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Content
2014
- 14-36 Global Inflation Dynamics in the Post-Crisis Period: What Explains the Twin Puzzle?
by Christian Friedrich - 14-35 Search Frictions, Financial Frictions and Labour Market Fluctuations in Emerging Markets
by Sumru Altug & Serdar Kabaca - 14-34 Housework and Fiscal Expansions
by Stefano Gnocchi & Daniela Hauser & Evi Pappa - 14-33 Competition in the Cryptocurrency Market
by Neil Gandal & Hanna Halaburda - 14-32 Commodity Price Co-Movement and Global Economic Activity
by Ron Alquist & Olivier Coibion - 14-31 Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities
by John Beirne & Christian Friedrich - 14-30 Information, Amplification and Financial Crisis
by Toni Ahnert & Ali Kakhbod - 14-29 Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets
by Radoslav Raykov - 14-28 Consumer Attitudes and the Epidemiology of Inflation Expectations
by Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro - 14-27 Retail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment Samples
by Heng Chen & Marie-Hélène Felt & Kim Huynh - 14-26 Filling in the Blanks: Network Structure and Interbank Contagion
by Kartik Anand & Ben Craig & Goetz von Peter - 14-25 Improving Overnight Loan Identification in Payments Systems
by Mark Rempel - 14-24 Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation
by Heng Chen - 14-23 Rollover Risk, Liquidity and Macroprudential Regulation
by Toni Ahnert - 14-22 Understanding the Cash Demand Puzzle
by Janet Hua Jiang & Enchuan Shao - 14-21 Monetary Policy Transmission during Financial Crises: An Empirical Analysis
by Tatjana Dahlhaus - 14-20 Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data
by John Bagnall & David Bounie & Kim Huynh & Anneke Kosse & Tobias Schmidt & Scott Schuh & Helmut Stix - 14-19 High-Frequency Trading Competition
by Jonathan Brogaard & Corey Garriott & Anna Pomeranets - 14-18 Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets
by Giovanni Giusti & Janet Hua Jiang & Yiping Xu - 14-17 Multiple Fixed Effects in Binary Response Panel Data Models
by Karyne B. Charbonneau - 14-16 E-Money: Efficiency, Stability and Optimal Policy
by Jonathan Chiu & Tsz-Nga Wong - 14-15 The Efficiency of Private E-Money-Like Systems: The U.S. Experience with State Bank Notes
by Warren E. Weber - 14-14 Uncertain Costs and Vertical Differentiation in an Insurance Duopoly
by Radoslav Raykov - 14-13 Bond Risk Premia and Gaussian Term Structure Models
by Bruno Feunou & Jean-Sébastien Fontaine - 14-12 Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs
by Jasmina Arifovic & Janet Hua Jiang - 14-11 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Christiane Baumeister & Pierre Guérin & Lutz Kilian - 14-10 Macroeconomic Experiences and Risk Taking of Euro Area Households
by Miguel Ampudia & Michael Ehrmann - 14-9 Labor Market Participation, Unemployment and Monetary Policy
by Alessia Campolmi & Stefano Gnocchi - 14-8 Rollover Risk and the Maturity Transformation Function of Banks
by Teodora Paligorova & João Santos - 14-7 Banks’ Financial Distress, Lending Supply and Consumption Expenditure
by H. Evren Damar & Reint Gropp & Adi Mordel - 14-6 A Policy Model to Analyze Macroprudential Regulations and Monetary Policy
by Sami Alpanda & Gino Cateau & Césaire Meh - 14-5 Corporate Governance, Product Market Competition and Debt Financing
by Teodora Paligorova & Jun Yang - 14-4 Technology Shocks, Labour Mobility and Aggregate Fluctuations
by Daniela Hauser - 14-3 Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy
by Sermin Gungor & Jesus Sierra - 14-2 It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match
by Michael Ehrmann & David-Jan Jansen - 14-1 Household Risk Management and Actual Mortgage Choice in the Euro Area
by Michael Ehrmann & Michael Ziegelmeyer
2013
- 13-53 Cash Management and Payment Choices: A Simulation Model with International Comparisons
by Carlos Arango & Yassine Bouhdaoui & David Bounie & Martina Eschelbach & Lola Hernández - 13-52 Do Oil Price Increases Cause Higher Food Prices?
