfires and tax evasion in Greece," Public Choice, Springer, vol. 159(3), pages 533-559, June.
    755. Lee J. Alston & Bernardo Mueller, 2010. "Property Rights, Land Conflict and Tenancy in Brazil," NBER Working Papers 15771, National Bureau of Economic Research, Inc.
    756. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    757. Matthew Doyle & Jean-Paul Lam, 2010. "Is the New Keynesian Explanation of the Great Dis-Inflation Consistent with the Cross Country Data?," Working Papers 1010, University of Waterloo, Department of Economics, revised Oct 2010.
    758. Hiroko Okudaira, 2009. "The Economic Costs of Court Decisions Concerning Dismissals in Japan: Identification by Judge Transfers," ISER Discussion Paper 0733r, Institute of Social and Economic Research, Osaka University, revised Sep 2015.
    759. Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
    760. Florackis, Chris & Sainani, Sushil, 2021. "Can CFOs resist undue pressure from CEOs to manage earnings?," Journal of Corporate Finance, Elsevier, vol. 67(C).
    761. Acheampong, Alex O. & Erdiaw-Kwasie, Michael Odei & Abunyewah, Matthew, 2021. "Does energy accessibility improve human development? Evidence from energy-poor regions," Energy Economics, Elsevier, vol. 96(C).
    762. D. S. Poskitt & C. L. Skeels, 2004. "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers 29/04, Monash University, Department of Econometrics and Business Statistics.
    763. Martin Emil Jakobsen & Jonas Peters, 2022. "Distributional robustness of K-class estimators and the PULSE [The colonial origins of comparative development: An empirical investigation]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 404-432.
    764. Gensler, Sonja & Leeflang, Peter & Skiera, Bernd, 2012. "Impact of online channel use on customer revenues and costs to serve: Considering product portfolios and self-selection," International Journal of Research in Marketing, Elsevier, vol. 29(2), pages 192-201.
    765. Che, Yi & Xiao, Rui, 2020. "Import competition, fast-track authority and U.S. policy toward China," Journal of Comparative Economics, Elsevier, vol. 48(4), pages 974-996.
    766. DUFOUR, Jean-Marie & TAAMOUTI, Mohamed, 2003. "Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments," Cahiers de recherche 08-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    767. Kang, Changhui, 2007. "Classroom peer effects and academic achievement: Quasi-randomization evidence from South Korea," Journal of Urban Economics, Elsevier, vol. 61(3), pages 458-495, May.
    768. Jules Tinang & Nour Meddahi, 2016. "GMM estimation of the Long Run Risks model," 2016 Meeting Papers 1107, Society for Economic Dynamics.
    769. Lee, Jungmin & Lee, Yong-Kwan, 2016. "Can working hour reduction save workers?," Labour Economics, Elsevier, vol. 40(C), pages 25-36.
    770. Zenou, Yves & Patacchini, Eleonora & Liu, Xiaodong, 2013. "Peer Effects: Social Multiplier or Social Norms?," CEPR Discussion Papers 9366, C.E.P.R. Discussion Papers.
    771. Bertille Antoine & Eric Renault, 2012. "Efficient Inference with Poor Instruments: a General Framework," Discussion Papers dp12-04, Department of Economics, Simon Fraser University.
    772. Chankrajang, Thanyaporn & Muttarak, Raya, 2017. "Green Returns to Education: Does Schooling Contribute to Pro-Environmental Behaviours? Evidence from Thailand," Ecological Economics, Elsevier, vol. 131(C), pages 434-448.
    773. Tomáš Otáhal, 2012. "Ekonomická historie: čím přispívá historický příklad k pochopení ekonomických jevů? [Economic History: What Are the Contributions of Historical Example to Understanding of Economic Phenomena?]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(5), pages 679-693.
    774. Joseph J. Doyle, Jr., 2007. "Returns to Local-Area Health Care Spending: Using Health Shocks to Patients Far From Home," NBER Working Papers 13301, National Bureau of Economic Research, Inc.
    775. Bassanin, Marzio & Faia, Ester & Patella, Valeria, 2021. "Ambiguity attitudes and the leverage cycle," Journal of International Economics, Elsevier, vol. 129(C).
    776. Meyer, Andrew G., 2017. "The impact of education on political ideology: Evidence from European compulsory education reforms," Economics of Education Review, Elsevier, vol. 56(C), pages 9-23.
    777. Luca Guerrieri & Christopher J. Gust & J. David López-Salido, 2008. "International competition and inflation: a New Keynesian perspective," International Finance Discussion Papers 918, Board of Governors of the Federal Reserve System (U.S.).
    778. Milovanska-Farrington, Stefani, 2019. "The effect of family welfare support on the likelihood of having another child and parents’ labor supply," Research in Economics, Elsevier, vol. 73(3), pages 243-263.
    779. Gregory S. Crawford & Lachlan Deer & Jeremy Smith & Paul Sturgeon, 2017. "The regulation of public service broadcasters: should there be more advertising on television?," ECON - Working Papers 268, Department of Economics - University of Zurich.
    780. Halefom Yigzaw Nigus & Eleonora Nillesen & Pierre Mohnen, 2024. "The effect of weather index insurance on social capital: Evidence from rural Ethiopia," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 91(1), pages 121-159, March.
    781. Che, Yi & Lu, Yi & Tao, Zhigang & Wang, Peng, 2013. "The impact of income on democracy revisited," Journal of Comparative Economics, Elsevier, vol. 41(1), pages 159-169.
    782. Qin, Xuezheng & Wang, Tianyu & Zhuang, Castiel Chen, 2016. "Intergenerational transfer of human capital and its impact on income mobility: Evidence from China," China Economic Review, Elsevier, vol. 38(C), pages 306-321.
    783. Köllő, János & Hámori, Szilvia, 2011. "Kinek használ az évvesztés?. Iskolakezdési kor és tanulói teljesítmények Magyarországon [Who gains by postponed schooling?. Age at starting school and achievement as pupils in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 133-157.
    784. Jingjing Wang & Decai Tang & Li Shang & David D. Lansana, 2024. "Impact of air pollution perception on environmental governance satisfaction," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
    785. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia," ADBI Working Papers 1288, Asian Development Bank Institute.
    786. Chunying Cui & Ziwei Yan, 2023. "Does the Digital Economy Promote Domestic Non-Tradable Sectors?: Evidence from China," Sustainability, MDPI, vol. 15(3), pages 1-23, February.
    787. Muhammad Qasim, 2024. "A weighted average limited information maximum likelihood estimator," Statistical Papers, Springer, vol. 65(5), pages 2641-2666, July.
    788. Alberto Posso & Nicholas Bodanac & Facundo Palermo, 2023. "The impact of economic hardships on the intent to migrate: Micro‐level evidence from Venezuela," The World Economy, Wiley Blackwell, vol. 46(3), pages 653-680, March.
    789. Bhagat, Sanjai & Bolton, Brian, 2008. "Corporate governance and firm performance," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 257-273, June.
    790. Cristina Cattaneo & Carlo Fiorio & Giovanni Peri, 2013. "Immigration and careers of European workers: effects and the role of policies," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-26, December.
    791. Baensch Laura & Lanzalot Maria Laura & Lotti Giulia & Stucchi Rodolfo, 2019. "Do Labor Market Regulations Affect the Link between Innovation and Employment? Evidence from Latin America," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 19(3), pages 1-13, July.
    792. Dauth, Wolfgang & Findeisen, Sebastian & Südekum, Jens & Wößner, Nicole, 2017. "German robots - the impact of industrial robots on workers," IAB-Discussion Paper 201730, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    793. Subha Mani, 2012. "Is there Complete, Partial, or No Recovery from Childhood Malnutrition? – Empirical Evidence from Indonesia," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 691-715, October.
    794. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
    795. Rau-Goehring, Matthias & Reinsberg, Bernhard & Kern, Andreas, 2020. "The role of IMF conditionality for central bank independence," Working Paper Series 2464, European Central Bank.
    796. Benitez-Silva, Hugo & Dwyer, Debra S., 2006. "Expectation formation of older married couples and the rational expectations hypothesis," Labour Economics, Elsevier, vol. 13(2), pages 191-218, April.
    797. Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
    798. Dirk Clercq & Eugene Kaciak & Narongsak (Tek) Thongpapanl, 2022. "When does market hostility curtail competitive performance through diminished entrepreneurial efforts? Buffering effects of women entrepreneurs’ family business support," Small Business Economics, Springer, vol. 59(3), pages 827-844, October.
    799. Anna Toldrà -Simats & Bing Guo & David Pérez-Castrillo, 2017. "Firms’ Innovation Strategy under the Shadow of Analyst Coverage," Working Papers 980, Barcelona School of Economics.
    800. Jordi Jofre-Monseny & Pilar Sorribas-Navarro & Javier Vázquez-Grenno, 2016. "Immigration and local spending in social services: evidence from a massive immigration wave," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 23(6), pages 1004-1029, December.
    801. Steven Bednar & Kathryn Rouse, 2020. "The effect of physical education on children's body weight and human capital: New evidence from the ECLS‐K:2011," Health Economics, John Wiley & Sons, Ltd., vol. 29(4), pages 393-405, April.
    802. Weber, Clarissa E. & Chahabadi, Dominik & Maurer, Indre, 2020. "Antecedents and performance effect of managerial misperception of institutional differences," Journal of World Business, Elsevier, vol. 55(1).
    803. Azamat Abdymomunov & Atanas Mihov, 2019. "Operational Risk and Risk Management Quality: Evidence from U.S. Bank Holding Companies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(1), pages 73-93, August.
    804. Hentschker, Corinna & Mennicken, Roman & Reifferscheid, Antonius & Thomas, Dominik & Wasem, Jürgen & Wübker, Ansgar, 2016. "Der kausale Zusammenhang zwischen Zahl der Fälle und Behandlungsqualität in der Krankenhausversorgung," RWI Materialien 101, RWI - Leibniz-Institut für Wirtschaftsforschung.
    805. Xu, Di & Jaggars, Shanna Smith, 2013. "The impact of online learning on students’ course outcomes: Evidence from a large community and technical college system," Economics of Education Review, Elsevier, vol. 37(C), pages 46-57.
    806. Glaser, Darrell & Rahman, Ahmed, 2015. "Ex Tridenti Mercatus? Sea-power and Maritime Trade in the Age of Globalization," MPRA Paper 68357, University Library of Munich, Germany.
    807. Messie Pondie, Thierry & Engwali, FON Dorothy & Ongo Nkoa, Bruno Emmanuel & Noubissi Domguia, Edmond, 2024. "Energy poverty and respiratory health in Sub-Saharan Africa: Effects and transmission channels," Energy, Elsevier, vol. 297(C).
    808. Xi Chen, 2011. "Increasing Returns to Scale in U.S. manufacturing industries: evidence from direct and reverse regression," Working Papers of BETA 2011-11, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    809. Wrenn, Douglas H. & Klaiber, Allen & Newburn, David, 2018. "Price Based Policies for Managing Residential Development and Impacts on Water Quality," 2018 Annual Meeting, August 5-7, Washington, D.C. 274029, Agricultural and Applied Economics Association.
    810. Montero, José Manuel & Urtasun, Alberto, 2021. "Markup dynamics and financial frictions: The Spanish case," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 316-341.
    811. Pettersson Lidbom, Per, 2003. "Does the Size of the Legislature Affect the Size of Government? Evidence from a Natural Experiment," Research Papers in Economics 2003:18, Stockholm University, Department of Economics.
    812. Meijer, Erik & Spierdijk, Laura & Wansbeek, Tom, 2017. "Consistent estimation of linear panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 200(2), pages 169-180.
    813. Maness, Michael & Cirillo, Cinzia, 2016. "An indirect latent informational conformity social influence choice model: Formulation and case study," Transportation Research Part B: Methodological, Elsevier, vol. 93(PA), pages 75-101.
    814. Auld, M. Christopher, 2011. "Effect of large-scale social interactions on body weight," Journal of Health Economics, Elsevier, vol. 30(2), pages 303-316, March.
    815. Du, Julan & Wang, Yongqin & Zhang, Yan, 2015. "Sex imbalance, marital matching and intra-household bargaining: Evidence from China," China Economic Review, Elsevier, vol. 35(C), pages 197-218.
    816. Hafner, Lucas & Tauchmann, Harald & Wübker, Ansgar, 2017. "Does moderate weight loss affect subjective health perception in obese individuals? Evidence from field experimental data," Ruhr Economic Papers 730, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    817. Molina, Danielken & Roa, Mónica, 2014. "The Effect of Credit on the Export Performance of Colombian Exporters," IDB Publications (Working Papers) 6516, Inter-American Development Bank.
    818. Xun Zhang, 2019. "Structural Change Through Public Education Expenditure: Evidence From China," Contemporary Economic Policy, Western Economic Association International, vol. 37(2), pages 366-388, April.
    819. Balazs Vonnak, 2021. "Estimating the Effect of Monetary Policy with Dissenting Votes as Instrument," MNB Working Papers 2021/4, Magyar Nemzeti Bank (Central Bank of Hungary).
    820. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers 2016-01, University of Adelaide, School of Economics and Public Policy.
    821. Julia Darby & Rodolphe Desbordes & Ian Wooton, 2010. "Does Public Governance always Matter? How Experience of Poor Institutional Quality Influences FDI to the South," CESifo Working Paper Series 3290, CESifo.
    822. Aichele, Rahel & Felbermayr, Gabriel, 2012. "Kyoto and the carbon footprint of nations," Munich Reprints in Economics 20163, University of Munich, Department of Economics.
    823. Timothy Halliday, 2011. "Earnings Growth and Movements in Self-Reported Health," Working Papers 201117, University of Hawaii at Manoa, Department of Economics.
    824. Katerina Ivanov, 2021. "Credit Enhancement Mechanism in Loan Securitization and Its Implication to Systemic Risk," Discussion Paper Series 2021-01, McColl School of Business, Queens University of Charlotte.
    825. Karacharovskiy, Vladimir & Vakulenko, Elena, 2021. "Approaches to measuring the shadow price of individual wage mobility channels," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 62-88.
    826. Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2019. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
    827. Tsionas, Mike G. & Polemis, Michael L., 2019. "On the estimation of total factor productivity: A novel Bayesian non-parametric approach," European Journal of Operational Research, Elsevier, vol. 277(3), pages 886-902.
    828. P. Dorian Owen, 2017. "Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
    829. AJ A. Bostian & Moriah B. Bostian & Marita Laukkanen & Antti Simola, 2020. "Assessing the productivity consequences of agri-environmental practices when adoption is endogenous," Journal of Productivity Analysis, Springer, vol. 53(2), pages 141-162, April.
    830. Bunkanwanicha, Pramuan & Di Giuli, Alberta & Salvade, Federica, 2022. "Bank CEO careers after bailouts: The effects of management turnover on bank risk," Journal of Financial Intermediation, Elsevier, vol. 52(C).
    831. Boubaker, Sabri & Gounopoulos, Dimitris & Nguyen, Duc Khuong & Paltalidis, Nikos, 2020. "Reaching for yield and the diabolic loop in a monetary union," Journal of International Money and Finance, Elsevier, vol. 108(C).
    832. Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
    833. Christian Bontemps & Kevin Remmy & Jiangyu Wei, 2022. "Ex-post evaluation of the American Airlines-US Airways merger: a structural approach," Post-Print hal-03800655, HAL.
    834. Munford, Luke A. & Fichera, Eleonora & Sutton, Matt, 2020. "Is owning your home good for your health? Evidence from exogenous variations in subsidies in England," Economics & Human Biology, Elsevier, vol. 39(C).
    835. Klára Kalíšková, 2020. "Tax and transfer policies and the female labor supply in the EU," Empirical Economics, Springer, vol. 58(2), pages 749-775, February.
    836. Antonio Accetturo & Giulia Canzian & Michele Cascarano & Maria Lucia Stefani, 2019. "Debt maturity and firm performance: evidence from a quasi-natural experiment," Temi di discussione (Economic working papers) 1250, Bank of Italy, Economic Research and International Relations Area.
    837. Damiano Sandri & Francesco Grigoli & Yuriy Gorodnichenko & Olivier Coibion, 2023. "Keep calm and bank on: panic-driven bank runs and the role of public communication," BIS Working Papers 1119, Bank for International Settlements.
    838. Hui Chen & Winston Wei Dou & Leonid Kogan, 2024. "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, vol. 79(2), pages 843-902, April.
    839. Lee, Chanyoung & Orazem, Peter, 2008. "High School Employment, School Performance, and College Entry," Staff General Research Papers Archive 12953, Iowa State University, Department of Economics.
    840. Martin Halla & Alexander F. Wagner & Josef Zweimüller, 2012. "Does Immigration into Their Neighborhoods Incline Voters Toward the Extreme Right? The Case of the Freedom Party of Austria," NRN working papers 2012-04, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
    841. Opoku Adabor, 2025. "Empirical analysis of child labour, household poverty, and child health in Ghana," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 33(1), pages 29-60, January.
    842. Hung, Mingyi & Wong, T.J. & Zhang, Tianyu, 2012. "Political considerations in the decision of Chinese SOEs to list in Hong Kong," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 435-449.
    843. Dang, Duc Anh, 2010. "The long term impact of Vietnam war's veteran on economic governance," MPRA Paper 26347, University Library of Munich, Germany, revised 30 May 2011.
    844. Valentin Klotzbücher & Tim Krieger & Daniel Meierrieks, 2021. "Class Warfare: Political Exclusion of the Poor and the Roots of Social-Revolutionary Terrorism, 1860-1950," CESifo Working Paper Series 9118, CESifo.
    845. Weifeng Xu & Qingsong Ruan & Chang Liu, 2019. "Can the Famous University Experience of Top Managers Improve Corporate Performance? Evidence from China," Sustainability, MDPI, vol. 11(24), pages 1-20, December.
    846. Christopher J. Neely, 2006. "Identifying the effects of U.S. intervention on the levels of exchange rates," Working Papers 2005-031, Federal Reserve Bank of St. Louis.
    847. Xiangdan Piao & Xinxin Ma & Chi Zhang & Shunsuke Managi, 2020. "Impact of Gaps in the Educational Levels between Married Partners on Health and a Sustainable Lifestyle: Evidence from 32 Countries," Sustainability, MDPI, vol. 12(11), pages 1-20, June.
    848. Mehdi El Herradi & Aurélien Leroy, 2021. "Monetary Policy and the Top 1%: Evidence from a Century of Modern Economic History," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
    849. McDonough, Ian K. & Millimet, Daniel L., 2017. "Missing data, imputation, and endogeneity," Journal of Econometrics, Elsevier, vol. 199(2), pages 141-155.
    850. Daniel Berkowitz & Mehmet Caner* & Ying Fang, 2013. "Are Nearly “Exogenous Instruments” Reliable?," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    851. Zhaonan Qu & Yongchan Kwon, 2024. "Distributionally Robust Instrumental Variables Estimation," Papers 2410.15634, arXiv.org, revised Dec 2024.
    852. Miquel Pellicer & Eva Wegner, 2012. "Electoral Rules and Clientelistic Parties: A Regression Discontinuity Approach," SALDRU Working Papers 76, Southern Africa Labour and Development Research Unit, University of Cape Town.
    853. Arusha Cooray & Friedrich Schneider, 2013. "How Does Corruption Affect Public Debt? An Empirical Analysis," Economics working papers 2013-22, Department of Economics, Johannes Kepler University Linz, Austria.
    854. Bilanakos, Christos & Heywood, John S. & Sessions, John & Theodoropoulos, Nikolaos, 2018. "Does demand for product quality increase worker training?," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 159-177.
    855. Ramiro De Elejalde & David Giuliodori & Rodolfo Stucchi, 2013. "Employment and innovation: Firm level evidence from Argentina," ILADES-UAH Working Papers inv291, Universidad Alberto Hurtado/School of Economics and Business.
    856. Neuenkirch, Matthias & Tillmann, Peter, 2014. "Inflation targeting, credibility, and non-linear Taylor rules," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
    857. Bardsen, Gunnar & Eitrheim, Oyvind & Jansen, Eilev S. & Nymoen, Ragnar, 2005. "The Econometrics of Macroeconomic Modelling," OUP Catalogue, Oxford University Press, number 9780199246502.
    858. Wang, Weishen & Whyte, Ann Marie, 2010. "Managerial rights, use of investment banks, and the wealth effects for acquiring firms' shareholders," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 44-54, January.
    859. Chirinko, Robert S. & Wilson, Daniel J., 2008. "State investment tax incentives: A zero-sum game?," Journal of Public Economics, Elsevier, vol. 92(12), pages 2362-2384, December.
    860. Andrew Berg & Jonathan D. Ostry & Charalambos G. Tsangarides & Yorbol Yakhshilikov, 2018. "Redistribution, inequality, and growth: new evidence," Journal of Economic Growth, Springer, vol. 23(3), pages 259-305, September.
    861. Aiyesha Dey & Valeri Nikolaev & Xue Wang, 2016. "Disproportional Control Rights and the Governance Role of Debt," Management Science, INFORMS, vol. 62(9), pages 2581-2614, September.
    862. Auld, M. Christopher & Grootendorst, Paul, 2004. "An empirical analysis of milk addiction," Journal of Health Economics, Elsevier, vol. 23(6), pages 1117-1133, November.
    863. Chemmanur, Thomas J. & Hu, Gang & Wu, Chaopeng & Wu, Shinong & Yan, Zehao, 2021. "Transforming the management and governance of private family firms: The role of venture capital," Journal of Corporate Finance, Elsevier, vol. 66(C).
    864. Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093.
    865. Varvara Isyuk, 2014. "Resuming bank lending in the aftermath of the Capital Purchase Program," Documents de travail du Centre d'Economie de la Sorbonne 14062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    866. Armagan Tuna Aktuna-Gunes & Christophe Starzec & François Gardes, 2014. "A New Estimation Of The Size Of Informal Economy Using Monetary And Full Expenditures In A Complete Demand System [Une évaluation de la taille de l'économie informelle par un système complet de dem," PSE-Ecole d'économie de Paris (Postprint) hal-01307146, HAL.
    867. Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2011. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 252, Economic Studies, University of Dundee.
    868. Olga Kuzmina & Natalya Volchkova & Tatiana Zueva, 2014. "Foreign Direct Investment and Governance Quality in Russia," Working Papers w0205, Center for Economic and Financial Research (CEFIR).
    869. Michalis Nikiforos & Duncan Foley, 2011. "Distribution and Capacity: Conceptual Issues and Empirical Evidence September," Working Papers 1105, New School for Social Research, Department of Economics.
    870. Ting Ye & Ashkan Ertefaie & James Flory & Sean Hennessy & Dylan S. Small, 2023. "Instrumented difference‐in‐differences," Biometrics, The International Biometric Society, vol. 79(2), pages 569-581, June.
    871. Lin, Boqiang & Okyere, Michael Adu, 2022. "Are people energy poor because of their prosocial behavior? Evidence from Ghana," Energy, Elsevier, vol. 239(PE).
    872. Guanghui Pan, 2024. "Methodological Foundations of Modern Causal Inference in Social Science Research," Papers 2408.00032, arXiv.org.
    873. Wittenstein, Daniel, 2020. "Champions of digital transformation? The dynamic capabilities of hidden champions," ZEW Discussion Papers 20-065, ZEW - Leibniz Centre for European Economic Research.
    874. Miriam Hortas-Rico & Vicente Rios, 2023. "Does women’s political empowerment matter for income inequality?," Working Papers 2023-10, FEDEA.
    875. Rose, Christiern, 2016. "The War on Drugs: An Analysis of the Effects of Supply Disruption on Prices and Purity," TSE Working Papers 16-643, Toulouse School of Economics (TSE).
    876. Harald Badinger & Fritz Breuss, 2008. "Trade and productivity: an industry perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(2), pages 213-231, April.
    877. Ali Reza Keshavarz & Dominique Rouzies & Francis Kramarz & Bertrand Quelin & Michael Segalla, 2024. "How do firms value sales career paths?," Journal of the Academy of Marketing Science, Springer, vol. 52(3), pages 762-788, May.
    878. Markus Brückner & Antonio Ciccone, 2010. "International Commodity Prices, Growth and the Outbreak of Civil War in Sub-Saharan Africa," Economic Journal, Royal Economic Society, vol. 120(544), pages 519-534, May.
    879. Li, Jianglong & Gao, Jinfeng & Ho, Mun Sing, 2024. "Causal effect of aviation on air pollution: An instrumental variable from faraway COVID-19 restrictions in China," China Economic Review, Elsevier, vol. 84(C).
    880. Sebastian Kripfganz & Jan F. Kiviet, 2021. "kinkyreg: Instrument-free inference for linear regression models with endogenous regressors," Stata Journal, StataCorp LP, vol. 21(3), pages 772-813, September.
    881. Osvaldo Lagares, 2016. "Capital, Economic Growth and Relative Income Differences in Latin America," Discussion Papers 16/03, Department of Economics, University of York.
    882. Alessandro Belmonte & Désirée Teobaldelli & Davide Ticchi, 2023. "Tax morale, fiscal capacity, and war," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 94(2), pages 445-474, June.
    883. Fang Wang & Haitao Zheng, 2021. "Do Public Pensions Improve Mental Wellbeing? Evidence from the New Rural Society Pension Insurance Program," IJERPH, MDPI, vol. 18(5), pages 1-14, March.
    884. Brendan Kline, 2016. "Identification of the Direction of a Causal Effect by Instrumental Variables," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 176-184, April.
    885. Budría, Santiago & Martínez-de-Ibarreta, Carlos, 2021. "Education and skill mismatches among immigrants: The impact of host language proficiency," Economics of Education Review, Elsevier, vol. 84(C).
    886. Anupam Kumar & John‐Patrick Paraskevas, 2018. "A Proactive Environmental Strategy: Analyzing the Effect of SCM Experience, Age, and Female Representation in TMTs," Journal of Supply Chain Management, Institute for Supply Management, vol. 54(4), pages 20-41, October.
    887. Jiang, Jiaoliang, 2022. "Short selling and corporate diversification in emerging markets: Insights from controlling shareholder tunneling," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    888. Kovács, Balázs, 2017. "Too hot to reject: The effect of weather variations on the patent examination process at the United States Patent and Trademark Office," Research Policy, Elsevier, vol. 46(10), pages 1824-1835.
    889. Timothy J. Halliday, 2017. "Earnings Growth and Movements in Self‐Reported Health," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(4), pages 760-776, December.
    890. Leigh Ann Leung & Catherine Lau, 2017. "Effect of mortgage indebtedness on health of U.S. homeowners," Review of Economics of the Household, Springer, vol. 15(1), pages 239-264, March.
    891. Cemil Kuzey & Habiba Al-Shaer & Ali Uyar & Abdullah S. Karaman, 2024. "Do board monitoring and audit committee quality help risky firms reduce CSR controversies?," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 1007-1045, October.
    892. Shu Ling Lin & Jun Lu & Jung-Bin Su & Wei-Peng Chen, 2018. "Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors’ Behavior in China," Sustainability, MDPI, vol. 10(8), pages 1-28, August.
    893. Varvara Isyuk, 2014. "Resuming bank lending in the aftermath of the Capital Purchase Program," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01093414, HAL.
    894. Xuran Wang & Yang Jiang & Nancy R. Zhang & Dylan S. Small, 2018. "Sensitivity analysis and power for instrumental variable studies," Biometrics, The International Biometric Society, vol. 74(4), pages 1150-1160, December.
    895. Johanna Catherine Maclean & Reginald Covington & Asia Sikora Kessler, 2015. "Labor Market Conditions at School-leaving: Long-run Effects on Marriage and Fertility," DETU Working Papers 1508, Department of Economics, Temple University.
    896. Hruschka, Harald, 2010. "Considering endogeneity for optimal catalog allocation in direct marketing," European Journal of Operational Research, Elsevier, vol. 206(1), pages 239-247, October.
    897. Sophie van Huellen & Duo Qin, 2016. "Compulsory Schooling and the Returns to Education: A Re-examination," Working Papers 199, Department of Economics, SOAS University of London, UK.
    898. Berning, Joshua P. & Bonanno, Alessandro & Bayham, Jude & Zhou, Siwen, 2021. "The impact of business cycles on immigrant household food security," 2021 Annual Meeting, August 1-3, Austin, Texas 314001, Agricultural and Applied Economics Association.
    899. Krishna Chaitanya Vadlamannati, 2012. "Impact of Political Risk on FDI Revisited—An Aggregate Firm-Level Analysis," International Interactions, Taylor & Francis Journals, vol. 38(1), pages 111-139, January.
    900. Winters, John V., 2014. "The Production and Stock of College Graduates for U.S. States," IZA Discussion Papers 8730, Institute of Labor Economics (IZA).
    901. Danzer, Natalia, 2013. "Job Satisfaction and Self-Selection into the Public or Private Sector: Evidence from a Natural Experiment," IZA Discussion Papers 7644, Institute of Labor Economics (IZA).
    902. Li Dai & Lorraine Eden & Paul W. Beamish, 2023. "The timing and mode of foreign exit from conflict zones: A behavioral perspective," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 54(6), pages 1090-1104, August.
    903. Abdurrahman Aydemir & George J. Borjas, 2011. "Attenuation Bias in Measuring the Wage Impact of Immigration," Journal of Labor Economics, University of Chicago Press, vol. 29(1), pages 69-113, January.
    904. Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
    905. Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    906. Chris Forman & Nicolas van Zeebroeck, 2012. "From Wires to Partners: How the Internet Has Fostered R&D Collaborations Within Firms," Management Science, INFORMS, vol. 58(8), pages 1549-1568, August.
    907. Hryshko Dmytro & Luengo-Prado Maria & Sorensen Bent E., 2012. "The Effect of Education on Equity Holdings," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-41, March.
    908. Jorge Selaive & Vicente Tuesta, 2003. "Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach," Working Papers Central Bank of Chile 252, Central Bank of Chile.
    909. Faqin Lin, 2022. "Agriculture exports, child labor and youth education: Evidence from 68 developing countries," Review of International Economics, Wiley Blackwell, vol. 30(2), pages 490-513, May.
    910. Andalón, Mabel & Williams, Jenny & Grossman, Michael, 2014. "Empowering Women: The Effect of Schooling on Young Women's Knowledge and Use of Contraception," IZA Discussion Papers 7900, Institute of Labor Economics (IZA).
    911. Ping-Sheng Koh & Cuili Qian & Heli Wang, 2014. "Firm litigation risk and the insurance value of corporate social performance," Strategic Management Journal, Wiley Blackwell, vol. 35(10), pages 1464-1482, October.
    912. Kuo, Nan-Ting & Li, Shu & Jin, Zhen, 2023. "Social trust and the demand for audit quality," Research in International Business and Finance, Elsevier, vol. 65(C).
    913. Dante Contreras & Daniel Hojman & Manuel Matas & Patricio Rodríguez & Nicolás Suárez, 2018. "The impact of commuting time over educational achievement: A machine learning approach," Working Papers wp472, University of Chile, Department of Economics.
    914. Tran, Dung Viet & Hassan, M. Kabir & Houston, Reza, 2019. "Activity strategies, information asymmetry, and bank opacity," Economic Modelling, Elsevier, vol. 83(C), pages 160-172.
    915. Curti, Filippo & Mihov, Atanas, 2018. "Fraud recovery and the quality of country governance," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 446-461.
    916. Robert Moffitt, 2005. "Remarks on the analysis of causal relationships in population research," Demography, Springer;Population Association of America (PAA), vol. 42(1), pages 91-108, February.
    917. Carl-Johan Dalgaard & Henrik Hansen, 2017. "The Return to Foreign Aid," Journal of Development Studies, Taylor & Francis Journals, vol. 53(7), pages 998-1018, July.
    918. Julie Le Gallo & Antonio Páez, 2013. "Using Synthetic Variables in Instrumental Variable Estimation of Spatial Series Models," Environment and Planning A, , vol. 45(9), pages 2227-2242, September.
    919. Simon Wiederhold, 2012. "The Role of Public Procurement in Innovation: Theory and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 43.
    920. Ramkumar Janakiraman & Eunho Park & Emre M. Demirezen & Subodha Kumar, 2023. "The Effects of Health Information Exchange Access on Healthcare Quality and Efficiency: An Empirical Investigation," Management Science, INFORMS, vol. 69(2), pages 791-811, February.
    921. Karbownik, Krzysztof & Myck, Michal, 2012. "For some mothers more than others: how children matter for labour market outcomes when both fertility and female employment are low," Working Paper Series 2012:15, Uppsala University, Department of Economics.
    922. Tunyi, Abongeh A., 2021. "Revisiting acquirer returns: Evidence from unanticipated deals," Journal of Corporate Finance, Elsevier, vol. 66(C).
    923. Syed Hasan & Odmaa Narantungalag, & Martin Berka, 2022. "No pain, no gain? Mining pollution and morbidity," Discussion Papers 2203, School of Economics and Finance, Massey University, New Zealand.
    924. Yahya, Farzan & Lee, Chien-Chiang, 2023. "Disentangling the asymmetric effect of financialization on the green output gap," Energy Economics, Elsevier, vol. 125(C).
    925. List John A. & Millimet Daniel L & McHone Warren, 2004. "The Unintended Disincentive in the Clean Air Act," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 4(2), pages 1-28, February.
    926. John Cawley & John Moran & Kosali Simon, 2010. "The impact of income on the weight of elderly Americans," Health Economics, John Wiley & Sons, Ltd., vol. 19(8), pages 979-993, August.
    927. Lin, Boqiang & Okyere, Michael Adu, 2023. "Race and energy poverty: The moderating role of subsidies in South Africa," Energy Economics, Elsevier, vol. 117(C).
    928. Fichera, Eleonora & Banks, James & Siciliani, Luigi & Sutton, Matt, 2018. "Does patient health behaviour respond to doctor effort?," Journal of Economic Behavior & Organization, Elsevier, vol. 156(C), pages 225-251.
    929. Jennifer Gippel & Tom Smith & Yushu Zhu, 2015. "Endogeneity in Accounting and Finance Research: Natural Experiments as a State-of-the-Art Solution," Abacus, Accounting Foundation, University of Sydney, vol. 51(2), pages 143-168, June.
    930. Tsvetkova, Alexandra & Partridge, Mark D., 2016. "Economics of modern energy boomtowns: Do oil and gas shocks differ from shocks in the rest of the economy?," Energy Economics, Elsevier, vol. 59(C), pages 81-95.
    931. Bolduc, Denis & Khalaf, Lynda & Yélou, Clément, 2010. "Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models," Journal of Econometrics, Elsevier, vol. 157(2), pages 317-327, August.
    932. Bönte, Werner & Nielen, Sebastian & Valitov, Niyaz & Engelmeyer, Torben, 2015. "Price elasticity of demand in the EPEX spot market for electricity—New empirical evidence," Economics Letters, Elsevier, vol. 135(C), pages 5-8.
    933. Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz, 2011. "Students today, teachers tomorrow ? identifying constraints on the provision of Education," Policy Research Working Paper Series 5674, The World Bank.
    934. Daron Acemoglu & Simon Johnson, 2007. "Disease and Development: The Effect of Life Expectancy on Economic Growth," Journal of Political Economy, University of Chicago Press, vol. 115(6), pages 925-985, December.
    935. Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
    936. Shams, Syed & Bose, Sudipta & Gunasekarage, Abeyratna, 2022. "Does corporate tax avoidance promote managerial empire building?," Journal of Contemporary Accounting and Economics, Elsevier, vol. 18(1).
    937. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
    938. Rahel Aichele, 2013. "Trade, Climate Policy and Carbon Leakage - Theory and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 49.
    939. Richard T. Gretz & Ashwin Malshe & Carlos Bauer & Suman Basuroy, 2019. "The impact of superstar and non-superstar software on hardware sales: the moderating role of hardware lifecycle," Journal of the Academy of Marketing Science, Springer, vol. 47(3), pages 394-416, May.
    940. Natalia Nunes Ferreira Batista & Sara Ayllón,, 2016. "'Mommy, I Miss Daddy'. The Effect Of Family Structure On Children'S Health In Brazil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 203, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    941. Dovev Lavie & Jingoo Kang & Lori Rosenkopf, 2011. "Balance Within and Across Domains: The Performance Implications of Exploration and Exploitation in Alliances," Organization Science, INFORMS, vol. 22(6), pages 1517-1538, December.
    942. Peter Z. Schochet, 2009. "Do Typical RCTs of Education Interventions Have Sufficient Statistical Power for Linking Impacts on Teacher Practice and Student Achievement Outcomes?," Mathematica Policy Research Reports 8bb2ecd6a142422db269c1e0b, Mathematica Policy Research.
    943. Aarstad Jarle, 2014. "Structural Holes and Entrepreneurial Decision Making," Entrepreneurship Research Journal, De Gruyter, vol. 4(3), pages 261-276, July.
    944. Puhani, Patrick A. & Weber, Andrea M., 2007. "Persistence of the School Entry Age Effect in a System of Flexible Tracking," IZA Discussion Papers 2965, Institute of Labor Economics (IZA).
    945. Omer Bayar, 2022. "Reducing large datasets to improve the identification of estimated policy rules," Empirical Economics, Springer, vol. 63(1), pages 113-140, July.
    946. Ma, Xiaowei & Li, Chuandong & Kang, Qi & Chen, Danni & Sun, Qingyu, 2024. "Rural household nonagricultural income and energy transition: Evidence from central China," Energy Policy, Elsevier, vol. 188(C).
    947. Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012. "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers 8743, C.E.P.R. Discussion Papers.
    948. Hassan F. Gholipour & Mohammad Reza Farzanegan & Mostafa Javadian, 2020. "Air Pollution and Internal Migration: Evidence from Iranian Household Survey," CESifo Working Paper Series 8107, CESifo.
    949. Acosta, Pablo A. & Muller, Noel & Sarzosa, Miguel, 2015. "Beyond Qualifications: Returns to Cognitive and Socio-Emotional Skills in Colombia," IZA Discussion Papers 9403, Institute of Labor Economics (IZA).
    950. Yin, Libo & Yang, Qingyuan, 2016. "Predicting the oil prices: Do technical indicators help?," Energy Economics, Elsevier, vol. 56(C), pages 338-350.
    951. Kristoffer Moeller, 2018. "Culturally clustered or in the cloud? How amenities drive firm location decision in Berlin," Journal of Regional Science, Wiley Blackwell, vol. 58(4), pages 728-758, September.
    952. Tran, Tuyen Quang & Bich Thi Vu, Ngoc & Van Vu, Huong, 2023. "Does job mismatch affect wage earnings among business and management graduates in Vietnam?," Research in International Business and Finance, Elsevier, vol. 65(C).
    953. Gaurav Sabnis & Rajdeep Grewal, 2015. "Cable News Wars on the Internet: Competition and User-Generated Content," Information Systems Research, INFORMS, vol. 26(2), pages 301-319, June.
    954. Jeffrey Smith & Arthur Sweetman, 2016. "Viewpoint: Estimating the causal effects of policies and programs," Canadian Journal of Economics, Canadian Economics Association, vol. 49(3), pages 871-905, August.
    955. Cai, Zongwu & Fang, Ying & Su, Jia, 2012. "Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 180-185.
    956. Francesco Manaresi & Carlo Menon & Pietro Santoleri, 2020. "Supporting innovative entrepreneurship: an evaluation of the Italian "Start-up Act"," Mo.Fi.R. Working Papers 163, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    957. Zhang, Zeyu & Ibikunle, Gbenga, 2023. "The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions," International Review of Financial Analysis, Elsevier, vol. 89(C).
    958. Reinthaler, Volker & Wolff, Guntram B., 2004. "The effectiveness of subsidies revisited: Accounting for wage and employment effects in business R&D," ZEI Working Papers B 21-2004, University of Bonn, ZEI - Center for European Integration Studies.
    959. Cai, Jun & Ho, Richard Y.K. & Zhang, Zheng, 2022. "Foreign investors, private information, and price discovery," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 506-525.
    960. Redding, Stephen & Weinstein, David & Hottman, Colin, 2014. "What is Firm Heterogeneity in Trade Models? The Role of Quality, Scope, Markups, and Cost," CEPR Discussion Papers 10133, C.E.P.R. Discussion Papers.
    961. Jetter, Michael, 2017. "Terrorism and the Media: The Effect of US Television Coverage on Al-Qaeda Attacks," IZA Discussion Papers 10708, Institute of Labor Economics (IZA).
    962. Yanfeng Zheng & Michael L. Devaughn & Mary Zellmer-Bruhn, 2016. "Shared and shared alike? Founders' prior shared experience and performance of newly founded banks," Strategic Management Journal, Wiley Blackwell, vol. 37(12), pages 2503-2520, December.
    963. Costas Karfakis, 2011. "On money and output in the euro area: Is money redundant?," Discussion Paper Series 2011_01, Department of Economics, University of Macedonia, revised Jan 2011.
    964. Néstor Duch-Brown & Javier García-Estévez & Martí Parellada-Sabata, 2011. "Universities and regional economic growth in Spanish regions," Working Papers 2011/6, Institut d'Economia de Barcelona (IEB).
    965. David, DE LA CROIX & Axel, GOSSERIES, 2006. "Procreation, migration and tradable quotas," Discussion Papers (ECON - Département des Sciences Economiques) 2006056, Université catholique de Louvain, Département des Sciences Economiques.
    966. Harouna Sedgo & Luc-Désiré Omgba, 2021. "Corruption and distortion of public expenditures: Evidence from Africa," EconomiX Working Papers 2021-7, University of Paris Nanterre, EconomiX.
    967. Li, Wenqin & Benkraiem, Ramzi & Ding, Rong & Saadi, Samir & Zhang, Ziyang (John), 2024. "Board centrality and environmental disclosures: Evidence from the polluting Industries in China," Emerging Markets Review, Elsevier, vol. 60(C).
    968. Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja, 2012. "What Did You Do All Day?: Maternal Education and Child Outcomes," Journal of Human Resources, University of Wisconsin Press, vol. 47(4), pages 873-912.
    969. Chun, Hyunbae & Kim, Jung-Wook & Morck, Randall & Yeung, Bernard, 2008. "Creative destruction and firm-specific performance heterogeneity," Journal of Financial Economics, Elsevier, vol. 89(1), pages 109-135, July.
    970. Monkkonen, Paavo & Wong, Kelvin & Begley, Jaclene, 2012. "Economic restructuring, urban growth, and short-term trading: The spatial dynamics of the Hong Kong housing market, 1992–2008," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 396-406.
    971. Albi Tola & Miriam Koomen & Amalia Repele, 2020. "Deviations from covered interest rate parity and capital outflows: The case of Switzerland," Working Papers 2020-08, Swiss National Bank.
    972. Olivier Dessaint & Jacques Olivier & Clemens A Otto & David Thesmar, 2021. "CAPM-Based Company (Mis)valuations [Credit lines as monitored liquidity insurance: Theory and evidence]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 1-66.
    973. Guney, Yilmaz & Karpuz, Ahmet & Komba, Gabriel, 2020. "The effects of board structure on corporate performance: Evidence from East African frontier markets," Research in International Business and Finance, Elsevier, vol. 53(C).
    974. Wales, Philip, 2013. "Access all areas? The impact of fees and background on student demand for postgraduate higher education in the UK," LSE Research Online Documents on Economics 57846, London School of Economics and Political Science, LSE Library.
    975. Sehwa Kim, 2022. "Delays in Banks’ Loan Loss Provisioning and Economic Downturns: Evidence from the U.S. Housing Market," Journal of Accounting Research, Wiley Blackwell, vol. 60(3), pages 711-754, June.
    976. Mark Gertler & Peter Karadi, 2015. "Monetary Policy Surprises, Credit Costs, and Economic Activity," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 44-76, January.
    977. Meier, Sarah & Elliott, Robert J.R. & Strobl, Eric, 2023. "The regional economic impact of wildfires: Evidence from Southern Europe," Journal of Environmental Economics and Management, Elsevier, vol. 118(C).
    978. Budría, Santiago & Swedberg, Pablo, 2012. "The Impact of Language Proficiency on Immigrants' Earnings in Spain," IZA Discussion Papers 6957, Institute of Labor Economics (IZA).
    979. Clark, Brian & Donato, James & Francis, Bill B & Shohfi, Thomas D, 2023. "Bank loan renegotiation and credit default swaps," Journal of Banking & Finance, Elsevier, vol. 151(C).
    980. Stratton Leslie S. & Datta Gupta Nabanita & Reimer David & Holm Anders, 2018. "Modeling Completion of Vocational Education: The Role of Cognitive and Noncognitive Skills by Program Type," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 18(4), pages 1-17, October.
    981. Kevin B. Moore, 2004. "The effects of the 1986 and 1993 tax reforms on self-employment," Finance and Economics Discussion Series 2004-05, Board of Governors of the Federal Reserve System (U.S.).
    982. Luca Metelli & Filippo Natoli & Luca Rossi, 2020. "Monetary policy gradualism and the nonlinear effects of monetary shocks," Temi di discussione (Economic working papers) 1275, Bank of Italy, Economic Research and International Relations Area.
    983. Rey, Hélène & Miranda-Agrippino, Silvia, 2015. "World Asset Markets and the Global Financial Cycle," CEPR Discussion Papers 10936, C.E.P.R. Discussion Papers.
    984. Grytten, Jostein & Skau, Irene & Sørensen, Rune J., 2014. "Educated mothers, healthy infants. The impact of a school reform on the birth weight of Norwegian infants 1967–2005," Social Science & Medicine, Elsevier, vol. 105(C), pages 84-92.
    985. Carlos Carvalho & Fernanda Nechio & Tiago Tristao, 2021. "Taylor Rule Estimation by OLS," Working Paper Series 2018-11, Federal Reserve Bank of San Francisco.
    986. Charles Ka Yui Leung & Sam Hak Kan Tang, 2016. "The deep historical roots of macroeconomic volatility," Globalization Institute Working Papers 271, Federal Reserve Bank of Dallas.
    987. Sunil Mithas & Yanzhen Chen & Yatang Lin & Alysson De Oliveira Silveira, 2022. "On the causality and plausibility of treatment effects in operations management research," Production and Operations Management, Production and Operations Management Society, vol. 31(12), pages 4558-4571, December.
    988. Ascari, Guido & Magnusson, Leandro M. & Mavroeidis, Sophocles, 2021. "Empirical evidence on the Euler equation for consumption in the US," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 129-152.
    989. Martha H. Stinson & Peter Gottschalk, 2015. "Is there an Advantage to Working? The Relationship between Maternal Employment and Intergenerational Mobility," Working Papers 15-27, Center for Economic Studies, U.S. Census Bureau.
    990. Windinkonté Séogo, 2022. "Preventing households from food insecurity in rural Burkina Faso: Does nonfarm income matter?," Agribusiness, John Wiley & Sons, Ltd., vol. 38(4), pages 1032-1047, October.
    991. Kwak, Sungil, 2011. "The Impact of Taxes on Charitable Giving: Empirical Evidence from the Korean Labor and Income Panel Study," MPRA Paper 36845, University Library of Munich, Germany.
    992. Bernd Hayo & Boris Hofmann, 2003. "Monetary Policy Reaction Functions: ECB versus Bundesbank," Macroeconomics 0312007, University Library of Munich, Germany.
    993. Wrenn, Douglas H. & Klaiber, H. Allen & Newburn, David A., 2019. "Price based policies for managing residential development: Impacts on water quality," Resource and Energy Economics, Elsevier, vol. 58(C).
    994. Thor Berger & Kerstin Enflo, 2013. "Locomotives of Local Growth: The Short- and Long-Term Impact of Railroads in Sweden," Working Papers 0042, European Historical Economics Society (EHES).
    995. Warning, Susanne & Dürrenberger, Nicole, 2015. "Corruption and education: Does public financing of higher education matter?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112836, Verein für Socialpolitik / German Economic Association.
    996. Sutirtha Bagchi, 2017. "Does the Strength of Incentives Matter for Elected Officials? A Look at Tax Collectors," Villanova School of Business Department of Economics and Statistics Working Paper Series 34, Villanova School of Business Department of Economics and Statistics.
    997. Mulu Gebreeyesus, 2009. "Innovation and Microenterprises Growth in Ethiopia," WIDER Working Paper Series RP2009-51, World Institute for Development Economic Research (UNU-WIDER).
    998. Masahiko Shibamoto, 2022. "Cyclical Activity and Inflation under Secular Stagnation: Empirical Evidence Using Data on Japan's Lost Decades," Discussion Paper Series DP2022-32, Research Institute for Economics & Business Administration, Kobe University.
    999. Michalis Nikiforos & Duncan K. Foley, 2012. "Distribution And Capacity Utilization: Conceptual Issues And Empirical Evidence," Metroeconomica, Wiley Blackwell, vol. 63(1), pages 200-229, February.
    1000. Carlo A. Favero & Alessandro Melone, 2019. "Asset Pricing vs Asset Expected Returning in Factor Models," Working Papers 651, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    1001. Claudia R. Williamson & Carrie B. Kerekes, 2011. "Securing Private Property: Formal versus Informal Institutions," Journal of Law and Economics, University of Chicago Press, vol. 54(3), pages 537-572.
    1002. Hills, Robert & Kubic, Matthew & Mayew, William J., 2021. "State sponsors of terrorism disclosure and SEC financial reporting oversight," Journal of Accounting and Economics, Elsevier, vol. 72(1).
    1003. Kumbhakar, Subal C. & Tsionas, Mike G., 2021. "Dissections of input and output efficiency: A generalized stochastic frontier model," International Journal of Production Economics, Elsevier, vol. 232(C).
    1004. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
    1005. Marco Jacopo Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2017. "The real effects of household debt in the short and long run," BIS Working Papers 607, Bank for International Settlements.
    1006. Sa, Filipa, 2016. "The effect of foreign investors on local housing markets: evidence from the UK," LSE Research Online Documents on Economics 86173, London School of Economics and Political Science, LSE Library.
