Report NEP-MAC-2015-01-09

This is the archive for NEP-MAC, a report on new working papers in the area of Macroeconomics. Soumitra K Mallick issued this report. It is usually issued weekly.

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Other reports in NEP-MAC

The following items were announced in this report:

• Francisco J. Buera & Juan Pablo Nicolini, 2014. "Liquidity Traps and Monetary Policy: Managing a Credit Crunch," Working Paper Series WP-2014-14, Federal Reserve Bank of Chicago.
• Correia, Isabel & Teles, Pedro & Tristani, Oreste & De Fiore, Fiorella, 2014. "Credit Spreads and Credit Policies," CEPR Discussion Papers 9989, C.E.P.R. Discussion Papers.
• Stan du Plessis, 2014. "Targeting core inflation in emerging market economies," Working Papers 23/2014, Stellenbosch University, Department of Economics.
• Peersman, G. & Wagner, W.B., 2014. "Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations," Discussion Paper 2014-019, Tilburg University, Center for Economic Research.
• Ghate, Chetan & Gopalakrishnan, Pawan & Tarafdar, Suchismita, 2014. "Fiscal Policy in an Emerging Market Business Cycle Model," MPRA Paper 60449, University Library of Munich, Germany.
• Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2014. "German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-Euro Area imbalances?," Working Papers 05/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
• Gregor Bäurle & Daniel Kaufmann, 2014. "Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes," Working Papers 2014-10, Swiss National Bank.
• Nukic, Senada, 2014. "Fiscal Consolidation and Employment Loss," MPRA Paper 60224, University Library of Munich, Germany.
• Naveen Srinivasan, 2014. "Testing the Expectations Trap Hypothesis: A Time-Varying Parameter Approach," Working Papers 2014-089, Madras School of Economics,Chennai,India.
• Chiara Fratto & Harald Uhlig, 2014. "Accounting for Post-Crisis Inflation and Employment: A Retro Analysis," NBER Working Papers 20707, National Bureau of Economic Research, Inc.
• Pankaj Kumar & Naveen Srinivasan, 2014. "Unravelling India’s Inflation Puzzle," Working Papers 2014-085, Madras School of Economics,Chennai,India.
• Alfred Duncan & Charles Nolan, 2014. "Disputes, Debt and Equity," Working Papers 2014_20, Business School - Economics, University of Glasgow.
• Juan Ángel García & Ricardo Gimeno, 2014. "Flight-to-liquidity flows in the euro area sovereign debt crisis," Working Papers 1429, Banco de España.
• Martin, Philippe & Philippon, Thomas, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," CEPR Discussion Papers 10189, C.E.P.R. Discussion Papers.
• Michael Ehrmann, 2014. "Targeting Inflation from Below - How Do Inflation Expectations Behave?," Staff Working Papers 14-52, Bank of Canada.
• Bossone, Biagio, 2014. "Secular stagnation," Economics Discussion Papers 2014-47, Kiel Institute for the World Economy (IfW Kiel).
• Vincenzo Cuciniello & Federico M. Signoretti, 2014. "Large banks, loan rate markup and monetary policy," Temi di discussione (Economic working papers) 987, Bank of Italy, Economic Research and International Relations Area.
• Elton Beqiraj & Massimiliano Tancioni, 2014. "Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery," Working Papers in Public Economics 167, Department of Economics and Law, Sapienza University of Roma.
• Shuhei Takahashi, 2014. "State Dependency in Price and Wage Setting," UTokyo Price Project Working Paper Series 034, University of Tokyo, Graduate School of Economics.
• Selien De Schryder & Gert Peersman & Joris Wauters, 2014. "Wage Indexation And The Monetary Policy Regime," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/892, Ghent University, Faculty of Economics and Business Administration.
• Item repec:spo:wpmain:info:hdl:2441/4itbiqg0h38538a71odou3jmkm is not listed on IDEAS anymore

• Minford, Patrick & Ou, Zhirong & Fan, Jingwen, 2014. "The role of fiscal policy in Britain's Great Inflation," CEPR Discussion Papers 10240, C.E.P.R. Discussion Papers.
• Quadrini, Vincenzo, 2014. "Bank Liabilities Channel," CEPR Discussion Papers 10265, C.E.P.R. Discussion Papers.
• Buiter, Willem, 2014. "Central Banks: Powerful, Political and Unaccountable?," CEPR Discussion Papers 10223, C.E.P.R. Discussion Papers.
• Devereux, Michael B & Cook, David, 2014. "Exchange Rate Flexibility under the Zero Lower Bound," CEPR Discussion Papers 10202, C.E.P.R. Discussion Papers.
