Globalisation and the euro area: simulation | | based analysis using the New Area Wide Model., by Roland Straub and Pascal Jacquinot (European Central Bank Working papers 0907) | Full text |
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| Tax reform and labour-market performance in the euro area: a simulation- | | based analysis using the New Area-Wide Model, by Günter Coenen (European Central Bank Working papers 0747) | Full text |
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| Comparing Forecast- | | Based and Backward-Looking Taylor Rules: A "Global" Analysis, by Stefano Eusepi (New York Fed Staff reports 198) | Abstract
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| The Canadian Macroeconomy and the Yield Curve: An Equilibrium- | | Based Approach, by René Garcia and Richard Luger (Bank of Canada Working papers 2005-36) | Abstract
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| Alternative Monetary Rules in the Open-Economy: a Welfare- | | Based Approach, by Eric Parrado, Andrés Velasco (Central Bank of Chile Working Papers 129) | Abstract
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| Testing the home market effect in a multi-country world: a theory- | | based approach, by by K. Behrens, A. R. Lamorgese, G. I. P. Ottaviano and T. Tabuchi (Banca d'Italia Working Papers 561) | Abstract
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| Oil Price Movements and the Global Economy: A Model- | | Based Assessment, by Selim Elekdag, René Lalonde, Douglas Laxton, Dirk Muir, and Paolo Pesenti (Bank of Canada Working papers 2007-34) | Abstract
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| A Copula- | | Based Autoregressive Conditional Dependence Model of International Stock Markets, by (DNB) (Netherlands Bank DNB Working Papers 022) | Full text |
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| The Competitive Effects of Risk- | | Based Bank Capital Regulation: An Example from U.S. Mortgage Markets, by Diana Hancock, Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2006-46) | Abstract
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| A Risk-Factor Model Foundation for Ratings- | | Based Bank Capital Rules, by Michael B. Gordy (Federal Reserve Board FEDS series 2002-55) | Abstract
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| The transparency of the banking industry and the efficiency of information- | | based bank runs, by Yehning Chen - Iftekhar Hasan (Bank of Finland Discussion Papers 2005/24) | Abstract
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| Evaluating China's integration in world trade with a gravity model | | based benchmark, by Matthieu Bussière and Bernd Schnatz (European Central Bank Working papers 0693) | Full text |
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| Assessing Indexation- | | Based Calvo Inflation Models, by Jean-Marie Dufour, Lynda Khalaf, and Maral Kichian (Bank of Canada Working papers 2009-07) | Abstract
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| Are non-risk | | based capital requirements for insurance companies binding?, by Leo de Haan and Jan Kakes (Netherlands Bank DNB Working Papers 145) | Full text |
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| Measures of the Riskiness of Banking Organizations: Subordinated Debt Yields, Risk- | | Based Capital, and Examination Ratings, by Douglas D. Evanoff and Larry D. Wall (Atlanta Fed Working papers 2001-25) | Abstract
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| One Money, Several Cycles? Evaluation of European business cycles using model- | | based cluster analysis, by Patrick M Crowley (Bank of Finland Discussion Papers 2008/03) | Abstract
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| A Residual- | | Based Cointegration Test for Near Unit Root Variables, by Erik Hjalmarsson and Par Osterholm (Federal Reserve Board International Financial Discussion Papers 2007-907) | Abstract
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| What are the effects of fiscal policy shocks? A VAR- | | based comparative analysis, by Dario Caldara and Christophe Kamps (European Central Bank Working papers 0877) | Full text |
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| Market | | based compensation, price informativeness and short-term trading, by Riccardo Calcagno and Florian Heider (European Central Bank Working papers 0735) | Full text |
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| Foreign exchange option and returns | | based correlation forecasts: evaluation and two applications, by Olli Castrén and Stefano Mazzotta (European Central Bank Working papers 0447) | Full text |
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| The Empirical Performance of Option- | | Based Densities of Foreign Exchange, by Ben R. Craig and Joachim G. Keller (Cleveland Fed Working papers 0313) | Full text |
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| Disaggregated Cost Pass-Through | | Based Econometric Inflation-Forecasting Model for Hungary, by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/04) | Abstract
