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Content
2017
- 1197 \"Low-For-Long\" Interest Rates and Banks' Interest Margins and Profitability : Cross-Country Evidence
by Stijn Claessens & Nicholas S. Coleman & Michael S. Donnelly - 1196 Uncertainty, Curreny Exess Returns, and Risk Reversals
by Lucas F. Husted & John H. Rogers & Bo Sun - 1195 Incentive Contracting Under Ambiguity Aversion
by Qi Liu & Lei Lu & Bo Sun - 1194 Unconventional Monetary and Exchange Rate Policies
by Tamim Bayoumi & Joseph E. Gagnon & Juan M. Londono & Christian Saborowski & Horacio Sapriza - 1193 Learning, Prices, and Firm Dynamics
by Paulo Bastos & Daniel A. Dias & Olga A. Timoshenko - 1192 Complex-Task Biased Technological Change and the Labor Market
by Colin C. Caines & Florian Hoffmann & Gueorgui Kambourov - 1191 The Anatomy of Financial Vulnerabilities and Crises
by Seung Jung Lee & Kelly E. Posenau & Viktors Stebunovs - 1190 Capital Controls and Monetary Policy Autonomy in a Small Open Economy
by J. Scott Davis & Ignacio Presno - 1189 How Biased Are U.S. Government Forecasts of the Federal Debt?
by Neil R. Ericsson - 1188 Risk Taking and Interest Rates : Evidence from Decades in the Global Syndicated Loan Market
by Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs
2016
- 1187 Fewer but Better : Sudden Stops, Firm Entry, and Financial Selection
by Sina T. Ates & Felipe Saffie - 1186 Prudential Policies and Their Impact on Credit in the United States
by Paul S. Calem & Ricardo Correa & Seung Jung Lee - 1185 A Passage to India : Quantifying Internal and External Barriers to Trade
by Eva Van Leemput - 1184 Economic Forecasting in Theory and Practice : An Interview with David F. Hendry
by Neil R. Ericsson - 1183 Banks' Equity Stakes and Lending : Evidence from a Tax Reform
by Daniel Foos & Bastian von Beschwitz - 1182 Option-Implied Libor Rate Expectations across Currencies
by Nick Gebbia - 1181 Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom
by Colin C. Caines - 1180 International Banking and Cross-Border Effects of Regulation : Lessons from the United States
by Jose M. Berrospide & Ricardo Correa & Linda S. Goldberg & Friederike Niepmann - 1179 Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications
by Sylvain Leduc & Kevin Moran & Robert J. Vigfusson - 1178 Bad Bad Contagion
by Juan M. Londono - 1177 Banking Across Borders With Heterogeneous Banks
by Friederike Niepmann - 1176 Are Euro-Area Corporate Bond Markets Irrelevant? The Effect of Bond Market Access on Investment
by Conor T. Howells & Bastian von Beschwitz - 1175 Estimating Dynamic Macroeconomic Models : How Informative Are the Data?
by Daniel O. Beltran & David Draper - 1174 Predictability of Growth in Emerging Markets: Information in Financial Aggregates
by Ayelen Banegas - 1173 Oil Price Elasticities and Oil Price Fluctuations
by Dario Caldara & Michele Cavallo & Matteo Iacoviello - 1172 Unconventional Monetary Policy and International Risk Premia
by John H. Rogers & Chiara Scotti & Jonathan H. Wright - 1171 The Effect of Monetary Policy on Housing Tenure Choice as an Explanation for the Price Puzzle
by Daniel A. Dias & Joao B. Duarte - 1170 What Determines the Composition of International Bank Flows?
by Cornelia Kerl & Friederike Niepmann - 1169 Changes in Prudential Policy Instruments ---- A New Cross-Country Database
by Eugenio Cerutti & Ricardo Correa & Elisabetta Fiorentino & Esther Segalla - 1168 Raising an Inflation Target : The Japanese Experience with Abenomics
by Andrea De Michelis & Matteo Iacoviello - 1167 Doves for the Rich, Hawks for the Poor? Distributional Consequences of Monetary Policy
by Nils M. Gornemann & Keith Kuester & Makoto Nakajima - 1166 The Macroeconomic Impact of Financial and Uncertainty Shocks
by Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek - 1165 \"It's Not You, It's Me\" : Breakups in U.S.-China Trade Relationships
by Ryan Monarch - 1164 Relative Wealth Concerns, Executive Compensation, and Systemic Risk-Taking
by Qi Liu & Bo Sun - 1163 Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries
by S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide - 1162 The Macroeconomic Risks of Undesirably Low Inflation
by Jonas E. Arias & Christopher J. Erceg & Mathias Trabandt - 1161 Bank Capital Pressures, Loan Substitutability, and Nonfinancial Employment
by Seung Jung Lee & Viktors Stebunovs - 1160 Managerial Compensation under Privately-Observed Hedging
by Qi Liu & Bo Sun - 1159 Cash Windfalls and Acquisitions
by Bastian von Beschwitz - 1158 No Guarantees, No Trade: How Banks Affect Export Patterns
by Friederike Niepmann & Tim Schmidt-Eisenlohr - 1157 The Rise of Exporting By U.S. Firms
by William F. Lincoln & Andrew H. McCallum - 1156 Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises
by Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino - 1155 Can Self-Help Groups Really Be 'Self-Help'?