• Clancy, Daragh & Merola, Rossana, 2014. "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers 15/RT/14, Central Bank of Ireland.
• Jorge Rojas, 2014. "The Great Recession: on the Ineffectiveness of Domestic Adjustment Policies and the Need of Multilateral Arrangements," Documentos de Trabajo / Working Papers 2014-381, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Hassan, Tarek & Mertens, Thomas M., 2014. "Information Aggregation in a DSGE Model," CEPR Discussion Papers 10020, C.E.P.R. Discussion Papers.
• Pavoni, Nicola & Ercolani, Valerio, 2014. "The Precautionary Saving Effect of Government Consumption," CEPR Discussion Papers 10067, C.E.P.R. Discussion Papers.
• Fiorella De Fiore & Harald Uhlig, 2014. "Corporate Debt Structure and the Financial Crisis," NBER Working Papers 20730, National Bureau of Economic Research, Inc.
• Björn O. Meyer, 2014. "The Role of Sentiment in the Provision of Credit," Kiel Advanced Studies Working Papers 466, Kiel Institute for the World Economy.
• Brown, M. & de Haas, R. & Sokolov, V., 2013. "Regional Inflation and Financial Dollarization," Discussion Paper 2013-073, Tilburg University, Center for Economic Research.
• P. Andrade & R. Crump & S. Eusepi & E. Moench, 2014. "Fundamental disagreement," Working papers 524, Banque de France.
• Reiff, Adam & Karadi, Peter, 2014. "Menu Costs, Aggregate Fluctuations, and Large Shocks," CEPR Discussion Papers 10138, C.E.P.R. Discussion Papers.
• Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Documents de travail du Centre d'Economie de la Sorbonne 14068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• L. Randall Wray, 2014. "Outside Money: The Advantages of Owning the Magic Porridge Pot," Economics Working Paper Archive wp_821, Levy Economics Institute.
• Fève, Patrick & Sahuc, Jean-Guillaume, 2014. "In search of the transmission mechanism of fiscal policy in the Euro area," IDEI Working Papers 840, Institut d'Économie Industrielle (IDEI), Toulouse.
• Enrique G. Mendoza & Linda L. Tesar & Jing Zhang, 2014. "Saving Europe?: The Unpleasant Arithmetic of Fiscal Austerity in Integrated Economies," Working Paper Series WP-2014-13, Federal Reserve Bank of Chicago.
• Eyster, Erik & Madarász, Kristóf & Michaillat, Pascal, 2014. "The Curse of Inflation," CEPR Discussion Papers 10286, C.E.P.R. Discussion Papers.
• Haroon Mumtaz & Konstantinos Theodoridis, 2014. "The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis," Working Papers 735, Queen Mary University of London, School of Economics and Finance.
• Jo Michell, 2014. "A Steindlian account of the distribution of corporate profits and leverage: A stock-flow consistent macroeconomic model with agent-based microfoundations," Working Papers PKWP1412, Post Keynesian Economics Society (PKES).
• Mandler, Martin & Scharnagl, Michael, 2014. "Money growth and consumer price inflation in the euro area: A wavelet analysis," Discussion Papers 33/2014, Deutsche Bundesbank.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2014. "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," Working Papers 2014:37, Lund University, Department of Economics.
• Iwamura, Mitsuru & Kitamura, Yukinobu & Matsumoto, Tsutomu & Saito, Kenji, 2014. "Can We Stabilize the Price of a Cryptocurrency?: Understanding the Design of Bitcoin and Its Potential to Compete with Central Bank Money," Discussion Paper Series 617, Institute of Economic Research, Hitotsubashi University.
• Rose, Andrew, 2014. "The Bond Market: An Inflation-Targeter's Best Friend," CEPR Discussion Papers 10124, C.E.P.R. Discussion Papers.
• Nicolas Carnot, 2014. "Evaluating Fiscal Policy: A Rule of Thumb," European Economy - Economic Papers 2008 - 2015 526, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• World Bank, 2014. "South Africa Economic Update : Fiscal Policy and Redistribution in an Unequal Society," World Bank Publications - Reports 20661, The World Bank Group.
• 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 12323, Banco de la Republica.
• Jaylson Jair da Silveira & Gilberto Tadeu Lima, 2014. "Heterogeneity in Inflation Expectations and Macroeconomic Stability under Satisficing Learning," Working Papers, Department of Economics 2014_28, University of São Paulo (FEA-USP).