    1007. Simona Malovana & Martin Hodula & Zuzana Gric & Josef Bajzik, 2022. "Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?," Working Papers 2022/8, Czech National Bank.
    1008. Mirela Miescu, 2022. "Forward guidance shocks," Working Papers 352591340, Lancaster University Management School, Economics Department.
    1009. Mário Jorge Mendonça & Adolfo Sachsida, 2012. "Inflação Versus Desemprego: Novas Evidências Para o Brasil," Discussion Papers 1763, Instituto de Pesquisa Econômica Aplicada - IPEA.
    1010. Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
    1011. Xiaohong Chen & Jack Favilukis & Sydney Ludvigson, 2012. "An estimation of economic models with recursive preferences," CeMMAP working papers 32/12, Institute for Fiscal Studies.
    1012. Junjie Guo & Juan Carlos Escanciano & Jinho Choi, 2017. "Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve," CAEPR Working Papers 2017-014, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    1013. Rachel Bocquet & Christian Le Bas & Caroline Mothe & Nicolas Poussing, 2015. "CSR, Innovation, and Firm Performance in Sluggish Growth Contexts: A Firm-Level Empirical Analysis," Post-Print hal-01588258, HAL.
    1014. Belmonte, Alessandro, 2020. "State Capacity, Schooling, and Fascist Education: Evidence from the Reclamation of the Pontine Marshes," CAGE Online Working Paper Series 528, Competitive Advantage in the Global Economy (CAGE).
    1015. Jari J. Hakanen & Petri Rouvinen & Ilkka Ylhäinen, 2021. "The Impact of Work Engagement on Future Occupational Rankings, Wages, Unemployment, and Disability Pensions—A Register-Based Study of a Representative Sample of Finnish Employees," Sustainability, MDPI, vol. 13(4), pages 1-19, February.
    1016. Behn, Markus & Haselmann, Rainer & Kick, Thomas & Vig, Vikrant, 2015. "The political economy of bank bailouts," IMFS Working Paper Series 86, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    1017. M. Christopher Auld, 2012. "Using Observational Data to Identify the Causal Effects of Health-related Behaviour," Chapters, in: Andrew M. Jones (ed.), The Elgar Companion to Health Economics, Second Edition, chapter 4, Edward Elgar Publishing.
    1018. Fareed, Zeeshan & Wang, Nianyong & Shahzad, Farrukh & Meran Shah, Syed Ghulam & Iqbal, Najaf & Zulfiqar, Bushra, 2022. "Does good board governance reduce idiosyncratic risk in emerging markets? Evidence from China," Journal of Multinational Financial Management, Elsevier, vol. 65(C).
    1019. Zongwu Cai & Henong Li, 2013. "Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    1020. Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory," Cahiers de recherche 14-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    1021. Sheikh, Shahbaz, 2018. "Corporate social responsibility, product market competition, and firm value," Journal of Economics and Business, Elsevier, vol. 98(C), pages 40-55.
    1022. Maclean, Johanna Catherine, 2013. "The health effects of leaving school in a bad economy," Journal of Health Economics, Elsevier, vol. 32(5), pages 951-964.
    1023. D.S. Poskitt & C.L. Skeels, 2002. "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series 862, The University of Melbourne.
    1024. Catherine Hausman, 2012. "Biofuels and Land Use Change: Sugarcane and Soybean Acreage Response in Brazil," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 51(2), pages 163-187, February.
    1025. Ivo Krznar, 2011. "An Analysis of the Domestic Inflation Rate Dynamics and the Phillips Curve," Working Papers 31, The Croatian National Bank, Croatia.
    1026. Johanna Catherine Maclean, 2016. "Does Leaving School in an Economic Downturn Persistently Affect Body Weight? Evidence from Panel Data," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 55(1), pages 122-148, January.
    1027. Yuriy Gorodnichenko & Matthew D. Shapiro, 2006. "Monetary Policy When Potential Output is Uncertain: Understanding the Growth Gamble of the 1990s," NBER Working Papers 12268, National Bureau of Economic Research, Inc.
    1028. Lucas Hafemann & Peter Tillmann, 2017. "The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach," European Economy - Discussion Papers 063, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    1029. Giuberti Coutinho, Lorena, 2021. "Political polarization and the impact of internet and social media use in Brazil," MERIT Working Papers 2021-032, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    1030. Mustafa Caglayan & Zainab Jehan & Kostas Mouratidis, 2016. "Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the Uk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(3), pages 279-293, July.
    1031. Vincent J. Intintoli & Kathleen M. Kahle, 2016. "Cash Holdings and CEO Turnover," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 1-39, December.
    1032. Dimitris Hatzinikolaou & Agathi Tsoka, 2016. "Modeling and Estimating the Effects of Institutional Variables on a Pay-as-you-go Social Security System and on Household Saving," Public Finance Review, , vol. 44(5), pages 589-609, September.
    1033. Hyungshin Park & Dimitris Vrettos, 2015. "The Moderating Effect of Relative Performance Evaluation on the Risk Incentive Properties of Executives’ Equity Portfolios," Journal of Accounting Research, Wiley Blackwell, vol. 53(5), pages 1055-1108, December.
    1034. Linus Siming, 2014. "Your Former Employees Matter: Private Equity Firms and Their Financial Advisors," Review of Finance, European Finance Association, vol. 18(1), pages 109-146.
    1035. Babatunde Buraimo & Bernd Frick & Michael Hickfang & Rob Simmons, 2015. "The Economics of Long-term Contracts in the Footballers' Labour Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(1), pages 8-24, February.
    1036. Masahiko Shibamoto & Shoka Hayaki & Yoshitaka Ogisu, 2021. "COVID-19 Infection Spread and Human Mobility," Discussion Paper Series DP2021-16, Research Institute for Economics & Business Administration, Kobe University, revised Feb 2022.
    1037. Tanica Lyngdoh & Philippe Vuistiner & Pedro Marques-Vidal & Valentin Rousson & Gérard Waeber & Peter Vollenweider & Murielle Bochud, 2012. "Serum Uric Acid and Adiposity: Deciphering Causality Using a Bidirectional Mendelian Randomization Approach," PLOS ONE, Public Library of Science, vol. 7(6), pages 1-8, June.
    1038. Luigi Aldieri & Gennaro Guida & Maxim Kotsemir & Concetto Paolo Vinci, 2019. "An investigation of impact of research collaboration on academic performance in Italy," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(4), pages 2003-2040, July.
    1039. Donna L. Feir & M. Christopher Auld, 2021. "Indian residential schools: Height and body mass post‐1930," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 126-163, February.
    1040. Sigal Ribon, 2017. "Why the Bank of Israel Intervenes in the Foreign Exchange Market, and What Happens to the Exchange Rate," Bank of Israel Working Papers 2017.04, Bank of Israel.
    1041. Che, Yi & Xu, Xun, 2015. "The China Syndrome in US: Import Competition, Crime, and Government Transfer," MPRA Paper 68135, University Library of Munich, Germany.
    1042. West, Martin R. & Woessmann, Ludger, 2008. ""Every Catholic Child in a Catholic School": Historical Resistance to State Schooling, Contemporary Private Competition, and Student Achievement across Countries," IZA Discussion Papers 3818, Institute of Labor Economics (IZA).
    1043. Zhifeng Gao & Xiaohua Yu & Jonq-Ying Lee, 2013. "Consumer demand for diet quality: evidence from the healthy eating index," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(3), pages 301-319, July.
    1044. Manuel Denzer & Constantin Weiser, 2021. "Beyond F-statistic - A General Approach for Assessing Weak Identification," Working Papers 2107, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    1045. Jetter, Michael, 2017. "The effect of media attention on terrorism," Journal of Public Economics, Elsevier, vol. 153(C), pages 32-48.
    1046. Mehdi El Herradi & Aurélien Leroy, 2020. "Monetary policy and the top one percent: Evidence from a century of modern economic history," AMSE Working Papers 2047, Aix-Marseille School of Economics, France.
    1047. Shizuka Sekita & Vikas Kakkar & Masao Ogaki, 2018. "Wealth, Financial Literacy and Behavioral Biases: Evidence from Japan," Keio-IES Discussion Paper Series 2018-023, Institute for Economics Studies, Keio University.
    1048. Doko Tchatoka, Firmin, 2012. "Testing for partial exogeneity with weak identification," Working Papers 14565, University of Tasmania, Tasmanian School of Business and Economics, revised 31 May 2012.
    1049. Armagan Tuna Aktuna-Gunes & Christophe Starzec & François Gardes, 2014. "A New Estimation Of The Size Of Informal Economy Using Monetary And Full Expenditures In A Complete Demand System [Une évaluation de la taille de l'économie informelle par un système complet de dem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01307146, HAL.
    1050. Farwa Amjad & Bilal Mehmood, 2016. "Dynamics of FDI, Technological Transformation and Environmental Degradation in Developing Countries: A Panel Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(59), pages 3-24, March.
    1051. Claudio Nuber & Patrick Velte, 2021. "Board gender diversity and carbon emissions: European evidence on curvilinear relationships and critical mass," Business Strategy and the Environment, Wiley Blackwell, vol. 30(4), pages 1958-1992, May.
    1052. Pereira, Mariano & Tacsir, Ezequiel, 2019. "Who has been driving the creation of industrial employment in Argentina? An analysis of the role of innovation," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
    1053. Aoki, Yu & Santiago, Lualhati, 2024. "Where to live? English proficiency and residential location of UK migrants," Journal of Economic Behavior & Organization, Elsevier, vol. 221(C), pages 73-93.
    1054. Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Center for Policy Research Working Papers 143, Center for Policy Research, Maxwell School, Syracuse University.
    1055. B. Garbinti, 2014. "Do Gifts and Bequests Facilitate Homeownership and Firm Creation?," Documents de Travail de l'Insee - INSEE Working Papers g2014-02, Institut National de la Statistique et des Etudes Economiques.
    1056. Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
    1057. Dizioli, Allan & Pinheiro, Roberto B., 2012. "Health insurance as a productive factor," MPRA Paper 39743, University Library of Munich, Germany.
    1058. Su, Xuejuan, 2012. "Have Customers Benefited from Electricity Retail Competition?," Working Papers 2012-21, University of Alberta, Department of Economics, revised 01 Oct 2014.
    1059. Chernozhukov, Victor & Hansen, Christian, 2008. "The reduced form: A simple approach to inference with weak instruments," Economics Letters, Elsevier, vol. 100(1), pages 68-71, July.
    1060. Iselin, Michael & Nicoletti, Allison, 2017. "The effects of SFAS 157 disclosures on investment decisions," Journal of Accounting and Economics, Elsevier, vol. 63(2), pages 404-427.
    1061. Mallick, Debdulal, 2009. "Microfinance and Moneylender Interest Rate: Evidence from Bangladesh," MPRA Paper 17800, University Library of Munich, Germany.
    1062. Nadja Dwenger & Viktor Steiner, 2014. "Financial leverage and corporate taxation: evidence from German corporate tax return data," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(1), pages 1-28, February.
    1063. Baller, Stefanie & Entrop, Oliver & McKenzie, Michael & Wilkens, Marco, 2016. "Market makers’ optimal price-setting policy for exchange-traded certificates," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 206-226.
    1064. Wu, Yiyun & Zhu, Xiwei, 2017. "Why Geographic Dispersion Before Its Time: Industrial Policy and Economic Geography in the People’s Republic of China," ADBI Working Papers 633, Asian Development Bank Institute.
    1065. Aoki, Yu, 2014. "Donating Time to Charity: Not Working for Nothing," IZA Discussion Papers 7990, Institute of Labor Economics (IZA).
    1066. Schwerdt, Guido & Messer, Dolores & Wößmann, Ludger & Wolter, Stefan C., 2012. "The impact of an adult education voucher program: Evidence from a randomized field experiment," Munich Reprints in Economics 19921, University of Munich, Department of Economics.
    1067. Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," SciencePo Working papers Main hal-01098464, HAL.
    1068. Samuel Amponsah Odei & Ivan Soukal, 2024. "Business strategies, bureaucratic ties, and firms’ innovation novelty: insights from the World Bank enterprise survey," Journal of Innovation and Entrepreneurship, Springer, vol. 13(1), pages 1-23, December.
    1069. Lokonon, Boris Odilon Kounagbè, 2016. "Crop diversification, downside risk exposure, and crop production in the Niger basin of Benin," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246389, African Association of Agricultural Economists (AAAE).
    1070. Surianshah, Sarimah, 2021. "Digital Divide in Education during COVID-19 Pandemic," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(3), pages 103-112.
    1071. Chaur‐Shiuh Young & Liu‐Ching Tsai & Pei‐Gin Hsieh, 2008. "Voluntary Appointment of Independent Directors in Taiwan: Motives and Consequences," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(9‐10), pages 1103-1137, November.
    1072. Giovanni Ferri & Marco Pini, 2019. "Environmental vs. Social Responsibility in the Firm. Evidence from Italy," Sustainability, MDPI, vol. 11(16), pages 1-20, August.
    1073. Francesco Mariotti & Maria Dickson & Karen Mumford & Yolanda Pena-Boquete, 2016. "Job Insecurity Within the Household: Are Australian Householders Caring When it Comes to Risk Sharing?," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 19(2), pages 77-90.
    1074. Kim, Jinyoung & Kwak, Eunhye, 2023. "Long-Term Effects of Recession on Parenthood Gender Inequality," IZA Discussion Papers 16055, Institute of Labor Economics (IZA).
    1075. Jeffrey C. Fuhrer & Giovanni P. Olivei, 2004. "Estimating forward looking Euler equations with GMM estimators: an optimal instruments approach," Working Papers 04-2, Federal Reserve Bank of Boston.
    1076. Stewart, Hayden & Dong, Diansheng, 2018. "How strong is the demand for food through direct-to-consumer outlets?," Food Policy, Elsevier, vol. 79(C), pages 35-43.
    1077. Millimet, Daniel L., 2015. "Covariate measurement and endogeneity," Economics Letters, Elsevier, vol. 136(C), pages 59-63.
    1078. Quinn Keefer, 2015. "Performance Feedback Does Not Eliminate the Sunk-Cost Fallacy: Evidence From Professional Football," Journal of Labor Research, Springer, vol. 36(4), pages 409-426, December.
    1079. Sabrina Chi & Shawn X. Huang & Juan Manuel Sanchez, 2017. "CEO Inside Debt Incentives and Corporate Tax Sheltering," Journal of Accounting Research, Wiley Blackwell, vol. 55(4), pages 837-876, September.
    1080. Jeffrey Pittman & Yuping Zhao, 2020. "Debt Covenant Restriction, Financial Misreporting, and Auditor Monitoring," Contemporary Accounting Research, John Wiley & Sons, vol. 37(4), pages 2145-2185, December.
    1081. Xu, Jin, 2012. "Profitability and capital structure: Evidence from import penetration," Journal of Financial Economics, Elsevier, vol. 106(2), pages 427-446.
    1082. Barrera, Oscar & Bensidoun, Isabelle & Edo, Anthony, 2022. "Second-Generation Immigrants and Native Attitudes Toward Immigrants in Europe," IZA Discussion Papers 15393, Institute of Labor Economics (IZA).
    1083. Minyoung Kim & Curba Morris Lampert & Raja Roy, 2020. "Regionalization of R&D activities: (Dis)economies of interdependence and inventive performance," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(7), pages 1054-1075, September.
    1084. Chesney, Marc & Stromberg, Jacob & Wagner, Alexander F. & Wolff, Vincent, 2020. "Managerial incentives to take asset risk," Journal of Corporate Finance, Elsevier, vol. 65(C).
    1085. Becchetti, Leonardo & Conzo, Pierluigi & Gianfreda, Giuseppina, 2012. "Market access, organic farming and productivity: the effects of Fair Trade addiliation on Thai farmer producers groups," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 56(01), pages 1-24, March.
    1086. Han Zhang & Jing Qin & Sonja I. Berndt & Demetrius Albanes & Lu Deng & Mitchell H. Gail & Kai Yu, 2020. "On Mendelian randomization analysis of case‐control study," Biometrics, The International Biometric Society, vol. 76(2), pages 380-391, June.
    1087. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
    1088. Chala, Alemu Tulu & Forssbaeck, Jens, 2018. "Does Collateral Reduce Loan-Size Credit Rationing? Survey Evidence," Working Papers 2018:36, Lund University, Department of Economics.
    1089. Shawn Chen-Yu Leu & Jeffrey Sheen, 2005. "Asymmetric Monetary Policy in Australia," Working Papers 2005.02, School of Economics, La Trobe University.
    1090. Thomas Lubik & Frank Schorfheide, 2003. "Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation," Economics Working Paper Archive 505, The Johns Hopkins University,Department of Economics.
    1091. Hayakawa, Kazuhiko & Nagata, Shuichi, 2016. "On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 265-303.
    1092. Sandeep Mazumder, 2012. "European Inflation and the New Keynesian Phillips Curve," Southern Economic Journal, John Wiley & Sons, vol. 79(2), pages 322-349, October.
    1093. Bakker Femke E. & Rotondi Valentina, 2016. "Vote for Your Family! Particularism, Support for Democracy and Support for Shari’a in the Arab World," Review of Middle East Economics and Finance, De Gruyter, vol. 12(2), pages 115-137, August.
    1094. Tomás Cortés & Nicolás Grau & Jorge Rivera, 2019. "Juvenile Incarceration and Adult Recidivism," Working Papers wp482, University of Chile, Department of Economics.
    1095. Juan De Dios Tena & Jorge Dresdner & Iván Araya, 2012. "A Multimarket Approach For Estimating A New Keynesian Phillips Curve," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 20(1), pages 49-68, Spring.
    1096. Saowaruj RATTANAKHAMFU & Naparit CHANTAWASINKUL & Nuttawut LAKSANAPANYAKUL & Nuttawut Warakorn AWUTPANYAKUL & Nuttawut Natcha YONGPHIPHATWONG, 2024. "The Impact of Urban Density on Labour Productivity: Empirical Evidence from Thailand's Major Cities," Working Papers DP-2024-12, Economic Research Institute for ASEAN and East Asia (ERIA).
    1097. Bitoto, Fabrice Ewolo & Nkoa Ongo, Emmanuel Bruno, 2024. "Natural resource rents and public spending on education in Africa: Does women's political empowerment matter?," Resources Policy, Elsevier, vol. 93(C).
    1098. Heckley, Gawain & Fischer , Martin & Gerdtham, Ulf-G. & Karlsson , Martin & Kjellsson, Gustav & Nilsson, Therese, 2018. "The Long-Term Impact of Education on Mortality and Health: Evidence from Sweden," Working Papers 2018:8, Lund University, Department of Economics.
    1099. Mikusheva, Anna, 2013. "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 117-131.
    1100. Thomas G. Canace & Scott B. Jackson & Tao Ma, 2018. "R&D investments, capital expenditures, and earnings thresholds," Review of Accounting Studies, Springer, vol. 23(1), pages 265-295, March.
    1101. Andrea Riganti & Luigi Siciliani & Carlo V. Fiorio, 2017. "The effect of waiting times on demand and supply for elective surgery: Evidence from Italy," Health Economics, John Wiley & Sons, Ltd., vol. 26(S2), pages 92-105, September.
    1102. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/generalized method of moments estimation and testing," Stata Journal, StataCorp LP, vol. 7(4), pages 465-506, December.
    1103. Michael Smith & Johannes Urpelainen, 2014. "The Effect of Feed-in Tariffs on Renewable Electricity Generation: An Instrumental Variables Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 57(3), pages 367-392, March.
    1104. Lara Bohnet & Susana Peralta & Joao Pereira dos Santos, 2021. "Cousins from overseas: the labour market impact of half a million Portuguese repatriates," NOVAFRICA Working Paper Series wp2114, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA.
    1105. Adam I. Biener & Chad Meyerhoefer & John Cawley, 2024. "Non‐classical measurement error in instrumental variables estimation: An application to the medical care costs of obesity," Health Economics, John Wiley & Sons, Ltd., vol. 33(11), pages 2558-2574, November.
    1106. Zhenxu Tong, 2015. "Labor Unions and Forms of Corporate Liquidity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(7-8), pages 1007-1039, September.
    1107. Darren K. Hayunga, 2018. "Sales Concessions in the US Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 56(1), pages 33-75, January.
    1108. Philip Wales, 2013. "Access All Areas? The Impact of Fees and Background on Student Demand for Postgraduate Higher Education in the UK," SERC Discussion Papers 0128, Centre for Economic Performance, LSE.
    1109. Yu, Jisang & Villoria, Nelson B. & Hendricks, Nathan P., 2022. "The incidence of foreign market tariffs on farmland rental rates," Food Policy, Elsevier, vol. 112(C).
    1110. Andrew Chesher & Adam Rosen, 2019. "Generalized Instrumental Variable Models, Methods, and Applications," CeMMAP working papers CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    1111. Felder, Stefan & Werblow, Andreas & Zweifel, Peter, 2010. "Do red herrings swim in circles? Controlling for the endogeneity of time to death," Journal of Health Economics, Elsevier, vol. 29(2), pages 205-212, March.
    1112. Carlos Medel, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile 769, Central Bank of Chile.
    1113. Arusha Cooray & Friedrich Schneider, 2018. "Does corruption throw sand into or grease the wheels of financial sector development?," Public Choice, Springer, vol. 177(1), pages 111-133, October.
    1114. Crôtte, Amado & Noland, Robert B. & Graham, Daniel J., 2010. "An analysis of gasoline demand elasticities at the national and local levels in Mexico," Energy Policy, Elsevier, vol. 38(8), pages 4445-4456, August.
    1115. S. Trevis Certo & John R. Busenbark & Hyun‐soo Woo & Matthew Semadeni, 2016. "Sample selection bias and Heckman models in strategic management research," Strategic Management Journal, Wiley Blackwell, vol. 37(13), pages 2639-2657, December.
    1116. Shen, Yan & Shen, Minggao & Xu, Zhong & Bai, Ying, 2009. "Bank Size and Small- and Medium-sized Enterprise (SME) Lending: Evidence from China," World Development, Elsevier, vol. 37(4), pages 800-811, April.
    1117. Meta Brown & Sarah Stein & Basit Zafar, 2015. "The Impact of Housing Markets on Consumer Debt: Credit Report Evidence from 1999 to 2012," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 175-213, March.
    1118. Robert S. Chirinko & Debdulal Mallick, 2017. "The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 225-253, October.
    1119. Antonio Ciccone, 2013. "Estimating the Effect of Transitory Economic Shocks on Civil Conflict," Review of Economics and Institutions, Università di Perugia, vol. 4(2).
    1120. Carolyn J. Heinrich & Huiping Cheng, 2022. "Does Online Credit Recovery in High School Support or Stymie Later Labor Market Success?," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 41(4), pages 984-1011, September.
    1121. Prosper Donovon & Alastair R. Hall, 2015. "GMM and Indirect Inference: An appraisal of their connections and new results on their properties under second order identification," Economics Discussion Paper Series 1505, Economics, The University of Manchester.
    1122. Jinsil Kim & Miranda J. Welbourne Eleazar & Seung‐Hyun Lee, 2024. "The influence of media scrutiny on firms' strategic eschewal of lobbying," Strategic Management Journal, Wiley Blackwell, vol. 45(11), pages 2340-2367, November.
    1123. Zweimüller, Josef & Wagner, Alexander F. & Halla, Martin, 2012. "Immigration and Voting for the Far Right," CEPR Discussion Papers 9102, C.E.P.R. Discussion Papers.
    1124. Chila, Vilma & Devarakonda, Shivaram, 2024. "The effects of firm-specific incentives (stock options) on mobility and employee entrepreneurship," Journal of Business Venturing, Elsevier, vol. 39(3).
    1125. Agasisti, Tommaso & Gil-Izquierdo, María & Han, Seong Won, 2017. "ICT use at home for school-related tasks: what is the effect on a student’s achievement? Empirical evidence from OECD PISA data," MPRA Paper 81343, University Library of Munich, Germany.
    1126. Chee‐Ruey Hsieh & Xuezheng Qin, 2018. "Depression hurts, depression costs: The medical spending attributable to depression and depressive symptoms in China," Health Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 525-544, March.
    1127. Andrew Beauchamp, 2012. "Regulation, Imperfect Competition, and the U.S. Abortion Market," Boston College Working Papers in Economics 811, Boston College Department of Economics, revised 31 Oct 2013.
    1128. Ito, Hirotake & Nakamuro, Makiko & Yamaguchi, Shintaro, 2020. "Effects of class-size reduction on cognitive and non-cognitive skills," Japan and the World Economy, Elsevier, vol. 53(C).
    1129. Danny Leung & Terence Yuen, 2005. "Do Exchange Rates Affect the Capital-Labour Ratio? Panel Evidence from Canadian Manufacturing Industries," Staff Working Papers 05-12, Bank of Canada.
    1130. Fredriksson, Per & Mamun, Khawaja, 2009. "Tobacco Politics and Electoral Accountability in the United States," Working Papers 2009003, Sacred Heart University, John F. Welch College of Business.
    1131. Iva Trako, 2018. "Fertility and Parental Labor-Force Participation: New Evidence from a Developing Country in the Balkans," PSE Working Papers halshs-01828471, HAL.
    1132. Justin Doran & Bernard Fingleton, 2018. "US Metropolitan Area Resilience: Insights from dynamic spatial panel estimation," Environment and Planning A, , vol. 50(1), pages 111-132, February.
    1133. Kraude, Richard & Narasimhan, Ram, 2024. "How does the stakeholder exposure of vertical integration influence environmental performance?," International Journal of Production Economics, Elsevier, vol. 267(C).
    1134. Kiviet, Jan F., 2023. "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, vol. 25(C), pages 1-22.
    1135. Zhichao Liu & Catherine Forbes & Heather Anderson, 2017. "Robust Bayesian exponentially tilted empirical likelihood method," Monash Econometrics and Business Statistics Working Papers 21/17, Monash University, Department of Econometrics and Business Statistics.
    1136. Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2022. "Democracy and the pricing of initial public offerings around the world," Journal of Financial Economics, Elsevier, vol. 145(1), pages 322-341.
    1137. David Mmopelwa, 2019. "Prenatal care utilization and infant health in Botswana," Discussion Papers 2019-09, University of Nottingham, CREDIT.
    1138. Adam Hale Shapiro, 2006. "Estimating the New Keynesian Phillips curve: a vertical production chain approach," Working Papers 06-11, Federal Reserve Bank of Boston.
    1139. Sá, Filipa, 2016. "The Effect of Foreign Investors on Local Housing Markets: Evidence from the UK," CEPR Discussion Papers 11658, C.E.P.R. Discussion Papers.
    1140. Christian Rupietta & Uschi Backes-Gellner, 2012. "How firms' participation in apprenticeship training fosters knowledge diffusion and innovation," Economics of Education Working Paper Series 0074, University of Zurich, Department of Business Administration (IBW), revised May 2018.
    1141. Mr. Philip Barrett, 2018. "The Fiscal Cost of Conflict: Evidence from Afghanistan 2005-2016," IMF Working Papers 2018/204, International Monetary Fund.
    1142. Devarakonda, Ramakrishna & Liu, Aqi, 2024. "A legitimacy-based view of the impact of government venture capital on startup innovation: Evidence from a transition economy," Other publications TiSEM 3afc4804-f469-4dd7-bb34-8, Tilburg University, School of Economics and Management.
    1143. Felipe Beltrán, 2023. "Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis," Working Papers Central Bank of Chile 975, Central Bank of Chile.
    1144. Kershen Huang & Chenguang Shang, 2024. "Does informal governance matter to institutional investors? Evidence from social capital," The Financial Review, Eastern Finance Association, vol. 59(2), pages 433-457, May.
    1145. Roberto Ezcurra & Andrés Rodríguez-Pose, 2017. "Does ethnic segregation matter for spatial inequality?," Journal of Economic Geography, Oxford University Press, vol. 17(6), pages 1149-1178.
    1146. Nianzhai Ma & Weizeng Sun & Zhen Wang, 2022. "Host Identity and Consumption Behavior: Evidence from Rural–Urban Migrants in China," Sustainability, MDPI, vol. 14(19), pages 1-25, September.
    1147. Le Yang & Jiahao Zhang & Yufeng Zhang, 2021. "Environmental Regulations and Corporate Green Innovation in China: The Role of City Leaders’ Promotion Pressure," IJERPH, MDPI, vol. 18(15), pages 1-21, July.
    1148. Murielle Bochud & Valentin Rousson, 2010. "Usefulness of Mendelian Randomization in Observational Epidemiology," IJERPH, MDPI, vol. 7(3), pages 1-18, February.
    1149. Christian-Lambert Nguena & Honoré Tekam & Borice Augustin Ngounou & Sostella Arida TchoualaFeutsa, 2024. "Building Joyful cities: is urbanization always pave a path to happiness in Africa?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(4), pages 847-874, December.
    1150. McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    1151. Wen You & George Davis, 2011. "Childhood Overweight: Does Quality of Parental Childcare Time Matter?," Journal of Family and Economic Issues, Springer, vol. 32(2), pages 219-232, June.
    1152. Luis F. Céspedes & Marcelo Ochoa & Claudio Soto, 2005. "The New Keynesian Phillips Curve in an Emerging Market Economy: The Case of Chile," Working Papers Central Bank of Chile 355, Central Bank of Chile.
    1153. Iversen Jens & Malchow-Møller Nikolaj & Sørensen Anders, 2011. "The Returns to Education in Entrepreneurship: Heterogeneity and Non-Linearities," Entrepreneurship Research Journal, De Gruyter, vol. 1(3), pages 1-38, July.
    1154. Areendam Chanda & Carl‐Johan Dalgaard, 2008. "Dual Economies and International Total Factor Productivity Differences: Channelling the Impact from Institutions, Trade, and Geography," Economica, London School of Economics and Political Science, vol. 75(300), pages 629-661, November.
    1155. Peter Z. Schochet & Hanley Chiang, "undated". "Technical Methods Report: Estimation and Identification of the Complier Average Causal Effect Parameter in Education RCTs," Mathematica Policy Research Reports 947d1823e3ff42208532a763d, Mathematica Policy Research.
    1156. Naveen Kumar & Liangfei Qiu & Subodha Kumar, 2018. "Exit, Voice, and Response on Digital Platforms: An Empirical Investigation of Online Management Response Strategies," Information Systems Research, INFORMS, vol. 29(4), pages 849-870, December.
    1157. Raphael Flepp & Stephan Nüesch & Egon Franck, 2013. "Liquidity, Market Efficiency and the Influence of Noise Traders: Quasi-Experimental Evidence from the Betting Industry," Working Papers 341, University of Zurich, Department of Business Administration (IBW).
    1158. John V. Winters, 2017. "Do Native STEM Graduates Increase Innovation? Evidence from U.S. Metropolitan Areas," Economics Working Paper Series 1714, Oklahoma State University, Department of Economics and Legal Studies in Business.
    1159. Tan, Chih Ming & Tan, Zhibo & Zhang, Xiaobo, 2014. "Sins of the fathers: The intergenerational legacy of the 1959-1961 Great Chinese Famine on children's cognitive development:," IFPRI discussion papers 1351, International Food Policy Research Institute (IFPRI).
    1160. L. Aldieri & G. Autiero & A. Nese & C. P. Vinci, 2024. "The role of education in innovation–migration nexus in Europe," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-20, April.
    1161. Peter E. Rossi, 2014. "Invited Paper —Even the Rich Can Make Themselves Poor: A Critical Examination of IV Methods in Marketing Applications," Marketing Science, INFORMS, vol. 33(5), pages 655-672, September.
    1162. Molly Went & Amit Sud & Charlie Mills & Abi Hyde & Richard Culliford & Philip Law & Jayaram Vijayakrishnan & Ines Gockel & Carlo Maj & Johannes Schumacher & Claire Palles & Martin Kaiser & Richard Hou, 2024. "Phenome-wide Mendelian randomisation analysis of 378,142 cases reveals risk factors for eight common cancers," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
    1163. Priit Vahter, 2011. "Learning By Exporting: Evidence Based on Data of Knowledge Flows from Innovation Surveys in Estonia," William Davidson Institute Working Papers Series wp1011, William Davidson Institute at the University of Michigan.
    1164. Ayan, Davut, 2016. "Unemployment Among the Recent U.S. Veterans," MPRA Paper 117307, University Library of Munich, Germany.
    1165. Seo-Young Cho, 2016. "Liberal coercion? Prostitution, human trafficking and policy," European Journal of Law and Economics, Springer, vol. 41(2), pages 321-348, April.
    1166. Joseph DeJuan & John Seater, 2004. "Testing the Cross-Section Implications of Friedman's Permanent Income Hypothesis," Working Papers 04003, University of Waterloo, Department of Economics, revised Jan 2004.
    1167. Sarah M. Hofmann & Andrea M. Muehlenweg, 2016. "Gatekeeping in German Primary Health Care - Impacts on Coordination of Care, Quality Indicators and Ambulatory Costs," CINCH Working Paper Series 1605, Universitaet Duisburg-Essen, Competent in Competition and Health, revised Sep 2016.
    1168. Yihe Yang & Noah Lorincz-Comi & Xiaofeng Zhu, 2023. "Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables," Papers 2301.05130, arXiv.org, revised Feb 2024.
    1169. Han, Rui & Melecky, Martin, 2017. "Broader use of saving products among people can make deposit funding of the banking system more resilient," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 89-102.
    1170. Ron Shalev & Ivy Xiying Zhang & Yong Zhang, 2013. "CEO Compensation and Fair Value Accounting: Evidence from Purchase Price Allocation," Journal of Accounting Research, Wiley Blackwell, vol. 51(4), pages 819-854, September.
    1171. Dorgyles C.M. Kouakou, 2022. "Determinants of employees' participation in decision‐making in developing countries: Does a firm's formal versus informal status matter?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(5), pages 1501-1514, July.
    1172. Maurice J.G. Bun, 2014. "Identifying the impact of deterrence on crime - internal versus external instruments," UvA-Econometrics Working Papers 14-03, Universiteit van Amsterdam, Dept. of Econometrics.
    1173. Lee Biggerstaff & David C. Cicero & Andy Puckett, 2017. "FORE! An Analysis of CEO Shirking," Management Science, INFORMS, vol. 63(7), pages 2302-2322, July.
    1174. Omar Paccagnella & Vincenzo Rebba & Guglielmo Weber, 2013. "VOLUNTARY PRIVATE HEALTH INSURANCE AMONG THE OVER 50s IN EUROPE," Health Economics, John Wiley & Sons, Ltd., vol. 22(3), pages 289-315, March.
    1175. Doucouliagos, Chris & Hennessy, Jack & Mallick, Debdulal, 2019. "Health Aid, Governance and Infant Mortality," IZA Discussion Papers 12166, Institute of Labor Economics (IZA).
    1176. Sun, Xiaowen & Du, Zhenhua, 2024. "Enhancing capital market efficiency: The role of data assets disclosure in reducing stock price synchronicity," International Review of Economics & Finance, Elsevier, vol. 94(C).
    1177. Stefano Mengoli & Federica Pazzaglia & Sandro Sandri, 2020. "Family firms, institutional development and earnings quality: does family status complement or substitute for weak institutions?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 24(1), pages 63-90, March.
    1178. Zhong, Jiatong, 2022. "Reputation of Quality in International Trade: Evidence from Consumer Product Recalls," Working Papers 2022-8, University of Alberta, Department of Economics.
    1179. Al-Hadi, Ahmed & Taylor, Grantley & Hossain, Mahmud, 2015. "Disaggregation, auditor conservatism and implied cost of equity capital: An international evidence from the GCC," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 66-98.
    1180. Hoang‐Phuong Do & Aris Spanos, 2024. "Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 761-793, August.
    1181. Sarrias, Mauricio & Blanco, Alejandra, 2022. "Bodyweight and human capital development: Assessing the impact of obesity on socioemotional skills during childhood in Chile," Economics & Human Biology, Elsevier, vol. 47(C).
    1182. Diana Heger & Katrin Hussinger, 2017. "Implications of uncertain patent rights for German start-ups’ commercialisation activities and access to external capital," Industry and Innovation, Taylor & Francis Journals, vol. 24(7), pages 753-773, October.
    1183. IJtsma, Pieter & Spierdijk, Laura & Shaffer, Sherrill, 2017. "The concentration–stability controversy in banking: New evidence from the EU-25," Journal of Financial Stability, Elsevier, vol. 33(C), pages 273-284.
    1184. Riddell, W. Craig & Song, Xueda, 2011. "Education, Job Search and Re-employment Outcomes among the Unemployed," IZA Discussion Papers 6134, Institute of Labor Economics (IZA).
    1185. Kahsay, Goytom Abraha & Bulte, Erwin, 2019. "Trust, regulation and participatory forest management: Micro-level evidence on forest governance from Ethiopia," World Development, Elsevier, vol. 120(C), pages 118-132.
    1186. Brunner, Daniel & Heiss, Florian & Romahn, André & Weiser, Constantin, 2017. "Reliable estimation of random coefficient logit demand models," DICE Discussion Papers 267, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    1187. Zakolyukina Anastasia, 2006. "Bankrtuptcy in Russia: External Management Performance," EERC Working Paper Series 06-09e, EERC Research Network, Russia and CIS.
    1188. Al-Fakir Al Rabab’a, Eltayyeb & Rashid, Afzalur & Shams, Syed & Bose, Sudipta, 2024. "Corporate carbon performance and firm risk: Evidence from Asia-Pacific countries," Journal of Contemporary Accounting and Economics, Elsevier, vol. 20(2).
    1189. Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
    1190. Cohle, Zachary & Ortega, Alberto, 2022. "Life of the party: The polarizing effect of foreign direct investment," European Journal of Political Economy, Elsevier, vol. 72(C).
    1191. Yu Aoki & Lualhati Santiago, 2024. "Where to live? English proficiency and residential location of UK migrants," French Stata Users' Group Meetings 2024 27, Stata Users Group.
    1192. Badinger, Harald, 2008. "Trade policy and productivity," European Economic Review, Elsevier, vol. 52(5), pages 867-891, July.
    1193. Pablo Fajgelbaum & Stephen J. Redding, 2022. "Trade, Structural Transformation, and Development: Evidence from Argentina 1869–1914," Journal of Political Economy, University of Chicago Press, vol. 130(5), pages 1249-1318.
    1194. Montes-Rojas Gabriel & Sosa-Escudero Walter & Zincenko Federico, 2020. "Level-Based Estimation of Dynamic Panel Models," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-23, January.
    1195. Michael Jetter, 2017. "Mediated Terrorism: US News and Al-Qaeda Attacks," CESifo Working Paper Series 6804, CESifo.
    1196. Davis, George C. & You, Wen, 2013. "Estimates of returns to scale, elasticity of substitution, and the thrifty food plan meal poverty rate from a direct household meal production function," Food Policy, Elsevier, vol. 43(C), pages 204-212.
    1197. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
    1198. Gensler, Sonja & Leeflang, Peter & Skiera, Bernd, 2013. "Comparing methods to separate treatment from self-selection effects in an online banking setting," Journal of Business Research, Elsevier, vol. 66(9), pages 1272-1278.
    1199. Rieber, Alexander & Schechinger, Steffen, 2019. "Herding Behavior between Rating Agencies," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203580, Verein für Socialpolitik / German Economic Association.
    1200. Zsolt DARVAS, 2010. "Beyond the Crisis: Prospects for Transition Economies," EcoMod2010 259600042, EcoMod.
    1201. Philipp Ager & Casper Worm Hansen & Peter Sandholt Jensen, 2018. "Fertility and Early-Life Mortality: Evidence from Smallpox Vaccination in Sweden," Journal of the European Economic Association, European Economic Association, vol. 16(2), pages 487-521.
    1202. Michael Bleaney & Arcangelo Dimico, 2008. "Geography Matters: Reconsidering the Effect of Geography on Development," Discussion Papers 08/14, University of Nottingham, CREDIT.
    1203. Svec Justin & Kondo Ayako, 2012. "Fiscal Policy Cyclicality and Growth within the US States," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-35, March.
    1204. Shahriar Kabir & Harry Bloch & Ruhul A Salim, 2018. "Global Financial Crisis And Southeast Asian Trade Performance: Empirical Evidence," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 30(2), pages 114-144, July.
    1205. Acheampong, Alex O. & Shahbaz, Muhammad & Dzator, Janet & Jiao, Zhilun, 2022. "Effects of income inequality and governance on energy poverty alleviation: Implications for sustainable development policy," Utilities Policy, Elsevier, vol. 78(C).
    1206. Michael C. J. Mayer & Christian Stadler & Julia Hautz, 2015. "The relationship between product and international diversification: The role of experience," Strategic Management Journal, Wiley Blackwell, vol. 36(10), pages 1458-1468, October.
    1207. Jaikishan Desai & Alessandro Tarozzi, 2011. "Microcredit, Family Planning Programs, and Contraceptive Behavior: Evidence From a Field Experiment in Ethiopia," Demography, Springer;Population Association of America (PAA), vol. 48(2), pages 749-782, May.
    1208. Pesaran, M. Hashem & Smith, Ron P., 2019. "A Bayesian analysis of linear regression models with highly collinear regressors," Econometrics and Statistics, Elsevier, vol. 11(C), pages 1-21.
    1209. Steffen Ahrens & Matthias Hartmann, 2015. "Cross-sectional evidence on state-dependent versus time-dependent price setting," Economics Bulletin, AccessEcon, vol. 35(4), pages 2701-2709.
    1210. Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
    1211. Aldatmaz, Serdar & Celikyurt, Ugur, 2023. "The effect of venture capital backing on innovation in newly public firms," Journal of Empirical Finance, Elsevier, vol. 74(C).
    1212. Michael Keane & Timothy Neal, 2021. "A New Perspective on Weak Instruments," Discussion Papers 2021-05a, School of Economics, The University of New South Wales.
    1213. Millemaci, Emanuele & Ofria, Ferdinando, 2016. "Supply and demand-side determinants of productivity growth in Italian regions," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 138-146.
    1214. Vikas Mehrotra & Randall Morck & Jungwook Shim & Yupana Wiwattanakantang, 2011. "Adoptive Expectations: Rising Sons in Japanese Family Firms," NBER Working Papers 16874, National Bureau of Economic Research, Inc.
    1215. Bowo Setiyono & Amine Tarazi, 2014. "Disclosure, ownership structure and bank risk: Evidence from Asia," Working Papers hal-00947590, HAL.
    1216. Katherine Baicker & Amitabh Chandra, 2005. "The Labor Market Effects of Rising Health Insurance Premiums," NBER Working Papers 11160, National Bureau of Economic Research, Inc.
    1217. Aarstad, Jarle & Ness, Håvard & Haugland, Sven A., 2015. "Network position and tourism firms' co-branding practice," Journal of Business Research, Elsevier, vol. 68(8), pages 1667-1677.
    1218. Liu, Gordon G. & Xue, Xindong & Yu, Chenxi & Wang, Yafeng, 2016. "How does social capital matter to the health status of older adults? Evidence from the China Health and Retirement Longitudinal Survey," Economics & Human Biology, Elsevier, vol. 22(C), pages 177-189.
    1219. Shiyun Cao & Yonghui Zhang & Qiankun Zhou, 2021. "2SLS and IV Estimation of Dynamic Panel Models with Heterogeneous Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(6), pages 1408-1431, December.
    1220. Lukas Boer & Helmut Lütkepohl, 2020. "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1905, DIW Berlin, German Institute for Economic Research.
    1221. Umkehrer, Matthias, 2015. "The impact of changing youth employment patterns on future wages," IAB-Discussion Paper 201531, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    1222. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
    1223. Varvara Isyuk, 2014. "Resuming bank lending in the aftermath of the Capital Purchase Program," Post-Print halshs-01093414, HAL.
    1224. Baldursdottir, Kristjana & Asgeirsdottir, Tinna Laufey & Olafsdottir, Thorhildur, 2023. "How sensitive is the compensating income variation to severity and adaptation?," Economics & Human Biology, Elsevier, vol. 49(C).
    1225. Andrew Harvey, 2011. "Modelling the Phillips curve with unobserved components," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 7-17.
    1226. Vance, Colin & Hedel, Ralf, 2006. "On the Link between Urban Form and Automobile Use - Evidence from German Survey Data," RWI Discussion Papers 48, RWI - Leibniz-Institut für Wirtschaftsforschung.
    1227. Md. Jahir Uddin Palas & Fernando Moreira, 2022. "The impact of government assistance on banks' efficiency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1731-1748, April.
    1228. de Soysa, Indra & Krieger, Tim & Meierrieks, Daniel, 2022. "Oil and property rights," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 79, pages 1-13.
    1229. Amit Gandhi & Jean-François Houde, 2019. "Measuring Substitution Patterns in Differentiated-Products Industries," NBER Working Papers 26375, National Bureau of Economic Research, Inc.
    1230. Michael P. Murray, 2006. "Avoiding Invalid Instruments and Coping with Weak Instruments," Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 111-132, Fall.
    1231. Margarita Carvalho & João Cerejeira, 2019. "Financialization, Corporate Governance and Employee Pay: A Firm Level Analysis," NIPE Working Papers 08/2019, NIPE - Universidade do Minho.
    1232. Yaru Yang & Desheng Liu & Luxiu Zhang & Yingkai Yin, 2021. "Social Trust and Green Technology Innovation: Evidence from Listed Firms in China," Sustainability, MDPI, vol. 13(9), pages 1-18, April.
    1233. Pinelopi K. Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2008. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," NBER Working Papers 14416, National Bureau of Economic Research, Inc.
    1234. Heidi Quah & Janto Haman & Dharmendra Naidu, 2021. "The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2109-2150, April.
    1235. Dongwoo Yoo & Richard H. Steckel, 2010. "Property Rights and Financial Development: The Legacy of Japanese Colonial Institutions," NBER Working Papers 16551, National Bureau of Economic Research, Inc.
    1236. Santiago Budría & Pablo Swedberg, 2019. "The impact of multilingualism on host language acquisition," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(4), pages 741-766, November.
    1237. Michael Adu Okyere & Boqiang Lin, 2023. "Invisible among the vulnerable: a nuanced perspective of energy poverty at the intersection of gender and disability in South Africa," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.
    1238. Lutz Kilian & Clara Vega, 2008. "Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.).
    1239. Rossi, Barbara, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?," CEPR Discussion Papers 14064, C.E.P.R. Discussion Papers.
    1240. Nazim Habibov & Hakim Zainiddinov, 2017. "Effect of TV and radio family planning messages on the probability of modern contraception utilization in post-Soviet Central Asia," International Journal of Health Planning and Management, Wiley Blackwell, vol. 32(1), pages 17-38, January.
    1241. Domguia, Edmond Noubissi & Ngounou, Borice Augustin & Pondie, Thierry Messie & Bitoto, Fabrice Ewolo, 2024. "Environmental tax and energy poverty: An economic approach for an environmental and social solution," Energy, Elsevier, vol. 308(C).
    1242. He, Guanming, 2016. "Fiscal Support and Earnings Management," The International Journal of Accounting, Elsevier, vol. 51(1), pages 57-84.
    1243. Shirin Jamal, 2021. "The impact of online learning on students: Evidence from Lebanese French University-Erbi," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 10(3), pages 522-532, April.
    1244. Chen, Yangyang & Fan, Qingliang & Yang, Xin & Zolotoy, Leon, 2021. "CEO early-life disaster experience and stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 68(C).
    1245. Anna Bottasso & Martina Bruno & Maurizio Conti & Claudio Piga, 2017. "Competition, vertical relationship and countervailing power in the UK airport industry," Journal of Regulatory Economics, Springer, vol. 52(1), pages 37-62, August.
    1246. Adam Hale Shapiro, 2008. "Estimating the New Keynesian Phillips Curve: A Vertical Production Chain Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 627-666, June.
    1247. Denis Fernandes Alves & Raul da Mota Silveira Neto & André Luis Squarize Chagas & Tatiane Almeida De Menezes, 2024. "Contagion by COVID-19 in the cities: commuting distance and residential density matter?," EconomiA, Emerald Group Publishing Limited, vol. 25(2), pages 189-209, February.
    1248. Arthur Lewbel, 2018. "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.
    1249. Yashobanta Parida & Swati Saini & Joyita Roy Chowdhury, 2021. "Economic growth in the aftermath of floods in Indian states," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(1), pages 535-561, January.
    1250. Seya, Hajime & Asaoka, Taiki & Chikaraishi, Makoto & Axhausen, Kay W., 2024. "Estimating the price elasticity of demand for off-street parking in Hiroshima City, Japan," Transportation Research Part A: Policy and Practice, Elsevier, vol. 183(C).
    1251. Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers 07-56, Bank of Canada.
    1252. Shekhar Aiyar & Charles W. Calomiris & Tomasz Wieladek, 2014. "Does Macro‐Prudential Regulation Leak? Evidence from a UK Policy Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 181-214, February.
    1253. Bhaven Sampat & Heidi L. Williams, 2015. "How Do Patents Affect Follow-On Innovation? Evidence from the Human Genome," NBER Working Papers 21666, National Bureau of Economic Research, Inc.
    1254. Santiago Budría & Alberto Colino & Carlos Martínez de Ibarreta, 2019. "The impact of host language proficiency on employment outcomes among immigrants in Spain," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(4), pages 625-652, November.
    1255. Garrett P. Sonnier & Leigh McAlister & Oliver J. Rutz, 2011. "A Dynamic Model of the Effect of Online Communications on Firm Sales," Marketing Science, INFORMS, vol. 30(4), pages 702-716, July.
    1256. Schaffer, Mark & Kleck, Gary & Kovandzic, Tomislav, 2005. "Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias," CEPR Discussion Papers 5357, C.E.P.R. Discussion Papers.
    1257. Martey, Edward & Kuwornu, John K.M. & Adjebeng-Danquah, Joseph, 2019. "Estimating the effect of mineral fertilizer use on Land productivity and income: Evidence from Ghana," Land Use Policy, Elsevier, vol. 85(C), pages 463-475.
    1258. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
    1259. Tang, Ning, 2021. "Cognitive abilities, self-efficacy, and financial behavior," Journal of Economic Psychology, Elsevier, vol. 87(C).