by Brian Greaney & Joseph P. Kaboski & Eva Van Leemput
2015
- 1154 Have Global Value Chains Contributed to Global Imbalances?
by Jane Haltmaier - 1153 Domestic Debt and Sovereign Defaults
by Enrico Mallucci - 1152 Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis
by Neil R. Ericsson - 1151 International Trade Risk and the Role of Banks
by Friederike Niepmann & Tim Schmidt-Eisenlohr - 1150 The Corporate Saving Glut in the Aftermath of the Global Financial Crisis
by Joseph W. Gruber & Steven B. Kamin - 1149 Why Do Short Sellers Like Qualitative News?
by Oleg Chuprinin & Massimo Massa & Bastian von Beschwitz - 1148 Securitization and Credit Quality
by Alper Kara & David Marques-Ibanez & Steven Ongena - 1147 Biased Shorts: Short sellers’ Disposition Effect and Limits to Arbitrage
by Massimo Massa & Bastian von Beschwitz - 1146 Misallocation and Productivity in the Lead Up to the Eurozone Crisis
by Daniel A. Dias & Carlos Robalo Marques & Christine Richmond - 1145 Potential Output and Recessions: Are We Fooling Ourselves?
by Robert F. Martin & Teyanna Munyan & Beth Anne Wilson - 1144 International Dollar Flows
by Ayelen Banegas & Ruth A. Judson & Charles Sims & Viktors Stebunovs - 1143 Contracting with Feedback
by Tse-Chun Lin & Qi Liu & Bo Sun - 1142 Identifying Foreign Suppliers in U.S. Import Data
by Fariha Kamal & Ryan Monarch - 1141 Securitization and lending standards: Evidence from the European wholesale loan market
by Alper Kara & David Marques-Ibanez & Steven Ongena - 1140 Realized Bank Risk during the Great Recession
by Yener Altunbas & Simone Manganelli & David Marques-Ibanez - 1139 Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?
by Michiel De Pooter & Robert F. Martin & Seth Pruitt & Rebecca DeSimone - 1138 The Liquidity Effects of Official Bond Market Intervention
by Michiel De Pooter & Robert F. Martin & Seth Pruitt - 1137 The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects
by Bernardo Morais & José-Luis Peydró & Claudia Ruiz-Ortega - 1136 How Effective are Macroprudential Policies? An Empirical Investigation
by Ozge Akinci & Jane Olmstead-Rumsey - 1135 International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?
by Shaghil Ahmed & Brahima Coulibaly & Andrei Zlate - 1134 Risk, Financial Development and Firm Dynamics
by Bernardo Morais - 1133 Firm Dynamics and the Origins of Aggregate Fluctuations
by Andrea Stella - 1132 Large Capital Inflows, Sectoral Allocation, and Economic Performance
by Gianluca Benigno & Nathan Converse & Luca Fornaro - 1131 The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
by Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez - 1130 Risk Choices and Compensation Design
by Mark S. Carey & Bo Sun - 1129 Government Connections and Financial Constraints: Evidence from a Large Representative Sample of Chinese Firms
by Robert Cull & Wei Li & Bo Sun & Lixin Colin Xu - 1128 A Model of Anomaly Discovery
by Qi Liu & Lei Lu & Bo Sun & Hongjun Yan
2014
- 1127 Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment
by Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo - 1126 Cyclically Adjusted Current Account Balances
by Jane Haltmaier - 1125 How Public Information Affects Asymmetrically Informed Lenders: Evidence from a Credit Registry Reform
by M. Ali Choudhary & Anil K. Jain - 1124 Gains from Offshoring? Evidence from U.S. Microdata
by Ryan Monarch & Jooyoun Park & Jagadeesh Sivadasan - 1123 The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio
by Carol C. Bertaut & Alexandra M. Tabova & Vivian Wong - 1122 Generating Options-Implied Probability Densities to Understand Oil Market Events
by Deepa Dhume Datta & Juan M. Londono & Landon J. Ross - 1121 Banks, Capital Flows and Financial Crises
by Ozge Akinci & Albert Queraltó - 1120 Financial Frictions and Macroeconomic Fluctuations in Emerging Economies
by Ozge Akinci - 1119 The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy
by Lorenzo Caliendo & Fernando Parro & Esteban Rossi-Hansberg & Pierre-Daniel G. Sarte - 1118 Offshoring, Mismatch, and Labor Market Outcomes