• Gregory Bauer, 2014. "International House Price Cycles, Monetary Policy and Risk Premiums," Staff Working Papers 14-54, Bank of Canada.
• Zaman, Gheorghe & Georgescu, George, 2014. "Challenges of bank lending in Romania on short, medium and long-term," MPRA Paper 60271, University Library of Munich, Germany.
• Veldkamp, Laura & Orlik, Anna, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," CEPR Discussion Papers 10147, C.E.P.R. Discussion Papers.
• Cukierman, Alex, 2014. "Euro-Area and US Banks Behavior, and ECB-Fed Monetary Policies during the Global Financial Crisis: A Comparison," CEPR Discussion Papers 10289, C.E.P.R. Discussion Papers.
• Snower, Dennis & Ahrens, Steffen & Pirschel, Inske, 2014. "A Theory of Wage Adjustment under Loss Aversion," CEPR Discussion Papers 10288, C.E.P.R. Discussion Papers.
• Allan H. Meltzer, 2013. "A Slow Recovery with Low Inflation," Economics Working Papers 13110, Hoover Institution, Stanford University.
• Roberto Alvarez & Jose De Gregorio, 2014. "Understanding Differences in Growth Performance in Latin America and Developing Countries between the Asian and Global Financial Crises," Working Paper Series WP14-11, Peterson Institute for International Economics.
• Michael D. Bordo, 2014. "Exiting from Low Interest Rates to Normality: An Historical Perspective," Economics Working Papers 14110, Hoover Institution, Stanford University.
• Rossi, Barbara & Inoue, Atsushi & Kuo, Chun-Hung, 2014. "Identifying the Sources of Model Misspecification," CEPR Discussion Papers 10140, C.E.P.R. Discussion Papers.
• Krueger, Dirk & Holter, Hans A. & Stepanchuk, Serhiy, 2014. "How Does Tax Progressivity and Household Heterogeneity Affect Laffer Curves?," CEPR Discussion Papers 10259, C.E.P.R. Discussion Papers.
• José Roberto Afonso & Eliane Cristina Araújo, 2014. "Institutions for Macro Stability in Brazil: Inflation Targets and Fiscal Responsibility," Global Development Institute Working Paper Series iriba_wp07, GDI, The University of Manchester.
• Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott, 2014. "Government Debt Management: The Long and the Short of It (Plus Appendix)," Working Papers 799, Barcelona School of Economics.
• Ghironi, Fabio & Stebunovs, Viktors & Cacciatore, Matteo, 2014. "The Domestic and International Effects of Interstate U.S. Banking," CEPR Discussion Papers 9973, C.E.P.R. Discussion Papers.
• Mark A. Carlson & Burcu Duygan-Bump & Fabio M. Natalucci & William R. Nelson & Marcelo Ochoa & Jerome L. Stein & Skander J. Van den Heuvel, 2014. "The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies," Finance and Economics Discussion Series 2014-102, Board of Governors of the Federal Reserve System (U.S.).
• Koichiro Kamada, 2014. "Central Bank Communication and the Management of Market Confidence: Two Episodes in 2013 in the U.S. and Japan," Bank of Japan Research Laboratory Series 14-E-1, Bank of Japan.
• Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014. "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers 10272, C.E.P.R. Discussion Papers.
• Ozge Akinci & Ryan Chahrour, 2014. "Good News is Bad News: Leverage Cycles and Sudden Stops," Boston College Working Papers in Economics 866, Boston College Department of Economics, revised 30 Apr 2015.
• Rodolfo Cermeño & Mario Negrete García, 2013. "Política Monetaria Estadounidense y Tipo De Cambio Real en México, 1996-2012," Working Papers DTE 566, CIDE, División de Economía.
• Graham Stull, 2014. "Future Directions for the Irish Economy. Conference Proceedings," European Economy - Economic Papers 2008 - 2015 524, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Don H. Kim & Jonathan H. Wright, 2014. "Jumps in Bond Yields at Known Times," NBER Working Papers 20711, National Bureau of Economic Research, Inc.
• Schumacher, Christian, 2014. "MIDAS and bridge equations," Discussion Papers 26/2014, Deutsche Bundesbank.
• Enzo Cassino & Neil Cribbens & Tugrul Vehbi, 2014. "Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences," Treasury Working Paper Series 14/19, New Zealand Treasury.
• Nguyen Van, Phuong, 2014. "Sources of exchange rate fluctuation in Vietnam: an application of the SVAR model," MPRA Paper 60565, University Library of Munich, Germany.