    1260. Hugo Benítez-Silva & Debra S. Dwyer, 2003. "What to Expect when you are Expecting Rationality: Testing Rational Expectations using Micro Data," Working Papers wp037, University of Michigan, Michigan Retirement Research Center.
    1261. Murray Michael P., 2017. "Linear Model IV Estimation When Instruments Are Many or Weak," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
    1262. Jetter, Michael & Walker, Jay K., 2018. "The Effect of Media Coverage on Mass Shootings," IZA Discussion Papers 11900, Institute of Labor Economics (IZA).
    1263. Liu, Antung Anthony & Zhang, Junjie, 2012. "Fiscal Incentives and Environmental Infrastructure in China," RFF Working Paper Series dp-12-36, Resources for the Future.
    1264. Tunyi, Abongeh A. & Areneke, Geofry & Tob-Ogu, Abiye & Khalid, Sharif, 2023. "Doing more with more: Women on the board and firm employment," Journal of Business Research, Elsevier, vol. 154(C).
    1265. Elias Einiö, 2016. "The loss of production work: evidence from quasi-experimental identification of labour demand functions," CEP Discussion Papers dp1451, Centre for Economic Performance, LSE.
    1266. deGrazia, Charles A.W. & Pairolero, Nicholas A. & Teodorescu, Mike H.M., 2021. "Examination incentives, learning, and patent office outcomes: The use of examiner’s amendments at the USPTO," Research Policy, Elsevier, vol. 50(10).
    1267. Joo Yeon Sun, 2017. "Airline Deregulation and Its Impacts on Air Travel Demand and Airline Competition: Evidence from Korea," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 51(3), pages 343-380, November.
    1268. Ricardo Nunes, 2009. "On the Epidemiological Microfoundations of Sticky Information," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 643-657, October.
    1269. Beltrán, Felipe & Coble, David, 2024. "Monetary policy surprises on the banking sector: The role of the information and pure monetary shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(3).
    1270. Juan Carlos Escanciano, 2010. "The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models," CAEPR Working Papers 2010-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    1271. Zhang, Haili & Song, Michael & Wang, Yufan, 2023. "Does AI-infused operations capability enhance or impede the relationship between information technology capability and firm performance?," Technological Forecasting and Social Change, Elsevier, vol. 191(C).
    1272. Caglayan, Mustafa & Jehan, Zainab & Mouratidis, Kostas, 2012. "Asymmetric monetary policy rules for open economies: Evidence from four countries," MPRA Paper 37401, University Library of Munich, Germany.
    1273. Meyerhoefer, Chad D. & Chang, Hung-Hao, 2021. "Health Care Expenditure and Farm Household Income: Evidence from Natural Disasters," 2021 Annual Meeting, August 1-3, Austin, Texas 313907, Agricultural and Applied Economics Association.
    1274. Sébastien Mary & Avraham Stoler, 2021. "Does agricultural trade liberalization increase obesity in developing countries?," Review of Development Economics, Wiley Blackwell, vol. 25(3), pages 1326-1350, August.
    1275. Gaeta, Giuseppe Lucio & Lubrano Lavadera, Giuseppe & Pastore, Francesco, 2016. "Much Ado About Nothing? The Wage Effect of Holding a Ph.D. Degree But Not a Ph.D. Job Position," IZA Discussion Papers 10051, Institute of Labor Economics (IZA).
    1276. Fabian Waldinger, 2010. "Quality Matters - the Expulsion of Professors and Ph.D. Student Outcomes in Nazi Germany," CEP Discussion Papers dp0985, Centre for Economic Performance, LSE.
    1277. Darren K. Hayunga & R. Kelley Pace, 2019. "The Impact of TOM on Prices in the US Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 58(3), pages 335-365, April.
    1278. Aoki, Yu & Santiago, Lualhati, 2018. "Speak better, do better? Education and health of migrants in the UK," Labour Economics, Elsevier, vol. 52(C), pages 1-17.
    1279. Berg, Tatjana & Horsch, Philipp & Schmid, Markus, 2015. "Sharing a Director with a Peer," Working Papers on Finance 1507, University of St. Gallen, School of Finance.
    1280. Pierre Siklos, 2006. "What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence," Working Papers eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
    1281. Larcker, David F. & Rusticus, Tjomme O., 2010. "On the use of instrumental variables in accounting research," Journal of Accounting and Economics, Elsevier, vol. 49(3), pages 186-205, April.
    1282. Lu, Gang & Yin, Runsheng, 2020. "Evaluating the Evaluated Socioeconomic Impacts of China's Sloping Land Conversion Program," Ecological Economics, Elsevier, vol. 177(C).
    1283. Vladimir Atanasov & Bernard Black, 2021. "The Trouble with Instruments: The Need for Pretreatment Balance in Shock-Based Instrumental Variable Designs," Management Science, INFORMS, vol. 67(2), pages 1270-1302, February.
    1284. Uk Heo & Sung Deuk Hahm, 2015. "Democracy, Institutional Maturity, and Economic Development," Social Science Quarterly, Southwestern Social Science Association, vol. 96(4), pages 1041-1058, December.
    1285. André Mollick, 2011. "The world elasticity of labor substitution across education levels," Empirical Economics, Springer, vol. 41(3), pages 769-785, December.
    1286. Kusum Mundra, 2014. "Immigration and Trade Creation for the United States: Role of Immigrant Occupation," The International Trade Journal, Taylor & Francis Journals, vol. 28(4), pages 311-343, October.
    1287. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2011. "We Move into Distinguished Company," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(2), pages 133-138.
    1288. Yili (Kevin) Hong & Paul A. Pavlou, 2014. "Product Fit Uncertainty in Online Markets: Nature, Effects, and Antecedents," Information Systems Research, INFORMS, vol. 25(2), pages 328-344, June.
    1289. Jarkko Peltomäki & Jukka Sihvonen & Steve Swidler & Sami Vähämaa, 2021. "Age, gender, and risk‐taking: Evidence from the S&P 1500 executives and market‐based measures of firm risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(9-10), pages 1988-2014, October.
    1290. Black, Nicole & Hughes, Robert & Jones, Andrew M., 2018. "The health care costs of childhood obesity in Australia: An instrumental variables approach," Economics & Human Biology, Elsevier, vol. 31(C), pages 1-13.
    1291. Yaya Li & Yongli Li & Yulin Zhao & Fang Wang, 2014. "Which factor dominates the industry evolution? A synergy analysis based on China's ICT industry," Papers 1403.4305, arXiv.org.
    1292. Yun Lou & Clemens A. Otto, 2020. "Debt Heterogeneity and Covenants," Management Science, INFORMS, vol. 66(1), pages 70-92, January.
    1293. Jena, Pradyot Ranjan & Stellmacher, Till & Grote, Ulrike, 2012. "The Impact of Coffee Certification on Small-Scale Producers’ Livelihoods: Evidence from Ethiopia," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126720, International Association of Agricultural Economists.
    1294. Sheikh, Shahbaz, 2018. "Is corporate social responsibility a value-increasing investment? Evidence from antitakeover provisions," Global Finance Journal, Elsevier, vol. 38(C), pages 1-12.
    1295. Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2023. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," Discussion Papers 23-06, Department of Economics, University of Birmingham.
    1296. Brown, Sarah & Taylor, Karl, 2015. "Charitable Behaviour and the Big Five Personality Traits: Evidence from UK Panel Data," IZA Discussion Papers 9318, Institute of Labor Economics (IZA).
    1297. Schmillen, Achim & Umkehrer, Matthias, 2013. "The scars of youth : effects of early-career unemployment on future unemployment experience," IAB-Discussion Paper 201306, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    1298. Luca Fanelli, 2006. "Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
    1299. Jia, Weishi & Redigolo, Giulia & Shu, Susan & Zhao, Jingran, 2020. "Can social media distort price discovery? Evidence from merger rumors," Journal of Accounting and Economics, Elsevier, vol. 70(1).
    1300. Acheampong, Alex O. & Opoku, Eric Evans Osei & Amankwaa, Afua & Dzator, Janet, 2024. "Energy poverty and gender equality in education: Unpacking the transmission channels," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
    1301. Tito Belchior Silva Moreira & Benjamin Miranda Tabak & Mario Jorge Mendonça & Adolfo Sachsida, 2016. "An Evaluation of the Non-Neutrality of Money," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-20, March.
    1302. Tam, Henry & Lai, Liona, 2009. "Explaining the equity premium in Hong Kong with C-CAPM: The use of emigration growth as an instrument," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 520-533, July.
    1303. Bilanakosa, Christos & Heywood, John S. & Sessions, John & Theodoropoulos, Nikolaos, 2017. "Worker Training and Quality Competition," GLO Discussion Paper Series 137, Global Labor Organization (GLO).
    1304. Umkehrer, Matthias, 2013. "Youth Employment Instability, True State Dependence and Adult Wage Inequality," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80014, Verein für Socialpolitik / German Economic Association.
    1305. Matthias Busse & José Luis Groizard, 2008. "Foreign Direct Investment, Regulations and Growth," The World Economy, Wiley Blackwell, vol. 31(7), pages 861-886, July.
    1306. Oladi, Reza & Gilbert, John, 2022. "Electoral rivalry and financial campaign contributions: The case of US Congressional elections," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 822-834.
    1307. Leonardo Becchetti & Elena Giachin Ricca & Alessandra Pelloni, 2012. "The Relationship Between Social Leisure and Life Satisfaction: Causality and Policy Implications," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 108(3), pages 453-490, September.
    1308. Ndlovu, Godfrey & Toerien, Francois, 2020. "The distributional impact of access to finance on poverty: evidence from selected countries in Sub-Saharan Africa," Research in International Business and Finance, Elsevier, vol. 52(C).
    1309. Thang Dang, 2019. "Quasi-experimental evidence on the political impacts of education in Vietnam," Education Economics, Taylor & Francis Journals, vol. 27(2), pages 207-221, March.
    1310. Cardoso de Mendonça, Mário Jorge, 2013. "O Crédito Imobiliário no Brasil e sua Relação com a Política Monetária," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(4), November.
    1311. Meyer, Andrew, 2016. "Is unemployment good for the environment?," Resource and Energy Economics, Elsevier, vol. 45(C), pages 18-30.
    1312. Liu Antung & Zhang Junjie, 2013. "Fiscal Decentralization and Environmental Infrastructure in China," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 13(2), pages 733-759, July.
    1313. William Jack & Tavneet Suri, 2014. "Risk Sharing and Transactions Costs: Evidence from Kenya's Mobile Money Revolution," American Economic Review, American Economic Association, vol. 104(1), pages 183-223, January.
    1314. Anna Mikusheva & Brian P. Poi, 2006. "Tests and confidence sets with correct size when instruments are potentially weak," Stata Journal, StataCorp LP, vol. 6(3), pages 335-347, September.
    1315. Dufour, Jean-Marie & Valéry, Pascale, 2009. "Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models," Journal of Econometrics, Elsevier, vol. 150(2), pages 193-206, June.
    1316. Anna Aizer & Joseph J. Doyle, Jr., 2013. "Juvenile Incarceration, Human Capital and Future Crime: Evidence from Randomly-Assigned Judges," NBER Working Papers 19102, National Bureau of Economic Research, Inc.
    1317. Gnabo, Jean-Yves & Moccero, Diego Nicolas, 2015. "Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 281-294.
    1318. Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan & Param Vir Singh, 2012. "Blog, Blogger, and the Firm: Can Negative Employee Posts Lead to Positive Outcomes?," Information Systems Research, INFORMS, vol. 23(2), pages 306-322, June.
    1319. George Chalamandaris & Leonidas S. Rompolis, 2021. "Recovering the market risk premium from higher‐order moment risks," European Financial Management, European Financial Management Association, vol. 27(1), pages 147-186, January.
    1320. Maximilian Goethner & Michael Wyrwich, 2020. "Cross-faculty proximity and academic entrepreneurship: the role of business schools," The Journal of Technology Transfer, Springer, vol. 45(4), pages 1016-1062, August.
    1321. Tan, Chih Ming & Tan, Zhibo & Zhang, Xiaobo, 2023. "The intergenerational legacy of the 1959–1961 Great Chinese Famine on children’s cognitive development," Economics & Human Biology, Elsevier, vol. 51(C).
    1322. Oladipo, Oluwasheyi S. & Shim, Hyoung Suk, 2022. "Microentrepreneurs' Gender Difference in Labor Demand," IZA Discussion Papers 15690, Institute of Labor Economics (IZA).
    1323. Yaqin Hu, 2023. "Local CEOs, career concerns and voluntary disclosure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(3-4), pages 565-597, March.
    1324. Okombi, Idrys Fransmel & Mampieme, Vaccili Belneche, 2024. "Cyclicality of public debt in developing countries: Does dependence on natural resources matter?," Resources Policy, Elsevier, vol. 96(C).
    1325. Daniel J. Lewis, 2018. "Robust inference in models identified via heteroskedasticity," Staff Reports 876, Federal Reserve Bank of New York.
    1326. Tran, Tuyen Quang & Vu, Huong Van, 2019. "Land fragmentation and household income: First evidence from rural Vietnam," Land Use Policy, Elsevier, vol. 89(C).
    1327. Nikhil Agarwal, 2014. "An Empirical Model of the Medical Match," NBER Working Papers 20767, National Bureau of Economic Research, Inc.
    1328. Tugrul Gurgur, 2016. "Voice, exit and local capture in public provision of private goods," Economics of Governance, Springer, vol. 17(4), pages 397-424, November.
    1329. Anthony Cawley & Cathal O’Donoghue & Kevin Heanue & Rachel Hilliard & Maura Sheehan, 2018. "The Impact of Extension Services on Farm‐level Income: An Instrumental Variable Approach to Combat Endogeneity Concerns," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 40(4), pages 585-612, December.
    1330. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
    1331. Pfutze, Tobias, 2012. "Does migration promote democratization? Evidence from the Mexican transition," Journal of Comparative Economics, Elsevier, vol. 40(2), pages 159-175.
    1332. Michio Yuda & Jinkook Lee, 2016. "Effects of Informal Caregivers’ Health on Care Recipients," The Japanese Economic Review, Springer, vol. 67(2), pages 192-210, June.
    1333. Stoian, Adrian & Fishback, Price, 2010. "Welfare spending and mortality rates for the elderly before the Social Security era," Explorations in Economic History, Elsevier, vol. 47(1), pages 1-27, January.
    1334. Meissner, Philip & Wulf, Torsten, 2014. "Antecendents and effects of decision comprehensiveness: The role of decision quality and perceived uncertainty," European Management Journal, Elsevier, vol. 32(4), pages 625-635.
    1335. Daron Acemoglu, 2005. "Constitutions, Politics and Economics: A Review Essay on Persson and Tabellini's "The Economic Effect of Constitutions"," NBER Working Papers 11235, National Bureau of Economic Research, Inc.
    1336. Tao Li & Lihong Chen & Xiaoxu Li & Sha Li & Haibing Chen & Hao Ji, 2021. "The Impact of Cost-of-Production Insurance on Input Expense of Fruit Growing in Ecologically Vulnerable Areas: Evidence from Shaanxi Province of China," Sustainability, MDPI, vol. 13(21), pages 1-14, November.
    1337. Anastasia Girshina & Thomas Y. Mathä & Michael Ziegelmeyer, 2019. "Peer effects in stock market participation: Evidence from immigration," BCL working papers 137, Central Bank of Luxembourg.
    1338. Jochen Hartwig, 2018. "Wachstumsfolgen von Einkommensungleichheit – Theorie, empirische Evidenz und Politikempfehlungen," Chemnitz Economic Papers 020, Department of Economics, Chemnitz University of Technology.
    1339. Acheampong, Alex O. & Amponsah, Mary & Boateng, Elliot, 2020. "Does financial development mitigate carbon emissions? Evidence from heterogeneous financial economies," Energy Economics, Elsevier, vol. 88(C).
    1340. Chen, Liping & Dai, Yishu & Ren, Fei & Dong, Xiaoying, 2023. "Data-driven digital capabilities enable servitization strategy——From service supporting the product to service supporting the client," Technological Forecasting and Social Change, Elsevier, vol. 197(C).
    1341. Abrar Ali Saiyed & Stephanie A. Fernhaber & Rakesh Basant & Karthik Dhandapani, 2021. "The internationalization of new ventures in an emerging economy: The shifting role of industry concentration," Asia Pacific Journal of Management, Springer, vol. 38(4), pages 1467-1497, December.
    1342. Mark Clatworthy & Gerald Makepeace & Michael Peel, 2009. "Selection bias and the Big Four premium: New evidence using Heckman and matching models," Accounting and Business Research, Taylor & Francis Journals, vol. 39(2), pages 139-166.
    1343. Breuer, Janice Boucher & McDermott, John, 2013. "Respect, responsibility, and development," Journal of Development Economics, Elsevier, vol. 105(C), pages 36-47.
    1344. Bohl, Martin T. & Siklos, Pierre L., 2005. "The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank," Working Paper Series 2005,6, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    1345. Katarína Danišková & Jarko Fidrmuc, 2012. "Meta-Analysis of the New Keynesian Phillips Curve," Working Papers 314, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
    1346. Ivar Kolstad & Arne Wiig, 2014. "Diversification and democracy," CMI Working Papers 9, CMI (Chr. Michelsen Institute), Bergen, Norway.
    1347. Barbara Rossi, 2018. "Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?," Economics Working Papers 1641, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
    1348. Aloña Martiarena, 2012. "Mobility of Skills and Ideas," DRUID Working Papers 12-04, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
    1349. Irene Hueter, 2016. "Latent Instrumental Variables: A Critical Review," Working Papers Series 46, Institute for New Economic Thinking.
    1350. Beng Wee Goh & Jimmy Lee & Jeffrey Ng & Kevin Ow Yong, 2016. "The Effect of Board Independence on Information Asymmetry," European Accounting Review, Taylor & Francis Journals, vol. 25(1), pages 155-182, May.
    1351. Guoren Long & Xiaoyan Zhou & Jun Li, 2024. "Land Tenure, Loans, and Farmers’ Cropland Conservation Behavior: Evidence from Rural Northwest China," Land, MDPI, vol. 13(4), pages 1-20, March.
    1352. Santos, R. & Gravelle, H. & Propper, C., 2014. "Does quality affect patients’ choice of doctor? Evidence from the UK," Health, Econometrics and Data Group (HEDG) Working Papers 14/21, HEDG, c/o Department of Economics, University of York.
    1353. Bowo Setiyono & Amine Tarazi, 2014. "Does the presence of institutional investors in family banks affect profitability and risk? Evidence from an emerging market," Working Papers hal-01077118, HAL.
    1354. Martin Groiss & Nicolas Syrichas, 2025. "Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets," Berlin School of Economics Discussion Papers 0058, Berlin School of Economics.
    1355. Sentana, Enrique, 2024. "Finite underidentification," Journal of Econometrics, Elsevier, vol. 240(1).
    1356. Binagwaho, Agnes & Hartwig, Renate & Ingeri, Denyse & Makaka, Andrew, 2012. "Mutual health insurance and its contribution to improving child health in Rwanda," Passauer Diskussionspapiere, Volkswirtschaftliche Reihe V-66-12, University of Passau, Faculty of Business and Economics.
    1357. Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005. "Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time," Computing in Economics and Finance 2005 48, Society for Computational Economics.
    1358. Swarnodeep HomRoy, 2016. "Was Adam Smith Right? Evidence of Compensating Differential in CEO Pay," Manchester School, University of Manchester, vol. 84(1), pages 1-24, January.
    1359. Wrenn, Douglas H. & Klaiber, Allen & Newburn, David, 2017. "Price-Based Policies for Managing Residential Land Development: Impacts on Water Quality," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258578, Agricultural and Applied Economics Association.
    1360. Charlotta Groth & Hashmat Khan, 2007. "Investment adjustment costs: evidence from UK and US industries," Bank of England working papers 332, Bank of England.
    1361. Thomas A. Lubik & Frank Schorfheide, 2007. "Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply," American Economic Review, American Economic Association, vol. 97(1), pages 530-533, March.
    1362. Belke, Ansgar & Bordon, Ingo G. & Melnykovska, Inna & Schweickert, Rainer, 2009. "Prospective membership and institutional change in transition countries," Kiel Working Papers 1562, Kiel Institute for the World Economy (IfW Kiel).
    1363. Huang, Ying, 2022. "Government subsidies and corporate disclosure," Journal of Accounting and Economics, Elsevier, vol. 74(1).
    1364. Howley, Peter, 2017. "Less money or better health? Evaluating individual’s willingness to make trade-offs using life satisfaction data," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 53-65.
    1365. Abdullahi , Shafiu Ibrahim, 2021. "Islamic equities and COVID-19 pandemic: measuring Islamic stock indices correlation and volatility in period of crisis," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 29, pages 50-66.
    1366. Mallick, Debdulal, 2012. "The role of the elasticity of substitution in economic growth: A cross-country investigation," Labour Economics, Elsevier, vol. 19(5), pages 682-694.
    1367. Paolo Coccorese & Damiano Silipo, 2015. "Growth without finance, finance without growth," Empirical Economics, Springer, vol. 49(1), pages 279-304, August.
    1368. Gallagher, Emily A. & Gopalan, Radhakrishnan & Grinstein-Weiss, Michal, 2019. "The effect of health insurance on home payment delinquency: Evidence from ACA Marketplace subsidies," Journal of Public Economics, Elsevier, vol. 172(C), pages 67-83.
    1369. Qin, Xuezheng & Li, Lixing & Hsieh, Chee-Ruey, 2013. "Too few doctors or too low wages? Labor supply of health care professionals in China," China Economic Review, Elsevier, vol. 24(C), pages 150-164.
    1370. Luna Santos, Francisco, 2021. "Comparing the impact of discretionary and pre-announced central bank interventions," Journal of International Money and Finance, Elsevier, vol. 110(C).
    1371. Claeys, Peter & Cimadomo, Jacopo & Poplawski Ribeiro, Marcos, 2014. "How do financial institutions forecast sovereign spreads?," Working Paper Series 1750, European Central Bank.
    1372. Masahiko Shibamoto & Wataru Takahashi & Takashi Kamihigashi, 2023. "Japan’s monetary policy: a literature review and empirical assessment," Journal of Computational Social Science, Springer, vol. 6(2), pages 1215-1254, October.
    1373. Williams, Jonathan, 2012. "Efficiency and market power in Latin American banking," Journal of Financial Stability, Elsevier, vol. 8(4), pages 263-276.
    1374. Yuda, Michio, 2013. "Medical Fee Reforms, Changes In Medical Supply Densities, And Supplier-Induced Demand: Empirical Evidence From Japan," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 54(1), pages 79-93, June.
    1375. S. G. B Henry & A. R. Pagan, 2004. "The Econometrics of the New Keynesian Policy Model: Introduction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 581-607, September.
    1376. Kontonikas, Alexandros, 2010. "A new test of the inflation-real marginal cost relationship: ARDL bounds approach," Economics Letters, Elsevier, vol. 108(2), pages 122-125, August.
    1377. Dimitrios Nikolaou & Laura M. Crispin, 2022. "Estimating the effects of sports and physical exercise on bullying," Contemporary Economic Policy, Western Economic Association International, vol. 40(2), pages 283-303, April.
    1378. Matteo Pazzona & Nicola Spagnolo, 2024. "Do not shut up and do dribble: social media and TV consumption," Journal of Population Economics, Springer;European Society for Population Economics, vol. 37(2), pages 1-25, June.
    1379. Krishna Chaitanya Vadlamannati & Arusha Cooray, 2015. "Do transparency initiatives work? Assessing the impact of the Special Data Dissemination Standard (SDDS) on data transparency," CAMA Working Papers 2015-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    1380. He, Guanming & Li, April Zhichao, 2024. "Does media coverage of firms' environment, social, and governance (ESG) incidents affect analyst coverage and forecasts? A risk perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).
    1381. Martin Halla & Alexander F. Wagner & Josef Zweimüller, 2012. "Immigration and voting for the extreme right," ECON - Working Papers 083, Department of Economics - University of Zurich, revised Oct 2013.
    1382. Ongo Nkoa, Bruno Emmanuel & Ewolo Bitoto, Fabrice & Bikoula Minkoe, Séraphin Brice, 2024. "Resource dependence and life expectancy in sub-Saharan Africa: Does financial sector stability break the curse?," Resources Policy, Elsevier, vol. 97(C).
    1383. Mehmet Caner, 2006. "Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics," Working Paper 212, Department of Economics, University of Pittsburgh, revised Jan 2006.
    1384. Mundaca, Gabriela, 2024. "Short- and long-term effects of carbon taxation on the prices of products shipped by sea," Energy Policy, Elsevier, vol. 193(C).
    1385. Ogane, Yuta, 2023. "The number of bank relationships and bank lending to informationally opaque SMEs," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    1386. Fortin, Bernard & Lacroix, Guy & Pinard, Dominique, 2010. "Evaluation of the Underground Economy in Quebec: A Microeconomic Approach," IZA Discussion Papers 5384, Institute of Labor Economics (IZA).
    1387. Brown, Sarah & Taylor, Karl, 2016. "Early influences on saving behaviour: Analysis of British panel data," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 1-14.
    1388. Bilge Erten & José Antonio Ocampo, 2017. "Macroeconomic Effects of Capital Account Regulations," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(2), pages 193-240, June.
    1389. Cali,Massimiliano & Johnson,Hillary C. & Perova,Elizaveta & Ryandiansyah,Nabil Rizky, 2022. "Caring for Children and Firms? The Impact of Preschool Expansion on Firm Productivity," Policy Research Working Paper Series 10193, The World Bank.
    1390. Tao Zhang, 2016. "Socioeconomic determinants of obesity and hypertension at the county level in China," Mathematical Population Studies, Taylor & Francis Journals, vol. 23(4), pages 239-252, October.
    1391. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," Temi di discussione (Economic working papers) 1238, Bank of Italy, Economic Research and International Relations Area.
    1392. Faqin Lin & Nicholas C.S. Sim & Ngoc Pham, 2015. "Child Mortality in the LDCs: The Role of Trade, Institutions and Environmental Quality," School of Economics and Public Policy Working Papers 2015-15, University of Adelaide, School of Economics and Public Policy.
    1393. Ms. Era Dabla-Norris & Ms. Gabriela Inchauste, 2007. "Informality and Regulations: What Drives Firm Growth?," IMF Working Papers 2007/112, International Monetary Fund.
    1394. Cuccu, Liliana & Pontarollo, Nicola, 2024. "Logistic hubs and support for radical-right populism: Evidence from Italy," European Journal of Political Economy, Elsevier, vol. 82(C).
    1395. Azémar, Céline & Desbordes, Rodolphe & Wooton, Ian, 2020. "Is international tax competition only about taxes? A market-based perspective," Journal of Comparative Economics, Elsevier, vol. 48(4), pages 891-912.
    1396. Arcot, Sridhar & Bruno, Valentina, 2012. "Do standard corporate governance practices matter in family firms?," LSE Research Online Documents on Economics 119043, London School of Economics and Political Science, LSE Library.
    1397. Robert Sandy & Robert F. Elliott, 2005. "Long-term Illness and Wages: The Impact of the Risk of Occupationally Related Long-term Illness on Earnings," Journal of Human Resources, University of Wisconsin Press, vol. 40(3).
    1398. Marcela Meirelles Aurelio, 2005. "Do we really know how inflation targeters set interest rates?," Research Working Paper RWP 05-02, Federal Reserve Bank of Kansas City.
    1399. Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2007. "Performance of conditional Wald tests in IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 116-132, July.
    1400. Borice Augustin Ngounou & Honoré Tekam Oumbe & Bruno Emmanuel Ongo Nkoa & Edmond Noubissi Domguia, 2024. "Inclusive growth in the face of increasing urbanization: What experience for African countries?," Review of Development Economics, Wiley Blackwell, vol. 28(1), pages 34-70, February.
    1401. Christopher R. Knittel & Konstantinos Metaxoglou, 2008. "Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings," NBER Working Papers 14080, National Bureau of Economic Research, Inc.
    1402. Zheng, Longfei & Chang, Zheng & Martinez, Andrea González, 2022. "High-speed rail, market access, and the rise of consumer cities: Evidence from China," Transportation Research Part A: Policy and Practice, Elsevier, vol. 165(C), pages 454-470.
    1403. Erika Gulyas & Richard Startz, 2005. "The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium," Working Papers UWEC-2005-25, University of Washington, Department of Economics.
    1404. Nakelse, Tebila & Dalton, Timothy J. & Hendricks, Nathan P. & Hodjo, Manzamasso, 2018. "Are smallholder farmers better or worse off from an increase in the international price of cereals?," Food Policy, Elsevier, vol. 79(C), pages 213-223.
    1405. Price V. Fishback & Ryan S. Johnson & Shawn Kantor, 2010. "Striking at the Roots of Crime: The Impact of Welfare Spending on Crime during the Great Depression," Journal of Law and Economics, University of Chicago Press, vol. 53(4), pages 715-740.
    1406. Yu, Bingxin & Zhu, Tingju & Breisinger, Clemens & Manh Hai, Nguyen, 2012. "Examine the Agriculture, Poverty, and Climate Change Nexus in Vietnam," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126876, International Association of Agricultural Economists.
    1407. Shibamoto, Masahiko, 2008. "The estimation of monetary policy reaction function in a data-rich environment: The case of Japan," Japan and the World Economy, Elsevier, vol. 20(4), pages 497-520, December.
    1408. Hyunseung Kang & Anru Zhang & T. Tony Cai & Dylan S. Small, 2016. "Instrumental Variables Estimation With Some Invalid Instruments and its Application to Mendelian Randomization," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(513), pages 132-144, March.
    1409. Florens, Jean-Pierre & Van Bellegem, Sébastien, 2015. "Instrumental variable estimation in functional linear models," Journal of Econometrics, Elsevier, vol. 186(2), pages 465-476.
    1410. Almén, Daniel & Nordin, Martin, 2011. "Long term unemployment and violent crimes - using post-2000 data to reinvestigate the relationship between unemployment and crime," Working Papers 2011:34, Lund University, Department of Economics.
    1411. Appel, Ian R. & Gormley, Todd A. & Keim, Donald B., 2016. "Passive investors, not passive owners," Journal of Financial Economics, Elsevier, vol. 121(1), pages 111-141.
    1412. Francisco Alcalá & Antonio Ciccone, 2003. "Trade, extent of the market and economic growth 1960-1996," Economics Working Papers 765, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003.
    1413. Hülya Saygılı, 2020. "Sectoral inflationary dynamics: cross-country evidence on the open-economy New Keynesian Phillips Curve," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(1), pages 75-101, February.
    1414. Riccardo Camboni Marchi Adani & Paola Valbonesi, 2016. "Favouritism in scoring rule auctions," "Marco Fanno" Working Papers 0210, Dipartimento di Scienze Economiche "Marco Fanno".
    1415. Christopher Bowdler & Adeel Malik, 2005. "Openness and inflation volatility: cross-country evidence," CSAE Working Paper Series 2005-08, Centre for the Study of African Economies, University of Oxford.
    1416. Prskawetz, A. & Kogel, T. & Sanderson, W.C. & Scherbov, S., 2007. "The effects of age structure on economic growth: An application of probabilistic forecasting to India," International Journal of Forecasting, Elsevier, vol. 23(4), pages 587-602.
    1417. Tsung-Kang Chen & Hsien-Hsing Liao & Wen-Hsuan Chen, 2017. "CEO ability heterogeneity, board’s recruiting ability and credit risk," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1005-1039, November.
    1418. Linda Andersson & Patrik Karpaty & Selen Savsin, 2017. "Labour Demand, Offshoring and Inshoring: Evidence from Swedish Firm-level Data," The World Economy, Wiley Blackwell, vol. 40(2), pages 240-274, February.
    1419. Dewally, Michaël & Gordon, Rachel, 2022. "Financial impact of partnerships on hospitality firms," Annals of Tourism Research, Elsevier, vol. 95(C).
    1420. Schäfer Benjamin, 2018. "The Impact of the Crisis and Unconventional Monetary Policy on European Inflation Dynamics: Evidence from a Three-Period Structural Model and Six Countries," Review of Economics, De Gruyter, vol. 69(2), pages 87-110, August.
    1421. Borgonovi Francesca & d'Hombres Beatrice & Hoskins Bryony, 2010. "Voter Turnout, Information Acquisition and Education: Evidence from 15 European Countries," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-34, September.
    1422. Antonio Ciccone & Giovanni Peri, 2003. "Skills’ Substitutability and Technological Progress: U.S. States 1950-1990," CESifo Working Paper Series 1024, CESifo.
    1423. Francesca Bartoli & Giovanni Ferri & Pierluigi Murro & Zeno Rotondi, 2011. "Soft information and loan supply crisis. Evidence from the credit files of a large bank," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, november.
    1424. Martin Nordin & Daniel Almén, 2017. "Long-term unemployment and violent crime," Empirical Economics, Springer, vol. 52(1), pages 1-29, February.
    1425. Joseph Doyle & John Graves & Jonathan Gruber, 2015. "Uncovering Waste in U.S. Healthcare," NBER Working Papers 21050, National Bureau of Economic Research, Inc.
    1426. Vaughan Daniel, 2013. "Nurture vs. Nurture: Endogenous Parental and Peer Effects and the Transmission of Culture," Working Papers 2013-04, Banco de México.
    1427. Namhyun Kim & Winfried Pohlmeier, 2016. "A Note on the Regularized Approach to Biased 2SLS Estimation with Weak Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 915-924, December.
    1428. Qian Chen & Xiang Gao & Jianming Mo & Zhouling Xu, 2022. "Market Reaction to Local Attention around Earnings Announcements in China: Evidence from Internet Search Activity," IJFS, MDPI, vol. 10(4), pages 1-26, October.
    1429. Pischke, Jorn-Steffen, 2011. "Money and Happiness: Evidence from the Industry Wage Structure," CEPR Discussion Papers 8409, C.E.P.R. Discussion Papers.
    1430. Michael Keane & Timothy Neal, 2021. "A Practical Guide to Weak Instruments," Discussion Papers 2021-05b, School of Economics, The University of New South Wales.
    1431. Tyler Kustra, 2017. "HIV/AIDS, Life Expectancy, and the Opportunity Cost Model of Civil War," Journal of Conflict Resolution, Peace Science Society (International), vol. 61(10), pages 2130-2157, November.
    1432. Stefani Milovanska-Farrington & Stephen Farrington, 2021. "Discipline, risk, and the endogeneity between financial decisionmaking and health," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 596-636, October.
    1433. Luis Quintero, "undated". "MCMC Approach to Classical Estimation with Overidentifying Restrictions," GSIA Working Papers 2013-E13, Carnegie Mellon University, Tepper School of Business.
    1434. Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
    1435. Franconi, Alessandro & Rella, Giacomo, 2023. "Monetary Policy across the Wealth Distribution," SocArXiv hn3pc, Center for Open Science.
    1436. Ivus, Olena, 2010. "Do stronger patent rights raise high-tech exports to the developing world?," Journal of International Economics, Elsevier, vol. 81(1), pages 38-47, May.
    1437. Chen, Yangyang & Chui, Andy C.W. & Goyal, Abhinav & Veeraraghavan, Madhu, 2022. "Societal secrecy and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 76(C).
    1438. Cawley, John & Frisvold, David E. & Meyerhoefer, Chad D., 2012. "The Impact of Physical Education on Obesity among Elementary School Children," IZA Discussion Papers 6807, Institute of Labor Economics (IZA).
    1439. Sheng, Liugang & Yang, Dennis T., 2011. "Speeding Up the Product Cycle: The Role of Host Country Reforms," IZA Discussion Papers 6054, Institute of Labor Economics (IZA).
    1440. Koczan, Zs, 2013. "Does identity matter," Cambridge Working Papers in Economics 1313, Faculty of Economics, University of Cambridge.
    1441. Katrina Mullan & Erin Sills & Subhrendu K. Pattanayak & Jill Caviglia-Harris, 2018. "Converting Forests to Farms: The Economic Benefits of Clearing Forests in Agricultural Settlements in the Amazon," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 71(2), pages 427-455, October.
    1442. Tsung-Kang Chen & Hsien-Hsing Liao, 2018. "Suppliers’/customers’ production efficiency uncertainty and firm credit risk," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 519-560, February.
    1443. Heger, Diana & Hussinger, Katrin, 2013. "External capital access and new product launch in start-up firms with uncertain intellectual property rights," ZEW Discussion Papers 13-095, ZEW - Leibniz Centre for European Economic Research.
    1444. Lucas, Ryley & Gunasekarage, Abeyratna & Shams, Syed & Edirisuriya, Piyadasa, 2021. "Female directors and acquisitions: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    1445. Seiro ITO, 2006. "Raising Educational Attainment Of The Poor: Policies And Issues," The Developing Economies, Institute of Developing Economies, vol. 44(4), pages 500-531, December.
    1446. Che, Yi & Xu, Xun & Zhang, Yan, 2018. "Chinese import competition, crime, and government transfers in US," Journal of Comparative Economics, Elsevier, vol. 46(2), pages 544-567.
    1447. Lorenzo Menna & Martín Tobal, 2021. "Communication of Credit Rating Agencies and Financial Markets," Working Papers 80, Red Nacional de Investigadores en Economía (RedNIE).
    1448. Edilean Kleber da Silva Bejarano Aragón, 2021. "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, vol. 60(3), pages 1221-1243, March.
    1449. Lopes, Adrian A., 2014. "Civil unrest and the poaching of rhinos in the Kaziranga National Park, India," Ecological Economics, Elsevier, vol. 103(C), pages 20-28.
    1450. Behrman, Julia Andrea, 2015. "The effect of increased primary schooling on adult women's HIV status in Malawi and Uganda: Universal Primary Education as a natural experiment," Social Science & Medicine, Elsevier, vol. 127(C), pages 108-115.
    1451. Igawa, Moegi & Piao, Xiangdan & Managi, Shunsuke, 2022. "The impact of cooling energy needs on subjective well-being: Evidence from Japan," Ecological Economics, Elsevier, vol. 198(C).
    1452. Cardak, Buly A. & Johnston, David W. & Martin, Vance L., 2013. "Intergenerational earnings mobility: A new decomposition of investment and endowment effects," Labour Economics, Elsevier, vol. 24(C), pages 39-47.
    1453. Jun, Sung Jae, 2009. "Local structural quantile effects in a model with a nonseparable control variable," Journal of Econometrics, Elsevier, vol. 151(1), pages 82-97, July.
    1454. Van den Broeck, Goedele & Maertens, Miet, 2014. "Does female employment reduce fertility rates? Evidence from the Senegalese horticultural export sector," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182715, European Association of Agricultural Economists.
    1455. Jarko Fidrmuc & Katarína Danišková, 2020. "Meta-Analysis of the New Keynesian Phillips Curve in Developed and Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(1), pages 10-31, January.
    1456. Himme, Alexander & Fischer, Marc, 2014. "Drivers of the cost of capital: The joint role of non-financial metrics," International Journal of Research in Marketing, Elsevier, vol. 31(2), pages 224-238.
    1457. Sun, Rui & Guo, Junfei & Yu, Wensong, 2023. "Sponsor, institutional investor, and quotation behavior: Theory and evidence from China," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 411-428.
    1458. Jaan Masso & Kärt Rõigas & Priit Vahter, 2014. "Foreign Market Experience, Learning by Hiring and Firm Export," Discussion Papers 26, Central European Labour Studies Institute (CELSI).
    1459. Evan Taylor, 2017. "The Impact of College Education on Old-Age Mortality: A Study of Marginal Treatment Effects," Working Papers 17-30, Center for Economic Studies, U.S. Census Bureau.
    1460. Rachida Ouysse, 2014. "On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models," Computational Statistics, Springer, vol. 29(1), pages 233-261, February.
    1461. Gabriele Galati & Patrick C. Higgins & Owen F. Humpage & William R. Melick, 2006. "Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide," Working Papers (Old Series) 0618, Federal Reserve Bank of Cleveland.
    1462. Oliver J. Rutz & George F. Watson, 2019. "Endogeneity and marketing strategy research: an overview," Journal of the Academy of Marketing Science, Springer, vol. 47(3), pages 479-498, May.
    1463. Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "A Quest for Monetary Policy Shocks in Japan by High Frequency Identification," IMES Discussion Paper Series 21-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
    1464. Huai-Chun Lo & Shin-Rong Shiah-Hou, 2022. "The effect of CEO power on overinvestment," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 23-63, July.
    1465. Monaco, Eleonora & Ibikunle, Gbenga & Palumbo, Riccardo & Zhang, Zeyu, 2022. "The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms' acquisitions," International Review of Financial Analysis, Elsevier, vol. 82(C).
    1466. Jean-Thomas Bernard & Nadhem Idoudi & Lynda Khalaf & Clément Yélou, 2007. "Finite sample inference methods for dynamic energy demand models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1211-1226.
    1467. Yanfeng Zheng & Haibin Yang, 2015. "Does Familiarity Foster Innovation? The Impact of Alliance Partner Repeatedness on Breakthrough Innovations," Journal of Management Studies, Wiley Blackwell, vol. 52(2), pages 213-230, March.
    1468. Möller, J. & Zierer, M., 2018. "Autobahns and jobs: A regional study using historical instrumental variables," Journal of Urban Economics, Elsevier, vol. 103(C), pages 18-33.
    1469. Clark, Brian & Jones, Jonathan & Malmquist, David, 2023. "Leverage and the cost of capital for U.S. banks," Journal of Banking & Finance, Elsevier, vol. 155(C).
    1470. Mollick, André Varella, 2012. "Income inequality in the U.S.: The Kuznets hypothesis revisited," Economic Systems, Elsevier, vol. 36(1), pages 127-144.
    1471. Ian D. Gow & David F. Larcker & Peter C. Reiss, 2016. "Causal Inference in Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 54(2), pages 477-523, May.
    1472. Masanori Orihara, 2013. "Business Group Taxation and R&D Activities," Discussion papers ron254, Policy Research Institute, Ministry of Finance Japan.
    1473. Tesfaye A. Gebremedhin & Astghik Mavisakalyan, 2013. "Immigration and Political Instability," Kyklos, Wiley Blackwell, vol. 66(3), pages 317-341, August.
    1474. Tobias Schlueter & Soenke Sievers, 2014. "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 535-570, April.
    1475. Anna Mikusheva & Liyang Sun, 2024. "Weak identification with many instruments," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages -28.
    1476. Zhaozhao He, 2015. "Rivalry, Market Structure and Innovation: The Case of Mobile Banking," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 47(2), pages 219-242, September.
    1477. Kent F. Kovacs & Shelby Rider, 2022. "Estimating the Demand for In Situ Groundwater for Climate Resilience: The Case of the Mississippi River Alluvial Aquifer in Arkansas," NBER Chapters, in: American Agriculture, Water Resources, and Climate Change, pages 367-381, National Bureau of Economic Research, Inc.
    1478. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.
    1479. Gyimah, Daniel & Machokoto, Michael & Sikochi, Anywhere (Siko), 2020. "Peer influence on trade credit," Journal of Corporate Finance, Elsevier, vol. 64(C).
    1480. McLemore, Ping & Mihov, Atanas & Sanz, Leandro, 2022. "Global banks and systemic risk: The dark side of country financial connectedness," Journal of International Money and Finance, Elsevier, vol. 129(C).
    1481. Taylor, Amy E. & Davies, Neil M. & Ware, Jennifer J. & VanderWeele, Tyler & Smith, George Davey & Munafò, Marcus R., 2014. "Mendelian randomization in health research: Using appropriate genetic variants and avoiding biased estimates," Economics & Human Biology, Elsevier, vol. 13(C), pages 99-106.
    1482. Hui Shan, 2008. "Property taxes and elderly labor supply," Finance and Economics Discussion Series 2008-51, Board of Governors of the Federal Reserve System (U.S.).
    1483. Constantine Alexandrakis, 2014. "Technological change and the U.S. real interest rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 672-686, October.
    1484. Pierluigi Bologna & Wanda Cornacchia & Maddalena Galardo, 2020. "Prudential policies, credit supply and house prices: evidence from Italy," Temi di discussione (Economic working papers) 1294, Bank of Italy, Economic Research and International Relations Area.
    1485. Dieterle, Steven G. & Snell, Andy, 2016. "A simple diagnostic to investigate instrument validity and heterogeneous effects when using a single instrument," Labour Economics, Elsevier, vol. 42(C), pages 76-86.
    1486. Mr. Christopher W. Crowe, 2006. "Testing the Transparency Benefits of Inflation Targeting: Evidence from Private Sector Forecasts," IMF Working Papers 2006/289, International Monetary Fund.
    1487. Mazumder, Sandeep, 2011. "The empirical validity of the New Keynesian Phillips curve using survey forecasts of inflation," Economic Modelling, Elsevier, vol. 28(6), pages 2439-2450.
    1488. Nicole Maestas & Kathleen J. Mullen & Alexander Strand, 2013. "Does Disability Insurance Receipt Discourage Work? Using Examiner Assignment to Estimate Causal Effects of SSDI Receipt," American Economic Review, American Economic Association, vol. 103(5), pages 1797-1829, August.
    1489. Benjamin Ukert, 2017. "The short- and long-run effects of smoking cessation on alcohol consumption," International Journal of Health Economics and Management, Springer, vol. 17(4), pages 495-519, December.
    1490. B. d'Hombres & L. Rocco & M. Suhrcke & M. McKee, 2010. "Does social capital determine health? Evidence from eight transition countries," Health Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 56-74, January.
    1491. W. Robert Reed & Cynthia L. Rogers & Mark Skidmore, 2008. "On Estimating Marginal Tax Rates and Tax Progressivities for U.S. States," Working Papers in Economics 08/17, University of Canterbury, Department of Economics and Finance.
    1492. Bedaso, Fenet Jima, 2024. "Her Job, her Safety? Domestic Violence and Women's Economic Empowerment: Evidence from Ethiopia," GLO Discussion Paper Series 1436, Global Labor Organization (GLO).
    1493. Alberto Ortega & Tyler Ludwig, 2023. "Immigrant English Proficiency, Children’s Educational Performance, and Parental Involvement," Review of Economics of the Household, Springer, vol. 21(2), pages 693-719, June.
    1494. Mensah,Justice Tei & Hirfrfot,Kibrom Tafere & Abay,Kibrom A., 2022. "Saving Lives through Technology : Mobile Phones and Infant Mortality," Policy Research Working Paper Series 9978, The World Bank.
    1495. Shekhar Aiyar & Charles W. Calomiris & Tomasz Wieladek, 2012. "Does Macro-Pru Leak? Evidence from a UK Policy Experiment," NBER Working Papers 17822, National Bureau of Economic Research, Inc.
    1496. Teresa C. Fort, 2017. "Technology and Production Fragmentation: Domestic versus Foreign Sourcing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 650-687.
    1497. Emi Nakamura & J?n Steinsson, 2014. "Fiscal Stimulus in a Monetary Union: Evidence from US Regions," American Economic Review, American Economic Association, vol. 104(3), pages 753-792, March.
    1498. Aatola, Piia & Ollikainen, Markku & Toppinen, Anne, 2013. "Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals," Energy Economics, Elsevier, vol. 36(C), pages 380-395.
    1499. Wang, Ning & Hagedoorn, John, 2014. "The lag structure of the relationship between patenting and internal R&D revisited," Research Policy, Elsevier, vol. 43(8), pages 1275-1285.
    1500. HAZMAN, Samsudin & OMAR, Khatijah & ABD HALIMB, Abi sofian & SYAZWAN SHAMSUDIN, Muhammad Saiful, 2021. "Export Led Growth Via Intra-Regional Trading An Econometric Analysis Of Asean, Eu, Nafta, Mercosur And Comesa," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 21(2), pages 5-28.
    1501. Oscar Barrera & Isabelle Bensidoun & Anthony Edo, 2022. "Second-generation immigrants and native attitudes toward immigrants in Europe," Working Papers 2022-03, CEPII research center.
    1502. Bolduc, Denis & Khalaf, Lynda & Moyneur, Érick, 2008. "Identification-robust simulation-based inference in joint discrete/continuous models for energy markets," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3148-3161, February.
    1503. Karwowski, Nicole & Hrozencik, Robert A. & Skidmore, Marin & Rosenberg, Andrew B., 2024. "Water Quality and the Conservation Reserve Program: Empirical Evidence from the Mississippi River Basin," 2024 Annual Meeting, July 28-30, New Orleans, LA 343739, Agricultural and Applied Economics Association.
    1504. Yiqi Lin & Frank Windmeijer & Xinyuan Song & Qingliang Fan, 2022. "On the instrumental variable estimation with many weak and invalid instruments," Papers 2207.03035, arXiv.org, revised Dec 2023.
    1505. James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
    1506. Carlos Medel, 2021. "Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners," Working Papers Central Bank of Chile 900, Central Bank of Chile.
    1507. Sarrias, Mauricio, 2021. "A two recursive equation model to correct for endogeneity in latent class binary probit models," Journal of choice modelling, Elsevier, vol. 40(C).
    1508. Hamilton, Erin R. & Choi, Kate H., 2015. "The mixed effects of migration: Community-level migration and birthweight in Mexico," Social Science & Medicine, Elsevier, vol. 132(C), pages 278-286.
    1509. Meyer, Andrew, 2015. "Does education increase pro-environmental behavior? Evidence from Europe," Ecological Economics, Elsevier, vol. 116(C), pages 108-121.
    1510. Poeschel, Friedrich, 2020. "Out there on your own: Absence of the spouse and migrants' integration outcomes," MPRA Paper 98993, University Library of Munich, Germany.
    1511. Zhang, Xun, 2018. "Structural Change with Public Educational Expenditure: Evidence from the People’s Republic of China," ADBI Working Papers 831, Asian Development Bank Institute.
