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Maintaining Central Bank Solvency under New‐Style Central Banking Robert E. Hall, Ricardo Reis
844 KB, PDF
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Implementation of the treatment of the scanner data in France Guillaume Rateau, INSEE
672 KB, PDF
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Dynamic Debt Deleveraging and Optimal Monetary Policy Pierpaolo Benigno, Gauti B. Eggertsson, Federica Romei
627 KB, PDF
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Holding strong in a storm: How banks reallocate credit according to their sector presence and specialization after a crisis Olivier De Jonghe, Hans Dewachter, Klaas Mulier, Steven Ongena, Glenn Schepens
1 MB, PDF
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Assessing the Impact of FX-related Macroprudential Measures in Korea - Discussion Timo Bettendorf
70 KB, PDF
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Economic Crises and the Lender of Last Resort Vincent Bignon, Clemens Jobst
760 KB, PDF
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On the low-frequency relationship between public deficits and inflation - Presentation Martin Kliem, Alexander Kriwoluzky, Samad Sarferaz
894 KB, PDF
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Ination Expectations and Recovery from the Depression in 1933: Evidence from the Narrative Record Andrew Jalil, Gisela Rua
538 KB, PDF
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Discussion of "Inflation Expectations and Recovery from the Depression in 1933: Evidence from the Narrative Record" by Andrew Jalil and Gisela Rua Arunima Sinha
93 KB, PDF
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Bank Resolution and the Structure of Global Bank Patrick Bolton, Martin Oehmke
404 KB, PDF
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Bank Risk Dynamics and Distance to Default Stefan Nagel, Amiyatosh Purnanandam
1 MB, PDF
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Testing the small bang theory of the financial universe: From bank-firm exposures to changes in CDS trading and credit Yalin Gündüz, Steven Ongena, Günseli Tümer-Alkan, and Yuejuan Yu
412 KB, PDF
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Surviving the perfect storm: the role of the lender of last resort Nuno Alves, Diana Bonfim, Carla Soares
175 KB, PDF
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Joint Research Workshop of Norges Bank and Deutsche Bundesbank Workshop – Programme
11 KB, PDF
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Discussion of "Economic Crises and the Lender of Last Resort:vEvidence from 19th Century France" by Vincent Bignon and Clemens Jobst Isabel Schnabel
60 KB, PDF
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Economic Crises and the Lender of Last Resort: Evidence from 19th century France Vincent Bignon, Clemens Jobst
564 KB, PDF
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Capital Flows, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Market Economies Ambrogio Cesa-Bianchi, Luis Felipe Cespedes, Alessandro Rebucci
808 KB, PDF
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Discussion of: "Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments" by M Knüppel M Demetrescu
111 KB, PDF
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Discussion of: "Large time-varying parameter VARs" by G Koop and D Korobilis S Kaufmann
55 KB, PDF
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Discussion of: "Short-term GDP forecasting with a mixed frequency factor model with stochastic volatility" by P Poncela
447 KB, PDF
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Financial frictions and global spillovers Michael Grill, Björn Hilberg, Norbert Metiu
384 KB, PDF
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Discussion of: "Bootstrapping joint prediction regions" by J Breitung M Wolf, D Wunderli
171 KB, PDF
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A transactions-based commercial property price index for Portugal Inês Gonçalves Raposo / Rui Evangelista
461 KB, PDF
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Conference on „Household Finances, Saving and Inequality: An International Perspective“
2 MB, PDF
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Dynamics or diversity? An empirical appraisal of distinct means to measure inflation uncertainty M Hartmann, H Herwartz
225 KB, PDF
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A comparison of price index methods for scanner data Antonio Chessa, Statistics Netherlands / Johan Verburg, Statistics Netherlands / Leon Willenborg, Statistics Netherlands
293 KB, PDF
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Housing Prices and Robustly Optimal Monetary Policy Klaus Adam, Michael Woodford
324 KB, PDF
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Developing a new commercial property statistical system (CPSS) for Ireland Barra Casey (CSO Ireland) / Sandra Tobin (CSO Ireland)
711 KB, PDF
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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility M Marcellino, M Porqueddu, F Venditti
324 KB, PDF
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Discussion of “Global banking network and cross-border capital flows“ Ben Craig
80 KB, PDF
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Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data M Billio, R Casarin, F Ravazzolo, H K van Dijk
230 KB, PDF
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The Rise of China and its Implications for Emerging Markets - Evidence from a GVAR model
1 MB, PDF
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Discussion of: "Why Do Prices Remain Stable in the Bubble and Bust Period?" by Takeshi Kimura William Speller
141 KB, PDF
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Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments M Knüppel
192 KB, PDF
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Discussion of “Sovereign risk and the effects of fiscal retrenchment in deep recessions” by Corsetti, Kuester, Meier, Müller Thomas Laubach
226 KB, PDF
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Credit Portfolio Modelling and its Eect on Capital Requirements Dilek Bulbul and Claudia Lambert
224 KB, PDF
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A transactions-based commercial property price index for Portugal Inês Gonçalves Raposo / Rui Evangelista
730 KB, PDF