• Uras, R.B., 2014. "Financial Development, Long-Term Finance and the Macroeconomy : The Role of Secondary Markets," Discussion Paper 2014-044, Tilburg University, Center for Economic Research.
• Bacchetta, Philippe & Benhima, Kenza, 2014. "Corporate Saving in Global Rebalancing," CEPR Discussion Papers 10012, C.E.P.R. Discussion Papers.
• Paciello, Luigi & Pozzi, Andrea & Trachter, Nicholas, 2014. "Price Dynamics with Customer Markets," CEPR Discussion Papers 10220, C.E.P.R. Discussion Papers.
• Hans A. Holter & Dirk Krueger & Serhiy Stepanchuk, 2014. "How Does Tax Progressivity and Household Heterogeneity Affect Laffer Curves?," NBER Working Papers 20688, National Bureau of Economic Research, Inc.
• Richard Harrison, 2014. "Estimating the Effects of Forward Guidance in Rational Expectations Models," Discussion Papers 1429, Centre for Macroeconomics (CFM).
• Malik, Sheheryar & Meldrum, Andrew, 2014. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England working papers 518, Bank of England.
• W. Erwin Diewert & Kevin J. Fox & Chihiro Shimizu, 2014. "Commercial Property Price Indexes and the System of National Account," Discussion Papers 2014-38, School of Economics, The University of New South Wales.
• Lisa B. Kahn & Erika McEntarfer, 2014. "Employment Cyclicality and Firm Quality," NBER Working Papers 20698, National Bureau of Economic Research, Inc.
• Guangyu Nie, 2014. "A Model of Competitive Saving Over the Life-cycle, and its Implications for the Saving Rate Puzzle in China," 2014 Papers pni317, Job Market Papers.
• Mark Vink, 2014. "Intergenerational Developments in Household Saving Behaviour," Treasury Working Paper Series 14/23, New Zealand Treasury.
• John B. Taylor, 2013. "A Steadier Course for Monetary Policy," Economics Working Papers 13107, Hoover Institution, Stanford University.
• Alice Fabre & Stéphane Pallage & Christian Zimmermann, 2014. "Universal Basic Income versus Unemployment Insurance," Cahiers de recherche 1427, CIRPEE.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013. "Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records," Discussion Paper 2013-047, Tilburg University, Center for Economic Research.
• Fabre, Alice & Pallage, Stéphane & Zimmermann, Christian, 2014. "Universal Basic Income versus Unemployment Insurance," IZA Discussion Papers 8667, Institute of Labor Economics (IZA).
• Haskel, Jonathan, 2014. "Knowledge Spillovers, ICT and Productivity Growth," CEPR Discussion Papers 10057, C.E.P.R. Discussion Papers.
• Daniel R. Carroll & Eric Young, 2014. "The Piketty Transition," Working Papers (Old Series) 1432, Federal Reserve Bank of Cleveland.
• Prados de la Escosura, Leandro, 2014. "Mismeasuring Long Run Growth. The Bias from Spliced National Accounts," CEPR Discussion Papers 10137, C.E.P.R. Discussion Papers.
• World Bank, 2014. "Turkey’s Transitions : Integration, Inclusion, Institutions," World Bank Publications - Reports 20691, The World Bank Group.
• van der Ploeg, Frederick & Wills, Samuel & ,, 2014. "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CEPR Discussion Papers 10188, C.E.P.R. Discussion Papers.
• Frederic S. Mishkin & Eugene N. White, 2014. "Unprecedented Actions: The Federal Reserve’s Response to the Global Financial Crisis in Historical Perspective," NBER Working Papers 20737, National Bureau of Economic Research, Inc.
• Dräger, L. & Lamla, M.J. & Pfajfar, D., 2013. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," Discussion Paper 2013-063, Tilburg University, Center for Economic Research.
• Kazuo MIno, 2014. "A Simple Model of Endogenous Growth with Financial Frictions and Firm Heterogeneity," KIER Working Papers 908, Kyoto University, Institute of Economic Research.
• World Bank, 2014. "Sub-National Spending in Timor-Leste : Lessons from Experience," World Bank Publications - Reports 20694, The World Bank Group.
• Olteanu, Dan Constantin, 2014. "Creditarea si instabilitatea economica. Studiu de sinteza," Studii Economice 140714, Institutul National de Cercetari Economice (INCE).
• Perica Janković, 2014. "Failures Of Supervisory Bodies And Rating Agencies In Mortgage Crisis Escalation," Ekonomika, Journal for Economic Theory and Practice and Social Issues 2014-01, „Ekonomika“ Society of Economists, Niš (Serbia).