by Christiane Baumeister & Lutz Kilian - 13-51 Regime Switches in the Risk-Return Trade-Off
by Eric Ghysels & Pierre Guérin & Massimiliano Marcellino - 13-50 Funding Advantage and Market Discipline in the Canadian Banking Sector
by Mehdi Beyhaghi & Chris D'Souza & Gordon S. Roberts - 13-49 A Distributional Approach to Realized Volatility
by Selma Chaker & Nour Meddahi - 13-48 Volatility Forecasting when the Noise Variance Is Time-Varying
by Selma Chaker & Nour Meddahi - 13-47 CoMargin
by Selma Chaker & Nour Meddahi - 13-46 Heterogeneous Returns to U.S. College Selectivity and the Value of Graduate Degree Attainment
by Mai Seki - 13-45 Expansion of Higher Education, Employment and Wages: Evidence from the Russian Transition
by Natalia Kyui - 13-44 Expectations and Monetary Policy: Experimental Evidence
by Oleksiy Kryvtsov & Luba Petersen - 13-43 Perceived Inflation Persistence
by Monica Jain - 13-42 High-Frequency Real Economic Activity Indicator for Canada
by Gitanjali Kumar - 13-41 Central Bank Communications Before, During and After the Crisis: From Open-Market Operations to Open-Mouth Policy
by Ianthi Vayid - 13-40 Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada
by Yahong Zhang - 13-39 The Financialization of Food?
by Valentina G. Bruno & Bahattin Buyuksahin & Michel A. Robe - 13-38 Some Economics of Private Digital Currency
by Joshua S. Gans & Hanna Halaburda - 13-37 Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility
by Bo Young Chang & Bruno Feunou - 13-36 Public/Private Transitions and Firm Financing
by Kim Huynh & Teodora Paligorova & Robert Petrunia - 13-35 The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada
by Mikael Khan & Louis Morel & Patrick Sabourin - 13-34 The Safety of Government Debt
by Kartik Anand & Prasanna Gai - 13-33 Housing and Tax Policy
by Sami Alpanda & Sarah Zubairy - 13-32 Which Parametric Model for Conditional Skewness?
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap - 13-31 The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk
by Philipp König & Kartik Anand & Frank Heinemann - 13-30 Endogenous Trade Participation with Incomplete Exchange Rate Pass-Through
by Yuko Imura - 13-29 Volatility and Liquidity Costs
by Selma Chaker - 13-28 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
by Christiane Baumeister & Lutz Kilian - 13-27 Analyzing Fiscal Sustainability
by Huixin Bi & Eric M. Leeper - 13-26 Uncertain Fiscal Consolidations
by Huixin Bi & Eric M. Leeper & Campbell Leith - 13-25 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - 13-24 Is There a Quality Bias in the Canadian CPI? Evidence from Micro Data
by Oleksiy Kryvtsov - 13-23 A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market
by Ron Alquist & Justin-Damien Guénette - 13-22 The Threat of Counterfeiting in Competitive Search Equilibrium
by Enchuan Shao - 13-21 Why Do Emerging Markets Liberalize Capital Outflow Controls? Fiscal versus Net Capital Flow Concerns
by Joshua Aizenman & Gurnain Pasricha - 13-20 Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions
by Nathan Porter & TengTeng Xu - 13-19 Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults
by M. Hashem Pesaran & TengTeng Xu - 13-18 Booms and Busts in House Prices Explained by Constraints in Housing Supply
by Narayan Bulusu & Jefferson Duarte & Carles Vergara-Alert - 13-17 Fire-Sale FDI or Business as Usual?