    1512. Pilařová, Tereza & Kandakov, Alexander, 2017. "The impact of remittances on school attendance: The evidence from the Republic of Moldova," International Journal of Educational Development, Elsevier, vol. 55(C), pages 11-16.
    1513. Eric Evans Osei Opoku & Alex O. Acheampong & Janet Dzator & Nana Kwabena Kufuor, 2022. "Does environmental sustainability attract foreign investment? Evidence from developing countries," Business Strategy and the Environment, Wiley Blackwell, vol. 31(7), pages 3542-3573, November.
    1514. Peter Ebbes, 2007. "A non-technical guide to instrumental variables and regressor-error dependencies (in Russian)," Quantile, Quantile, issue 2, pages 3-20, March.
    1515. Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard, 2013. "Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?," Research Technical Papers 07/RT/13, Central Bank of Ireland.
    1516. McAusland, Carol & Millimet, Daniel L., 2013. "Do national borders matter? Intranational trade, international trade, and the environment," Journal of Environmental Economics and Management, Elsevier, vol. 65(3), pages 411-437.
    1517. Timothy Watson & Paul Buckingham, 2023. "Australian Government COVID‐19 Business Supports," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(1), pages 124-140, March.
    1518. Walter Gontarek & Yacine Belghitar, 2021. "CEO chairman controversy: evidence from the post financial crisis period," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 675-713, February.
    1519. Arin, K. Peren & Chmelarova, Viera & Feess, Eberhard & Wohlschlegel, Ansgar, 2011. "Why are corrupt countries less successful in consolidating their budgets?," Journal of Public Economics, Elsevier, vol. 95(7-8), pages 521-530, August.
    1520. Franziska Hampf & Marc Piopiunik & Simon Wiederhold, 2020. "The Effects of Graduating from High School in a Recession: College Investments, Skill Formation, and Labor-Market Outcomes," CESifo Working Paper Series 8252, CESifo.
    1521. Joo, Mohammad Hashemi & Lawrence, Edward & Parhizgari, Ali, 2021. "Securities litigation risk and board gender diversity," Journal of Corporate Finance, Elsevier, vol. 71(C).
    1522. Heiland, Frank & Korenman, Sanders & Smith, Rachel A., 2019. "Estimating the educational consequences of teenage childbearing: Identification, heterogeneous effects and the value of biological relationship information," Economics & Human Biology, Elsevier, vol. 33(C), pages 15-28.
    1523. Thomas Boulton & Bill B. Francis & Thomas Shohfi & Daqi Xin, 2021. "Investor awareness or information asymmetry? Wikipedia and IPO underpricing," The Financial Review, Eastern Finance Association, vol. 56(3), pages 535-561, August.
    1524. Inoue, Atsushi & Rossi, Barbara, 2011. "Testing for weak identification in possibly nonlinear models," Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.
    1525. Qiang Dai & Olesya V. Grishchenko, 2011. "An empirical investigation of consumption-based asset pricing models with stochastic habit formation," Finance and Economics Discussion Series 2011-47, Board of Governors of the Federal Reserve System (U.S.).
    1526. Nepal, Mani & Bohara, Alok K, 2015. "Consumption insurance under uncertainty: The case of Nepal during Maoist insurgency," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 5(1), pages 1-31.
    1527. Arunachalam, S. & Ramaswami, Sridhar N. & Patel, Pankaj C. & Chai, Linlin, 2022. "Innovation-based strategic flexibility (ISF): Role of CEO ties with marketing and R&D," International Journal of Research in Marketing, Elsevier, vol. 39(3), pages 927-946.
    1528. Aldieri, Luigi & Kotsemir, Maxim & Vinci, Concetto Paolo, 2018. "The impact of research collaboration on academic performance: An empirical analysis for some European countries," Socio-Economic Planning Sciences, Elsevier, vol. 62(C), pages 13-30.
    1529. Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
    1530. Ann†Kristin Achleitner & Christian Figge, 2014. "Private Equity Lemons?Evidence on Value Creation in Secondary Buyouts," European Financial Management, European Financial Management Association, vol. 20(2), pages 406-433, March.
    1531. Nicholas M. Guest, 2021. "The Information Role of the Media in Earnings News," Journal of Accounting Research, Wiley Blackwell, vol. 59(3), pages 1021-1076, June.
    1532. Keane, Michael & Neal, Timothy, 2023. "Instrument strength in IV estimation and inference: A guide to theory and practice," Journal of Econometrics, Elsevier, vol. 235(2), pages 1625-1653.
    1533. Ashish Patel & Dipender Gill & Paul Newcombe & Stephen Burgess, 2023. "Conditional inference in cis‐Mendelian randomization using weak genetic factors," Biometrics, The International Biometric Society, vol. 79(4), pages 3458-3471, December.
    1534. Johannes Bettin & Meike Wollni, 2020. "Environmental Concern and Urbanization in India: Towards Psychological Complexity," Sustainability, MDPI, vol. 12(24), pages 1-25, December.
    1535. Jiao, Yawen, 2010. "Stakeholder welfare and firm value," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2549-2561, October.
    1536. John Cullinan & Paddy Gillespie, 2016. "Does Overweight and Obesity Impact on Self‐Rated Health? Evidence Using Instrumental Variables Ordered Probit Models," Health Economics, John Wiley & Sons, Ltd., vol. 25(10), pages 1341-1348, October.
    1537. Auer, Daniel & Meierrieks, Daniel, 2021. "Merchants of death: Arms imports and terrorism," European Economic Review, Elsevier, vol. 137(C).
    1538. Yeongsu Anthony Kim, 2024. "Blue goes green: The impact of the chief executive officer and board of directors' political ideology on corporate environmental performance," Business Strategy and the Environment, Wiley Blackwell, vol. 33(2), pages 134-148, February.
    1539. Olorunfemi Yasiru Alimi & Kazeem Bello Ajide, 2021. "The role of institutions in environment–health outcomes Nexus: empirical evidence from sub-Saharan Africa," Economic Change and Restructuring, Springer, vol. 54(4), pages 1205-1252, November.
    1540. Eide, Eric R. & Showalter, Mark H., 2011. "Estimating the relation between health and education: What do we know and what do we need to know?," Economics of Education Review, Elsevier, vol. 30(5), pages 778-791, October.
    1541. Lee, Sukjoon, 2020. "Liquidity Premium, Credit Costs, and Optimal Monetary Policy," MPRA Paper 104825, University Library of Munich, Germany.
    1542. Parey, Matthias, 2016. "Vocational Schooling versus Apprenticeship Training. Evidence from Vacancy Data," VfS Annual Conference 2016 (Augsburg): Demographic Change 145655, Verein für Socialpolitik / German Economic Association.
    1543. Anna Kruglova & Konstantin Styrin & Yulia Ushakova, 2018. "Transmission of foreign monetary shocks to a small open economy under structural instability: the case of Russia," Bank of Russia Working Paper Series wps38, Bank of Russia.
    1544. Kikuta,Kyosuke, 2022. "The drowning-out effect: voter turnout, uncertainty, and protests," IDE Discussion Papers 867, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    1545. Bjørnstad, Roger & Nymoen, Ragnar, 2008. "The New Keynesian Phillips curve tested on OECD panel data," Economics Discussion Papers 2008-4, Kiel Institute for the World Economy (IfW Kiel).
    1546. Weerachart Kilenthong & Sartja Duangchaiyoosook & Wasinee Jantorn & Varunee Khruapradit, 2024. "A Randomized Evaluation of an On-Site Training for Kindergarten Teachers in Rural Thailand," PIER Discussion Papers 215, Puey Ungphakorn Institute for Economic Research.
    1547. Eric A. Hanushek & Marc Piopiunik & Simon Wiederhold, 2014. "International Evidence on Teacher Cognitive Skills and Student Performance," CID Working Papers 63, Center for International Development at Harvard University.
    1548. Jonathan N. Millar, 2005. "Gestation lags for capital, cash flows, and Tobin's Q," Finance and Economics Discussion Series 2005-24, Board of Governors of the Federal Reserve System (U.S.).
    1549. Acheampong, Alex O. & Dzator, Janet & Shahbaz, Muhammad, 2021. "Empowering the powerless: Does access to energy improve income inequality?," Energy Economics, Elsevier, vol. 99(C).
    1550. Faqin Lin & Ermias O. Weldemicael & Xiaosong Wang, 2017. "Export sophistication increases income in sub-Saharan Africa: evidence from 1981–2000," Empirical Economics, Springer, vol. 52(4), pages 1627-1649, June.
    1551. Hu, Jun & Wu, Huiying & Ying, Sammy Xiaoyan & Long, Wenbin, 2021. "Relative-to-rival corporate philanthropy, product market competitiveness, and stakeholders," Journal of Contemporary Accounting and Economics, Elsevier, vol. 17(1).
    1552. Kumari, Meena & Bao, Yanchun & S. Clarke, Paul & Smart, Melissa, 2018. "A comparison of robust methods for Mendelian randomization using multiple genetic variants," ISER Working Paper Series 2018-08, Institute for Social and Economic Research.
    1553. Nicolas Pinkwart, 2013. "Quantifying The European Central Bank'S Interest Rate Smoothing Behavior," Manchester School, University of Manchester, vol. 81(4), pages 470-492, July.
    1554. Jeffrey B. Nugent & Jiaxuan Lu, 2020. "Does the All-China Federation of Industry and Commerce Align Private Firms with the Goals of the People's Republic of China's Belt and Road Initiative?," Asian Development Review, MIT Press, vol. 37(2), pages 45-76, September.
    1555. Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
    1556. Roma, Paolo & Messeni Petruzzelli, Antonio & Perrone, Giovanni, 2017. "From the crowd to the market: The role of reward-based crowdfunding performance in attracting professional investors," Research Policy, Elsevier, vol. 46(9), pages 1606-1628.
    1557. Kroos, P., 2009. "The incentive effects of performance measures and target setting," Other publications TiSEM 944001f9-198b-4b81-8824-3, Tilburg University, School of Economics and Management.
    1558. Zhang, Hongliang & Behrman, Jere R. & Fan, C. Simon & Wei, Xiangdong & Zhang, Junsen, 2014. "Does parental absence reduce cognitive achievements? Evidence from rural China," Journal of Development Economics, Elsevier, vol. 111(C), pages 181-195.
    1559. Austin Nichols, 2011. "Causal inference for binary regression with observational data," CHI11 Stata Conference 6, Stata Users Group.
    1560. Castro-Pires, Henrique & Mello, Marco & Moscelli, Giuseppe, 2023. "Foreign Nurses and Hospital Quality: Evidence from Brexit," IZA Discussion Papers 16616, Institute of Labor Economics (IZA).
    1561. Okeke, Edward N., 2013. "Brain drain: Do economic conditions “push” doctors out of developing countries?," Social Science & Medicine, Elsevier, vol. 98(C), pages 169-178.
    1562. Lucas Hafemann & Peter Tillmann, 2017. "The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach," MAGKS Papers on Economics 201720, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    1563. Nason, Robert S. & Wiklund, Johan & McKelvie, Alexander & Hitt, Michael & Yu, Wei, 2019. "Orchestrating boundaries: The effect of R&D boundary permeability on new venture growth," Journal of Business Venturing, Elsevier, vol. 34(1), pages 63-79.
    1564. Cassar, Gavin & Ittner, Christopher D. & Cavalluzzo, Ken S., 2015. "Alternative information sources and information asymmetry reduction: Evidence from small business debt," Journal of Accounting and Economics, Elsevier, vol. 59(2), pages 242-263.
    1565. Velez, Maria L. & Sanchez, Jose M. & Florez, Raquel & Alvarez-Dardet, Concha, 2015. "How control system information characteristics affect exporter–intermediary relationship quality," International Business Review, Elsevier, vol. 24(5), pages 812-824.
    1566. Tang, Vicki Wei, 2011. "Isolating the effect of disclosure on information risk," Journal of Accounting and Economics, Elsevier, vol. 52(1), pages 81-99, June.
    1567. Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
    1568. Olivier Filatriau & Denis Fougère & Maxime To, 2013. "Will Sooner Be Better ? The Impact of Early Preschool Enrollment on Cognitive and Noncognitive Achievement of Children," Working Papers 2013-10, Center for Research in Economics and Statistics.
    1569. How, Janice & Verhoeven, Peter & Abdul Wahab, Effiezal Aswadi, 2014. "Institutional investors, political connections and analyst following in Malaysia," Economic Modelling, Elsevier, vol. 43(C), pages 158-167.
    1570. Cheol Eun & Lingling Wang & Tim Zhang, 2022. "House Price Growth Synchronization and Business Cycle Alignment," The Journal of Real Estate Finance and Economics, Springer, vol. 65(4), pages 675-710, November.
    1571. Chemmanur, Thomas J. & Cheng, Yingmei & Zhang, Tianming, 2013. "Human capital, capital structure, and employee pay: An empirical analysis," Journal of Financial Economics, Elsevier, vol. 110(2), pages 478-502.
    1572. Eva Spring & Volker Grossmann, 2016. "Does bilateral trust across countries really affect international trade and factor mobility?," Empirical Economics, Springer, vol. 50(1), pages 103-136, February.
    1573. Greve, Jane, 2011. "New results on the effect of maternal work hours on children's overweight status: Does the quality of child care matter?," Labour Economics, Elsevier, vol. 18(5), pages 579-590, October.
    1574. Christopher R. Penney & James G. Combs, 2020. "A Transaction Cost Perspective of Alliance Portfolio Diversity," Journal of Management Studies, Wiley Blackwell, vol. 57(6), pages 1073-1105, September.
    1575. Brown, Sarah & Ghosh, Pulak & Pareek, Bhuvanesh & Taylor, Karl, 2021. "The protective role of saving: Bayesian analysis of British panel data," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 57-72.
    1576. Ying Liu & Ravi Aron, 2015. "Organizational Control, Incentive Contracts, and Knowledge Transfer in Offshore Business Process Outsourcing," Information Systems Research, INFORMS, vol. 26(1), pages 81-99, March.
    1577. Si Shi & Yawen Jiang, 2022. "Does supplemental private health insurance incentivize household risky financial asset investment? Evidence from the China Household Financial Survey," International Journal of Health Economics and Management, Springer, vol. 22(4), pages 369-421, December.
    1578. Bernal, Oscar & Girard, Alexandre & Gnabo, Jean-Yves, 2016. "The importance of conflicts of interest in attributing sovereign credit ratings," International Review of Law and Economics, Elsevier, vol. 47(C), pages 48-66.
    1579. Julia Behrman, 2015. "Does Schooling Affect Women’s Desired Fertility? Evidence From Malawi, Uganda, and Ethiopia," Demography, Springer;Population Association of America (PAA), vol. 52(3), pages 787-809, June.
    1580. Marianna Belloc & Paolo Guerrieri, 2008. "Special Interest Groups and Trade Policy in the EU," Open Economies Review, Springer, vol. 19(4), pages 457-478, September.
    1581. Mukherjee, Shivaji, 2018. "Historical legacies of colonial indirect rule: Princely states and Maoist insurgency in central India," World Development, Elsevier, vol. 111(C), pages 113-129.
    1582. Sosson Tadadjeu & Brice Kamguia & Ronald Djeunankan, 2023. "Access to drinking water and sanitation in developing countries: Does financial development matter?," International Review of Applied Economics, Taylor & Francis Journals, vol. 37(4), pages 457-481, July.
    1583. Thomas de Hoop & Luuk van Kempen & Rik Linssen & Anouka van Eerdewijk, 2014. "Women's Autonomy and Subjective Well-Being: How Gender Norms Shape the Impact of Self-Help Groups in Odisha, India," Feminist Economics, Taylor & Francis Journals, vol. 20(3), pages 103-135, July.
    1584. Peter Ebbes & Michel Wedel & Ulf Böckenholt & Ton Steerneman, 2005. "Solving and Testing for Regressor-Error (in)Dependence When no Instrumental Variables are Available: With New Evidence for the Effect of Education on Income," Quantitative Marketing and Economics (QME), Springer, vol. 3(4), pages 365-392, December.
    1585. Vukan Vujic, 2015. "Internal capital markets and crisis transmission: evidence from foreign bank subsidiaries in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 39-56.
    1586. Tranchant, Jean-Pierre & Justino, Patricia & Müller, Cathérine, 2020. "Political violence, adverse shocks and child malnutrition: Empirical evidence from Andhra Pradesh, India," Economics & Human Biology, Elsevier, vol. 39(C).
    1587. Noud P.A. van Giersbergen, 2011. "Bootstrapping Subset Test Statistics in IV Regression," UvA-Econometrics Working Papers 11-08, Universiteit van Amsterdam, Dept. of Econometrics.
    1588. Alex O. Acheampong & Janet Dzator & Matthew Abunyewah & Michael Odei Erdiaw-Kwasie & Eric Evans Osei Opoku, 2023. "Sub-Saharan Africa’s Tragedy: Resource Curse, Democracy and Income Inequality," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 168(1), pages 471-509, August.
    1589. Ali Goli & Pradeep K. Chintagunta, 2021. "What Happens When a Retailer Drops a Product Category? Investigating the Consequences of Ending Tobacco Sales," Marketing Science, INFORMS, vol. 40(6), pages 1169-1198, November.
    1590. Shaomeng Jia & Claudia R. Williamson, 2019. "Aid, Policies, And Growth: Why So Much Confusion?," Contemporary Economic Policy, Western Economic Association International, vol. 37(4), pages 577-599, October.
    1591. Gorodnichenko, Yuriy & Grygorenko, Yegor, 2008. "Are oligarchs productive? Theory and evidence," Journal of Comparative Economics, Elsevier, vol. 36(1), pages 17-42, March.
    1592. Kazuhiko Hayakawa, 2005. "Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d05-82, Institute of Economic Research, Hitotsubashi University.
    1593. U. Devrim Demirel & Matthew Wilson, 2023. "Effects of Fiscal Policy on Inflation: Implications of Supply Disruptions and Economic Slack: Working Paper 2023-05," Working Papers 59056, Congressional Budget Office.
    1594. Maximiliano González & Alexander Guzmán & Eduardo Pablo & María Andrea Trujillo, 2020. "Does gender really matter in the boardroom? Evidence from closely held family firms," Review of Managerial Science, Springer, vol. 14(1), pages 221-267, February.
    1595. Bunting, W.C., 2020. "Does increased access to home mortgage money reduce local crime rates? Evidence from San Diego County," Regional Science and Urban Economics, Elsevier, vol. 84(C).
    1596. Callejas, Jerónimo & Mohapatra, Debi Prasad, 2021. "Welfare effects of public procurement of medicines: Evidence from Ecuador," International Journal of Industrial Organization, Elsevier, vol. 75(C).
    1597. Johannes Orlowski & Pamela Wicker, 2018. "Putting a Price tag on Healthy Behavior: The Monetary Value of Sports Participation to Individuals," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 13(2), pages 479-499, June.
    1598. Kurmann, Andre, 2007. "VAR-based estimation of Euler equations with an application to New Keynesian pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 767-796, March.
    1599. Donald Lien & Melody Lo & David Bojanic, 2019. "Asymmetric effects of cultural institutes on trade and foreign direct investment," The World Economy, Wiley Blackwell, vol. 42(5), pages 1520-1553, May.
    1600. Matthew Hinkel & Dale Belman, 2022. "Should prevailing wages prevail? Re‐examining the effect of prevailing wage laws on affordable housing construction costs," British Journal of Industrial Relations, London School of Economics, vol. 60(4), pages 761-783, December.
    1601. Molina Danielken & Roa Mónica, 2017. "The Effect of Bank Credit and the Trade Patterns of Colombian Exporters," Working Papers 2017-19, Banco de México.
    1602. Kenneth Bollen & Stanislav Kolenikov & Shawn Bauldry, 2014. "Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 20-50, January.
    1603. Christian Dreyer & Nadja Guenster & Jakob Koegst, 2019. "Empirical Evidence on Environmental Performance and Operating Costs," Sustainability, MDPI, vol. 11(13), pages 1-13, June.
    1604. Aoki, Yu, 2014. "More Schooling, Less Youth Crime? Learning from an Earthquake in Japan," IZA Discussion Papers 8619, Institute of Labor Economics (IZA).
    1605. Zhang, Yu, 2013. "Does private tutoring improve students’ National College Entrance Exam performance?—A case study from Jinan, China," Economics of Education Review, Elsevier, vol. 32(C), pages 1-28.
    1606. eleonora patacchini & Yves Zenou & Xiaodong Liu, 2012. "Peer effects in education, sport and screen activities: local aggregate or local average?," 2012 Meeting Papers 1198, Society for Economic Dynamics.
    1607. William J. Collins & Katharine Shester, 2010. "The Economic Effects of Slum Clearance and Urban Renewal in the United States," Vanderbilt University Department of Economics Working Papers 1013, Vanderbilt University Department of Economics.
    1608. Wookun Kim, 2023. "Migration, Commuting, and the Spatial Distribution of Public Spending," Departmental Working Papers 2305, Southern Methodist University, Department of Economics.
    1609. Marwan Chacra & Maral Kichian, 2004. "A Forecasting Model for Inventory Investments in Canada," Staff Working Papers 04-39, Bank of Canada.
    1610. Kikuta,Kyosuke, 2024. "Eclipse: How Darkness Shapes Violence in Africa," IDE Discussion Papers 941, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    1611. Martey, Edward & Etwire, Prince M. & Kuwornu, John K.M., 2020. "Economic impacts of smallholder farmers’ adoption of drought-tolerant maize varieties," Land Use Policy, Elsevier, vol. 94(C).
    1612. Jeff P. Boone & Xueyun (Sherry) Sun & Jennifer Yin, 2024. "Information or Noise? Examining the Effect of Discretionary Disclosure of Accounting Estimates on Financial Analyst Forecasts," Abacus, Accounting Foundation, University of Sydney, vol. 60(4), pages 852-891, December.
    1613. Montiel Olea, José L. & Stock, James H. & Watson, Mark W., 2021. "Inference in Structural Vector Autoregressions identified with an external instrument," Journal of Econometrics, Elsevier, vol. 225(1), pages 74-87.
    1614. Yongtao Hong & Fariz Huseynov & Wei Zhang, 2014. "Earnings Management and Analyst Following: A Simultaneous Equations Analysis," Financial Management, Financial Management Association International, vol. 43(2), pages 355-390, June.
    1615. Hyunseung Kang & Laura Peck & Luke Keele, 2018. "Inference for instrumental variables: a randomization inference approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1231-1254, October.
    1616. Faia, Ester & Bassanin, Marzio & Patella, Valeria, 2019. "Ambiguity Attitudes, Leverage Cycle and Asset Prices," CEPR Discussion Papers 13875, C.E.P.R. Discussion Papers.
    1617. Lubomira Anastassova, 2006. "Productivity Differences and Agglomeration Across Districts of Great Britain," CERGE-EI Working Papers wp289, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    1618. Kristina Barauskaite & Anh D.M. Nguyen, 2019. "Intersectoral Network-Based Channel of Aggregate TFP Shocks," Bank of Lithuania Working Paper Series 63, Bank of Lithuania.
    1619. Purna Chandra Tanti & Pradyot Ranjan Jena & Raja Rajendra Timilsina & Dil Bahadur Rahut, 2024. "Enhancing crop yields and farm income through climate-smart agricultural practices in Eastern India," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 29(5), pages 1-28, June.
    1620. A. James O'Malley & Felix Elwert & J. Niels Rosenquist & Alan M. Zaslavsky & Nicholas A. Christakis, 2014. "Estimating peer effects in longitudinal dyadic data using instrumental variables," Biometrics, The International Biometric Society, vol. 70(3), pages 506-515, September.
    1621. Chihwa Kao & Long Liu, 2007. "Consistent Estimation with Weak Instruments in Panel Data," Center for Policy Research Working Papers 95, Center for Policy Research, Maxwell School, Syracuse University.
    1622. Jetter, Michael, 2019. "The inadvertent consequences of al-Qaeda news coverage," European Economic Review, Elsevier, vol. 119(C), pages 391-410.
    1623. Fuad Hasanov & Oded Izraeli, 2011. "Income Inequality, Economic Growth, And The Distribution Of Income Gains: Evidence From The U.S. States," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 518-539, August.
    1624. Stephen Cecchetti & Madhusudan Mohanty & Fabrizio Zampolli, 2011. "The real effects of debt," BIS Working Papers 352, Bank for International Settlements.
    1625. Kalíšková, Klára, 2015. "Tax and transfer policies and female labor supply in the EU," EUROMOD Working Papers EM1/15, EUROMOD at the Institute for Social and Economic Research.
    1626. Battiston, Diego, 2013. "The impact of immigration on the labour market: Evidence from 20 years of cross-border migration to Argentina," MPRA Paper 52424, University Library of Munich, Germany.
    1627. Hauk, William R., 2017. "Endogeneity bias and growth regressions," Journal of Macroeconomics, Elsevier, vol. 51(C), pages 143-161.
    1628. Ahmed Al-Hadi & Grantley Taylor & Grant Richardson, 2022. "Are corruption and corporate tax avoidance in the United States related?," Review of Accounting Studies, Springer, vol. 27(1), pages 344-389, March.
    1629. Nicolò Barbieri & Ugo Rizzo, 2023. "The impact of crime on firm entry," Journal of Regional Science, Wiley Blackwell, vol. 63(2), pages 446-469, March.
    1630. Costas Karfakis, 2013. "On Money and Output in the Euro Area: Is Money Redundant?," International Economic Journal, Taylor & Francis Journals, vol. 27(3), pages 487-496, September.
    1631. Price V. Fishback & Valentina Kachanovskaya, 2010. "In Search of the Multiplier for Federal Spending in the States During the Great Depression," NBER Working Papers 16561, National Bureau of Economic Research, Inc.
    1632. Eminidou, Snezana & Zachariadis, Marios, 2022. "Firms’ expectations and monetary policy shocks in the euro area," Journal of International Money and Finance, Elsevier, vol. 122(C).
    1633. Luiz M. Cruz & Marcelo J. Moreira, 2005. "On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws," Journal of Human Resources, University of Wisconsin Press, vol. 40(2).
    1634. Viktor Slavtchev & Simon Wiederhold, 2011. "The Impact of Government Procurement Composition on Private R&D Activities," Jena Economics Research Papers 2011-036, Friedrich-Schiller-University Jena.
    1635. Bradley, Daniel & Pantzalis, Christos & Yuan, Xiaojing, 2016. "The influence of political bias in state pension funds," Journal of Financial Economics, Elsevier, vol. 119(1), pages 69-91.
    1636. Mohammad, Shoeb & Husted, Bryan W., 2021. "Innovation, new ventures, and corruption: Evidence from India," Journal of Business Venturing Insights, Elsevier, vol. 16(C).
    1637. Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin, 2021. "City goes dark: Dark trading and adverse selection in aggregate markets," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 1-22.
    1638. Gerd Ronning, 2009. "Stochastische Überlagerung mit Hilfe der Mischungsverteilung," IAW Discussion Papers 48, Institut für Angewandte Wirtschaftsforschung (IAW).
    1639. Hai Lin & Binh Hoang Nguyen & Junbo Wang & Cheng Zhang, 2023. "Credit default swaps and firm risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1668-1692, November.
    1640. Jishi Piao & Sangyong Joo, 2014. "Estimating Open Economy New Keynesian Phillips Curve for Korea," Asian Economic Journal, East Asian Economic Association, vol. 28(3), pages 239-258, September.
    1641. Cullen F. Goenner, 2011. "Simultaneity between Trade and Conflict: Endogenous Instruments of Mass Destruction," Conflict Management and Peace Science, Peace Science Society (International), vol. 28(5), pages 459-477, November.
    1642. van den Oever, Koen, 2017. "Uncharted waters : A behavioral approach to when, why and which organizational changes are adopted," Other publications TiSEM 0136c8c2-ecdd-4f82-8ca7-d, Tilburg University, School of Economics and Management.
    1643. Florackis, Chris & Sainani, Sushil, 2018. "How do chief financial officers influence corporate cash policies?," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 168-191.
    1644. Ryan H. Murphy, 2021. "Plausibly exogenous causes of economic freedom," Journal of Bioeconomics, Springer, vol. 23(1), pages 85-105, April.
    1645. Fábio Gomes & Lourenço Paz, 2015. "Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list?," Economics Bulletin, AccessEcon, vol. 35(1), pages 168-181.
    1646. Cristina Cattaneo, 2016. "Opting in to Opt out? Emigration and Group Participation in Albania," International Migration Review, Wiley Blackwell, vol. 50(4), pages 1046-1075, December.
    1647. Hui Nie & Jing Cheng & Dylan S. Small, 2011. "Inference for the Effect of Treatment on Survival Probability in Randomized Trials with Noncompliance and Administrative Censoring," Biometrics, The International Biometric Society, vol. 67(4), pages 1397-1405, December.
    1648. Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers 04-11, Bank of Canada.
    1649. Munari, Federico & Toschi, Laura, 2021. "The impact of public funding on science valorisation: an analysis of the ERC Proof-of-Concept Programme," Research Policy, Elsevier, vol. 50(6).
    1650. Hervé, Justine, 2023. "Specialists or generalists? Cross-industry mobility and wages," Labour Economics, Elsevier, vol. 84(C).
    1651. Kubal, Jan & Kristoufek, Ladislav, 2022. "Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system," International Review of Financial Analysis, Elsevier, vol. 84(C).
    1652. Ishimura, Yuichi & Shinkuma, Takayoshi & Takeuchi, Kenji & Hosoda, Eiji, 2024. "The effects of regional goal setting on household waste," Ecological Economics, Elsevier, vol. 215(C).
    1653. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
    1654. Yankuo Qiao, 2023. "To delegate or not to delegate? On the quality of voluntary corporate financial disclosure," Review of Managerial Science, Springer, vol. 17(7), pages 2215-2250, October.
    1655. Chen, Wang & Zhang, Zhiwen & Hamori, Shigeyuki & Kinkyo, Takuji, 2021. "Not all bank systemic risks are alike: Deposit insurance and bank risk revisited," International Review of Financial Analysis, Elsevier, vol. 77(C).
    1656. Gajate-Garrido, Gissele & Ahiadeke, Clement, 2015. "The effect of insurance enrollment on maternal and child health care utilization: The case of Ghana," IFPRI discussion papers 1495, International Food Policy Research Institute (IFPRI).
    1657. Choi, Yoonseok & Kim, Sunghyun, 2016. "Testing an alternative price-setting behavior in the new Keynesian Phillips curve: Extrapolative price-setting mechanism," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 253-265.
    1658. Groth, Charlotta & Zampolli, Fabrizio, 2010. "Macroeconomic stability and the real interest rate: a cross-country analysis," Discussion Papers 30, Monetary Policy Committee Unit, Bank of England.
    1659. Benjamin Garcia & Arsenios Skaperdas, 2017. "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series 2017-106, Board of Governors of the Federal Reserve System (U.S.).
    1660. Angelo Castaldo & Giuliana De Luca & Berardino Barile, 2021. "Does Initial Access To Bank Loans Predict Start‐Ups' Future Default Probability? Evidence From Italy," Contemporary Economic Policy, Western Economic Association International, vol. 39(1), pages 83-106, January.
    1661. Sheikh, Shahbaz, 2018. "CEO power, product market competition and firm value," Research in International Business and Finance, Elsevier, vol. 46(C), pages 373-386.
    1662. Tonmoy Choudhury & Muhammad Kamran & Hadrian Geri Djajadikerta & Tapan Sarker, 2023. "Can Banks Sustain the Growth in Renewable Energy Supply? An International Evidence," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(1), pages 20-50, February.
    1663. Akgündüz, Yusuf Emre & Aydemir, Abdurrahman B. & Cilasun, Seyit Mümin & Kirdar, Murat Güray, 2024. "Propagation of Immigration Shocks through Firm-to-Firm Trade Networks," IZA Discussion Papers 16770, Institute of Labor Economics (IZA).
    1664. Yamarik Steven J & Johnson Noel D & Compton Ryan A, 2010. "War! What Is It Good For? A Deep Determinants Analysis of the Cost of Interstate Conflict," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 16(1), pages 1-35, September.
    1665. Benjamín Villena-Rodán & Cecilia Ríos-Aguilar, 2011. "Causal Effects of Maternal Time-Investment on Children's Cognitive Outcomes," Documentos de Trabajo 285, Centro de Economía Aplicada, Universidad de Chile.
    1666. Galina Besstremyannaya, 2015. "The adverse effects of incentives regulation in health care: a comparative analysis with the U.S. and Japanese hospital data," Working Papers w0218, Center for Economic and Financial Research (CEFIR).
    1667. Francesco Ferlaino, 2024. "Does the financial accelerator accelerate inequalities?," Working Papers 538, University of Milano-Bicocca, Department of Economics.
    1668. Winters, John V., 2014. "Foreign and Native-Born STEM Graduates and Innovation Intensity in the United States," IZA Discussion Papers 8575, Institute of Labor Economics (IZA).
    1669. Heinrich Hock & Delia Furtado, 2009. "Female Work and Fertility in the United States: Effects of Low-Skilled Immigrant Labor," Working papers 2009-20, University of Connecticut, Department of Economics.
    1670. Kern, Andreas & Reinsberg, Bernhard & Rau-Göhring, Matthias, 2019. "IMF conditionality and central bank independence," European Journal of Political Economy, Elsevier, vol. 59(C), pages 212-229.
    1671. Joaquim Andrade & Pedro Cordeiro & Guilherme Lambais, 2019. "Estimating a Behavioral New Keynesian Model," Papers 1912.07601, arXiv.org.
    1672. Schlingemann, Frederik & Wu, Hong, 2015. "Determinants and shareholder wealth effects of the sales method in acquisitions," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 469-485.
    1673. Galina Besstremyannaya, 2015. "The adverse effects of incentives regulation in health care: a comparative analysis with the U.S. and Japanese hospital data," Working Papers w0218, New Economic School (NES).
    1674. Zacharias Ziegelhöfer, 2012. "Down with diarrhea: Using fuzzy Regression Discontinuity Design to link communal water supply with health," IHEID Working Papers 05-2012, Economics Section, The Graduate Institute of International Studies, revised 26 Mar 2012.
    1675. Hammer, Benjamin & Knauer, Alexander & Pflücke, Magnus & Schwetzler, Bernhard, 2017. "Inorganic growth strategies and the evolution of the private equity business model," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 31-63.
    1676. Yanwen Wang & Muxin Zhai & John G. Lynch, 2023. "Cashing Out Retirement Savings at Job Separation," Marketing Science, INFORMS, vol. 42(4), pages 679-703, July.
    1677. Suyash Garg & Zhiang Lin & Haibin Yang, 2023. "Board caste diversity in Indian MNEs: The interplay of stakeholder norms and social embeddedness," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 54(5), pages 797-828, July.
    1678. Lakka, Spyridoula & Michalakelis, Christos & Varoutas, Dimitris & Martakos, Draculis, 2012. "Exploring the determinants of the OSS market potential: The case of the Apache web server," Telecommunications Policy, Elsevier, vol. 36(1), pages 51-68.
    1679. Cawley, A.P & Heanue, K. & O’Donoghue, C. & Sheehan, M., 2015. "The Impact of Extension Services on Farm Level Outcomes: An Instrumental Variable Approach," 150th Seminar, October 22-23, 2015, Edinburgh, Scotland 212664, European Association of Agricultural Economists.
    1680. Olorunfemi Yasiru Alimi & Kazeem Bello Ajide & Wakeel Atanda Isola, 2020. "Environmental quality and health expenditure in ECOWAS," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 22(6), pages 5105-5127, August.
    1681. Roberto Barontini & Lorenzo Caprio, 2006. "The Effect of Family Control on Firm Value and Performance: Evidence from Continental Europe," European Financial Management, European Financial Management Association, vol. 12(5), pages 689-723, November.
    1682. Joseph S. Vavra, 2014. "Time-Varying Phillips Curves," NBER Working Papers 19790, National Bureau of Economic Research, Inc.
    1683. Okudaira, Hiroko, 2018. "The economic costs of court decisions concerning dismissals in Japan: Identification by judge transfers," International Review of Law and Economics, Elsevier, vol. 53(C), pages 60-75.
    1684. Alexander De Juan & Jan Henryk Pierskalla, 2016. "Civil war violence and political trust: Microlevel evidence from Nepal," Conflict Management and Peace Science, Peace Science Society (International), vol. 33(1), pages 67-88, February.
    1685. Dolores Messer & Guido Schwerdt & Ludger Woessmann & Stefan C. Wolter, 2013. "Labor Market Effects of Adult Education Vouchers: Evidence from a Randomized Field Experiment," Economics of Education Working Paper Series 0094, University of Zurich, Department of Business Administration (IBW).
    1686. Deockhyun Ryu & Changhui Kang, 2013. "Do Private Tutoring Expenditures Raise Academic Performance? Evidence from Middle School Students in South Korea," Asian Economic Journal, East Asian Economic Association, vol. 27(1), pages 59-83, March.
    1687. Donaldson, Dave, 2010. "Railroads of the Raj: estimating the impact of transportation infrastructure," LSE Research Online Documents on Economics 38368, London School of Economics and Political Science, LSE Library.
    1688. Todeschini, F. & Labeaga, J. & Jiménez-Martín, S., 2010. "Death by lung cancer or by diabetes? The unintended consequences of quitting smoking," Health, Econometrics and Data Group (HEDG) Working Papers 10/16, HEDG, c/o Department of Economics, University of York.
    1689. John Beirne & Nuobu Renzhi & Ulrich Volz, 2023. "When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies," Open Economies Review, Springer, vol. 34(3), pages 519-540, July.
    1690. Xiaoyang Li & John McHale & Xuan Zhou, 2017. "Does Brain Drain Lead to Institutional Gain?," The World Economy, Wiley Blackwell, vol. 40(7), pages 1454-1472, July.
    1691. Albert, Juan-Francisco & Peñalver, Antonio & Perez-Bernabeu, Alberto, 2020. "The effects of monetary policy on income and wealth inequality in the U.S. Exploring different channels," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 88-106.
    1692. Fosu, Prince, 2016. "Infrastructure and Foreign Direct Investment Inflows: Evidence from Ghana," MPRA Paper 100375, University Library of Munich, Germany, revised 13 May 2020.
    1693. SAM, Vichet, 2019. "Access to Formal Credit and Gender Income Gap: The Case of Farmers in Cambodia," MPRA Paper 97052, University Library of Munich, Germany.
    1694. Nakano, Makoto & Nguyen, Pascal, 2012. "Board size and corporate risk-taking: Further evidence from Japan," MPRA Paper 38990, University Library of Munich, Germany.
    1695. Jaeger, David A. & Parys, Juliane, 2009. "On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak," IZA Discussion Papers 3961, Institute of Labor Economics (IZA).
    1696. Gillis, William E. & Combs, James G. & Yin, Xiaoli, 2020. "Franchise management capabilities and franchisor performance under alternative franchise ownership strategies," Journal of Business Venturing, Elsevier, vol. 35(1).
    1697. Shirodkar, Vikrant & Rajwani, Tazeeb & Stadler, Christian & Hautz, Julia & Mayer, Michael C.J., 2022. "Corporate Political Activity and Firm Performance: The Moderating Effects of International and Product Diversification," Journal of International Management, Elsevier, vol. 28(4).
    1698. Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
    1699. Szilvia Hamori & Janos Kollo, 2011. "Whose Children Gain from Starting School Later? Evidence from Hungary," Budapest Working Papers on the Labour Market 1102, Institute of Economics, Centre for Economic and Regional Studies.
    1700. Vijay A Murik, 2013. "Measuring monetary policy expectations," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 49-65, April.
    1701. Sania Ashraf & Cristina Bicchieri & Upasak Das & Tanu Gupta & Alex Shpenev, 2023. "Learning from diversity: jati fractionalization, social expectations and improved sanitation practices in India," Papers 2312.15221, arXiv.org.
    1702. Mohammadian, Iman & Abareshi, Ahmad & Abbasi, Babak & Goh, Mark, 2019. "Airline capacity decisions under supply-demand equilibrium of Australia’s domestic aviation market," Transportation Research Part A: Policy and Practice, Elsevier, vol. 119(C), pages 108-121.
    1703. Martin Bruns & Sascha A. Keweloh, 2023. "Testing for Strong Exogeneity in Proxy-VARS," University of East Anglia School of Economics Working Paper Series 2023-07, School of Economics, University of East Anglia, Norwich, UK..
    1704. Broich, Tobias, 2017. "Do authoritarian regimes receive more Chinese development finance than democratic ones? Empirical evidence for Africa," MERIT Working Papers 2017-011, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    1705. Zhonghua Liu & Ting Ye & Baoluo Sun & Mary Schooling & Eric Tchetgen Tchetgen, 2023. "Mendelian randomization mixed‐scale treatment effect robust identification and estimation for causal inference," Biometrics, The International Biometric Society, vol. 79(3), pages 2208-2219, September.
    1706. Mariam K. Atkinson & Soroush Saghafian, 2023. "Who should see the patient? on deviations from preferred patient-provider assignments in hospitals," Health Care Management Science, Springer, vol. 26(2), pages 165-199, June.
    1707. Bologna, Pierluigi & Cornacchia, Wanda & Galardo, Maddalena, 2022. "Release of a liquidity regulation: What do we learn for credit and house prices?," Journal of Financial Stability, Elsevier, vol. 61(C).
    1708. Correia, Maria M., 2014. "Political connections and SEC enforcement," Journal of Accounting and Economics, Elsevier, vol. 57(2), pages 241-262.
    1709. Andrea Albarea & Michele Bernasconi & Anna Marenzi & Dino Rizzi, 2020. "Income Underreporting and Tax Evasion in Italy: Estimates and Distributional Effects," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(4), pages 904-930, December.
    1710. Marina-Selini Katsaiti & Maroula Khraiche, 2023. "Does access to credit alter migration intentions?," Empirical Economics, Springer, vol. 65(4), pages 1823-1854, October.
    1711. Felix Hammermann & Mark Flanagan, 2009. "What explains persistent inflation differentials across transition economies?1," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 17(2), pages 297-328, April.
    1712. John Cawley & Feng Liu, 2007. "Mechanisms for the Association Between Maternal Employment and Child Cognitive Development," NBER Working Papers 13609, National Bureau of Economic Research, Inc.
    1713. Gielnik, Michael M. & Uy, Marilyn A. & Funken, Rebecca & Bischoff, Kim Marie, 2017. "Boosting and sustaining passion: A long-term perspective on the effects of entrepreneurship training," Journal of Business Venturing, Elsevier, vol. 32(3), pages 334-353.
    1714. Madanizadeh, Seyed Ali, 2021. "International trade, skill premium and endogenous labor division: The case of Mexico," Labour Economics, Elsevier, vol. 71(C).
    1715. Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
    1716. Kilian, Lutz, 2005. "The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries," CEPR Discussion Papers 5404, C.E.P.R. Discussion Papers.
    1717. Jinyong Hahn & Jerry Hausman, 2003. "Weak Instruments: Diagnosis and Cures in Empirical Econometrics," American Economic Review, American Economic Association, vol. 93(2), pages 118-125, May.
    1718. Tito Belchior Silva Moreira & Michel Constantino & George Henrique de Moura Cunha & Paulo Roberto Pires de Sousa & Luciano Balbino dos Santos, 2021. "The Business Cycle, Inflation, and Unemployment Rate Nexus: An Empirical Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(10), pages 110-110, September.
    1719. Tenakwah, Emmanuel Junior & Chen, Junxin & Ying, Sammy Xiaoyan & Li, Yongqing & Wu, Huiying, 2024. "Corporate governance, home country governance, and MNE CSR: Evidence from Ghana," Emerging Markets Review, Elsevier, vol. 59(C).
    1720. Armagan Tuna Aktuna-Gunes & Christophe Starzec & François Gardes, 2014. "A New Estimation Of The Size Of Informal Economy Using Monetary And Full Expenditures In A Complete Demand System [Une évaluation de la taille de l'économie informelle par un système complet de dem," Post-Print hal-01307146, HAL.
    1721. Fernando Aragon, 2009. "Candidate nomination procedures andpolitical selection: evidence from LatinAmerican parties," STICERD - Economic Organisation and Public Policy Discussion Papers Series 003, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    1722. Ryan Mutter & William Greene & William Spector & Michael Rosko & Dana Mukamel, 2013. "Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes," Journal of Productivity Analysis, Springer, vol. 39(2), pages 101-110, April.
    1723. Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.
    1724. Croes, Robertico & Ridderstaat, Jorge & van Niekerk, Mathilda, 2018. "Connecting quality of life, tourism specialization, and economic growth in small island destinations: The case of Malta," Tourism Management, Elsevier, vol. 65(C), pages 212-223.
    1725. Martyn Andrews & Obbey Elamin & Alastair R. Hall & Kostas Kyriakoulis & Matthew Sutton, 2014. "Inference in the Presence of Redundant Moment Conditions and the Impact of Government Health Expenditure on Health Outcomes in England," Economics Discussion Paper Series 1401, Economics, The University of Manchester.
    1726. Kingsley E. Dogah & Hao Lan & Sheng Zhao & Boqiang Lin, 2024. "Does Declining Air Pollution Levels Always Signal Higher Premium for Housing Market?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(11), pages 2967-2992, November.
    1727. Ogutu, Sylvester Ochieng & Goedecke, Theda & Qaim, Matin, 2017. "Agricultural Commercialization and Nutrition in Smallholder Farm Households," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261285, European Association of Agricultural Economists.
    1728. Stephen R. Porter, 2013. "The Causal Effect of Faculty Unions on Institutional Decision-Making," ILR Review, Cornell University, ILR School, vol. 66(5), pages 1192-1211, October.
    1729. Shukhrat Kholmuminov & Shayzak Kholmuminov & Robert E Wright, 2017. "Resource dependence analysis of public higher education institutions in Uzbekistan," Working Papers 1703, University of Strathclyde Business School, Department of Economics.
    1730. L. Fanelli & M. Mazzocchi, 2004. "Back to the future? Habits and rational addiction in UK tobacco and alcohol demand," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
    1731. Bayo-Moriones, Alberto & Galdon-Sanchez, Jose Enrique & Martinez-de-Morentin, Sara, 2024. "Complements or Substitutes? Examining the Relationship between Teamwork and Selection Intensity," IZA Discussion Papers 16876, Institute of Labor Economics (IZA).
    1732. Tutun Mukherjee & Som Sankar Sen, 2022. "Impact of CEO attributes on corporate reputation, financial performance, and corporate sustainable growth: evidence from India," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-50, December.
    1733. Zheyuan Zhang & Huiying Wu & Sammy Xiaoyan Ying & Jiaxing You, 2023. "Corporate Innovation and Disclosure Strategy," Abacus, Accounting Foundation, University of Sydney, vol. 59(1), pages 76-133, March.
    1734. Mallick, Debdulal & Zhang, Quanda, 2019. "The Effect of Financial Inclusion on Household Welfare in China," MPRA Paper 95786, University Library of Munich, Germany.
    1735. Hámori, Szilvia & Köllő, János, 2011. "Whose Children Gain from Starting School Later? Evidence from Hungary," IZA Discussion Papers 5539, Institute of Labor Economics (IZA).
    1736. Stracca Livio, 2017. "The Euler equation around the world," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(2), pages 1-9, June.
    1737. Mike Tsionas & Christopher F. Parmeter & Valentin Zelenyuk, 2021. "Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis," CEPA Working Papers Series WP082021, School of Economics, University of Queensland, Australia.
    1738. Chankrajang, Thanyaporn, 2019. "State-community property-rights sharing in forests and its contributions to environmental outcomes: Evidence from Thailand's community forestry," Journal of Development Economics, Elsevier, vol. 138(C), pages 261-273.
    1739. Don S. Poskitt, 2020. "On GMM Inference: Partial Identification, Identification Strength, and Non-Standard," Monash Econometrics and Business Statistics Working Papers 40/20, Monash University, Department of Econometrics and Business Statistics.
    1740. Siklos, Pierre L., 2006. "Hungary's entry into the euro area: Lessons for prospective members from a monetary policy perspective," Economic Systems, Elsevier, vol. 30(4), pages 366-384, December.
    1741. Andreea N. Kiss & Dirk Libaers & Pamela S. Barr & Tang Wang & Miles A. Zachary, 2020. "CEO cognitive flexibility, information search, and organizational ambidexterity," Strategic Management Journal, Wiley Blackwell, vol. 41(12), pages 2200-2233, December.
    1742. Woo, Jaejoon, 2023. "Financial crises and inequality: New evidence from a panel of 17 advanced economies," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    1743. Van Bellegem, Sébastien & Florens, Jean-Pierre, 2014. "Instrumental variable estimation in functional linear models," LIDAM Discussion Papers CORE 2014056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    1744. Bernal Humberto, 2020. "Demand and Supply in the Cocaine Market: An Empirical Study," Journal of Globalization and Development, De Gruyter, vol. 11(1), pages 1-34, June.
    1745. Bun, Maurice J.G. & Windmeijer, Frank, 2011. "A comparison of bias approximations for the two-stage least squares (2SLS) estimator," Economics Letters, Elsevier, vol. 113(1), pages 76-79, October.
    1746. Roychowdhury, Punarjit, 2019. "Peer effects in consumption in India: An instrumental variables approach using negative idiosyncratic shocks," World Development, Elsevier, vol. 114(C), pages 122-137.
    1747. van der Stoep, Gabrielle, 2008. "Childbearing and labour force participation in South Africa: sibling composition as an identification strategy?," MPRA Paper 52908, University Library of Munich, Germany.
    1748. Ruchunyi Fu & Yi Tang & Guoli Chen, 2020. "Chief sustainability officers and corporate social (Ir)responsibility," Strategic Management Journal, Wiley Blackwell, vol. 41(4), pages 656-680, April.
    1749. Tian Heong Chan & Jürgen Mihm & Manuel E. Sosa, 2018. "On Styles in Product Design: An Analysis of U.S. Design Patents," Management Science, INFORMS, vol. 64(3), pages 1230-1249, March.
    1750. Driss, Hamdi & Drobetz, Wolfgang & El Ghoul, Sadok & Guedhami, Omrane, 2021. "Institutional investment horizons, corporate governance, and credit ratings: International evidence," Journal of Corporate Finance, Elsevier, vol. 67(C).
    1751. Sarah Bridges & Lefan Liu, 2022. "The impact of child migration on the health and well‐being of parents left behind," Journal of International Development, John Wiley & Sons, Ltd., vol. 34(6), pages 1145-1164, August.
    1752. Dang, Thang, 2017. "Body Weight and Hypertension Risk in a Developing Country," MPRA Paper 83182, University Library of Munich, Germany.
    1753. Xi Huang, 2021. "Immigration and economic resilience in the Great Recession," Urban Studies, Urban Studies Journal Limited, vol. 58(9), pages 1885-1905, July.