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| Finance and growth in a bank- | | based economy: is it quantity or quality that matters?, by Michael Koetter, Michael Wedow (Deutsche Bundesbank Banking Supervision Discussion Papers 200602) | Full text |
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| Asset price | | based estimates of sterling exchange rate risk premia, by Jan J J Groen and Ravi Balakrishnan (Bank of England Working papers 250) | Abstract
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| Survey- | | Based Estimates of the Term Structure of Expected U.S. Inflation, by Sharon Kozicki and P.A. Tinsley (Bank of Canada Working papers 2006-46) | Abstract
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| Downward nominal wage rigidity and the long-run Philips Curve: simulation- | | based evidence for the euro area, by Günter Coenen (European Central Bank Working papers 0270) | Full text |
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| The rationality of consumers' inflation expectations: survey- | | based evidence for the euro area, by M. Forsells and G. Kenny (European Central Bank Working papers 0163) | Full text |
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| Comparing alternative Phillips curve specifications: European results with survey- | | based expectations, by Maritta Paloviita (Bank of Finland Discussion Papers 2005/22) | Abstract
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| Combining filter design with model | | based filtering (with an application to business cycle estimation), by Regina Kaiser and Agustín Maravall (Bank of Spain Working Papers 0417) | Abstract
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| Do Bank- | | Based Financial Systems Reduce Macroeconomic Volatility by Smoothing Interest Rates?, by Johann Scharler (Austrian National Bank Working Papers WP117) | Abstract
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| DSGE Model- | | Based Forecasting of Non-Modelled Variables, by Frank Schorfheide (Philadelphia Fed Working Papers 08-17) | Full text |
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| Understanding and Comparing Factor- | | Based Forecasts, by Jean Boivin and Serena Ng (IJCB International Journal of Central Banking 05q4a4) | Abstract
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| A beta | | based framework for (lower) bond risk premia, by Stefano Nobili and Gerardo Palazzo (Banca d'Italia Working Papers 689) | Abstract
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| Are survey- | | based inflation expections in the euro area informative?, by Ricardo Mestre (European Central Bank Working papers 0721) | Full text |
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| Measuring Oil-Price Shocks Using Market- | | Based Information, by Cavallo, Wu (San Francisco Fed Working Papers 2006-28) | Full text |
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| Money- | | based interest rate rules: lessons from German data, by Christina Gerberding, Franz Seitz, Andreas Worms (Deutsche Bundesbank Discussion Papers 200706) | Full text |
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| A Complete Model- | | Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered, by Regina Kaiser and Agustín Maravall (Bank of Spain Working Papers 0208) | Full text |
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| What captures liquidity risk? A comparison of trade and order | | based liquidity factors, by Lorán Chollete, Randi Næs and Johannes A. Skjeltorp (Central Bank of Norway Working Papers 2007/03) | Abstract
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| Macroeconomic Derivatives: An Initial Analysis of Market- | | Based Macro Forecasts, Uncertainty, and Risk, by Gurkaynak, Wolfers (San Francisco Fed Working Papers 2005-26) | Full text |
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| An Input-Output | | Based Measure of Underlying Domestic Inflation in Denmark 1903-2002, by Abildgren, Kim (Danmarks Nationalbank Working papers WP34/2006) | Abstract
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| Propensity Score Matching, a Distance- | | Based Measureof Migration, and the Wage Growth of Young Men, by John C. Ham, Xianghong Li, and Patricia B. Reagan (New York Fed Staff reports 212) | Abstract
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| Measuring Housing Price Growth - Using Stratification to Improve Median- | | based Measures, by Nalini Prasad and Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2006-04) | Abstract
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| Ratings Versus Market- | | Based Measures of Default Risk of East Asian Banks, by Eric T.C. Wong, Cho-Hoi Hui and Chi-fai Lo (Hong Kong Monetary Authority Working Papers WP07_12) | Abstract
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| Market- | | Based Measures of Monetary Policy Expectations, by Refet S. Gurkaynak, Brian Sack, and Eric Swanson (Federal Reserve Board FEDS series 2002-40) | Abstract