by David M. Arseneau & Brendan Epstein - 1117 Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis
by Juan M. Londono & Mary Tian - 1116 Financial Business Cycles
by Matteo Iacoviello - 1115 Employment and Firm Heterogeneity, Capital Allocation, and Countercyclical Labor Market Policies
by Brendan Epstein & Alan Finkelstein Shapiro - 1114 The Role of Oil Price Shocks in Causing U.S. Recessions
by Lutz Kilian & Robert J. Vigfusson - 1113 Estimating U.S. Cross-Border Securities Positions: New Data and New Methods
by Carol C. Bertaut & Ruth A. Judson - 1112 Returns to Active Management: The Case of Hedge Funds
by Ergys Islamaj & Maziar Kazemi - 1111 The Domestic and International Effects of Interstate U.S. Banking
by Matteo Cacciatore & Fabio Ghironi & Viktors Stebunovs - 1110 Taxes and International Risk Sharing
by Brendan Epstein & Rahul Mukherjee & Shanthi Ramnath - 1109 U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies
by David Bowman & Juan M. Londono & Horacio Sapriza - 1108 The Energy Boom and Manufacturing in the United States
by William R. Melick - 1107 Understanding the Great Recession
by Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt - 1106 The Decline of Drudgery and the Paradox of Hard Work
by Brendan Epstein & Miles S. Kimball - 1105 Liquidity Risk and U.S. Bank Lending at Home and Abroad
by Ricardo Correa & Linda S. Goldberg & Tara N. Rice - 1104 Sovereign Debt Crises
by Ricardo Correa & Horacio Sapriza - 1103 Uncovered Equity Parity and Rebalancing in International Portfolios
by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan - 1102 Menu Costs, Trade Flows, and Exchange Rate Volatility
by Logan T. Lewis - 1101 Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison
by John H. Rogers & Chiara Scotti & Jonathan H. Wright - 1100 Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
by Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner - 1099 Bank Ownership, Lending, and Local Economic Performance During the 2008-2010 Financial Crisis
by Nicholas S. Coleman & Leo Feler - 1098 Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?
by Michiel De Pooter & Patrice T. Robitaille & Ian Walker & Michael Zdinak
2013
- 1097 A Model of Slow Recoveries from Financial Crises
by Albert Queraltó - 1096 Do Small Businesses Still Prefer Community Banks?
by Allen N. Berger & William Goulding & Tara N. Rice - 1095 Trade Reforms, Foreign Competition, and Labor Market Adjustments in the U.S
by Illenin O. Kondo - 1094 Local Currency Sovereign Risk
by Wenxin Du & Jesse Schreger - 1093 Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises
by Chiara Scotti - 1092 Can structural reforms help Europe?
by Gauti B. Eggertsson & Andrea Ferrero & Andrea Raffo - 1091 Portfolio diversification and the cross-sectional distribution of foreign investment
by Alexandra M. Tabova - 1090 Interest rate swaps and corporate default
by Urban J. Jermann & Vivian Z. Yue - 1089 Unemployment and business cycles
by Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt - 1088 \"Fool Me Once . . . \" Did U.S. investors play it safer in the European debt crisis?
by Carol C. Bertaut & Fang Cai & Nyssa Kim - 1087 Export dynamics in large devaluations
by George Alessandria & Sangeeta Pratap & Vivian Z. Yue - 1086 International evidence on government support and risk taking in the banking sector
by Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza - 1085 Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries
by Ozge Akinci - 1084 Say on pay laws, executive compensation, CEO pay slice, and firm value around the world
by Ricardo Correa & Ugur Lel - 1083 The systemic risk of European banks during the financial and sovereign debt crises
by Lamont K. Black & Ricardo Correa & Xin Huang & Hao Zhou - 1082 Collateral constraints and macroeconomic asymmetries
by Luca Guerrieri & Matteo Iacoviello - 1081 Capital flows to emerging market economies: a brave new world?
by Shaghil Ahmed & Andrei Zlate - 1080 Do central banks’ forecasts take into account public opinion and views?