by Ron Alquist & Rahul Mukherjee & Linda Tesar - 13-16 Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances
by Sermin Gungor & Richard Luger - 13-15 What Central Bankers Need to Know about Forecasting Oil Prices
by Christiane Baumeister & Lutz Kilian - 13-14 Are Sunspots Learnable? An Experimental Investigation in a Simple General-Equilibrium Model
by Jasmina Arifovic & George Evans & Olena Kostyshyna - 13-13 A Semiparametric Early Warning Model of Financial Stress Events
by Ian Christensen & Fuchun Li - 13-12 Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics
by Jianjian Jin - 13-11 Forecasting with Many Models: Model Confidence Sets and Forecast Combination
by Jon D. Samuels & Rodrigo Sekkel - 13-10 A New Linear Estimator for Gaussian Dynamic Term Structure Models
by Antonio Diez de los Rios - 13-9 An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt
by Shaofeng Xu - 13-8 Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
by Carlos De Resende & Ali Dib & René Lalonde & Nikita Perevalov - 13-7 A Tractable Monetary Model Under General Preferences
by Tsz-Nga Wong - 13-6 To Link or Not To Link? Netting and Exposures Between Central Counterparties
by Stacey Anderson & Jean-Philippe Dion & Héctor Pérez Saiz - 13-5 Market Structure and Cost Pass-Through in Retail
by Gee Hee Hong & Nicholas Li - 13-4 Financial Development and the Volatility of Income
by Tiago Pinheiro & Francisco Rivadeneyra & Marc Teignier - 13-3 Real-financial Linkages through Loan Default and Bank Capital
by Tamon Takamura - 13-2 House Prices, Consumption and the Role of Non-Mortgage Debt
by Katya Kartashova & Ben Tomlin - 13-1 The Cyclicality of Sales, Regular and Effective Prices: Business Cycle and Policy Implications
by Olivier Coibion & Yuriy Gorodnichenko & Gee Hee Hong
2012
- 12-43 On the Welfare Effects of Credit Arrangements
by Jonathan Chiu & Mei Dong & Enchuan Shao - 12-42 Financial Crisis Resolution
by Josef Schroth - 12-41 Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy
by Jean-Sébastien Fontaine - 12-40 The Effects of Oil Price Uncertainty on the Macroeconomy
by Soojin Jo - 12-39 Consumer Interest Rates and Retail Mutual Fund Flows
by Jesus Sierra - 12-38 Liquidity and Central Clearing: Evidence from the CDS Market
by Joshua Slive & Jonathan Witmer & Elizabeth Woodman - 12-37 Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields
by Bruno Feunou & Jean-Sébastien Fontaine - 12-36 The Role of Credit in International Business Cycles
by TengTeng Xu - 12-35 When Lower Risk Increases Profit: Competition and Control of a Central Counterparty
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive - 12-34 The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
by Peter Christoffersen & Bruno Feunou & Kris Jacobs & Nour Meddahi - 12-33 Financial Conditions and the Money-Output Relationship in Canada
by Maral Kichian - 12-32 China’s Emergence in the World Economy and Business Cycles in Latin America
by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu - 12-31 The Evolution of Canada’s Global Export Market Share
by Daniel de Munnik & Jocelyn Jacob & Wesley Sze - 12-30 Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market
by Jason Allen & Robert Clark & Jean-François Houde - 12-29 Efficiency and Bargaining Power in the Interbank Loan Market
by Jason Allen & James Chapman & Federico Echenique & Matthew Shum - 12-28 What Drags and Drives Mobility: Explaining Canada’s Aggregate Migration Patterns
by David Amirault & Daniel de Munnik & Sarah Miller - 12-27 Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads
by Hui Chen & Yu Xu & Jun Yang - 12-26 Natural Monopoly and Distorted Competition: Evidence from Unbundling Fiber-Optic Networks
by Naoaki Minamihashi - 12-25 Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices
by Jonathan Witmer - 12-24 Why Do Shoppers Use Cash? Evidence from Shopping Diary Data
by Naoki Wakamori & Angelika Welte - 12-23 Inflation and Growth: A New Keynesian Perspective
by Robert Amano & Thomas J. Carter & Kevin Moran - 12-22 The Ex-Ante Versus Ex-Post Effect of Public Guarantees
by H. Evren Damar & Reint Gropp & Adi Mordel - 12-21 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
by Christiane Baumeister & Luca Benati - 12-20 The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data
by Shutao Cao & Wei Dong & Ben Tomlin - 12-19 International Business Cycles and Financial Frictions
by Wen Yao - 12-18 Consumer Bankruptcy and Information
by Jason Allen & H. Evren Damar & David Martinez-Miera - 12-17 On the Existence and Fragility of Repo Markets
by Hajime Tomura - 12-16 Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting
by Donald Coletti & René Lalonde & Paul Masson & Dirk Muir & Stephen Snudden - 12-15 Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System
by Nellie Zhang - 12-14 The Impact of Retail Payment Innovations on Cash Usage
by Ben Fung & Kim Huynh & Leonard Sabetti - 12-13 Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
by Christiane Baumeister & Philip Liu & Haroon Mumtaz - 12-12 House Price Dynamics: Fundamentals and Expectations
by Eleonora Granziera & Sharon Kozicki - 12-11 Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap - 12-10 When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy
by Teodora Paligorova & João Santos - 12-9 Central Bank Communication or the Media’s Interpretation: What Moves Markets?