  52. Tim Bollerslev & Jonathan H. Wright, 2001. "High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 596-602, November.
    See citations under working paper version above.
  53. Wright, Jonathan H, 2000. "Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(2), pages 211-222, April.

    Cited by:

    1. Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013. "Nonparametric Predictive Regression," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.
    2. Erik Hjalmarsson & Pär Österholm, 2010. "Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies," Empirical Economics, Springer, vol. 39(1), pages 51-76, August.
    3. Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2017. "International Evidence on Long-Run Money Demand," Working Papers 737, Federal Reserve Bank of Minneapolis.
    4. Ulrich K. Müller & Mark W. Watson, 2024. "Spatial Unit Roots and Spurious Regression," Econometrica, Econometric Society, vol. 92(5), pages 1661-1695, September.
    5. Brissimis, Sophocles & Migiakis, Petros, 2010. "Inflation persistence and the rationality of inflation expectations," MPRA Paper 29052, University Library of Munich, Germany.
    6. Maynard, Alex & Shimotsu, Katsumi, 2009. "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, vol. 25(1), pages 63-116, February.
    7. Müller, Ulrich K. & Watson, Mark W., 2013. "Low-frequency robust cointegration testing," Journal of Econometrics, Elsevier, vol. 174(2), pages 66-81.
    8. Kurt Graden Lunsford, 2023. "Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate," Working Papers 23-19, Federal Reserve Bank of Cleveland.
    9. Michael Jansson & Marcelo J. Moreira, 2006. "Optimal Inference in Regression Models with Nearly Integrated Regressors," Econometrica, Econometric Society, vol. 74(3), pages 681-714, May.
    10. Jean Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019. "Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Post-Print hal-03549991, HAL.
    11. M. Shahe Emran & Forhad Shilpi & M. Imam Alam, 2007. "Economic liberalization and price response of aggregate private investment: time series evidence from India," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 914-934, August.
    12. Benati, Luca, 2020. "Money velocity and the natural rate of interest," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 117-134.
    13. Nikitas Pittis & Christina Christou & Sarantis Kalyvitis & Christis Hassapis, 2009. "Long‐Run PPP under the Presence of Near‐to‐Unit Roots: The Case of the British Pound–US Dollar Rate," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 144-155, February.
    14. Erik Hjalmarsson & Pär Österholm, 2007. "A residual-based cointegration test for near unit root variables," International Finance Discussion Papers 907, Board of Governors of the Federal Reserve System (U.S.).
    15. Marcelo Moreira & Rafael Mourão & Humberto Moreira, 2016. "A critical value function approach, with an application to persistent time-series," CeMMAP working papers CWP24/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Jonathan H. Wright, 1999. "A simple approach to robust inference in a cointegrating system," International Finance Discussion Papers 654, Board of Governors of the Federal Reserve System (U.S.).
    17. Kang, Heejoon, 2008. "The cointegration relationships among G-7 foreign exchange rates," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 446-460, June.
    18. Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.

