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Content
2005
- 92 The Equity Premium: 101 years of Empirical Evidence from the UK
by Andrew Vivian
- 91 Strong Contagion with Weak Spillovers
by Martin Ellison & Liam Graham & Jouka Vilmunen
- 90 Endogenous Participation Rick in Speculative Markets
by Edouard Challe
- 89 Efficiency of European Banking - Inequality and Integration
by Marina Tomova
- 88 A model of bank capital, lending and the macro economy: Basel I versus Basel II
by Lea Zicchino
- 87 Multiple banking Relationships and Over-Leverage in Italian Manufacturing Firms
by Valentina Meliciani & Stefania Cosci
- 86 The information content of the term structure of interest rates about future inflation – an illustration of the importance of accounting for a time-varying real interest rate and inflation risk premium
by Christian Mose Nielsen
- 85 Measuring inflation persistence: A structural time series approach
by Maarten Dossche & Gerdie Everaert
- 84 Macroeconomics volatility and human capital formation - an empirical analysis
by Joost Vandewege & Freddy Heylen
- 83 New Keynesian Models and the test of Kydland and Prescott
by Juan Paez-Farrell
- 82 Persistence and Nominal Inertia in a Generalised Taylor Economy: How Loner Contracts Dominate Shorter Contracts
by Engin Kara & Huw Dixon
- 81 Inflation-Target Expectations and Optimal Monetary Policy
by Sujit Kapadia
- 80 Inflation Differentials and Different Labor Market Institutions in the EMU
by Ester Faia & Alessia Campolmi
- 79 Sovereign Risk Premia in the EU Bond Market
by Jurgen Von Hagen
- 78 Non-discretionary and automatic fiscal policy in the EU and the OECD
by Jacques Mélitz
- 77 New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market
by Kleopatra Nikolaou & Lucio Sarno
- 76 Option pricing and spikes in volatility: theoretical and empirical analysis
by Paola Zerilli
- 75 Skewed Pricing in Two-Sided Markets: An IO approach
by Wilko Bolt & Alexander F Tieman
- 74 Credit Market Development, Asset Prices and Business Cycle
by Caterina Mendicino
- 73 Uncertainty Determinants of Corporate Liquidity
by Oleksandr Talavera & Christopher Baum & Mustafa Caglayan & Andreas Stephan
- 72 Macroeconomics Uncertainty and Firm Leverage
by Oleksandra Talavera & Christopher Baum & Andreas Stephan
- 71 The Persistence and Rigidity of wages and prices
by Boris Hofmann & Matthias Paustian
- 70 Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy
by Ulrich Fritsche & Vladimir Kuzin
- 69 Testing the New Keynesian Phillips curve: a frequency domain approach
by Luca Bindelli
- 68 The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey
by Roberto Guimaraes & Cem Karacadag
- 67 Credit Frictions, Housing Prices and Optimal Monetary Policy Rules
by Andrea Pescatori & Caterino Mendicino
- 66 How Preussag became TUI - Kissing too many toads can make you a toad
by Christoph Schneider & Ingolf Dittman & Ernst Maug
- 65 Tax Evasion, Investors Protection and Corporate Governance
by Jean-Bernard Chatelain & Kirsten Ralf
- 64 Mean Reversion in Equity Prices: the G-7 Evidence
by John Hatgioannides & Spiros Mesomeris
- 63 Momentum Profits in Alternative Stock Market Structures
by Patricia Chelley-Steeley & Antonios Siganos
- 62 Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR
by Massimiliano De Santis
- 61 Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model
by Griet Malengier & Lorenzo Pozzi
- 60 Modeling Time and Macroeconomic Dynamics
by Chryssi Giannitsarou & Alexia Anagnostopoulos
- 59 Are US Output Expectations Unbiased? A Cointegrated VAR Analysis in Real Time
by Dimitrios Papaikonomou & Jacinta Pires
- 58 Central Bank Reform and Inflation Dynamics in the Transition Economies theory and some evidence
by Athanasios Papadopoulos & Giuseppe Diana & Moise Sidiropoulos
- 57 Inflation, Central Bank Independence and the Legal System
by Bernd Hayo & Stefan Voigt
- 56 Do ECB's statements steer short-term and long-term interest rates in the euro zone?
by Marie Musard-Gies
- 55 BOFIT Discussion Papers - Taxation, growth and welfare: Dynamic effects of Estonia’s income tax act
by Michael Funke & Holger Strulik
- 54 Jointness of Determinants of Economics Growth
by Gernot Doppelhofer & Xavier Sala I Martin & Melvyn Weeks
- 53 Political Institutions and Economic Growth
by Thomas Renstrom & Laura Marsiliani
- 52 Inflation Targets as Focal Points
by Maria Demertzis & Nicola Viegi
- 51 Inflation Inertia and Monetary Policy Shocks
by Julia Lendvai
- 50 Inflation Persistence Revisited
by Marika Karanassou & Dennis J Snower
- 49 Market Oganization and the prices of financial Assets
by Professor George M Constantinides
- 48 Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time
by Cal Muckley & Raj Aggarwal & Brian Lucey
- 47 The asymmetric effect of the business cycle on the relation between stock market returns and their volatility
by Peter N Smith & S Sorensen & M R Wickens
- 46 Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns
by Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian
- 45 Determinants of profitability of domestic UK commercial banks: panel evidence from the period 1995-2002
by Sailesh Tanna & Kyriaki Kosmidou & Fotios Pasiouras
- 44 Identifying "Problem Banks" in the German Co-operative and Savings Bank Sector: An Econometric Analysis
by Klaus Schaeck & Simon Wolfe
- 43 Mergers, Diversification and Financial Intermediation
by Flaxio Toxvaerd
- 42 Real-time output gaps in the estimation of Taylor rules: A red herring?