by Scott Hendry - 12-8 Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions
by Elif Arbatli & Garima Vasishtha - 12-7 Short-Term Forecasting of the Japanese Economy Using Factor Models
by Claudia Godbout & Marco J. Lombardi - 12-6 Macroprudential Rules and Monetary Policy when Financial Frictions Matter
by Jeannine Bailliu & Césaire Meh & Yahong Zhang - 12-5 An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks
by Gregory Bauer & Antonio Diez de los Rios - 12-4 Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending
by Jason Allen & Robert Clark & Jean-François Houde - 12-3 Fooled by Search: Housing Prices, Turnover and Bubbles
by Brian Peterson - 12-2 Time-Varying Effects of Oil Supply Shocks on the U.S. Economy
by Christiane Baumeister & Gert Peersman - 12-1 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
by Christiane Baumeister & Lutz Kilian
2011
- 11-32 Bank Leverage Regulation and Macroeconomic Dynamics
by Ian Christensen & Césaire Meh & Kevin Moran - 11-31 Do Low Interest Rates Sow the Seeds of Financial Crises?
by Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt - 11-30 Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
by Jonathan Chiu & Thorsten Koeppl - 11-29 Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market
by Michael Hutchison & Gurnain Pasricha & Nirvikar Singh - 11-28 The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
by Christiane Baumeister & Gert Peersman - 11-27 Portfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market
by Naoki Wakamori - 11-26 Security Transaction Taxes and Market Quality
by Anna Pomeranets & Daniel G. Weaver - 11-25 Innovation and Growth with Financial, and Other, Frictions
by Jonathan Chiu & Césaire Meh & Randall Wright - 11-24 Determinants of Financial Stress and Recovery during the Great Recession
by Joshua Aizenman & Gurnain Pasricha - 11-23 How Do You Pay? The Role of Incentives at the Point-of-Sale
by Carlos Arango & Kim Huynh & Leonard Sabetti - 11-22 Money and Price Posting under Private Information
by Mei Dong & Janet Hua Jiang - 11-21 Fixed-Term and Permanent Employment Contracts: Theory and Evidence
by Shutao Cao & Enchuan Shao & Pedro Silos - 11-20 A Stochastic Volatility Model with Conditional Skewness
by Bruno Feunou & Roméo Tedongap - 11-19 Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach
by Toni Gravelle & Fuchun Li - 11-18 Price-Level Targeting and Inflation Expectations: Experimental Evidence
by Robert Amano & Jim Engle-Warnick & Malik Shukayev - 11-17 Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada
by Jason Allen & Ali Hortaçsu & Jakub Kastl - 11-16 Real-Time Forecasts of the Real Price of Oil
by Christiane Baumeister & Lutz Kilian - 11-15 Forecasting the Price of Oil
by Ron Alquist & Lutz Kilian & Robert Vigfusson - 11-14 Real-Financial Linkages in the Canadian Economy: An Input-Output Approach
by Danny Leung & Oana Secrieru - 11-13 Bank Loans for Private and Public Firms in a Credit Crunch
by Jason Allen & Teodora Paligorova - 11-12 Financial Factors and Labour Market Fluctuations
by Yahong Zhang - 11-11 Mixed Frequency Forecasts for Chinese GDP
by Philipp Maier - 11-10 Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy
by Huixin Bi - 11-9 Inventories, Markups and Real Rigidities in Sticky Price Models of the Canadian Economy
by Oleksiy Kryvtsov & Virgiliu Midrigan - 11-8 Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market
by Ingrid Lo & Stephen Sapp - 11-7 Money and Costly Credit
by Mei Dong - 11-6 The Private Equity Premium Puzzle Revisited
by Katya Kartashova - 11-5 Private Information Flow and Price Discovery in the U.S. Treasury Market
by George Jiang & Ingrid Lo - 11-4 Counterfeit Quality and Verification in a Monetary Exchange