  54. James H. Stock & Jonathan Wright, 2000. "GMM with Weak Identification," Econometrica, Econometric Society, vol. 68(5), pages 1055-1096, September.

    Cited by:

    1. Qazi Haque & Leandro M. Magnusson, 2020. "Identification robust empirical evidence on the Euler equation in open economies," CAMA Working Papers 2020-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013. "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, vol. 173(1), pages 108-125.
    3. Caner, Mehmet, 2007. "Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases," Journal of Econometrics, Elsevier, vol. 137(1), pages 28-67, March.
    4. Kenneth Gillingham & Pei Huang, 2021. "Racial Disparities in the Health Effects from Air Pollution: Evidence from Ports," NBER Working Papers 29108, National Bureau of Economic Research, Inc.
    5. Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
    6. Harry Pickard, 2020. "Explaining fiscal decentralization and the role of ethnic Diversity," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(5), pages 469-485, November.
    7. Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
    8. Wai Ching Poon & Yong Shen Lee, 2014. "Inflation Targeting in ASEAN-10," South African Journal of Economics, Economic Society of South Africa, vol. 82(1), pages 141-157, March.
    9. Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
    10. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
    11. Charles Nelson & Richard Startz & Eric Zivot, 2000. "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.
    12. René Garcia & Richard Luger, 2007. "The Canadian macroeconomy and the yield curve: an equilibrium-based approach," Canadian Journal of Economics, Canadian Economics Association, vol. 40(2), pages 561-583, May.
    13. David De la Croix & Clara Delavallade, 2006. "Growth, public investment and corruption with failing institutions," Cahiers de la Maison des Sciences Economiques v06078a, Université Panthéon-Sorbonne (Paris 1), revised May 2008.
    14. Yongquan Cao & Grey Gordon, 2019. "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
    15. Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
    16. Menzel, Konrad, 2014. "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, vol. 182(2), pages 329-350.
    17. Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers 25/16, Institute for Fiscal Studies.
    18. Bayar, Omer, 2018. "Weak instruments and estimated monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 308-317.
    19. Aedín Doris & Donal O’Neill & Olive Sweetman, 2013. "Identification of the covariance structure of earnings using the GMM estimator," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 11(3), pages 343-372, September.
    20. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
    21. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
    22. Somayeh Mardaneh, 2012. "How Do Oil Shocks A¤ect the Structural Stability of Hybrid New Keynesian Phillips Curve?," Discussion Papers in Economics 12/20, Division of Economics, School of Business, University of Leicester.
    23. Frölich, Markus & Lechner, Michael, 2004. "Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies," IZA Discussion Papers 1095, Institute of Labor Economics (IZA).
    24. Andrei SEMENOV, 2010. "Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation," EcoMod2004 330600126, EcoMod.
    25. Per G. Fredriksson & Stephan Gohmann & Khawaja Mamun, 2009. "Taxing Under the Influence?," Public Finance Review, , vol. 37(3), pages 339-365, May.
    26. de Souza, Joao Paulo A., 2014. "Growth Complementarity Between Agriculture and Industry: Evidence from a Panel of Developing Countries," UMASS Amherst Economics Working Papers 2014-11, University of Massachusetts Amherst, Department of Economics.
    27. Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    28. Lily Y. Liu, 2017. "Estimating Loss Given Default from CDS under Weak Identification," Supervisory Research and Analysis Working Papers RPA 17-1, Federal Reserve Bank of Boston.
    29. Marie-Charlotte BUISSON, 2011. "L’accès à des services énergétiques réduit-il la malnutrition des enfants au Sénégal ? Evaluation du programme des plateformes multifonctionnelles," Working Papers 201116, CERDI.
    30. Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes, 2015. "Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 108-123.
    31. Dorothée Charlier & Sondès Kahouli, 2018. "Fuel poverty and residential energy demand: how fuel-poor households react to energy price fluctuations," Post-Print halshs-01957771, HAL.
    32. Kruiniger, Hugo, 2013. "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
    33. Takeshi Yagihashi & Juan Du, 2015. "Intertemporal elasticity of substitution and risk aversion: are they related empirically?," Applied Economics, Taylor & Francis Journals, vol. 47(15), pages 1588-1605, March.
    34. Stephen L. Ross & Zhentao Shi, 2022. "Measuring Social Interaction Effects When Instruments Are Weak," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 995-1006, June.
    35. Giesen, Sebastian & Scheufele, Rolf, 2016. "Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 1-18.
    36. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Other publications TiSEM 46607f30-95c0-430a-8ef9-2, Tilburg University, School of Economics and Management.
    37. Hodler, Roland & Raschky, Paul A., 2014. "Economic shocks and civil conflict at the regional level," Economics Letters, Elsevier, vol. 124(3), pages 530-533.
    38. PERRON, Benoît, 1999. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche 9901, Universite de Montreal, Departement de sciences economiques.
    39. Robert Vigfusson, 2008. "How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 49-64, February.
    40. Battey, Heather & Feng, Qiang & Smith, Richard J., 2016. "Improving confidence set estimation when parameters are weakly identified," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 117-123.
    41. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
    42. Hugo Kruiniger, 2023. "Large sample properties of GMM estimators under second-order identification," Papers 2307.13475, arXiv.org.
    43. Junaid, Danish & He, Zheng & Afzal, Farman, 2022. "The impact of weak formal institutions on the different phases of the entrepreneurial process," Journal of Business Research, Elsevier, vol. 144(C), pages 236-249.
    44. Favero, Carlo A. & Consolo, Agostino, 2009. "Monetary Policy Inertia: More a Fiction than a fact?," CEPR Discussion Papers 7341, C.E.P.R. Discussion Papers.
    45. Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
    46. Caner, Mehmet, 2014. "Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics," Journal of Econometrics, Elsevier, vol. 182(2), pages 247-268.
    47. Zobel, Ann-Kristin & Lokshin, Boris & Hagedoorn, John, 2016. "Formal and informal appropriation mechanisms: the role of openness and innovativeness," Research Memorandum 040, Maastricht University, Graduate School of Business and Economics (GSBE).
    48. Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian, 2014. "Impulse response matching estimators for DSGE models," Vanderbilt University Department of Economics Working Papers 14-00014, Vanderbilt University Department of Economics.
    49. Saraswata Chaudhuri & Eric Zivot, 2008. "A new method of projection-based inference in GMM with weakly identified nuisance parameters," Working Papers UWEC-2008-26, University of Washington, Department of Economics.
    50. Patrik Buggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    51. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October.
    52. Prosper Dovonon & Eric Renault, 2012. "Testing for Common GARCH Factors," CIRANO Working Papers 2012s-34, CIRANO.
    53. Joaquim Ramalho, 2003. "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables," Economics Working Papers 9_2003, University of Évora, Department of Economics (Portugal).
    54. Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
    55. Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
    56. Michal Pakos, "undated". "Measuring Intratemporal and Intertemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Consumer Durables," GSIA Working Papers 2007-E29, Carnegie Mellon University, Tepper School of Business.
    57. Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004. "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," Harvard Institute of Economic Research Working Papers 2048, Harvard - Institute of Economic Research.
    58. James M. Nason & Gregor W. Smith, 2005. "Identifying The New Keynesian Phillips Curve," Working Paper 1026, Economics Department, Queen's University.
    59. Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
    60. Giray Gozgor, 2012. "Inflation Targeting and Monetary Policy Rules: Further Evidence from the Case of Turkey," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(5), pages 1-7.
    61. Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
    62. Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
    63. Brandts, Jordi & El Baroudi, Sabrine & Huber, Stefanie J. & Rott, Christina, 2021. "Gender differences in private and public goal setting," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 222-247.
    64. Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
    65. Sophocles Mavroeidis & James Malcomson, 2011. "Nash Bargaining, Credible Bargaining and Efficiency wages in a matching model for the US," 2011 Meeting Papers 776, Society for Economic Dynamics.
    66. Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2002. "Luxury Goods and the Equity Premium," Working Papers 145, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
    67. Mr. Daniel S Kanda, 2006. "Credit Flows, Fiscal Policy, and the External Deficit of Bosnia and Herzegovina," IMF Working Papers 2006/276, International Monetary Fund.
    68. Khalaf, Lynda & Kichian, Maral, 2005. "Exact tests of the stability of the Phillips curve: the Canadian case," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 445-460, April.
    69. Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018. "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187.
    70. Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    71. Morrisy, Stephen D., 2017. "Efficient estimation of macroeconomic equations with unobservable states," Economic Modelling, Elsevier, vol. 60(C), pages 408-423.
    72. Mehmet Caner, 2005. "Exponential Tilting With Weak Instruments," Working Paper 208, Department of Economics, University of Pittsburgh, revised Jan 2005.
    73. Casey, Gregory P. & Owen, Ann L., 2014. "Inequality and Fractionalization," World Development, Elsevier, vol. 56(C), pages 32-50.
    74. Marko Melolinna, 2011. "Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR," Finnish Economic Papers, Finnish Economic Association, vol. 24(1), pages 33-54, Spring.
    75. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    76. Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
    77. Ricardo Nunes, 2010. "Inflation Dynamics: The Role of Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
    78. Sönksen, Jantje & Grammig, Joachim, 2021. "Empirical asset pricing with multi-period disaster risk: A simulation-based approach," Journal of Econometrics, Elsevier, vol. 222(1), pages 805-832.
    79. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
    80. Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
    81. Xi, Qiangmin & Mei, Lin, 2022. "How did development zones affect China’s land transfers? The scale, marketization, and resource allocation effect," Land Use Policy, Elsevier, vol. 119(C).
    82. Meng, Xin & Xue, Sen, 2017. "Social Networks and Mental Health Problems: Evidence from Rural-to-Urban Migrants in China," IZA Discussion Papers 10481, Institute of Labor Economics (IZA).
    83. Rainer Schweickert & Inna Melnykovska & Ansgar Belke & Ingo Bordon, 2011. "Prospective NATO or EU membership and institutional change in transition countries," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 19(4), pages 667-692, October.
    84. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "Estimation uncertainty in structural inflation models with real wage rigidities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2554-2561, November.
    85. Whitney K. Newey & Frank Windmeijer, 2005. "GMM with many weak moment conditions," CeMMAP working papers CWP18/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    86. Adam Rosen, 2006. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    87. Couharde, Cécile & Karanfil, Fatih & Kilama, Eric Gabin & Omgba, Luc Désiré, 2020. "The role of oil in the allocation of foreign aid: The case of the G7 donors," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 363-383.
    88. Hakan, Yilmazkuday, 2009. "Is there a Role for International Trade Costs in Explaining the Central Bank Behavior?," MPRA Paper 15951, University Library of Munich, Germany.
    89. Leandro M. Magnusson & Sophocles Mavroeidis, 2010. "Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 465-481, March.
    90. Claire Dujardin & Florence Goffette-Nagot, 2009. "Does public housing occupancy increase unemployment?," Post-Print halshs-00436679, HAL.
    91. Efthymios G. Tsionas & Kien C. Tran & Panayotis G. Michaelides, 2019. "Bayesian inference in threshold stochastic frontier models," Empirical Economics, Springer, vol. 56(2), pages 399-422, February.
    92. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
    93. Akbulut-Yuksel, Mevlude & Okoye, Dozie & Turan, Belgi, 2020. "Expressway to Power: Infrastructure Projects and Political Support," IZA Discussion Papers 13795, Institute of Labor Economics (IZA).
    94. Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020. "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
    95. Kichian, Maral & Rumler, Fabio, 2014. "Forecasting Canadian inflation: A semi-structural NKPC approach," Economic Modelling, Elsevier, vol. 43(C), pages 183-191.
    96. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers 6583, Institute of Labor Economics (IZA).
    97. Graham, Daniel J. & Melo, Patricia C., 2009. "Agglomeration economies and labour productivity: evidence from longitudinal worker data for GB's travel-to-work areas," LSE Research Online Documents on Economics 33268, London School of Economics and Political Science, LSE Library.
    98. Denni Tommasi & Alexander Wolf, 2016. "Overcoming Weak Identification in the Estimation of Household Resource Shares," Working Papers ECARES ECARES 2016-12, ULB -- Universite Libre de Bruxelles.
    99. Tavalaei, M. Mahdi & Santalo, Juan, 2019. "Pure versus hybrid competitive strategies in the airport industry," Transportation Research Part A: Policy and Practice, Elsevier, vol. 124(C), pages 444-455.
    100. Alastair R. Hall, 2013. "Generalized Method of Moments," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 14, pages 313-333, Edward Elgar Publishing.
    101. Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    102. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
    103. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
    104. Wang, Caiping & Dai, Shanshan & Xu, Honggang, 2018. "Estimating the land opportunism of hotel investment in generating real estate appreciation and firms’ market value," Land Use Policy, Elsevier, vol. 77(C), pages 752-759.
    105. Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005. "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series WP2005-024, Boston University - Department of Economics.
    106. Richard Smith, 2005. "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    107. Mohanty, Aatishya & Sharma, Swati, 2022. "COVID-19 regulations, culture, and the environment," Economic Modelling, Elsevier, vol. 113(C).
    108. Anatolyev, Stanislav, 2004. "Inference when a nuisance parameter is weakly identified under the null hypothesis," Economics Letters, Elsevier, vol. 84(2), pages 245-254, August.
    109. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
    110. Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K., 2009. "Choosing instrumental variables in conditional moment restriction models," Journal of Econometrics, Elsevier, vol. 152(1), pages 28-36, September.
    111. Todd, Prono, 2009. "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 30994, University Library of Munich, Germany, revised 30 Jul 2011.
    112. Shenoy, Ajay & Sharma, Bhavyaa & Xu, Guanghong & Kapoor, Rolly & Rho, Haedong Aiden & Sangha, Kinpritma, 2022. "God is in the rain: The impact of rainfall-induced early social distancing on COVID-19 outbreaks," Santa Cruz Department of Economics, Working Paper Series qt3jr4k0cm, Department of Economics, UC Santa Cruz.
    113. Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, University Library of Munich, Germany.
    114. Antoine, Bertille & Renault, Eric, 2024. "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, vol. 30(C), pages 36-59.
    115. Heckelman, Jac C & Wilson, Bonnie, 2023. "Aid, Reform, and Interest Groups," MPRA Paper 118182, University Library of Munich, Germany.
    116. Andrews, Isaiah, 2019. "On the structure of IV estimands," Journal of Econometrics, Elsevier, vol. 211(1), pages 294-307.
    117. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
    118. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
    119. Otsu, Taisuke & Matsushita, Yukitoshi & Xu, Ke-Li, 2014. "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics 58065, London School of Economics and Political Science, LSE Library.
    120. Dorothée Charlier & Sondès Kahouli, 2018. "From residential energy demand to fuel poverty: income-induced non-linearities in the reactions of households to energy price fluctuations," Working Papers 2018.11, FAERE - French Association of Environmental and Resource Economists.
    121. Marie-Charlotte Buisson, 2012. "L'accès à des services énergétiques réduit-il la malnutrition des enfants au Sénégal ? Evaluation du programme des plateformes multifonctionnelles," CERDI Working papers halshs-00597523, HAL.
    122. Boateng, Elliot & Agbola, Frank W. & Mahmood, Amir, 2021. "Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter?," Economic Modelling, Elsevier, vol. 96(C), pages 111-127.
    123. Thorsten Drautzburg & Jonathan H. Wright, 2021. "Refining Set-Identification in VARs through Independence," NBER Working Papers 29316, National Bureau of Economic Research, Inc.
    124. Luiz Maia Filho, 2008. "On the existence of well-behaved macro utility functions: reassessing the power of Varian's revealed preference test in consumption aggregates," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200806301053170, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    125. Khalaf, Lynda & Schaller, Huntley, 2016. "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 165-177.
    126. Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    127. Allan Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence," Working Paper 1249, Economics Department, Queen's University.
    128. Okoye, Dozie & Pongou, Roland, 2015. "Sea Change: The Competing Long-Run Impacts of the Transatlantic Slave Trade and Missionary Activity in Africa," MPRA Paper 66221, University Library of Munich, Germany.
    129. Gomes, Fábio Augusto Reis & Paz, Lourenço S., 2013. "Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 63-75.
    130. Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
    131. Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," NBER Working Papers 9660, National Bureau of Economic Research, Inc.
    132. Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido, 2007. "Long difference instrumental variables estimation for dynamic panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 574-617, October.
    133. Patrik Buggenberger & Richard Smith, 2003. "Generalized empirical likelihood estimators and tests under partial, weak and strong identification," CeMMAP working papers CWP08/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    134. Moreira, Marcelo J. & Porter, Jack R. & Suarez, Gustavo A., 2009. "Bootstrap validity for the score test when instruments may be weak," Journal of Econometrics, Elsevier, vol. 149(1), pages 52-64, April.
    135. Sophocles Mavroeidis, 2006. "Testing the New Keynesian Phillips Curve Without Assuming Identification," Working Papers 2006-13, Brown University, Department of Economics.
    136. G. Forchini, 2005. "Some Properties of Tests for Possibly Unidentified Parameters," Monash Econometrics and Business Statistics Working Papers 21/05, Monash University, Department of Econometrics and Business Statistics.
    137. Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009. "Underidentification?," CeMMAP working papers CWP24/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    138. Fabio Canova, 2007. "How much structure in empirical models?," Economics Working Papers 1054, Department of Economics and Business, Universitat Pompeu Fabra.
    139. Paul Levine & Luis F. Martins & Vasco J. Gabriel, 2006. "Robust Estimates of the New Keynesian Phillips Curve," School of Economics Discussion Papers 0206, School of Economics, University of Surrey.
    140. Martin Browning & Sule Alan & Orazio Attanasio, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
    141. Mehmet Caner, 2005. "Higher Order Expansions in GMM with Nearly Weak and Many Nearly Weak Instruments," Working Paper 209, Department of Economics, University of Pittsburgh, revised Jan 2005.
    142. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society.
    143. Chirok Han & Peter C. B. Phillips, 2006. "GMM with Many Moment Conditions," Econometrica, Econometric Society, vol. 74(1), pages 147-192, January.
    144. Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 14-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    145. Isaiah Andrews & Maximilian Kasy, 2017. "Identification of and correction for publication bias," Papers 1711.10527, arXiv.org.
    146. Philipp Ketz, 2019. "Testing overidentifying restrictions with a restricted parameter space," Post-Print halshs-02492665, HAL.
    147. Tommy Krieger, 2022. "Democracy and the quality of economic institutions: theory and evidence," Public Choice, Springer, vol. 192(3), pages 357-376, September.
    148. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
    149. Chaudhuri, Saraswata & Rose, Elaina, 2009. "Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak," IZA Discussion Papers 4203, Institute of Labor Economics (IZA).
    150. Barber, Luke & Jetter, Michael & Krieger, Tim, 2024. "Foreshadowing Mars: Religiosity and pre-Enlightenment conflict in Europe," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302355, Verein für Socialpolitik / German Economic Association.
    151. Patrick Gagliardini & Diego Ronchetti, 2020. "Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 333-394.
    152. Moreira, Marcelo J., 2009. "Tests with correct size when instruments can be arbitrarily weak," Journal of Econometrics, Elsevier, vol. 152(2), pages 131-140, October.
    153. Hausman, Jerry & Lewis, Randall & Menzel, Konrad & Newey, Whitney, 2011. "Properties of the CUE estimator and a modification with moments," Journal of Econometrics, Elsevier, vol. 165(1), pages 45-57.
    154. Barber, Luke & Jetter, Michael & Krieger, Tim, 2023. "Foreshadowing Mars: Religiosity and pre-Enlightenment warfare," Discussion Paper Series 2023-03, University of Freiburg, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy.
    155. Masakatsu Okubo, 2011. "The Intertemporal Elasticity of Substitution: An Analysis Based on Japanese Data," Economica, London School of Economics and Political Science, vol. 78(310), pages 367-390, April.
    156. Darius Lakdawalla & Tomas Philipson, 2012. "Does Intellectual Property Restrict Output? An Analysis of Pharmaceutical Markets," Journal of Law and Economics, University of Chicago Press, vol. 55(1), pages 151-187.
    157. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012. "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 934-956.
    158. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    159. Zisimos Koustas & Jean-Francois Lamarche, 2010. "Estimation of a nonlinear Taylor rule using real-time U.S. data," Working Papers 1005, Brock University, Department of Economics.
    160. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "The Validity of Instruments Revisited," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    161. Gospodinov, Nikolay & Lkhagvasuren, Damba, 2011. "A new method for approximating vector autoregressive processes by finite-state Markov chains," MPRA Paper 33827, University Library of Munich, Germany.
    162. Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
    163. Jules Tinang & Nour Meddahi, 2016. "GMM estimation of the Long Run Risks model," 2016 Meeting Papers 1107, Society for Economic Dynamics.
    164. Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, University Library of Munich, Germany.
    165. Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2020. "GMM weighting matrices incross-sectional asset pricing tests," Discussion Papers 62/2020, Deutsche Bundesbank.
    166. Néstor Gandelman & Ana Balsa & Nicolás González, 2012. "Peer Effects in Risk Aversion," Development Research Working Paper Series 11/2012, Institute for Advanced Development Studies.
    167. Grunspan, T., 2005. "The Fed and the Question of Financial Stability: An Empirical Investigation," Working papers 134, Banque de France.
    168. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
    169. Che, Yi & Lu, Yi & Tao, Zhigang & Wang, Peng, 2013. "The impact of income on democracy revisited," Journal of Comparative Economics, Elsevier, vol. 41(1), pages 159-169.
    170. Philip Kostov & Julie Le Gallo, 2018. "What role for human capital in the growth process: new evidence from endogenous latent factor panel quantile regressions," Scottish Journal of Political Economy, Scottish Economic Society, vol. 65(5), pages 501-527, November.
    171. Melcarne, Alessandro & Ramello, Giovanni B. & Spruk, Rok, 2021. "Is justice delayed justice denied? An empirical approach," International Review of Law and Economics, Elsevier, vol. 65(C).
    172. Gábor Békés & Péter Harasztosi, 2010. "Agglomeration Premium and Trading Activity of Firms," CeFiG Working Papers 11, Center for Firms in the Global Economy, revised 28 Jan 2010.
    173. Omiat, George & Shively, Gerald, 2020. "Rainfall and child weight in Uganda," Economics & Human Biology, Elsevier, vol. 38(C).
    174. Khorunzhina, Natalia, 2021. "Intratemporal nonseparability between housing and nondurable consumption: Evidence from reinvestment in housing stock," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 658-670.
    175. Milan Nedeljkovic & Christian Saborowski, 2018. "The Relative Effectiveness of Spot and Derivatives Based Intervention," CESifo Working Paper Series 7127, CESifo.
    176. Hiroyuki Kawakatsu, 2021. "Information in daily data volatility measurements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1642-1656, April.
    177. Dreyer, Johannes K. & Schneider, Johannes & Smith, William T., 2013. "Saving-based asset-pricing," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3704-3715.
    178. Zisimos Koustas & Jean-Francois Lamarche, 2009. "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers 0909, Brock University, Department of Economics, revised Jul 2010.
    179. Yoonseok Lee & Ryo Okui, 2009. "A Specification Test for Instrumental Variables Regression with Many Instruments," Cowles Foundation Discussion Papers 1741, Cowles Foundation for Research in Economics, Yale University.
    180. Tsionas, Mike G. & Polemis, Michael L., 2019. "On the estimation of total factor productivity: A novel Bayesian non-parametric approach," European Journal of Operational Research, Elsevier, vol. 277(3), pages 886-902.
    181. Gregory Cox, 2018. "Almost Sure Uniqueness of a Global Minimum Without Convexity," Papers 1803.02415, arXiv.org, revised Feb 2019.
    182. Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
    183. Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
    184. Faust, Jon & Swanson, Eric T. & Wright, Jonathan H., 2004. "Identifying VARS based on high frequency futures data," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1107-1131, September.
    185. Hui Chen & Winston Wei Dou & Leonid Kogan, 2024. "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, vol. 79(2), pages 843-902, April.
    186. Mirza, Harun & Storjohann, Lidia, 2011. "Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule," Bonn Econ Discussion Papers 13/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
    187. Zhaonan Qu & Yongchan Kwon, 2024. "Distributionally Robust Instrumental Variables Estimation," Papers 2410.15634, arXiv.org, revised Dec 2024.
    188. Aleksandra Rutkowska & Magdalena Szyszko, 2022. "New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 701-718, February.
    189. Andrew Berg & Jonathan D. Ostry & Charalambos G. Tsangarides & Yorbol Yakhshilikov, 2018. "Redistribution, inequality, and growth: new evidence," Journal of Economic Growth, Springer, vol. 23(3), pages 259-305, September.
    190. José de Sousa & Sandra Poncet, 2011. "How are wages set in Beijing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00633752, HAL.
    191. Li, Hongbin & Li, Lei & Ma, Hong, 2022. "China's Skill-Biased Imports," IZA Discussion Papers 15423, Institute of Labor Economics (IZA).
    192. Krieger, Tommy, 2022. "Democracy and the quality of economic institutions: Theory and evidence," ZEW Discussion Papers 22-032, ZEW - Leibniz Centre for European Economic Research.
    193. David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020. "Weak Identification in Discrete Choice Models," Papers 2011.06753, arXiv.org, revised Jan 2021.
    194. Vasco J. Gabriel & Luis F. Martins, 2010. "The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1703-1712, December.
    195. Otto Kässi, 2014. "Earnings dynamics of men and women in Finland: permanent inequality versus earnings instability," Empirical Economics, Springer, vol. 46(2), pages 451-477, March.
    196. Jetter, Michael & Walker, Jay K., 2022. "News coverage and mass shootings in the US," European Economic Review, Elsevier, vol. 148(C).
    197. Klaus Gründler & Armin Hackenberger & Anina Harter & Niklas Potrafke, 2021. "Covid-19 Vaccination: The Role of Crisis Experience," CESifo Working Paper Series 9096, CESifo.
    198. Sophocles Mavroeidis, 2004. "Weak Identification of Forward‐looking Models in Monetary Economics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 609-635, September.
    199. Zhiguo He & Paymon Khorrami & Zhaogang Song, 2022. "Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress," The Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4630-4673.
    200. Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012. "Averaging of moment condition estimators," CeMMAP working papers CWP26/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    201. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
    202. Blasques, Francisco & Duplinskiy, Artem, 2018. "Penalized indirect inference," Journal of Econometrics, Elsevier, vol. 205(1), pages 34-54.
    203. Omer Bayar, 2022. "Reducing large datasets to improve the identification of estimated policy rules," Empirical Economics, Springer, vol. 63(1), pages 113-140, July.
    204. Michael B. Devereux & Gregor W. Smith & James Yetman, 2009. "Consumption and Real Exchange Rates in Professional Forecasts," NBER Working Papers 14795, National Bureau of Economic Research, Inc.
    205. Alexander Mayer, 2022. "Estimation and inference in adaptive learning models with slowly decreasing gains," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 720-749, September.
    206. Jun, Sung Jae & Pinkse, Joris, 2009. "Semiparametric tests of conditional moment restrictions under weak or partial identification," Journal of Econometrics, Elsevier, vol. 152(1), pages 3-18, September.
    207. Bertille Antoine & Eric Renault, 2012. "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers dp12-03, Department of Economics, Simon Fraser University.
    208. Ascari, Guido & Magnusson, Leandro M. & Mavroeidis, Sophocles, 2021. "Empirical evidence on the Euler equation for consumption in the US," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 129-152.
    209. Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 3-22, January.
    210. Peter MacKay & Gordon M. Phillips, 2002. "Is There an Optimal Industry Financial Structure?," NBER Working Papers 9032, National Bureau of Economic Research, Inc.
    211. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
    212. Malcomson, James & Mavroeidis, Sophocles, 2015. "Bargaining and Wage Rigidity in a Matching Model for the US," IZA Discussion Papers 8806, Institute of Labor Economics (IZA).
    213. Antoine, Bertille & Renault, Eric, 2020. "Testing identification strength," Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
    214. Brox, Enzo & Krieger, Tommy, 2019. "Birthplace diversity and team performance," ZEW Discussion Papers 19-020, ZEW - Leibniz Centre for European Economic Research.
    215. Tihomir Janjicek, 2008. "Exchange Rate Movements From 1961 To 2001," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 17(2), pages 157-176, december.
    216. Mittelhammer, Ronald C. & Judge, George G. & Schoenberg, Ron, 2003. "Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods," CUDARE Working Papers 25090, University of California, Berkeley, Department of Agricultural and Resource Economics.
    217. Magnolfi, Lorenzo & Sullivan, Christopher, 2022. "A comparison of testing and estimation of firm conduct," Economics Letters, Elsevier, vol. 212(C).
    218. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers 28/16, Institute for Fiscal Studies.
    219. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
    220. Doko Tchatoka, Firmin, 2012. "Testing for partial exogeneity with weak identification," Working Papers 14565, University of Tasmania, Tasmanian School of Business and Economics, revised 31 May 2012.
    221. Vlaicu, Razvan & Verhoeven, Marijn & Grigoli, Francesco & Mills, Zachary, 2014. "Multiyear budgets and fiscal performance: Panel data evidence," Journal of Public Economics, Elsevier, vol. 111(C), pages 79-95.
    222. Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2024. "GMM weighting matrices in cross-sectional asset pricing tests," Journal of Banking & Finance, Elsevier, vol. 162(C).
    223. Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007. "The New Keynesian Phillips Curve revisited," Discussion Papers 500, Statistics Norway, Research Department.
    224. Lee, Yoonseok & Okui, Ryo, 2012. "Hahn–Hausman test as a specification test," Journal of Econometrics, Elsevier, vol. 167(1), pages 133-139.
    225. Chirok Han & Peter C.B. Phillips, 2007. "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.
    226. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
    227. Chala, Alemu Tulu & Forssbaeck, Jens, 2018. "Does Collateral Reduce Loan-Size Credit Rationing? Survey Evidence," Working Papers 2018:36, Lund University, Department of Economics.
    228. Jungbin Hwang, 2017. "Simple and Trustworthy Cluster-Robust GMM Inference," Working papers 2017-19, University of Connecticut, Department of Economics, revised Aug 2020.
    229. Matteo Bobba & Andrew Powell, 2007. "Aid and Growth: Politics Matters," Research Department Publications 4511, Inter-American Development Bank, Research Department.
    230. Jacek Białek & Natalia Pawelec & Sylwia Roszkowska, 2024. "Estimating the elasticity of substitution when compiling the CES cost of living index on scanner data," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(6), pages 5997-6021, December.
    231. Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
    232. Mikusheva, Anna, 2013. "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 117-131.
    233. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/generalized method of moments estimation and testing," Stata Journal, StataCorp LP, vol. 7(4), pages 465-506, December.
    234. Shen, Yan & Shen, Minggao & Xu, Zhong & Bai, Ying, 2009. "Bank Size and Small- and Medium-sized Enterprise (SME) Lending: Evidence from China," World Development, Elsevier, vol. 37(4), pages 800-811, April.
    235. Fredriksson, Per & Mamun, Khawaja, 2009. "Gubernatorial Reputation and Vertical Tax Externalities: All Smoke, No Fire?," Working Papers 2009002, Sacred Heart University, John F. Welch College of Business.
    236. Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
    237. Fredriksson, Per & Mamun, Khawaja, 2009. "Tobacco Politics and Electoral Accountability in the United States," Working Papers 2009003, Sacred Heart University, John F. Welch College of Business.
    238. Prosper Dovonon & Alastair R. Hall, 2017. "The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification," Economics Discussion Paper Series 1705, Economics, The University of Manchester.
    239. Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, vol. 128(1), pages 1-29, September.
    240. Dovonon, Prosper & Hall, Alastair R., 2018. "The asymptotic properties of GMM and indirect inference under second-order identification," Journal of Econometrics, Elsevier, vol. 205(1), pages 76-111.
    241. Guofang Huang & Haiyan Liu, 2021. "Estimating expectations-based reference-price effects in the used-car retail market," Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 457-503, December.
    242. Peter E. Rossi, 2014. "Invited Paper —Even the Rich Can Make Themselves Poor: A Critical Examination of IV Methods in Marketing Applications," Marketing Science, INFORMS, vol. 33(5), pages 655-672, September.
    243. Barakat, Ahmed & Hussainey, Khaled, 2013. "Bank governance, regulation, supervision, and risk reporting: Evidence from operational risk disclosures in European banks," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 254-273.
    244. Antoine, Bertille & Lavergne, Pascal, 2014. "Conditional moment models under semi-strong identification," Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
    245. Klaus Gründler & Tommy Krieger, 2019. "Should We Care (More) About Data Aggregation? Evidence from Democracy Indices," CESifo Working Paper Series 7480, CESifo.
    246. Anna Mikusheva, 2014. "Estimation of dynamic stochastic general equilibrium models (in Russian)," Quantile, Quantile, issue 12, pages 1-21, February.
    247. Gagliardini, Patrick & Ronchetti, Diego, 2013. "Semi-parametric estimation of American option prices," Journal of Econometrics, Elsevier, vol. 173(1), pages 57-82.
    248. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
    249. Amit Gandhi & Jean-François Houde, 2019. "Measuring Substitution Patterns in Differentiated-Products Industries," NBER Working Papers 26375, National Bureau of Economic Research, Inc.
    250. Hwang, Jungbin, 2021. "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, vol. 222(2), pages 993-1023.
    251. Alain Guay & Florian Pelgrin, 2016. "Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 344-372, March.
    252. Parisa Pourkarimi & Eric Kam, 2022. "The Impact of R&D and Advertising on Firm Performance in High-Tech Industries—Evidence from the U.S. Information and Communications Technology Industry," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 723-753, September.
    253. Gehrig, Thomas & Iannino, Maria Chiara & Unger, Stephan, 2024. "Social responsibility and bank resiliency," Journal of Financial Stability, Elsevier, vol. 70(C).
    254. Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles, 2010. "Inference in models with adaptive learning," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 341-351, April.
    255. Cristina Vilaplana Prieto & Sergi Jiménez-Martín, 2015. "Unmet needs in formal care: kindling the spark for caregiving behavior," International Journal of Health Economics and Management, Springer, vol. 15(2), pages 153-184, June.
    256. Head, Allen C. & Smith, Gregor W., 2003. "The CCAPM meets Euro-interest rate persistence, 1960-2000," Journal of International Economics, Elsevier, vol. 59(2), pages 349-366, March.
    257. Mehmet Caner, 2005. "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Paper 211, Department of Economics, University of Pittsburgh, revised Jan 2005.
    258. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers 46/17, Institute for Fiscal Studies.
    259. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
    260. Jochen Hartwig, 2018. "Wachstumsfolgen von Einkommensungleichheit – Theorie, empirische Evidenz und Politikempfehlungen," Chemnitz Economic Papers 020, Department of Economics, Chemnitz University of Technology.
    261. Matteo Bobba & Andrew Powell, 2007. "Ayuda y crecimiento: La política importa," Research Department Publications 4512, Inter-American Development Bank, Research Department.
    262. Ma, Adrian, 2002. "GMM estimation of the new Phillips curve," Economics Letters, Elsevier, vol. 76(3), pages 411-417, August.
    263. Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005. "Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time," Computing in Economics and Finance 2005 48, Society for Computational Economics.
    264. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall.
    265. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    266. Joel L. Horowitz, 2018. "Non-Asymptotic Inference in Instrumental Variables Estimation," Papers 1809.03600, arXiv.org.
    267. Clémentine Florens & Eric Jondeau & Hervé Le Bihan, 2001. "Assessing GMM Estimates of the Federal Reserve Reaction Function," Econometrics 0111003, University Library of Munich, Germany.
    268. Gregory Phelan & Alexis Akira Toda, 2015. "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers 2015-10, Department of Economics, Williams College.
    269. Mehmet Caner, 2006. "Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics," Working Paper 212, Department of Economics, University of Pittsburgh, revised Jan 2006.
    270. Christopher R. Knittel & Konstantinos Metaxoglou, 2008. "Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings," NBER Working Papers 14080, National Bureau of Economic Research, Inc.
    271. Martins, Luis F. & Gabriel, Vasco J., 2009. "New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 561-571, December.
    272. Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
    273. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
    274. Shibamoto, Masahiko, 2008. "The estimation of monetary policy reaction function in a data-rich environment: The case of Japan," Japan and the World Economy, Elsevier, vol. 20(4), pages 497-520, December.
    275. Haichao Fan & Tuan Anh Luong & Edwin L‐C. Lai & Lina Zhang, 2022. "Import liberalization and export product mix," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(1), pages 419-457, February.
    276. Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
    277. Khalaf, Lynda & Saunders, Charles J., 2020. "Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels," Journal of Econometrics, Elsevier, vol. 218(2), pages 419-434.
    278. Jennifer Castle & David Hendry, 2020. "Identifying the Causal Role of CO2 during the Ice Ages," Economics Series Working Papers 898, University of Oxford, Department of Economics.
    279. Lynda Khalaf & Maral Kichian & Charles Saunders & Marcel Voia, 2021. "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Post-Print hal-03528880, HAL.
    280. Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank, 2020. "Inference in second-order identified models," Journal of Econometrics, Elsevier, vol. 218(2), pages 346-372.
    281. David T. Frazier & Eric Renault, 2019. "Indirect Inference: Which Moments to Match?," Econometrics, MDPI, vol. 7(1), pages 1-17, March.
    282. Hail Jung & Sanghak Choi & Junyoup Lee & Sanggeum Woo, 2022. "Corporate pledgeable asset ownership and stock price crash risk," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-28, December.
    283. Cortes, Patricia, 2015. "The Feminization of International Migration and its Effects on the Children Left Behind: Evidence from the Philippines," World Development, Elsevier, vol. 65(C), pages 62-78.
    284. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.
    285. Xin Meng & Sen Xue, 2020. "Social networks and mental health outcomes: Chinese rural–urban migrant experience," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(1), pages 155-195, January.
    286. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
    287. Samih Azar, 2011. "Retesting the CCAPM Euler equations," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 7(4), pages 324-346, September.
    288. Rafiq, Shuddhasattwa & Salim, Ruhul & Smyth, Russell, 2016. "The moderating role of firm age in the relationship between R&D expenditure and financial performance: Evidence from Chinese and US mining firms," Economic Modelling, Elsevier, vol. 56(C), pages 122-132.
    289. Bolduc, Denis & Khalaf, Lynda & Moyneur, Érick, 2008. "Identification-robust simulation-based inference in joint discrete/continuous models for energy markets," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3148-3161, February.
    290. Predrag Petrović & Goran Nikolić, 2018. "Schumpeterian Growth Theory: Empirical Testing Of Barriers To Competition-Proximity To Frontier Algorithm," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 63(217), pages 7-38, April – J.
    291. Inoue, Atsushi & Rossi, Barbara, 2011. "Testing for weak identification in possibly nonlinear models," Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.
    292. Donald W. K. Andrews & Xu Cheng, 2012. "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, September.
    293. Nepal, Mani & Bohara, Alok K, 2015. "Consumption insurance under uncertainty: The case of Nepal during Maoist insurgency," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 5(1), pages 1-31.
    294. Xu Cheng & Eric Renault & Paul Sangrey, 2024. "Identifying the Volatility Risk Price Through the Leverage Effect," PIER Working Paper Archive 24-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    295. Marta Spreafico, 2013. "Institutions, the resource curse and the transition economies: further evidence," DISCE - Working Papers del Dipartimento di Politica Economica ispe0064, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    296. de Souza, Joao Paulo A., 2015. "Evidence of growth complementarity between agriculture and industry in developing countries," Structural Change and Economic Dynamics, Elsevier, vol. 34(C), pages 1-18.
    297. Olorunfemi Yasiru Alimi & Kazeem Bello Ajide, 2021. "The role of institutions in environment–health outcomes Nexus: empirical evidence from sub-Saharan Africa," Economic Change and Restructuring, Springer, vol. 54(4), pages 1205-1252, November.
    298. Kleibergen, Frank, 2007. "Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics," Journal of Econometrics, Elsevier, vol. 139(1), pages 181-216, July.
    299. Ngo, Thanh & Trinh, Hai Hong & Haouas, Ilham & Ullah, Subhan, 2022. "Examining the bidirectional nexus between financial development and green growth: International evidence through the roles of human capital and education expenditure," Resources Policy, Elsevier, vol. 79(C).
    300. Ramalho Joaquim J.S., 2005. "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-20, March.
    301. Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
    302. Lin, Faqin & Sim, Nicholas C.S., 2014. "Baltic Dry Index and the democratic window of opportunity," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 143-159.
    303. Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
    304. Joel L. Horowitz, 2018. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP52/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    305. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
    306. Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
    307. Per G. Fredriksson & Aatishya Mohanty, 2022. "COVID-19 Regulations, Political Institutions, and the Environment," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 81(2), pages 323-353, February.
    308. Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
    309. Chaudhuri, Saraswata & Renault, Eric, 2020. "Score tests in GMM: Why use implied probabilities?," Journal of Econometrics, Elsevier, vol. 219(2), pages 260-280.
    310. Montiel Olea, José L. & Stock, James H. & Watson, Mark W., 2021. "Inference in Structural Vector Autoregressions identified with an external instrument," Journal of Econometrics, Elsevier, vol. 225(1), pages 74-87.
    311. Leandro M. Magnusson, 2008. "Tests in Censored Models when the Structural Parameters Are Not Identified," Working Papers 0802, Tulane University, Department of Economics.
    312. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
    313. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
    314. Todd Prono, 2006. "GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique," Working Papers 07-1, Federal Reserve Bank of Boston.
    315. Manuel Dominguez & Ignacio Lobato, 2010. "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers 1005, Centro de Investigacion Economica, ITAM.
    316. Hwang, Jungbin & Valdés, Gonzalo, 2023. "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, vol. 234(1), pages 327-352.
    317. María Delgado Gómez-Flors & Maite Alguacil, 2018. "The Impact of Immigrant Diversity on Wages. The Spanish Experience," Sustainability, MDPI, vol. 10(9), pages 1-29, September.
    318. Olorunfemi Yasiru Alimi & Kazeem Bello Ajide & Wakeel Atanda Isola, 2020. "Environmental quality and health expenditure in ECOWAS," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 22(6), pages 5105-5127, August.
    319. H. Youn Kim & José Alberto Molina & K. K. Gary Wong, 2024. "Durable goods and consumer behavior with liquidity constraints," Scandinavian Journal of Economics, Wiley Blackwell, vol. 126(1), pages 155-193, January.
    320. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
    321. Alain Guay & Florian Pelgrin, 2007. "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche 0747, CIRPEE.
    322. Berulava George & Chikava George, 2011. "The Determinants of Household Labor Supply: A Comparative Study," EERC Working Paper Series 11/13e, EERC Research Network, Russia and CIS.
    323. Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
    324. Sowell, Fallaw, 2006. "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper 3356, University Library of Munich, Germany, revised May 2007.
    325. Amalia R. Miller & Catherine Tucker, 2013. "Active Social Media Management: The Case of Health Care," Information Systems Research, INFORMS, vol. 24(1), pages 52-70, March.
    326. Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research.
    327. Elsie L. Echeverri-Carroll & Sofia G. Ayala, 2011. "Urban Wages: Does City Size Matter?," Urban Studies, Urban Studies Journal Limited, vol. 48(2), pages 253-271, February.
    328. Aniket A. Kawatkar & Joel W. Hay & William Stohl & Michael B. Nichol, 2013. "Incremental Expenditure Of Biologic Disease Modifying Antirheumatic Treatment Using Instrumental Variables In Panel Data," Health Economics, John Wiley & Sons, Ltd., vol. 22(7), pages 807-823, July.
    329. Han, Sukjin & Vytlacil, Edward J., 2017. "Identification in a generalization of bivariate probit models with dummy endogenous regressors," Journal of Econometrics, Elsevier, vol. 199(1), pages 63-73.
    330. Aparicio, Juan P. & Jetter, Michael, 2020. "Captivating News in Colombia," IZA Discussion Papers 13834, Institute of Labor Economics (IZA).
    331. Aparicio, Juan P. & Jetter, Michael, 2022. "Captivating news: Media attention and FARC kidnappings," Journal of Economic Behavior & Organization, Elsevier, vol. 202(C), pages 69-81.
    332. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.
    333. Julian Thimme, 2017. "Intertemporal Substitution In Consumption: A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 226-257, February.