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| Market- | | Based Mesaures of Monetary Policy Expectations, by Gurkaynak, Sack, Swanson (San Francisco Fed Working Papers 2006-04) | Full text |
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| Target zone rearrangements and exchange rate behavior in an options- | | based model, by Anna Naszódi (Magyar Nemzeti Bank Working papers 2004/02) | Abstract
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| Disinflation Simulations with a Disaggregated Output Gap | | Based Model, by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/03) | Abstract
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| A Cohort- | | Based Model of Labor Force Participation, by Bruce Fallick and Jonathan Pingle (Federal Reserve Board FEDS series 2007-09) | Abstract
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| An agent- | | based model of payment systems, by Marco Galbiati and Kimmo Soramäki (Bank of England Working papers 352) | Abstract
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| A Leverage- | | based Model of Speculative Bubbles, by Gadi Barlevy (Chicago Fed Working papers WP-2008-01) | Abstract
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| Forecast- | | Based Model Selection in the Presence of Structural Breaks, by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP02-05) | Abstract
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| Monetary policy in an estimated optimisation- | | based model with sticky prices and wages, by Jeffery D Amato and Thomas Laubach (Bank for International Settlements Working papers 087) | Abstract
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| Company accounts | | based modelling of business failures and the implications for financial stability, by Philip Bunn and Victoria Redwood (Bank of England Working papers 210) | Abstract
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| Inflation Scares and Forecast- | | Based Monetary Policy, by Athanasios Orphanides and John C. Williams (Federal Reserve Board FEDS series 2003-41) | Abstract
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| Inflation Scares and Forecast- | | Based Monetary Policy, by Athanasios Orphanides and John C. Williams (Atlanta Fed Working papers 2003-21) | Abstract
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| Inflation Scares and Forecast- | | Based Monetary Policy, by Athanasios Orphanides and John C. Williams (San Francisco Fed Working Papers 2003-11) | Full text |
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| Forecast- | | based monetary policy, by Jeffery D Amato and Thomas Laubach (Bank for International Settlements Working papers 089) | Abstract
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| Forecast- | | based monetary policy in Sweden 1992-1998: A view from within, by Per Jansson and Anders Vredin (Sveriges Riksbank Working Papers 120) | Abstract
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| Incorporating Labour Market Frictions into an Optimising- | | Based Monetary Policy Model, by Stéphane Moyen and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 105) | Abstract
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| Welfare- | | based monetary policy rules in an estimated DSGE model of the US economy (forthcoming), by Michel Juillard, Philippe Karam (European Central Bank Working papers 0613) | Full text |
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| Rule- | | based monetary policy under central bank learning, by Kosuke Aoki and Kalin Nikolov (Bank of England Working papers 235) | Abstract
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| Irrational Expectations and Econometric Practice Discussion of Orphanides and Williams, "Inflation Scares and Forecast- | | Based Monetary Policy", by Peter N. Ireland (Atlanta Fed Working papers 2003-22) | Abstract
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| Rational reconstruction of frailty- | | based mortality models by a generalisation of Gompertz' law of mortality, by W.J. Willemse and R. Kaas (Netherlands Bank DNB Working Papers 135) | Full text |
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| Sectoral money demand models for the euro area | | based on a common set of determinants, by Julian von Landesberger (European Central Bank Working papers 0741) | Full text |
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| From Individual to Aggregate Labor Supply: A Quantitative Analysis | | based on a Heterogeneous Agent Macroeconomy, by Yongsung Chang, Sun-Bin Kim (Richmond Fed Working Papers 03-05) | Abstract
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| Real-time forecasting of GDP | | based on a large factor model with monthly and quarterly data, by Christian Schumacher, Jörg Breitung (Deutsche Bundesbank Discussion Papers 200633) | Full text |