by Ben Fung & Enchuan Shao - 11-3 Discounting in Mortgage Markets
by Jason Allen & Robert Clark & Jean-François Houde - 11-2 The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada
by Garima Vasishtha & Philipp Maier - 11-1 Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry
by Héctor Pérez Saiz
2010
- 10-40 The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages
by Kimberly Beaton & René Lalonde & Stephen Snudden - 10-39 Leverage, Balance Sheet Size and Wholesale Funding
by H. Evren Damar & Césaire Meh & Yaz Terajima - 10-38 The Impact of Liquidity on Bank Profitability
by Étienne Bordeleau & Christopher Graham - 10-37 ‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession
by Marco J. Lombardi & Philipp Maier - 10-36 Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach
by Sermin Gungor & Richard Luger - 10-35 Bank Competition and International Financial Integration: Evidence Using a New Index
by Gurnain Pasricha - 10-34 Semi-Structural Models for Inflation Forecasting
by Maral Kichian & Rumler Fabio & Paul Corrigan - 10-33 Composition of International Capital Flows: A Survey
by Koralai Kirabaeva & Assaf Razin - 10-32 Adverse Selection, Liquidity, and Market Breakdown
by Koralai Kirabaeva - 10-31 Text Mining and the Information Content of Bank of Canada Communications
by Scott Hendry & Alison Madeley - 10-30 On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model
by Sarah Zubairy - 10-29 Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
by Céline Gauthier & Zhongfang He & Moez Souissi - 10-28 Trends in U.S. Hours and the Labor Wedge
by Simona Cociuba & Alexander Ueberfeldt - 10-27 Stability versus Flexibility: The Role of Temporary Employment in Labour Adjustment
by Shutao Cao & Danny Leung - 10-26 Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications
by Ali Dib - 10-25 The Effect of Exchange Rate Movements on Heterogeneous Plants: A Quantile Regression Analysis
by Ben Tomlin & Loretta Fung - 10-24 Banks, Credit Market Frictions, and Business Cycles
by Ali Dib - 10-23 Central Bank Haircut Policy
by James Chapman & Jonathan Chiu & Miguel Molico - 10-22 Liquidity Transformation and Bank Capital Requirements
by Hajime Tomura - 10-21 Identifying Asymmetric Comovements of International Stock Market Returns
by Fuchun Li - 10-20 An Assessment of the Bank of Canada's Term PRA Facility
by Emanuella Enenajor & Alex Sebastian & Jonathan Witmer - 10-19 A Model of Housing Stock for Canada
by David Dupuis & Yi Zheng - 10-18 Exchange Rate Fluctuations, Plant Turnover and Productivity
by Ben Tomlin - 10-17 The Transmission of Shocks to the Chinese Economy in a Global Context: A Model-Based Approach
by Jeannine Bailliu & Patrick Blagrave - 10-16 The Role of Expenditure Switching in the Global Imbalance Adjustment
by Wei Dong - 10-15 Inflation and Unemployment in Competitive Search Equilibrium
by Mei Dong - 10-14 International Capital Flows and Bond Risk Premia
by Jesus Sierra - 10-13 Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data
by James Chapman & Yinan Zhang - 10-12 Financial Stress, Monetary Policy, and Economic Activity
by Fuchun Li & Pierre St-Amant - 10-11 Idiosyncratic Coskewness and Equity Return Anomalies
by Fousseni Chabi-Yo & Jun Yang - 10-10 On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment
by Nikita Perevalov & Philipp Maier - 10-9 Alternative Optimized Monetary Policy Rules in Multi-Sector Small Open Economies: The Role of Real Rigidities
by Carlos De Resende & Ali Dib & Maral Kichian - 10-8 Price Level Targeting: What Is the Right Price?
by Malik Shukayev & Alexander Ueberfeldt - 10-7 Time Variation in Okun's Law: A Canada and U.S. Comparison
by Kimberly Beaton