by David Cobham & Christopher Adam
- 41 Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker
by Manuel M F Martins & Alvaro Aguiar
- 40 Optimal Fiscal Policy Rules in a Monetary Union
by Tatiana Kirsanova & David Vines & Mathan Satchi & Simon Wren-Lewis
- 39 The Political Economy of Financial Liberalisation
by Anja Shortland & Sourafel Girma
- 38 Political Institutions, Environmental Policy and Growth
by Laura Marsiliani & Thomas I Renstrom
- 37 The Evolution of International Political Risk 1956-2001
by Radu Tunaru & Ephraim Clark
- 36 How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP
by Georgios Chortareas & George Kapetanios
- 35 Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe
by Michael Arghyrou & Virginie Boinet & Christopher Martin
- 34 The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets
by Mario Cerrato & Neil Kellard & Nicholas Sarantis
- 33 The Forecasing time series subject to multiple structure breaks
by Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo
- 32 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
by Mattias Villani & Malin Adolfson & Jesper Linde
- 31 Forecasting regional Growth by Bayesian spatio -temporal models
by Wolgang Polasek & Hermut Berrer
- 30 Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process
by Rodney W Strachan & Herman K van Dijik
- 29 Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account
by Theo Panagiotidis & Mark J Holmes
- 28 Testing the Trade-off and Pecking Order Theory: Some UK Evidence
by Viet Anh Dang
- 27 Macroeconomic Shocks and Central Bank Disclosure Policy: Is increased Transparency Necessarily Beneficial?
by Phillip Lawler & Jonathan James
- 26 Real time Representations of the Output Gap
by Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt
- 25 Effects of a Labor Market Reform on the Effectiveness of the Monetary Policy
by Ana Paula Ribeiro & Alvaro Aguiar
- 24 Mean and variance causality between the Cyprus Stock Exchange and major equity markets
by Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian
- 23 Volatility, spillover Effects and Correlations in US and Major European Markets
by Christos Savva & Denise R Osborn & Len Gill
- 22 The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability
by Thomas Nitschka
- 21 On the order of integration of monthly US ex-ante and ex-post real interest rates new evidence from over a century of data
by Menelaos Karananos & S.H Sekioua & N Zeng
- 20 The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates
by Clemens J M Kool & Tom Van Veen & Bertrand Chandelon & Katharina Raabe
- 19 Revisiting the Martingale hypothesis for exchange rates
by Young-Sook Lee & Tae-Hwan Kim & Paul Newbold
- 18 A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators
by Ekaterini Panopoulou
- 17 Inflation Persistence, Fiscal Constraints and Non-cooperative Authorities Stabilization Policy in a Monetary Union
by Titiana Kirsanova & David Vines & Mathan Satchi & Simon Wren-Lewis
- 16 Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework
by Chiona Balfoussia & Mike Wickens
- 15 Cycles And Banking Crisis
by Ioannis Lazopoulos
- 14 The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies:
by Kirsten Lommatzsch & Balazs Egert & Amina Lahreche-Revil
- 13 Non-Linear Properties of Currency Crises in Emerging Markets
by Bettina Becker & Stephan G Hall
- 12 Growth, Uncertainty and Finance
by Dimitrios Varvarigos & Keith Blackburn
- 11 Saving and Growth with Habit Formation: A Comment
by Patrick Toche
- 10 Information and Communication Technologies in a Multi-Sector Endogenous Growth Model
by Evangelia Vourvachaki
- 9 Do controls on capital inflows insulate domestic variables against external shocks?
by Antonio David
- 8 Does Insurance Promote Economic Growth? Evidence from the UK
by Maurice Kugler & Reza Ofoghi
- 7 The French Pension Trust Fund: Can it cope with the Expected Financial Unsustainability of the PAYG Pension System?
by Anne Lavigne & Charlie Berger
- 6 Optimal research in financial markets with heterogeneous private information; a rational expectations model
by Katrin Tinn
- 5 Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?
by Massimiliano De Santis
- 4 Mutual Fund Performance: Skill Or Luck?
by Dirk Nitzsche & Keith Cuthbertson & Niall O'Sullivan
- 3 Monetary Policy Rules and Inflation Targets in Emerging Economies Evidence for Mexico and Israel
by Rebeca I Muñoz Torres
- 2 Time Consistent Policy in Markov Switching Models
by Fabrizio Zampolli & Andrew Blake
- 1 National and Global Macroeconometric Modelling Using GVAR
by Professor Hashem Pesaran
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