General Search
Multiple search words are automatically linked with "AND". Text enclosed in quotation marks (") returns only the pages in which this text occurs exactly. With the search filters next to the results you have the possibility to further limit your search.
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Dynamic semiparametric models for expected shortfall (and value-at-risk) Andrew J. Patton, Johanna F. Ziegel, Rui Chen
617 KB, PDF
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A UK financial conditions index using targeted data reduction: forecasting and structural identification George Kapetanios, Simon Price, Garry Young
553 KB, PDF
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On the low-frequency relationship between public deficits and inflation - Discussion Mathias Hoffmann
245 KB, PDF
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Why does financial sector growth crowd out real economic growth? Stephen G Cecchetti, Enisse Kharroubi
198 KB, PDF
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Quality Upgrading in Developing Countries Christian Henn, Chris Papageorgiou, and Nikola Spatafora
3 MB, PDF
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Focusing on regions of interest in forecast evaluation Hajo Holzmann, Bernhard Klar
215 KB, PDF
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Nowcasting with large, international data sets: do sparse priors help? Philipp Hauber, Christan Schumacher
156 KB, PDF
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Probability forecasts of deflation for the Euro area and Japan: an evaluation using scoring rules for binary outcomes. Inske Pirschel, Christian Schumacher
176 KB, PDF
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Time-varying combinations of Bayesian dynamic models and equity momentum strategies Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Herman K. van Dijk
3 MB, PDF
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Back to the future: Backtesting systemic risk measures during historical bank runs Christian Brownlees, Ben Chabot, Eric Ghysels, Christopher Kurz
2 MB, PDF
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Probabilistic forecasting and comparative model assessment based on Markov chain Monte Carlo output Fabian Krüger, Sebastian Lerch, Thordis L. Thorarinsdottir, Tilmann Gneiting
549 KB, PDF
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Forecasting with VARs with time-variation in the mean Marta Bańbura, Andries van Vlodrop
258 KB, PDF
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Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model Roberto Casarin, Claudia Foroni, Massimiliano Marcellino, Francesco Ravazzolo
121 KB, PDF
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Large mixed-frequency VARs with a parsimonious time-varying parameter structure Thomas Götz, Klemens Hauzenberger
268 KB, PDF
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Probabilistic forecasting and comparative model assessment based on Markov chain Monte Carlo output Fabian Krüger, Sebastian Lerch, Thordis L. Thorarinsdottir, Tilmann Gneiting
561 KB, PDF
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Money and Velocity During Financial Crises: The Great Depression and the Great Recession Richard G. Anderson, Michael Bordo, John V. Duca
308 KB, PDF
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Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone Philippe Martin, Thomas Philippon
848 KB, PDF
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The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan - Presentation Hiroyuki Kasaharay, Yasuyuki Sawada, Michio Suzuki
181 KB, PDF
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Slow capital, fast prices: Shocks to funding liquidity and stock price reversals Stefan Gissler
437 KB, PDF
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Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries Martin Kliem, Alexander Krivoluzky, Samad Sarferaz
327 KB, PDF
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Dealing with High Debt in an Era of Low Growth S. Ali Abbas, Bernardin Akitoby, Jochen Andritzky, Helge Berger, Takuji Komatsuzaki, Justin Tyson
1 MB, PDF
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Aging and Deflation from a Fiscal Perspective - Presentation Hideki Konishi, and Kozo Ueda
385 KB, PDF
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The impact of unconventional monetary policy on firm financing constraints: Evidence from the Maturity Extension Program Nathan Foley-Fisher, Rodney Ramcharan, Edison Yu
660 KB, PDF
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Discussion of Liquidity Management and Central Bank Strength: Bank of England Operations Reloaded, 1889-1910 Mark Carlson
66 KB, PDF
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Composite likelihood methods for large Bayesian VARs with stochastic volatility Joshua Chan, Eric Eisenstat, Chenghan Hou, Gary Koop
243 KB, PDF
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Testing unit value data price indices Li-Chun Zhang / Ingvild Johansen / Ragnhild Nygaard
284 KB, PDF
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How far can we forecast? Statistical tests of the predictive content Jörg Breitung, Malte Knüppel
608 KB, PDF
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Dynamic semiparametric models for expected shortfall (and value-at-risk) Andrew J. Patton, Johanna F. Ziegel, Rui Chen
2 MB, PDF
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A Comparison of Weighted Time-Product Dummy and Time Dummy Hedonic Indexes Jan de Haan / Rens Hendriks / Michael Scholz
502 KB, PDF
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Realized bank risk during the Great Recession Yener Altunbas, Simone Manganelli, David Marques-Ibanez
393 KB, PDF
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Dealing with High Debt in an Era of Low Growth - Presentation S. Ali Abbas, Bernardin Akitoby, Jochen Andritzky, Helge Berger, Takuji Komatsuzaki, Justin Tyson
715 KB, PDF
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Research indices using web scraped data: clustering large datasets into price indices (CLIP) Elizabeth Metcalfe, Office for National Statistics / Tanya Flower, Office for National Statistics / Thomas Lewis, Office for National Statistics / Matthew Mayhew, Office for National Statistics /Edward Rowland, Office for National Statistics
3 MB, PDF
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Heterogeneity in the Euro Area and Unconventional Monetary Policy Joint Spring Conference 2015 – Programme
115 KB, PDF
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Macroeconomic Experiences and Risk‐Taking of Euro Area Households Miguel Ampudia, Michael Ehrmann
481 KB, PDF
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Unit values and aggregation in scanner data – which way forward? Jörgen Dalén, Consultant
123 KB, PDF
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Liquidity Management and Central Bank Strength: Bank of England Operations Reloaded, 1889-1910 Stefano Ugolini
637 KB, PDF
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Assessing the Impact of FX-related Macroprudential Measures in Korea - Presentation Changho Choi
1 MB, PDF