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| The success of bank mergers revisited - an assessment | | based on a matching strategy, by Andreas Behr, Frank Heid (Deutsche Bundesbank Banking Supervision Discussion Papers 200806) | Full text |
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| A global house price bubble? Evaluation | | based on a new rent-price approach, by Katja Taipalus (Bank of Finland Discussion Papers 2006/29) | Abstract
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| Explaining the low US inflation - coincidence or "new economy"? Evidence | | based on a wage-price spiral, by Carl Andreas Claussen and Karsten Stæhr (Central Bank of Norway Working Papers 2001/02) | Full text |
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| The Response of Hours to a Technology Shock: Evidence | | Based on Direct Measures of Technology, by Lawrence J. Christiano; Martin Eichenbaum; Robert J. Vigfusson (Federal Reserve Board International Financial Discussion Papers 2003-790) | Abstract
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| Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests | | based on EUR/HUF option-implied densities, by Csaba Csávás (Magyar Nemzeti Bank Working papers 2008/03) | Abstract
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| Estimation of Zero-Coupon Yield Curves | | Based on Exchange Fund Bills and Notes in Hong Kong, by Ip-wing Yu and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2002-09) | Full text |
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| Time series properties of a rating system | | based on financial ratios, by Ulrich Krüger, Martin Stötzel, Stefan Trück (Deutsche Bundesbank Banking Supervision Discussion Papers 200514) | Full text |
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| How will Basel II affect bank lending to emerging markets? An analysis | | based on German bank level data, by Thilo Liebig, Daniel Porath, Beatice Weder di Mauro, Michael Wedow (Deutsche Bundesbank Banking Supervision Discussion Papers 200405) | Full text |
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| How would formula apportionment in the EU affect the distribution and the size of the corporate tax base? - An analysis | | based on German multinationals, by Clemens Füst, Thomas Hemmelgarn, Fred Ramb (Deutsche Bundesbank Discussion Papers 200620) | Full text |
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| Do banks diversify loan portfolios? A tentative answer | | based on individual bank loan portfolios, by Andreas Kamp, Andreas Pfingsten, Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200503) | Full text |
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| Forecasting German GDP using alternative factor models | | based on large datasets, by Christian Schumacher (Deutsche Bundesbank Discussion Papers 200524) | Full text |
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| Comparing alternative predictors | | based on large-panel factor models, by Antonello D'Agostino and Domenico Giannone (European Central Bank Working papers 0680) | Full text |
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| Comparing Alternative Predictors | | Based on Large-Panel Factor Models, by Antonello D'Agostino and Domenico Giannone (Central Bank of Ireland Research Technical Papers 06/RT/14) | Abstract
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| Do actions speak louder than words? Household expectations of inflation | | based on micro consumption data, by Atsushi Inoue, Lutz Kilian, Fatma Burcu Kiraz (Deutsche Bundesbank Discussion Papers 200626) | Full text |
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| The Reliability of Inflation Forecasts | | Based on Output Gap Estimates in Real Time, by Athanasios Orphanides and Simon van Norde (Federal Reserve Board FEDS series 2004-68) | Abstract
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| The Reliability of Macroeconomic Forecasts | | based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area, by Jean-Stéphane Mésonnier (Bank of France Working Papers Nr 157) | Abstract
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| An Alternative Definition of Economic Regions in the U.S. | | Based on Similarities in State Business Cycles, by Theodore M. Crone (Philadelphia Fed Working Papers wp03-23) | Full text |
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| The Major Supervisory Initiatives Post-FDICIA: Are They | | Based on the Goals of PCA? Should They Be?, by Robert A. Eisenbeis and Larry D. Wall (Atlanta Fed Working papers 2002-31) | Abstract
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| How frequently do prices change? Evidence | | based on the micro data underlying the Belgian CPI., by Luc Aucremanne and Emmanuel Dhyne (National Bank of Belgium Working Papers 044) | Full text |
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| How frequently do prices change? Evidence | | based on the micro data underlying the Belgian CPI, by Luc Aucremanne and Emmanuel Dhyne (European Central Bank Working papers 0331) | Full text |