  55. Wright, Jonathan H, 2000. "Confidence Intervals for Univariate Impulse Responses with a Near Unit Root," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 368-373, July.

    Cited by:

    1. Richard T. Baillie & George Kapetanios & Fotis Papailias, 2017. "Inference for impulse response coefficients from multivariate fractionally integrated processes," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 60-84, March.
    2. Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    3. Rossi, Barbara & Pesavento, Elena, 2003. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers 03-19, Duke University, Department of Economics.
    4. James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 101-115, Fall.
    5. Elena Pesavento, Barbara Rossi, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Economics Working Papers ECO2006/19, European University Institute.
    6. Atsushi Inoue & Lutz Kilian, 2019. "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers 19-00001, Vanderbilt University Department of Economics.
    7. Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers.
    8. Helmut Luetkepohl, 2011. "Vector Autoregressive Models," Economics Working Papers ECO2011/30, European University Institute.
    9. Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013. "Persistence in crude oil spot and futures prices," Energy, Elsevier, vol. 59(C), pages 29-37.
    10. José Luis Montiel Olea & Mikkel Plagborg‐Møller, 2021. "Local Projection Inference Is Simpler and More Robust Than You Think," Econometrica, Econometric Society, vol. 89(4), pages 1789-1823, July.
    11. Jonathan H. Wright, 2000. "Exact confidence intervals for impulse responses in a Gaussian vector autoregression," International Finance Discussion Papers 682, Board of Governors of the Federal Reserve System (U.S.).
    12. Lieb, Lenard & Smeekes, Stephan, 2017. "Inference for Impulse Responses under Model Uncertainty," Research Memorandum 022, Maastricht University, Graduate School of Business and Economics (GSBE).
    13. Dorfman, Jeffrey H. & McIntosh, Christopher S., 2001. "Imposing inequality restrictions: efficiency gains from economic theory," Economics Letters, Elsevier, vol. 71(2), pages 205-209, May.

  56. Bollerslev, Tim & Wright, Jonathan H., 2000. "Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data," Journal of Econometrics, Elsevier, vol. 98(1), pages 81-106, September.

    Cited by:

    1. Evans, Kevin P. & Speight, Alan E.H., 2010. "Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility," Research in International Business and Finance, Elsevier, vol. 24(1), pages 82-101, January.
    2. Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020. "The memory of stock return volatility: Asset pricing implications," Journal of Financial Markets, Elsevier, vol. 47(C).
    3. Lu, Yang K. & Perron, Pierre, 2010. "Modeling and forecasting stock return volatility using a random level shift model," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 138-156, January.
    4. Bianchi, Daniele & Tamoni, Andrea, 2016. "The dynamics of expected returns: evidence from multi-scale time series modelling," LSE Research Online Documents on Economics 118992, London School of Economics and Political Science, LSE Library.
    5. Broto, Carmen, 2002. "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS ws025414, Universidad Carlos III de Madrid. Departamento de Estadística.
    6. Pierre Perron & Zhongjun Qu, 2008. "Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices," Boston University - Department of Economics - Working Papers Series wp2008-004, Boston University - Department of Economics.
    7. Maria Caporale, Guglielmo & A. Gil-Alana, Luis, 2011. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 386-409.
    8. David McMillan & Alan Speight, 2005. "Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(3), pages 199-226, September.
    9. Dräger, Lena & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020. "The Long Memory of Equity Volatility and the Macroeconomy: International Evidence," Hannover Economic Papers (HEP) dp-667, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    10. Beatriz Vaz de Melo Mendes, 2005. "Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas," Brazilian Review of Finance, Brazilian Society of Finance, vol. 3(2), pages 251-265.
    11. Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014. "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 149-162.
    12. Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega, 2014. "Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 69(5), pages 2045-2084, October.
    13. David Mcmillan & Alan Speight, 2008. "Long-memory in high-frequency exchange rate volatility under temporal aggregation," Quantitative Finance, Taylor & Francis Journals, vol. 8(3), pages 251-261.
    14. Charfeddine, Lanouar & Ajmi, Ahdi Noomen, 2013. "The Tunisian stock market index volatility: Long memory vs. switching regime," Emerging Markets Review, Elsevier, vol. 16(C), pages 170-182.
    15. Katsumi Shimotsu, 2006. "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper 1101, Economics Department, Queen's University.
    16. Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2017. "The Long Memory of Equity Volatility: International Evidence," Hannover Economic Papers (HEP) dp-614, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    17. Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading," Post-Print hal-01512779, HAL.
    18. Kunal Saha & Vinodh Madhavan & Chandrashekhar G. R. & David McMillan, 2020. "Pitfalls in long memory research," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1733280-173, January.
    19. Martin Martens & Dick van Dijk & Michiel de Pooter, 2004. "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers 04-067/4, Tinbergen Institute.
    20. Hull, Matthew & McGroarty, Frank, 2014. "Do emerging markets become more efficient as they develop? Long memory persistence in equity indices," Emerging Markets Review, Elsevier, vol. 18(C), pages 45-61.
    21. Saint Kuttu & Joshua Yindenaba Abor & Godfred Amewu, 2024. "Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 462-482, June.
    22. Härdle, Wolfgang Karl & Mungo, Julius, 2007. "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers 2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    23. Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2017. "Decoupling the short- and long-term behavior of stochastic volatility," CREATES Research Papers 2017-26, Department of Economics and Business Economics, Aarhus University.
    24. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
    25. Paulo M.M. Rodrigues & Matei Demetrescu, 2018. "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers w201817, Banco de Portugal, Economics and Research Department.
    26. Marina Balboa & Paulo M. M. Rodrigues & Antonio Rubia & A. M. Robert Taylor, 2021. "Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 544-565, August.
    27. David McMillan & Alan Speight, 2006. "Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(13), pages 959-972.
    28. Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
    29. Sun, Wei & Rachev, Svetlozar & Fabozzi, Frank J., 2007. "Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns," Journal of Economics and Business, Elsevier, vol. 59(6), pages 575-595.
    30. Jonathan Dark, 2004. "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers 5/04, Monash University, Department of Econometrics and Business Statistics.
    31. Vuorenmaa, Tommi A., 2005. "A wavelet analysis of scaling laws and long-memory in stock market volatility," Bank of Finland Research Discussion Papers 27/2005, Bank of Finland.
    32. Tabak, Benjamin M. & Cajueiro, Daniel O., 2006. "Assessing inefficiency in euro bilateral exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 319-327.
    33. Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Fuertes, Ana-Maria, 2016. "Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?," International Journal of Forecasting, Elsevier, vol. 32(3), pages 695-715.
    34. Jonathan Wright, 2002. "Log-Periodogram Estimation Of Long Memory Volatility Dependencies With Conditionally Heavy Tailed Returns," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 397-417.
    35. David W. Berger & Alain P. Chaboud & Erik Hjalmarsson & Edward Howorka, 2006. "What drives volatility persistence in the foreign exchange market?," International Finance Discussion Papers 862, Board of Governors of the Federal Reserve System (U.S.).
    36. Nour Meddahi & Eric Renault, 2000. "Temporal Aggregation of Volatility Models," CIRANO Working Papers 2000s-22, CIRANO.
    37. Scott C. Linn & Nicholas S. P. Tay, 2007. "Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning," Management Science, INFORMS, vol. 53(7), pages 1165-1180, July.
    38. Karuppiah, Jeyanthi & Los, Cornelis A., 2005. "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246.
    39. Tommaso Proietti, 2015. "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers 2015-51, Department of Economics and Business Economics, Aarhus University.
    40. Morana, Claudio & Beltratti, Andrea, 2004. "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 629-658, December.
    41. Vo, Long H. & Roberts, Leigh, 2014. "On long memory behaviour and predictability of financial markets," Working Paper Series 18828, Victoria University of Wellington, School of Economics and Finance.
    42. Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021. "Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
    43. Auer, Benjamin R., 2016. "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, vol. 16(C), pages 255-267.
    44. Maheu John, 2005. "Can GARCH Models Capture Long-Range Dependence?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-43, December.
    45. Hasan Fehmi Baklaci & Tezer Yelkenci, 2022. "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 267-314, June.
    46. Shimotsu, Katsumi, 2003. "Gaussian semiparametric estimation of multivariate fractionally integrated processes," Economics Discussion Papers 8870, University of Essex, Department of Economics.
    47. Omane-Adjepong, Maurice & Boako, Gideon, 2017. "Long-range dependence in returns and volatility of global gold market amid financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 188-202.
    48. Peter R. Hansen & Asger Lunde, 2010. "Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error," CREATES Research Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
    49. Asif, Raheel & Frömmel, Michael, 2022. "Testing Long memory in exchange rates and its implications for the adaptive market hypothesis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    50. Luis Alberiko Gil-Alaña & Trilochan Tripathy, 2013. "Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets," NCID Working Papers 11/2013, Navarra Center for International Development, University of Navarra.
    51. Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2016. "Decoupling the short- and long-term behavior of stochastic volatility," Papers 1610.00332, arXiv.org, revised Jan 2021.
    52. Shimotsu, Katsumi, 2007. "Gaussian semiparametric estimation of multivariate fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 137(2), pages 277-310, April.
    53. Alia Afzal & Philipp Sibbertsen, 2021. "Modeling fractional cointegration between high and low stock prices in Asian countries," Empirical Economics, Springer, vol. 60(2), pages 661-682, February.
    54. Bollerslev, Tim, 2001. "Financial econometrics: Past developments and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 41-51, January.
    55. Pierre Perron & Wendong Shi, 2020. "Temporal Aggregation and Long Memory for Asset Price Volatility," JRFM, MDPI, vol. 13(8), pages 1-18, August.
    56. Loredana Ureche-Rangau & Quiterie de Rorthays, 2009. "More on the volatility-trading volume relationship in emerging markets: The Chinese stock market," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(7), pages 779-799.
    57. Auer, Benjamin R., 2016. "On time-varying predictability of emerging stock market returns," Emerging Markets Review, Elsevier, vol. 27(C), pages 1-13.
    58. de Melo Mendes, Beatriz Vaz & Kolev, Nikolai, 2008. "How long memory in volatility affects true dependence structure," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1070-1086, December.
    59. Han, Young Wook, 2005. "Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)-US dollar ($) exchange rate," Japan and the World Economy, Elsevier, vol. 17(1), pages 97-109, January.
    60. Pierre Perron & Wendong Shi, 2014. "Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models," Boston University - Department of Economics - Working Papers Series wp2014-009, Boston University - Department of Economics.
    61. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Kiel Working Papers 1426, Kiel Institute for the World Economy (IfW Kiel).
    62. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers 2008-08, Christian-Albrechts-University of Kiel, Department of Economics.
    63. Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series 1570, CESifo.
    64. Jin Lee, 2004. "Wavelet transform for log periodogram regression in long memory stochastic volatility model," Econometric Society 2004 Far Eastern Meetings 682, Econometric Society.
    65. Sang Hoon Kang & SEONG-MIN YOON, 2008. "Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market," Korean Economic Review, Korean Economic Association, vol. 24, pages 383-412.
    66. Robinson, P. M., 2001. "The memory of stochastic volatility models," Journal of Econometrics, Elsevier, vol. 101(2), pages 195-218, April.
    67. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010. "Long memory volatility in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1425-1433.
    68. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
    69. Dominique Guegan, 2003. "A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates," Post-Print halshs-00201314, HAL.
    70. Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023. "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, vol. 64(C).

  57. Wright, Jonathan H, 2000. "Alternative Variance-Ratio Tests Using Ranks and Signs," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 1-9, January.