by Ricardo Nunes - 1079 Taxation, match quality and social welfare
by Brendan Epstein & Ryan Nunn - 1078 A robust neighborhood truncation approach to estimation of integrated quarticity
by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg - 1077 On returns differentials
by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock - 1076 Revenge of the steamroller: ABCP as a window on risk choices
by Carlos Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter - 1075 Asymmetric Information and the Death of ABS CDOs
by Daniel O. Beltran & Lawrence R. Cordell & Charles P. Thomas - 1074 The cyclicality of job-to-job transitions and its implications for aggregate productivity
by Toshihiko Mukoyama - 1073 A theory of rollover risk, sudden stops, and foreign reserves
by Sewon Hur & Illenin O. Kondo - 1072 Challenges for the future of Chinese economic growth
by Jane Haltmaier
2012
- 1071 Institutional herding in the corporate bond market
by Fang Cai & Song Han & Dan Li - 1070 Firm characteristics and empirical factor models: a data-mining experiment
by Leonid Kogan & Mary Tian - 1069 Sovereign credit risk, banks' government support, and bank stock returns around the world
by Ricardo Correa & Kuan-Hui Lee & Horacio Sapriza & Gustavo A. Suarez - 1068 Variance risk premiums and the forward premium puzzle
by Juan M. Londono & Hao Zhou - 1067 Banks, sovereign debt and the international transmission of business cycles
by Luca Guerrieri & Matteo Iacoviello & Raoul Minetti - 1066 Do recessions affect potential output?
by Jane Haltmaier - 1065 Interest rates and the volatility and correlation of commodity prices
by Joseph W. Gruber & Robert J. Vigfusson - 1064 Foreign banks in the U.S.: a primer
by William Goulding & Daniel E. Nolle - 1063 Fiscal consolidation in a currency union: spending cuts vs. tax hikes
by Christopher J. Erceg & Jesper Lindé - 1062 A state-dependent model for inflation forecasting
by Andrea Stella & James H. Stock - 1061 Gauging the effects of fiscal stimulus packages in the Euro area
by Günter Coenen & Roland Straub & Mathias Trabandt - 1060 Nonparametric HAC estimation for time series data with missing observations
by Deepa Dhume Datta & Wenxin Du - 1059 Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis
by Ricardo Correa & Horacio Sapriza & Andrei Zlate - 1058 Crisis and calm: Demand for U.S. currency at home and abroad from the fall of the Berlin Wall to 2011
by Ruth A. Judson - 1057 The return on U.S. direct investment at home and abroad
by Stephanie E. Curcuru & Charles P. Thomas - 1056 Evaluating a global vector autoregression for forecasting
by Neil R. Ericsson & Erica L. Reisman - 1055 International relative price levels: a look under the hood
by Corinne Land & Jaime R. Marquez & Charles P. Thomas - 1054 Commodity price movements in a general equilibrium model of storage
by David M. Arseneau & Sylvain Leduc - 1053 Heterogeneous workers, optimal job seeking, and aggregate labor market dynamics
by Brendan Epstein - 1052 Individual price adjustment along the extensive margin
by Etienne Gagnon & J. David López-Salido & Nicolas Vincent - 1051 U.S. real interest rates and default risk in emerging economies
by Nathan Foley-Fisher & Bernardo Guimarães - 1050 Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries
by Lutz Kilian & Robert J. Vigfusson - 1049 Exchange rate policy and sovereign bond spreads in developing countries
by Samir Jahjah & Bin Wei & Vivian Z. Yue - 1048 How do Laffer curves differ across countries?
by Mathias Trabandt & Harald Uhlig - 1047 The timing of sovereign defaults over electoral terms
by Nathan Foley-Fisher - 1046 Fiscal consolidation in an open economy
by Christopher J. Erceg & Jesper Lindé - 1045 When good investments go bad: the contraction in community bank lending after the 2008 GSE takeover
by Tara N. Rice & Jonathan D. Rose - 1044 U.S. international equity investment
by John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock - 1043 The effect of TARP on bank risk-taking
by Lamont K. Black & Lieu N. Hazelwood - 1042 Monetary policy in emerging market economies: what lessons from the global financial crisis?
by Brahima Coulibaly - 1041 Foreign holdings of U.S. Treasuries and U.S. Treasury yields
by Daniel O. Beltran & Maxwell Kretchmer & Jaime R. Marquez & Charles P. Thomas - 1040 Missing Import Price Changes and Low Exchange Rate Pass-Through
by Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson
2011
- 1039 Aggregate hours worked in OECD countries: new measurement and implications for business cycles
by Lee E. Ohanian & Andrea Raffo - 1038 Exports versus multinational production under nominal uncertainty
by Logan T. Lewis - 1037 Are recoveries from banking and financial crises really so different?