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| A Monetary Policy Rule | | Based on Treasury Yields, by Brian Sack (Federal Reserve Board FEDS series 2003-7) | Abstract
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| Short-term forecasts of euro area real GDP growth: an assessment of real-time performance | | based on vintage data, by Marie Diron (European Central Bank Working papers 0622) | Full text |
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| Welfare- | | Based Optimal Monetary Policy in a Two-Sector Small Open Economy, by Yuliya Rychalovská (Czech National Bank Working papers 2007/16) | Abstract
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| Welfare- | | based optimal monetary policy with unemployment and sticky prices: A linear-quadratic framework, by Ravenna, Walsh (San Francisco Fed Working Papers 2009-15) | Full text |
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| Settlement in modern network- | | based payment infrastructures - description and prototype of the E-Settlement model, by Harry Leinonen (Bank of Finland Discussion Papers 2002/23) | Abstract
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| Risk- | | based Pricing of Interest Rates in Household Loan Markets, by Wendy Edelberg (Federal Reserve Board FEDS series 2003-62) | Abstract
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| Scenario | | based principal component value-at-risk: An application to Italian banks' interest rate risk exposure, by Roberta Fiori and Simonetta Iannotti (Banca d'Italia Working Papers 602) | Abstract
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| Equilibrium exchange rates in the transition: The tradable price- | | based real appreciation and estimation uncertainty, by Balázs Égert, Kirsten Lommatzsch (Bank of Finland BOFIT Discussion Papers 2004/09) | Abstract
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| Market- | | Based Regulation and the Informational Content of Prices, by Philip Bond, Itay Goldstein, Edward S. Prescott (Richmond Fed Working Papers 06-12) | Abstract
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| What drives investors' behaviour in different FX market segments? A VAR- | | based return decomposition analysis (forthcoming), by Olli Castrén (European Central Bank Working papers 0706) | Full text |
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| Banks in the Securities Business: Market- | | Based Risk Implications of Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-17) | Full text |
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| Inflation-Forecast- | | Based Rules and Indeterminacy: A Puzzle and a Resolution, by by Paul Levine, Peter McAdam and Joseph Pearlman (IJCB International Journal of Central Banking 07q4a3) | Abstract
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| Indeterminacy with inflation-forecast- | | based rules in a two-bloc model, by Nicoletta Batini, Paul Levine and Joseph Pearlman (European Central Bank Working papers 0340) | Full text |
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| Indeterminacy with Inflation-Forecast- | | Based Rules in a Two-Bloc Model, by Nicoletta Batini; Paul Levine; Joseph Pearlman (Federal Reserve Board International Financial Discussion Papers 2004-797) | Abstract
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| What does a technology shock do? A VAR analysis with model- | | based sign restrictions, by Luca Dedola and Stefano Neri (Banca d'Italia Working Papers 607) | Abstract
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| What does a technology shock do? A VAR analysis with model- | | based sign restrictions (forthcoming), by Luca Dedola and Stefano Neri (European Central Bank Working papers 0705) | Full text |
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| Simulation- | | based stress testing of banks' regulatory capital adequacy, by Samu Peura - Esa Jokivuolle (Bank of Finland Discussion Papers 2003/04) | Abstract
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| Macro-model- | | based stress testing of Basel II capital requirements, by Esa Jokivuolle – Kimmo Virolainen – Oskari Vähämaa (Bank of Finland Discussion Papers 2008/17) | Abstract
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| What drives the Choice of Money- | | based Targets in the World?, by César Calderón ; Klaus Schmidt-Hebbel (Central Bank of Chile Working Papers 479) | Abstract
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| A Fully-Rational Liquidity- | | Based Theory of IPO Underpricing and Underperformance, by Matthew Pritsker (Federal Reserve Board FEDS series 2006-12) | Abstract
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| A Utility- | | Based Welfare Criterion in a Model with Endogenous Capital Accumulation, by Rochelle M. Edge (Federal Reserve Board FEDS series 2003-66) | Abstract
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| Inflation forecast- | | based-rules and indeterminacy: a puzzle and a resolution, by Paul Levine (European Central Bank Working papers 0643) | Full text |