    Cited by:

    1. Fahad Almudhaf, 2014. "Testing for random walk behaviour in CIVETS exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 21(1), pages 60-63, January.
    2. Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014. "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers eco_2014_9, Deakin University, Department of Economics.
    3. Ashby, M. & Linton, O. B., 2022. "Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?," Janeway Institute Working Papers 2226, Faculty of Economics, University of Cambridge.
    4. OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida & Nuruddeen Abu, 2021. "Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1318-1335, January.
    5. Dominique Guegan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Post-Print halshs-01822992, HAL.
    6. Manamba Epaphra & Khatibu Kazungu, 2021. "Efficiency of Tanzania's foreign exchange market," African Development Review, African Development Bank, vol. 33(2), pages 368-381, June.
    7. Jean-Pascal Bassino & Thomas Lagoarde-Segot, 2015. "Informational efficiency in the Tokyo Stock Exchange, 1931–40," Economic History Review, Economic History Society, vol. 68(4), pages 1226-1249, November.
    8. Graham Smith & Aneta Dyakova, 2014. "African Stock Markets: Efficiency and Relative Predictability," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 258-275, June.
    9. Dominique Guégan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Documents de travail du Centre d'Economie de la Sorbonne 18014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    10. Gimet, Céline & Lagoarde-Segot, Thomas, 2011. "A closer look at financial development and income distribution," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1698-1713, July.
    11. Richard Luger, 2001. "Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity," Staff Working Papers 01-2, Bank of Canada.
    12. Nakajima, Tadahiro, 2013. "Inefficient and opaque price formation in the Japan Electric Power Exchange," Energy Policy, Elsevier, vol. 55(C), pages 329-334.
    13. Sibanjan Mishra, 2019. "Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures," Global Business Review, International Management Institute, vol. 20(6), pages 1407-1422, December.
    14. Paul Hallwood & Ronald MacDonald & Ian Marsh, 2011. "Remilitarization and the End of the Gold Bloc in 1936," De Economist, Springer, vol. 159(3), pages 305-321, September.
    15. Palani-Rajan Kadapakkam & Timothy Krause & Yiuman Tse, 2015. "Exchange traded funds, size-based portfolios, and market efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 89-110, July.
    16. Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019. "Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States," Working Papers 201952, University of Pretoria, Department of Economics.
    17. Hiremath, Gourishankar S & Bandi, Kamaiah, 2012. "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper 48710, University Library of Munich, Germany.
    18. Omid Sabbaghi & Navid Sabbaghi, 2017. "The Chicago Climate Exchange and market efficiency: an empirical analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(4), pages 711-734, October.
    19. Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile, 2009. "Testing the weak-form market efficiency and the day of the week effects of some African countries," MPRA Paper 19116, University Library of Munich, Germany.
    20. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department.
    21. O'Connor, Fergal A. & Lucey, Brian M., 2023. "The efficiency of the London Gold Fixing: From Gold Standard to hoarded commodity (1919-68)," eabh Papers 23-01, The European Association for Banking and Financial History (EABH).
    22. Mobarek, Asma & Fiorante, Angelo, 2014. "The prospects of BRIC countries: Testing weak-form market efficiency," Research in International Business and Finance, Elsevier, vol. 30(C), pages 217-232.
    23. Amélie Charles & Olivier Darné, 2009. "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests," Post-Print hal-00771080, HAL.
    24. Abullah M. Noman & Minhaz U. Ahmed, 2008. "Efficiency of the foreign exchange markets in South Asian Countries," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2008-18, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised Jun 2008.
    25. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009. "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers 2009-15, GEMF, Faculty of Economics, University of Coimbra.
    26. Stéphane Hamayon & Florence Legros, 2008. "La gestion stratégique d’actifs d’un fonds de réserve face au risque financier," Revue d'Économie Financière, Programme National Persée, vol. 7(1), pages 205-217.
    27. Hung, Jui-Cheng, 2009. "Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 843-857, August.
    28. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, vol. 28(1-2), pages 27-35, January.
    29. Dufour, Jean-Marie, 2008. "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics we086027, Universidad Carlos III de Madrid. Departamento de Economía.
    30. Andrei Shynkevich, 2021. "Impact of bitcoin futures on the informational efficiency of bitcoin spot market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 115-134, January.
    31. A.S.M. Sohel Azad, 2009. "Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea," Asian Economic Journal, East Asian Economic Association, vol. 23(1), pages 93-118, March.
    32. Benjamin Auer & Martin Schuster, 2011. "Does the financial crisis influence the random walk behaviour of international stock markets?," Applied Economics Letters, Taylor & Francis Journals, vol. 18(4), pages 319-323.
    33. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers CWP29/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    34. Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015. "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 222-248.
    35. Dominique Guegan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01822992, HAL.
    36. Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A., 2019. "An information theory perspective on the informational efficiency of gold price," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    37. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print hal-01526483, HAL.
    38. Dat Bue Lock, 2007. "The Taiwan stock market does follow a random walk," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-8.
    39. Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012. "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, vol. 36(3), pages 338-350.
    40. Go, You-How & Lau, Wee-Yeap, 2017. "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, vol. 53(C), pages 135-146.
    41. Tsai, Wei-Che & Lin, Li-Jung & Chiu, Hsin-Yu, 2024. "The disposition effect on partially informed short sellers," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
    42. Naimat U Khan & Sajjad Khan, 2016. "Weak Form of Efficient Market Hypothesis: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(SE), pages 1-18, March.
    43. Semenov, Andrei, 2008. "Testing the random walk hypothesis through robust estimation of correlation," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2504-2513, January.
    44. Madhavi Latha Challa & Venkataramanaiah Malepati & Siva Nageswara Rao Kolusu, 2020. "S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-19, December.
    45. Charles, Amélie & Darné, Olivier, 2009. "The efficiency of the crude oil markets: Evidence from variance ratio tests," Energy Policy, Elsevier, vol. 37(11), pages 4267-4272, November.
    46. Mohanty, Sunil K. & Mishra, Sibanjan, 2020. "Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets," Research in International Business and Finance, Elsevier, vol. 52(C).
    47. Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
    48. Rahman, Md. Lutfur & Lee, Doowon & Shamsuddin, Abul, 2017. "Time-varying return predictability in South Asian equity markets," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 179-200.
    49. Anoop S. KUMAR & Bandi KAMAIAH, 2016. "Efficiency, non-linearity and chaos: evidences from BRICS foreign exchange markets," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(606), S), pages 103-118, Spring.
    50. Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017. "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 283-294.
    51. Xuexin WANG, 2021. "Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses," Working Papers 2021-11-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    52. Chen, Tsung-Yu & Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon, 2021. "Non-parametric momentum based on ranks and signs," Journal of Empirical Finance, Elsevier, vol. 60(C), pages 94-109.
    53. Gourieroux, Christian & Jasiak, Joann, 2019. "Robust analysis of the martingale hypothesis," Econometrics and Statistics, Elsevier, vol. 9(C), pages 17-41.
    54. Tharwah Shaalan, 2019. "The Test of the Efficiency of the Saudi Financial Capital Markets at Weak Form: An Empirical Study of the TASI Index and Sub-Indices of the Saudi Market," Accounting and Finance Research, Sciedu Press, vol. 8(1), pages 183-183, February.
    55. Elena Andreou & Bas J.M. Werker, 2014. "Residual-based Rank Specification Tests for AR-GARCH type models," University of Cyprus Working Papers in Economics 02-2014, University of Cyprus Department of Economics.
    56. Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2011. "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," Greenwich Papers in Political Economy 7275, University of Greenwich, Greenwich Political Economy Research Centre.
    57. Semenov, Andrei, 2015. "The small-cap effect in the predictability of individual stock returns," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 178-197.
    58. Regis Augusto Ely, 2011. "Returns Predictability and Stock Market Efficiency in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(4), pages 571-584.
    59. George P. Papaioannou & Christos Dikaiakos & Akylas C. Stratigakos & Panos C. Papageorgiou & Konstantinos F. Krommydas, 2019. "Testing the Efficiency of Electricity Markets Using a New Composite Measure Based on Nonlinear TS Tools," Energies, MDPI, vol. 12(4), pages 1-30, February.
    60. J. Isaac Miller, 2010. "Cointegrating regressions with messy regressors and an application to mixed‐frequency series," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(4), pages 255-277, July.
    61. Fifield, Suzanne G.M. & Jetty, Juliana, 2008. "Further evidence on the efficiency of the Chinese stock markets: A note," Research in International Business and Finance, Elsevier, vol. 22(3), pages 351-361, September.
    62. Amélie Charles & Olivier Darné, 2009. "Variance‐Ratio Tests Of Random Walk: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 503-527, July.
    63. Abdul Razak Abdul Hadi & Eddy Tat Hiung Yap & Zalina Zainudin, 2019. "The Effects of Relative Strength of USD and Overnight Policy Rate on Performance of Malaysian Stock Market – Evidence from 1980 through 2015," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(2), June.
    64. Buguk, Cumhur & Wade Brorsen, B., 2003. "Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 12(5), pages 579-590.
    65. Boya, Christophe M., 2019. "From efficient markets to adaptive markets: Evidence from the French stock exchange," Research in International Business and Finance, Elsevier, vol. 49(C), pages 156-165.
    66. Kinga Niemczak & Graham Smith, 2013. "Middle Eastern stock markets: absolute, evolving and relative efficiency," Applied Financial Economics, Taylor & Francis Journals, vol. 23(3), pages 181-198, February.
    67. Dilip Kumar & Srinivasan Maheswaran, 2014. "Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 3(2/3/4), pages 217-233.
    68. Verheyden, Tim & De Moor, Lieven & Van den Bossche, Filip, 2015. "Towards a new framework on efficient markets," Research in International Business and Finance, Elsevier, vol. 34(C), pages 294-308.
    69. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01579718, HAL.
    70. Dumitru-Nicusor Carausu, 2016. "European Integration And Capital Market Efficiency In Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 661-670, July.
    71. Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2016. "Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation," Umeå Economic Studies 923, Umeå University, Department of Economics.
    72. Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016. "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper 68949, University Library of Munich, Germany.
    73. Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015. "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 218-236.
    74. Kim, Jae H., 2006. "Wild bootstrapping variance ratio tests," Economics Letters, Elsevier, vol. 92(1), pages 38-43, July.
    75. Belaire-Franch, Jorge & Opong, Kwaku K., 2005. "Some evidence of random walk behavior of Euro exchange rates using ranks and signs," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1631-1643, July.
    76. Fathia Elleuch Lahyani, 2014. "Are MENA and Pacific Basin Stock Equity Markets Predictable?," SAGE Open, , vol. 4(4), pages 21582440145, December.
    77. Tarek Eldomiaty & Islam Azzam & Mostafa Fouad & Yasmeen Said, 2024. "The Use of Economic Indicators as Early Signals of Stock Market Progress: Perspectives from Market Potential Index," IJFS, MDPI, vol. 12(1), pages 1-18, February.
    78. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers CWP13/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    79. Marius Cristian Frunza & Dominique Guégan, 2018. "Is the Bitcoin Rush Over?," Working Papers 2018:10, Department of Economics, University of Venice "Ca' Foscari".
    80. Chiang, Shu-Mei & Lee, Yen-Hsien & Su, Hsin-Mei & Tzou, Yi-Pin, 2010. "Efficiency tests of foreign exchange markets for four Asian Countries," Research in International Business and Finance, Elsevier, vol. 24(3), pages 284-294, September.
    81. Werker, Bas J M & Andreou, Elena, 2013. "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers 9583, C.E.P.R. Discussion Papers.
    82. Montagnoli, Alberto & de Vries, Frans P., 2010. "Carbon trading thickness and market efficiency," Energy Economics, Elsevier, vol. 32(6), pages 1331-1336, November.
    83. Bao, Yong & Ullah, Aman, 2006. "Moments of the estimated Sharpe ratio when the observations are not IID," Finance Research Letters, Elsevier, vol. 3(1), pages 49-56, March.
    84. Lagoarde-Segot, Thomas & Lucey, Brian M., 2008. "Efficiency in emerging markets--Evidence from the MENA region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 94-105, February.
    85. Wu, Shue-Jen & Lee, Wei-Ming, 2015. "Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators," Finance Research Letters, Elsevier, vol. 13(C), pages 196-204.
    86. Kian‐Ping Lim & Robert Brooks, 2011. "The Evolution Of Stock Market Efficiency Over Time: A Survey Of The Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 69-108, February.
    87. Jean-Marie Dufour & Lynda Khalaf & Marcel Voia, 2013. "Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability," CIRANO Working Papers 2013s-40, CIRANO.
    88. Jamaani, Fouad & Roca, Eduardo, 2015. "Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?," Research in International Business and Finance, Elsevier, vol. 33(C), pages 221-246.
    89. Peter C.B. Phillips & Sainan Jin, 2013. "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.
    90. Seongman Moon & Carlos Velasco, 2011. "The Forward Discount Puzzle: Identi cation of Economic Assumptions," Working Papers 1112, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    91. Muhammad Abdullah & Hussein A. Abdou & Christopher Godfrey & Ahmed A. Elamer & Yousry Ahmed, 2023. "Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market," JRFM, MDPI, vol. 16(3), pages 1-48, March.
    92. Graham Smith, 2012. "The changing and relative efficiency of European emerging stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 18(8), pages 689-708, September.
    93. Charfeddine, Lanouar & Khediri, Karim Ben, 2016. "Time varying market efficiency of the GCC stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 487-504.
    94. Yen-Hsien Lee, 2010. "The Impact Of Deregulation On Stock Market Efficiency," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 165-176.
    95. Jae H. Kim, 2004. "Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test," Econometric Society 2004 Australasian Meetings 98, Econometric Society.
    96. Graham Smith, 2009. "Martingales in European emerging stock markets: Size, liquidity and market quality," The European Journal of Finance, Taylor & Francis Journals, vol. 15(3), pages 249-262.
    97. Jorge Belaire-Franch & Kwaku Opong, 2013. "A Time Series Analysis of U.K. Construction and Real Estate Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 516-542, April.
    98. Guidi, Francesco & Gupta, Rakesh, 2011. "Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests," Greenwich Papers in Political Economy 7278, University of Greenwich, Greenwich Political Economy Research Centre.
    99. Graham Smith & Aneta Dyakova, 2016. "The Relative Predictability of Stock Markets in the Americas," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(2), pages 131-142, April.
    100. Md Lutfur Rahman & Mahbub Khan & Samuel A. Vigne & Gazi Salah Uddin, 2021. "Equity return predictability, its determinants, and profitable trading strategies," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 162-186, January.
    101. Mirzaee Ghazani, Majid & Khalili Araghi, Mansour, 2014. "Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange," Research in International Business and Finance, Elsevier, vol. 32(C), pages 50-59.
    102. Hoque, Hafiz A.A.B. & Kim, Jae H. & Pyun, Chong Soo, 2007. "A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 488-502.
    103. Bley, Jorg, 2011. "Are GCC stock markets predictable?," Emerging Markets Review, Elsevier, vol. 12(3), pages 217-237, September.
    104. Bo Yan & Mengru Liang & Yinxin Zhao, 2024. "Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 744-766, May.
    105. Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020. "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    106. Seongman Moon & Carlos Velasco, 2011. "Tests for m-dependence Based on Sample Splitting Methods," Working Papers 1108, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    107. Malika Neifar & Leila Gharbi, 2022. "Weak EMH and Canadian stock markets: evidence from linear and nonlinear unit root tests," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 14(4), pages 629-651, December.
    108. Kim, Jae H. & Shamsuddin, Abul, 2008. "Are Asian stock markets efficient? Evidence from new multiple variance ratio tests," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 518-532, June.
    109. Aneta Dyakova & Graham Smith, 2013. "The evolution of stock market predictability in Bulgaria," Applied Financial Economics, Taylor & Francis Journals, vol. 23(9), pages 805-816, May.
    110. Adeyeye Patrick Olufemi & Aluko Olufemi Adewale & Migiro Stephen Oseko, 2017. "Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 9(4), pages 122-131.
    111. Chuluun, Tuugi & Eun, Cheol S. & Kiliç, Rehim, 2011. "Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 372-387, February.
    112. Walid Abdmoulah, "undated". "Testing the Evolving Efficiency of 11 Arab Stock Markets," API-Working Paper Series 0907, Arab Planning Institute - Kuwait, Information Center.
    113. Aggarwal, Divya, 2019. "Do bitcoins follow a random walk model?," Research in Economics, Elsevier, vol. 73(1), pages 15-22.
    114. Jui-Cheng Hung & Yen-Hsien Lee & Tung-Yueh Pai, 2009. "Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices," Applied Financial Economics, Taylor & Francis Journals, vol. 19(9), pages 735-744.
    115. Mamdouh Abdulaziz Saleh Al-Faryan & Everton Dockery, 2021. "Testing for efficiency in the Saudi stock market: does corporate governance change matter?," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 61-90, July.
    116. Amelie Charles & Olivier Darne, 2009. "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
    117. Graham Smith, 2008. "Liquidity And The Informational Efficiency Of African Stock Markets," South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 161-175, June.
    118. Ke Meng & Shouhao Li, 2021. "The adaptive market hypothesis and high frequency trading," PLOS ONE, Public Library of Science, vol. 16(12), pages 1-19, December.
    119. Abdmoulah, Walid, 2010. "Testing the evolving efficiency of Arab stock markets," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 25-34, January.
    120. Bernard Njindan Iyke, 2019. "A Test Of The Efficiency Of The Foreign Exchange Market In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(12th BMEB), pages 439-464, January.
    121. Al-Khazali, Osamah M. & Pyun, Chong Soo & Kim, Daewon, 2012. "Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 221-231.
    122. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
    123. Emmanuel Numapau Gyamfi & Kwabena A Kyei & Ryan Gill, 2016. "Stationarity of African Stock Markets under an ESTAR framework," EuroEconomica, Danubius University of Galati, issue 2(35), pages 93-101, November.
    124. Abdelkader Derbali, 2019. "Market efficiency in the emerging and frontier markets of the MENA countries," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-18, September.
    125. Andrew Urquhart, 2017. "How predictable are precious metal returns?," The European Journal of Finance, Taylor & Francis Journals, vol. 23(14), pages 1390-1413, November.
    126. Khan, Walayet & Vieito, João Paulo, 2012. "Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 173-189.
    127. Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar & Ramlakhan, Prakash, 2020. "Herding in the Singapore stock Exchange," Journal of Economics and Business, Elsevier, vol. 109(C).
    128. Hill, Jonathan B. & Motegi, Kaiji, 2019. "Testing the white noise hypothesis of stock returns," Economic Modelling, Elsevier, vol. 76(C), pages 231-242.
    129. Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2532-2553, November.
    130. Arjoon, Vaalmikki, 2016. "Microstructures, financial reforms and informational efficiency in an emerging market," Research in International Business and Finance, Elsevier, vol. 36(C), pages 112-126.
    131. Casalin, Fabrizio, 2016. "Size and power of tests based on Permanent-Transitory Component Models," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 142-153.
    132. Yang, Yan-Hong & Shao, Ying-Hui & Shao, Hao-Lin & Stanley, H. Eugene, 2019. "Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 734-746.
    133. Al-Khazali, Osamah M. & Leduc, Guillaume & Pyun, Chong Soo, 2011. "Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries," Global Finance Journal, Elsevier, vol. 22(2), pages 154-168.
    134. Palani-Rajan Kadapakkam & Timothy Krause & Yiuman Tse, 2013. "Exchange Traded Funds, Size-Based Portfolios, And Market Efficiency," Working Papers 0214fin, College of Business, University of Texas at San Antonio.
    135. Kim, Jae H., 2009. "Automatic variance ratio test under conditional heteroskedasticity," Finance Research Letters, Elsevier, vol. 6(3), pages 179-185, September.
    136. Krzysztof Kompa & Aleksandra Matuszewska-Janica, 2009. "Efficiency of the Warsaw Stock Exchange: Analysis of Selected Properties," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 59-70, February.
    137. Azad, A.S.M. Sohel, 2009. "Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data," Research in International Business and Finance, Elsevier, vol. 23(3), pages 322-338, September.
    138. Graham, Michael & Peltomäki, Jarkko & Sturludóttir, Hildur, 2015. "Do capital controls affect stock market efficiency? Lessons from Iceland," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 82-88.
    139. Abdelbari El Khamlichi & Kabir Sarkar Humayun & Mohamed Arouri & Frédéric Teulon, 2014. "Are Islamic equity indices more efficient than their conventional counterparts ? Evidence from major global index families," Working Papers 2014-91, Department of Research, Ipag Business School.
    140. Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W., 2015. "Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 315-332.
    141. Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa, 2014. "Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 30(C), pages 51-71.
    142. Syed Mujahid Hussain & Sergey Osmekhin & Frédéric Délèze, 2021. "Short-term market efficiency indicator based on the waiting-time distribution," Review of Managerial Science, Springer, vol. 15(6), pages 1561-1572, August.
    143. Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013. "Risk prediction management and weak form market efficiency in Eurozone financial crisis," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 384-393.
    144. Al Janabi, Mazin A.M. & Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2010. "An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 47-54, January.
    145. Andrew Urquhart, 2014. "The Euro and European stock market efficiency," Applied Financial Economics, Taylor & Francis Journals, vol. 24(19), pages 1235-1248, October.
    146. Jasim Al-Ajmi & J. H. Kim, 2012. "Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests," Applied Economics, Taylor & Francis Journals, vol. 44(14), pages 1737-1747, May.
    147. Sheereen Fauzel, 2016. "A Generalized Autoregressive Conditional Heteroscedastic Approach for the Assessment of Weak-form-efficiency and Seasonality Effect: Evidence from Mauritius," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 745-755.
    148. Delgado, Miguel A. & Velasco, Carlos, 2005. "Sign tests for long-memory time series," Journal of Econometrics, Elsevier, vol. 128(2), pages 215-251, October.
    149. Benjamin R. Auer, 2022. "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, vol. 16(3), pages 751-768, April.
    150. Aneta Dyakova & Graham Smith, 2013. "Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets," Applied Financial Economics, Taylor & Francis Journals, vol. 23(15), pages 1257-1271, August.
    151. Min Bai & Feng Bai & Yafeng Qin, 2022. "Emerging economies openness and efficiency," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(3), pages 659-672, April.
    152. Chen, Min & Zhu, Ke, 2014. "Sign-based specification tests for martingale difference with conditional heteroscedasity," MPRA Paper 56347, University Library of Munich, Germany.
    153. de, Vries Frans & Montagnoli, Alberto, 2009. "Carbon trading thickness and market efficiency: A non-parametric test," Stirling Economics Discussion Papers 2009-22, University of Stirling, Division of Economics.
    154. Urquhart, Andrew & McGroarty, Frank, 2016. "Are stock markets really efficient? Evidence of the adaptive market hypothesis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 39-49.
    155. Roberto Ortiz & Mauricio Contreras & Marcelo Villena, 2015. "On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects," Papers 1510.03926, arXiv.org.
    156. Lagoarde-Segot, Thomas, 2009. "Financial reforms and time-varying microstructures in emerging equity markets," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1755-1769, October.
    157. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  58. Wright, Jonathan H., 1999. "A new estimator of the fractionally integrated stochastic volatility model," Economics Letters, Elsevier, vol. 63(3), pages 295-303, June.

    Cited by:

    1. Broto, Carmen, 2002. "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS ws025414, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Geert Mesters & Siem Jan Koopman & Marius Ooms, 2011. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Tinbergen Institute Discussion Papers 11-090/4, Tinbergen Institute.
    3. Perez, Ana & Ruiz, Esther, 2001. "Finite sample properties of a QML estimator of stochastic volatility models with long memory," Economics Letters, Elsevier, vol. 70(2), pages 157-164, February.
    4. Mark J. Jensen, 2004. "Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(6), pages 895-922, November.
    5. Veiga, Helena, 2006. "A two factor long memory stochastic volatility model," DES - Working Papers. Statistics and Econometrics. WS ws061303, Universidad Carlos III de Madrid. Departamento de Estadística.
    6. Pérez, Ana, 2001. "Modelos de memoria larga para series económicas y financieras," DES - Documentos de Trabajo. Estadística y Econometría. DS ds010101, Universidad Carlos III de Madrid. Departamento de Estadística.
    7. Celso Brunetti & Christopher L. Gilbert, 1999. "Bivariate FIGARCH and Fractional Cointegration," Working Papers 408, Queen Mary University of London, School of Economics and Finance.

  59. Wright, Jonathan H., 1999. "The Local Asymptotic Power Of Certain Tests For Fractional Integration," Econometric Theory, Cambridge University Press, vol. 15(5), pages 704-709, October.

    Cited by:

    1. Shao, Xiaofeng & Wu, Wei Biao, 2007. "Local asymptotic powers of nonparametric and semiparametric tests for fractional integration," Stochastic Processes and their Applications, Elsevier, vol. 117(2), pages 251-261, February.
    2. Terence Tai-Leung Chong, 2007. "Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter," Economics Bulletin, AccessEcon, vol. 3(67), pages 1-10.

  60. Wright, Jonathan H, 1999. "Testing for a Unit Root in the Volatility of Asset Returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 309-318, May-June.

    Cited by:

    1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," Center for Financial Institutions Working Papers 99-08, Wharton School Center for Financial Institutions, University of Pennsylvania.
    2. Athanasia Gavala & Nikolay Gospodinov & Deming Jiang, 2006. "Forecasting volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 381-400.
    3. Luis Gil-Alana, 2003. "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(2), pages 159-173, June.
    4. Kevin B. Grier & Aaron D. Smallwood, 2007. "Uncertainty and Export Performance: Evidence from 18 Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 965-979, June.
    5. Peter R. Hansen & Asger Lunde, 2010. "Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error," CREATES Research Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
    6. Benth, Fred Espen & Paraschiv, Florentina, 2018. "A space-time random field model for electricity forward prices," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 203-216.
    7. Yong Li & Jun Yu, 2010. "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers 21-2010, Singapore Management University, School of Economics, revised Oct 2010.
    8. Patton, Andrew J., 2011. "Data-based ranking of realised volatility estimators," Journal of Econometrics, Elsevier, vol. 161(2), pages 284-303, April.
    9. Yong Li & Jun Yu, 2019. "An Improved Bayesian Unit Root Test in Stochastic Volatility Models," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 103-122, May.

  61. Wright, Jonathan H., 1999. "Frequency domain inference for univariate impulse responses," Economics Letters, Elsevier, vol. 63(3), pages 269-277, June.

    Cited by:

    1. Ionel Birgean & Lutz Kilian, 2002. "Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.

  62. Jonathan H. Wright, 1999. "A New Test for Structural Stability Based on Recursive Residuals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(1), pages 109-119, February.

    Cited by:

    1. Godolphin, J.D., 2009. "New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2119-2128, April.

  63. Jonathan H. Wright, 1998. "Testing for a Structural Break at Unknown Date with Long‐memory Disturbances," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(3), pages 369-376, May.

    Cited by:

    1. Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2011. "Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria," NCID Working Papers 04/2011, Navarra Center for International Development, University of Navarra.
    2. Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor, 2014. "A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 40-54, January.
    3. Kunal Saha & Vinodh Madhavan & Chandrashekhar G. R. & David McMillan, 2020. "Pitfalls in long memory research," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1733280-173, January.
    4. Pestana Barros, Carlos & Gil-Alana, Luis A. & Payne, James E., 2012. "Evidence of long memory behavior in U.S. renewable energy consumption," Energy Policy, Elsevier, vol. 41(C), pages 822-826.
    5. Seong Yeon Chang & Pierre Perron, 2017. "Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses," Econometrics, MDPI, vol. 5(1), pages 1-26, January.
    6. Beran, Jan, 2007. "On parameter estimation for locally stationary long-memory processes," CoFE Discussion Papers 07/13, University of Konstanz, Center of Finance and Econometrics (CoFE).
    7. Sibbertsen, Philipp, 2000. "Robust CUSUM-M test in the presence of long-memory disturbances," Technical Reports 2000,19, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    8. Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," ERC Working Papers 1105, ERC - Economic Research Center, Middle East Technical University, revised Oct 2011.
    9. Walter Kramer & Philipp Sibbertsen, 2002. "Testing for Structural Changes in the Presence of Long Memory," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 1(3), pages 235-242, December.
    10. Beran, Jan & Shumeyko, Yevgen, 2012. "Bootstrap testing for discontinuities under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 322-347.
    11. Malinda & Maya & Jo-Hui & Chen, 2022. "Testing for the Long Memory and Multiple Structural Breaks in Consumer ETFs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(6), pages 1-6.
    12. Javier Hualde & Fabrizio Iacone, 2015. "Autocorrelation robust inference using the Daniell kernel with fixed bandwidth," Discussion Papers 15/14, Department of Economics, University of York.
    13. Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics and Finance.
    14. Kai Wenger & Christian Leschinski & Philipp Sibbertsen, 2019. "Change-in-mean tests in long-memory time series: a review of recent developments," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(2), pages 237-256, June.
    15. Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A.M., 2013. "Testing for a break in trend when the order of integration is unknown," Journal of Econometrics, Elsevier, vol. 176(1), pages 30-45.
    16. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.

  64. Wright, Jonathan H, 1997. "The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(2), pages 299-303, May.

    Cited by:

    1. D.M. Nachane & Nishita Raje, 2007. "Financial Liberalisation and Monetary Policy," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(1), pages 47-83, March.
    2. Clark, Todd & McCracken, Michael, 2013. "Advances in Forecast Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1107-1201, Elsevier.
    3. Jan, Yin-Ching & Chou, Peter Shyan-Rong & Hung, Mao-Wei, 2000. "Pacific Basin stock markets and international capital asset pricing," Global Finance Journal, Elsevier, vol. 11(1-2), pages 1-16.

  65. Wright, Jonathan H., 1996. "Structural stability tests in the linear regression model when the regressors have roots local to unity," Economics Letters, Elsevier, vol. 52(3), pages 257-262, September.

    Cited by:

    1. A. Deshkovski & A. Dzeshkovskaia, 2014. "Is a night better than a day: Empirical evidence," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-11, December.
    2. Lajos Horváth & Gregory Rice, 2014. "Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 219-255, June.

  66. Bradley, John & Whelan, Karl & Wright, Jonathan, 1995. "HERMIN Ireland," Economic Modelling, Elsevier, vol. 12(3), pages 249-274, July.

    Cited by:

    1. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C., 1998. "A four-sector macroeconometric model for Greece and the evaluation of the community support framework 1994-1999," Economic Modelling, Elsevier, vol. 15(4), pages 575-620, October.
    2. de la Fuente, Angel, 2002. "The Effect of Structural Fund Spending on the Spanish Regions: An Assessment of the 1994-99 Objective 1 CSF," CEPR Discussion Papers 3673, C.E.P.R. Discussion Papers.
    3. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C., 1997. "The demand for energy in Greece: assessing the effects of the Community Support Framework 1994-1999," Energy Economics, Elsevier, vol. 19(4), pages 393-416, October.
    4. Stephen Roper, 2005. "Cross-Border and Local Cooperation on the island of Ireland - A Behavioural Perspective," ERSA conference papers ersa05p475, European Regional Science Association.
    5. John Bradley & Gerhard Untiedt & Edgar Morgenroth, 2003. "Macro-regional evaluation of the structural funds using the Hermin modelling framework," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2003(3).
    6. Alan Barrett & Adele Bergin, 2009. "Estimating the Impact of Immigration in Ireland," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 35, pages 1-2.
    7. Morris A. Davis & Michael G. Palumbo, 2001. "A primer on the economics and time series econometrics of wealth effects," Finance and Economics Discussion Series 2001-09, Board of Governors of the Federal Reserve System (U.S.).
    8. John FitzGerald & David Duffy & Diarmaid Smyth, 2000. "Managing an Economy Under EMU: The Case of Ireland," Papers WP127, Economic and Social Research Institute (ESRI).
    9. Zbigniew Mogila & Janusz Zaleski & Joanna Kudelko, 2011. "Leaders and outliers in the race of regions - EU Cohesion Policy in Poland in the light of macroeconomic modelling," ERSA conference papers ersa11p292, European Regional Science Association.
    10. Attila Varga, 2007. "GMR-Hungary: A Complex Macro-Regional Model for the Analysis of Development Policy Impacts on the Hungarian Economy," UPFBE Working Paper Series 2007/4, Faculty of Business and Economics, University Pécs.
    11. Begona Eguía & Cruz Angel Echevarría, "undated". "Estructura de la edad poblacional e inversión residencial en Espana," Studies on the Spanish Economy 119, FEDEA.
    12. Bergin, Adele & Kearney, Ide, 2007. "Human capital accumulation in an open labour market: Ireland in the 1990s," Economic Modelling, Elsevier, vol. 24(6), pages 839-858, November.
    13. Moretti, Luigi, 2004. "I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1 [Macroeconomic Models Used for the Impact Evaluation of the Structural Funds in Objective," MPRA Paper 18868, University Library of Munich, Germany.

  67. Wright, J. H., 1993. "The CUSUM test based on least squares residuals in regressions with integrated variables," Economics Letters, Elsevier, vol. 41(4), pages 353-358.

    Cited by:

    1. Lee, Sangyeol & Park, Siyun, 2009. "The monitoring test for the stability of regression models with nonstationary regressors," Economics Letters, Elsevier, vol. 105(3), pages 250-252, December.
    2. Sayera Younus, 2010. "Exchange Market Pressure and Monetary Policy," Working Papers id:2389, eSocialSciences.
    3. Lu, Xinhong & Maekawa, Koichi & Lee, Sangyeol, 2008. "The CUSUM of squares test for the stability of regression models with non-stationary regressors," Economics Letters, Elsevier, vol. 100(2), pages 234-237, August.
    4. Wankeun Oh, 2002. "Cointegration and Structural Change: An Application to the U.S. Demand for Money," Economic Inquiry, Western Economic Association International, vol. 40(1), pages 91-101, January.

Chapters

  1. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.

    Cited by:

    1. Wright, Jonathan H., 2019. "Some observations on forecasting and policy," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1186-1192.
    2. Arai, Natsuki, 2023. "The FOMC’s new individual economic projections and macroeconomic theories," Journal of Banking & Finance, Elsevier, vol. 151(C).
    3. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    4. Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012. "Prediction Markets for Economic Forecasting," IZA Discussion Papers 6720, Institute of Labor Economics (IZA).
    5. Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
    6. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
    7. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018. "Using low frequency information for predicting high frequency variables," International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
    8. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
    9. Timmermann, Allan & Pettenuzzo, Davide, 2016. "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers 11355, C.E.P.R. Discussion Papers.
    10. Li, Kai, 2019. "Portfolio selection with inflation-linked bonds and indexation lags," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
    11. Michael T. Kiley, 2023. "The Role of Wages in Trend Inflation: Back to the 1980s?," Finance and Economics Discussion Series 2023-022, Board of Governors of the Federal Reserve System (U.S.).
    12. Ahmed, M. Iqbal & Cassou, Steven P., 2021. "Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions," Economic Modelling, Elsevier, vol. 100(C).
    13. Pincheira, Pablo M. & West, Kenneth D., 2016. "A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts," Research in Economics, Elsevier, vol. 70(2), pages 304-319.
    14. Rodrigo Sekkel, 2014. "Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?," Staff Working Papers 14-40, Bank of Canada.
    15. Edward S. Knotek & Saeed Zaman, 2017. "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series) 1702, Federal Reserve Bank of Cleveland.
    16. Álvarez, Luis J. & Sánchez, Isabel, 2019. "Inflation projections for monetary policy decision making," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 568-585.
    17. Michał Rubaszek, 2019. "Forecasting crude oil prices with DSGE models," GRU Working Paper Series GRU_2019_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    18. Qu, Ritong & Timmermann, Allan & Zhu, Yinchu, 2024. "Comparing forecasting performance with panel data," International Journal of Forecasting, Elsevier, vol. 40(3), pages 918-941.
    19. Huisman, Ronald & Van der Sar, Nico L. & Zwinkels, Remco C.J., 2021. "Volatility expectations and disagreement," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 379-393.
    20. Dobrislav Dobrev & Pawel J. Szerszen, 2025. "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models," Finance and Economics Discussion Series 2025-001, Board of Governors of the Federal Reserve System (U.S.).
    21. Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
    22. Kim, Insu & Kim, Young Se, 2019. "Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
    23. Lucian Liviu ALBU & Carlos MatéJIMÉNEZ & Mihaela SIMIONESCU, 2015. "The Assessment of Some Macroeconomic Forecasts for Spain using Aggregated Accuracy Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 30-47, June.
    24. Ezgi O. Ozturk & Xuguang Simon Sheng, 2017. "Measuring Global and Country-Specific Uncertainty," IMF Working Papers 2017/219, International Monetary Fund.
    25. Marcin Kolasa & Michał Rubaszek, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," NBP Working Papers 282, Narodowy Bank Polski.
    26. Dellas, Harris & Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018. "The macroeconomic and fiscal implications of inflation forecast errors," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 203-217.
    27. Smets, Frank & Warne, Anders & Wouters, Rafael, 2014. "Professional forecasters and real-time forecasting with a DSGE model," International Journal of Forecasting, Elsevier, vol. 30(4), pages 981-995.
    28. Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 201416, University of Pretoria, Department of Economics.
    29. Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," CAMA Working Papers 2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    30. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    31. Joseph, Andreas & Potjagailo, Galina & Chakraborty, Chiranjit & Kapetanios, George, 2024. "Forecasting UK inflation bottom up," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1521-1538.
    32. Michele Ca' Zorzi & Micha􏰀l Rubaszek, 2018. "Exchange rate forecasting on a napkin," GRU Working Paper Series GRU_2018_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    33. Travis J. Berge, 2017. "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series 2017-046, Board of Governors of the Federal Reserve System (U.S.).
    34. Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
    35. Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
    36. Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020. "A textual analysis of Bank of England growth forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1478-1487.
    37. Ellis W. Tallman & Saeed Zaman, 2015. "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series) 1519, Federal Reserve Bank of Cleveland.
    38. Brownlees, Christian & Souza, André B.M., 2021. "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 312-330.
    39. Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
    40. Gibbs, Christopher G. & Vasnev, Andrey L., 2024. "Conditionally optimal weights and forward-looking approaches to combining forecasts," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1734-1751.
    41. Adriana Cornea‐Madeira & João Madeira, 2022. "Econometric Analysis of Switching Expectations in UK Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 651-673, June.
    42. Smith, Michael Stanley & Maneesoonthorn, Worapree, 2018. "Inversion copulas from nonlinear state space models with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 34(3), pages 389-407.
    43. Oren Barkan & Jonathan Benchimol & Itamar Caspi & Allon Hammer & Noam Koenigstein, 2021. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Bank of Israel Working Papers 2021.06, Bank of Israel.
    44. Michele Bernardi & Jaqueson K. Galimberti, 2014. "A Note on the Representative Adaptive Learning Algorithm," KOF Working papers 14-356, KOF Swiss Economic Institute, ETH Zurich.
    45. Dur, Ayşe & Martínez García, Enrique, 2020. "Mind the gap!—A monetarist view of the open-economy Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
    46. Ahmet Akca & Ethem Çanakoğlu, 2021. "Adaptive stochastic risk estimation of firm operating profit," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(3), pages 463-504, September.
    47. Arnoud Stevens & Joris Wauters, 2021. "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 566-586, August.
    48. Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2015. "Complete subset regressions with large-dimensional sets of predictors," Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 86-110.
    49. Arbex, Marcelo & Caetano, Sidney & Correa, Wilson, 2019. "Macroeconomic effects of inflation target uncertainty shocks," Economics Letters, Elsevier, vol. 181(C), pages 111-115.
    50. Kaihatsu, Sohei & Nakajima, Jouchi, 2018. "Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model," Economic Analysis and Policy, Elsevier, vol. 59(C), pages 69-83.
    51. Todd E. Clark, 2014. "The Importance of Trend Inflation in the Search for Missing Disinflation," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug.
    52. Mehrotra, Aaron & Yetman, James, 2018. "Are inflation targets credible? A novel test," Economics Letters, Elsevier, vol. 167(C), pages 67-70.
    53. Krüger, Fabian & Nolte, Ingmar, 2016. "Disagreement versus uncertainty: Evidence from distribution forecasts," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 172-186.
    54. Hirano, Keisuke & Wright, Jonathan H., 2022. "Analyzing cross-validation for forecasting with structural instability," Journal of Econometrics, Elsevier, vol. 226(1), pages 139-154.
    55. Huber, Florian & Onorante, Luca & Pfarrhofer, Michael, 2024. "Forecasting euro area inflation using a huge panel of survey expectations," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1042-1054.
    56. Zeyyad Mandalinci, 2015. "Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models," CReMFi Discussion Papers 3, CReMFi, School of Economics and Finance, QMUL.
    57. Randal J. Verbrugge & Saeed Zaman, 2022. "Improving Inflation Forecasts Using Robust Measures," Working Papers 22-23R, Federal Reserve Bank of Cleveland, revised 30 May 2023.
    58. Peter Hooper, 2018. "The case against price-level targeting," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(3), pages 145-155, July.
    59. Forbes, Kristin & Kirkham, Lewis & Theodoridis, Konstantinos, 2017. "A trendy approach to UK inflation dynamics," Discussion Papers 49, Monetary Policy Committee Unit, Bank of England.
    60. Aristidou, Chrystalleni, 2018. "The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 367-379.
    61. Angela Capolongo & Claudia Pacella, 2019. "Forecasting inflation in the euro area: countries matter!," Temi di discussione (Economic working papers) 1224, Bank of Italy, Economic Research and International Relations Area.
    62. Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021. "The time-varying evolution of inflation risks," Working Paper Series 2600, European Central Bank.
    63. Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
    64. Garciga, Christian & Knotek II, Edward S., 2019. "Forecasting GDP growth with NIPA aggregates: In search of core GDP," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1814-1828.
    65. Pincheira-Brown, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2019. "Forecasting inflation in Latin America with core measures," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1060-1071.
    66. Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George, 2019. "A comprehensive evaluation of macroeconomic forecasting methods," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1226-1239.
    67. Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
    68. Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Umar, Muhammad, 2024. "Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting," International Review of Financial Analysis, Elsevier, vol. 94(C).
    69. Anthony Garratt & Ivan Petrella, 2022. "Commodity prices and inflation risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 392-414, March.
    70. Gamber, Edward N. & Smith, Julie K. & Eftimoiu, Raluca, 2015. "The dynamic relationship between core and headline inflation," Journal of Economics and Business, Elsevier, vol. 81(C), pages 38-53.
    71. Aparicio, Diego & Bertolotto, Manuel I., 2020. "Forecasting inflation with online prices," International Journal of Forecasting, Elsevier, vol. 36(2), pages 232-247.
    72. Han, Zhao, 2024. "Asymmetric information and misaligned inflation expectations," Journal of Monetary Economics, Elsevier, vol. 143(C).
    73. Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.

Books

    Sorry, no citations of books recorded.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.