by Greg Howard & Robert F. Martin & Beth Anne Wilson - 1036 Monetary regime switches and unstable objectives
by Davide Debortoli & Ricardo Nunes - 1035 The variance risk premium around the world
by Juan M. Londono - 1034 Loose commitment in medium-scale macroeconomic models: theory and applications
by Davide Debortoli & Junior Maih & Ricardo Nunes - 1033 The growth of Chinese exports: an examination of the detailed trade data
by Brett D. Berger & Robert F. Martin - 1032 Housing and debt over the life cycle and over the business cycle
by Matteo Iacoviello & Marina Pavan - 1031 Oil efficiency, demand, and prices: a tale of ups and downs
by Martin Bodenstein & Luca Guerrieri - 1030 Empirical estimation of trend and cyclical export elasticities
by Jane Haltmaier - 1029 Firm default and aggregate fluctuations
by Tor Jacobson & Jesper Lindé & Kasper Roszbach - 1028 ABS inflows to the United States and the global financial crisis
by Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco & Ralph W. Tryon - 1027 Housing wealth and consumption
by Matteo Iacoviello - 1026 The revealed competitiveness of U.S. exports
by Massimo Del Gatto & Filippo di Mauro & Joseph W. Gruber & Benjamin R. Mandel - 1025 Evaluating the forecasting performance of commodity futures prices
by Trevor A. Reeve & Robert J. Vigfusson - 1024 U.S. domestic and international financial reform policy: Are G20 commitments and the Dodd-Frank Act in sync?
by Daniel E. Nolle - 1023 Optimal monetary policy in an operational medium-sized DSGE model
by Malin Adolfson & Stefan Laseen & Jesper Lindé & Lars E. O. Svensson - 1022 Forecasting the price of oil
by Ron Alquist & Lutz Kilian & Robert J. Vigfusson - 1021 Liquidity and reserve requirements in Brazil
by Patrice T. Robitaille - 1020 Trade credit and international trade during the 2008-09 global financial crisis
by Brahima Coulibaly & Horacio Sapriza & Andrei Zlate - 1019 Limited market participation and asset prices in the presence of earnings management
by Bo Sun - 1018 Quantitative easing and bank lending: evidence from Japan
by David Bowman & Fang Cai & Sally M. Davies & Steven B. Kamin - 1017 Where are global and U.S. trade heading in the aftermath of the trade collapse: issues and alternative scenarios
by Filippo di Mauro & Joseph W. Gruber & Bernd Schnatz & Nico Zorell - 1016 U.S. international equity investment and past prospective returns
by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan - 1015 Explaining the energy consumption portfolio in a cross-section of countries: are the BRICs different?
by David M. Arseneau - 1014 International capital flows and the returns to safe assets in the United States, 2003-2007
by Ben S. Bernanke & Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco - 1013 Nonlinearities in the oil price-output relationship
by Lutz Kilian & Robert J. Vigfusson
2010
- 1012 Asymmetric shocks in a currency union with monetary and fiscal handcuffs?
by Christopher J. Erceg & Jesper Lindé - 1011 Fiscal positions and government bond yields in OECD countries
by Joseph W. Gruber & Steven B. Kamin - 1010 Could asymmetric information alone have caused the collapse of private-label securitization?
by Daniel O. Beltran & Charles P. Thomas - 1009 Oil shocks and the zero bound on nominal interest rates
by Martin Bodenstein & Luca Guerrieri & Christopher J. Gust - 1008 Entry dynamics and the decline in exchange-rate pass-through
by Christopher J. Gust & Sylvain Leduc & Robert J. Vigfusson - 1007 Offshoring bias in U.S. manufacturing: implications for productivity and value added
by Susan N. Houseman & Christopher J. Kurz & Paul Lengermann & Benjamin R. Mandel - 1006 Has international financial co-movement changed? Emerging markets in the 2007-2009 financial crisis
by John Ammer & Fang Cai & Chiara Scotti - 1005 The information content of high-frequency data for estimating equity return models and forecasting risk
by Dobrislav Dobrev & Pawel J. Szerszen - 1004 Input and output inventories in general equilibrium
by Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh - 1003 Is there a fiscal free lunch in a liquidity trap?
by Christopher J. Erceg & Jesper Lindé - 1002 Financial globalization and monetary policy
by Steven B. Kamin - 1001 Imperfect credibility and the zero lower bound on the nominal interest rate
by Martin Bodenstein & James Hebden & Ricardo Nunes - 1000 Interpreting investment-specific technology shocks
by Luca Guerrieri & Dale W. Henderson & Jinill Kim