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Procyclicality and the new | | Basel Accord - banks' choice of loan rating system, by Eva Catarineu-Rabell, Patricia Jackson and Dimitrios P Tsomocos (Bank of England Working papers 181) | Abstract
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| A value-at-risk approach to banks' capital buffers: An application to the new | | Basel Accord., by Esa Jokivuolle - Samu Peura (Bank of Finland Discussion Papers 2001/15) | Abstract
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| The New | | Basel Accord: some potential implications of the new standards for credit risk, by Esa Jokivuolle - Karlo Kauko (Bank of Finland Discussion Papers 2001/02) | Abstract
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| OP 2003/27 Studies On The Potential Impacts Of The New | | Basel Capital Accord, by Studies On The Potential Impacts Of The New Basel Capital Accord (Magyar Nemzeti Bank Occasional papers 2003/27) | Abstract
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| The New | | Basel Capital Accord and the Cyclical Behaviour of Bank Capital, by Mark Illing and Graydon Paulin (Bank of Canada Working papers 2004-30) | Abstract
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| The New | | Basel Capital Framework and its implementation in the European Union, by Frank Dierick, Fatima Pires, Martin Scheicher and Kai Gereon Spitzer (European Central Bank Occasional papers 042) | Full text |
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| Credit ratings and the standardised approach to credit risk in | | Basel II, by Patrick Van Roy (European Central Bank Working papers 0517) | Full text |
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| Granularity adjustment for | | Basel II, by Michael B. Gordy, Eva Lütkebohmert (Deutsche Bundesbank Banking Supervision Discussion Papers 200701) | Full text |
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| Portfolio effects and efficiency of lending under | | Basel II, by Esa Jokivuolle – Timo Vesala (Bank of Finland Discussion Papers 2007/13) | Abstract
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| Norwegian banks in a recession: Procyclical implications of | | Basel II, by Henrik Andersen (Central Bank of Norway Working Papers 2009/04) | Abstract
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| Potential Competitive Effects on U.S. Bank Credit Card Lending from the Proposed Bifurcated Application of | | Basel II, by William W. Lang, Loretta J. Mester and Todd A. Vermilyea (Philadelphia Fed Working Papers wp05-29) | Full text |
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| How will | | Basel II affect bank lending to emerging markets? An analysis based on German bank level data, by Thilo Liebig, Daniel Porath, Beatice Weder di Mauro, Michael Wedow (Deutsche Bundesbank Banking Supervision Discussion Papers 200405) | Full text |
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| | | Basel II and Operational Risk: Implications for risk measurement and management in the financial sector, by Ariane Chapelle, Yves Crama, Georges Hübner and Jean-Philippe Peters (National Bank of Belgium Working Papers 051) | Full text |
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| | | Basel II and the Risk Management of Basket Options with Time-Varying Correlations, by by Amy S. K. Wong (IJCB International Journal of Central Banking 06q4a1) | Abstract
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| Macro-model-based stress testing of | | Basel II capital requirements, by Esa Jokivuolle – Kimmo Virolainen – Oskari Vähämaa (Bank of Finland Discussion Papers 2008/17) | Abstract
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| Pricing risky bank loans in the new | | Basel II environment, by Iftekhar Hasan - Cristiano Zazzara (Bank of Finland Discussion Papers 2006/03) | Abstract
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| Will the Proposed Application of | | Basel II in the United States Encourage Increased Bank Merger Activity? Evidence from Past Merger Activity, by Timothy H. Hannan and Steven J. Pilloff (Federal Reserve Board FEDS series 2004-13) | Abstract
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| Credit Risk Factor Modeling and the | | Basel II IRB Approach, by Alfred Hamerle, Thilo Liebig, Daniel Rösch (Deutsche Bundesbank Banking Supervision Discussion Papers 200302) | Full text |
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| Potential Competitive Effects of | | Basel II on Banks in SME Credit Markets in the United States, by Allen N. Berger (Federal Reserve Board FEDS series 2004-12) | Abstract
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| Competitive Effects of | | Basel II on U.S. Bank Credit Card Lending, by William W. Lang, Loretta J. Mester, and Todd A. Vermilyea (Philadelphia Fed Working Papers wp07-09) | Full text |