• Razmi, Arslan, 2014. "Re-Distribution, Aggregate Demand, and Growth in an Open Economy: The Crucial Interaction of Portfolio Considerations and External Account Constraints," UMASS Amherst Economics Working Papers 2014-07, University of Massachusetts Amherst, Department of Economics.
• Saint-Paul, Gilles, 2014. "How Darwinian should an economy be?," CEPR Discussion Papers 10269, C.E.P.R. Discussion Papers.
• Kräussl, Roman & Mirgorodskaya, Elizaveta, 2014. "News media sentiment and investor behavior," CFS Working Paper Series 492, Center for Financial Studies (CFS).
• John B. Taylor, 2014. "Re-Normalize, Don't New-Normalize Monetary Policy," Economics Working Papers 14109, Hoover Institution, Stanford University.
• Charles I. Jones, 2014. "Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality," NBER Working Papers 20742, National Bureau of Economic Research, Inc.
• Koeniger, Winfried & Prat, Julien, 2014. "Human capital and optimal redistribution," CFS Working Paper Series 497, Center for Financial Studies (CFS).
• Andreas Irmen & Alfred Maußner, 2014. "Essential Inputs and Unbounded Output: an Alternative Characterization of the Neoclassical Production Function," DEM Discussion Paper Series 14-27, Department of Economics at the University of Luxembourg.
• Milesi-Ferretti, Gian Maria & Catão, Luís, 2014. "External Liabilities and Crises," CEPR Discussion Papers 10058, C.E.P.R. Discussion Papers.
• Koeniger, Winfried & Prat, Julien, 2014. "Human Capital and Optimal Redistribution," Economics Working Paper Series 1434, University of St. Gallen, School of Economics and Political Science, revised May 2015.
• Koeniger, Winfried & Prat, Julien, 2014. "Human Capital and Optimal Redistribution," IZA Discussion Papers 8666, Institute of Labor Economics (IZA).
• Marc-Urbain Proulx, 2014. "New Economic Cycle in Northern Periphery," ERSA conference papers ersa14p930, European Regional Science Association.
• Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2014. "Noisy information, distance and law of one price dynamics across US cities," CAMA Working Papers 2014-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Margarita Katsimi & Gylfi Zoega, 2014. "European Integration and the Feldstein-Horioka Puzzle," Birkbeck Working Papers in Economics and Finance 1410, Birkbeck, Department of Economics, Mathematics & Statistics.
• Martin Mellens & Hendrik Vrijburg & Jonneke Dijkstra, 2014. "Robust estimation of the VAT pass-through in the Netherlands," CPB Discussion Paper 297, CPB Netherlands Bureau for Economic Policy Analysis.
• Chris Stewart & Iris Chan & Crystal Ossolinski & David Halperin & Paul Ryan, 2014. "The Evolution of Payment Costs in Australia," RBA Research Discussion Papers rdp2014-14, Reserve Bank of Australia.
• M.Jesús Gómez Adillón & M. Àngels Cabasés Piqué, 2014. "Unequal distribution of salary from a gender perspective and the impact of recession on the catalan labor market," ERSA conference papers ersa14p75, European Regional Science Association.
• Atsuyoshi Morozumi & Francisco José Veiga & Linda Gonçalves Veiga, 2014. "Electoral effects on the composition of public spending and revenue: evidence from a large panel of countries," NIPE Working Papers 23/2014, NIPE - Universidade do Minho.
• Ferrari, Giorgio & Salminen, Paavo, 2016. "Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary," Center for Mathematical Economics Working Papers 530, Center for Mathematical Economics, Bielefeld University.
• Peter Havlik, 2014. "Economic Consequences of the Ukraine Conflict," wiiw Policy Notes 14, The Vienna Institute for International Economic Studies, wiiw.
• Daniela MAGGIONI & Alessia LO TURCO & Mauro GALLEGATI, 2014. "Does export complexity matter for firms' output volatility?," Working Papers 407, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Elena Ianchovichina, 2014. "On Shared Prosperity in the Middle East and North Africa," World Bank Publications - Reports 20546, The World Bank Group.
• S. Mouabbi, 2014. "An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia," Working papers 527, Banque de France.
• Fabio Busetti, 2014. "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers) 979, Bank of Italy, Economic Research and International Relations Area.
• Kamaruzdin, Thaqif & Masih, Mansur, 2014. "An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches," MPRA Paper 60248, University Library of Munich, Germany.
• Christiane Baumeister & James D. Hamilton, 2014. "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," NBER Working Papers 20741, National Bureau of Economic Research, Inc.