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| An assessment of | | basel II procyclicality in mortgage portfolios, by Jesús Saurina and Carlos Trucharte (Bank of Spain Working Papers 0712) | Abstract
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| | | Basel II - towards a new common language, by Ryozo Himino (Bank for International Settlements Quarterly Review 0409e) | Abstract
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| Why ' | | Basel II' May Need a Leverage Ratio RestrictionForthcoming in: Journal of Banking and Finance, by Jürg M. Blum (Swiss National Bank Working Papers 2007-04) | Abstract
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| Credit Risk versus Capital Requirements under | | Basel II: Are SME Loans and Retail Credit Really Different?, by Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers 162) | Abstract
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| Assessing the consequences of | | Basel II: Are there incentives for cherry-picking when banks pool data across countries?, by Borup, Lisbeth; Dyrberg, Anne; Kurek, Dorte (Danmarks Nationalbank Working papers WP27/2005) | Abstract
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| Capital Charges under | | Basel II: Corporate Credit Risk Modelling and the Macro Economy, by Kenneth Carling, Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers 142) | Abstract
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Testing the tax competition theory: How elastic are national tax | | bases in Western Europe?, by Aleksandra Riedl and Silvia Rocha-Akis (Austrian National Bank Working Papers WP142) | Abstract
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| The Linkage between Regional Economic Indexes and Tax | | Bases: Evidence from New York, by Jason Bram, Andrew Haughwout, James Orr, Robert Rich, (New York Fed Staff reports 188) | Abstract
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GDP Splicing: Annual and Quarterly series 1986 - 1995, 1996 | | base. Methodological document (upcoming), by Víctor Correa, Antonio Escandón , René Luengo , José Venegas (Central Bank of Chile Working Papers 179) | Abstract
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| How would formula apportionment in the EU affect the distribution and the size of the corporate tax | | base? - An analysis based on German multinationals, by Clemens Füst, Thomas Hemmelgarn, Fred Ramb (Deutsche Bundesbank Discussion Papers 200620) | Full text |
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Trends in Competition and Profitability in the Banking Industry: A | | Basic Framework, by (DNB) (Netherlands Bank DNB Working Papers 018) | Full text |
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Back to the | | basics in banking? A micro-analysis of banking system stability, by Olivier De Jonghe (National Bank of Belgium Working Papers 167) | Abstract
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Exploring the CDS-Bond | | Basis , by Jan De Wit (National Bank of Belgium Working Papers 104) | Abstract
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| A Study of U.S. Monetary Policy Implementation: Demand for Reserves on a Period Average | | Basis , by Ruth Judson and Elizabeth Klee (Federal Reserve Board FEDS series 2009-22) | Abstract
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Basket weaving: the euromarket experience with | | basket currency bonds, by Clifford R Dammers and Robert N McCauley (Bank for International Settlements Quarterly Review 0603g) | Abstract
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| Basel II and the Risk Management of | | Basket Options with Time-Varying Correlations, by by Amy S. K. Wong (IJCB International Journal of Central Banking 06q4a1) | Abstract
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| | | Basket weaving: the euromarket experience with basket currency bonds, by Clifford R Dammers and Robert N McCauley (Bank for International Settlements Quarterly Review 0603g) | Abstract
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| The Undisclosed Renminbi | | Basket: Are The Markets Telling Us Something About Where The Renminbi - Us Dollar Ex-change Rate Is Going?, by Michael Funke and Marc Gronwald (Bank of Finland BOFIT Discussion Papers 2007/20) | Abstract
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How and when do markets tip? Lessons from the | | Battle of the Bund, by Estelle Cantillon and Pai-Ling Yin (European Central Bank Working papers 0766) | Full text |
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Productivity Measurement Issues in Services Industries: " | | Baumol's Disease" Has Been Cured, by Jack E. Triplett and Barry P. Bosworth (New York Fed Economic policy review 0309trip) | Full text |
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| | Bayes Estimators of the Cointegration Space, by Mattias Villani (Sveriges Riksbank Working Papers 150) | Abstract
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| | Bayesian Analysis of DSGE Models, by Sungbae An and Frank Schorfheide (Philadelphia Fed Working Papers wp06-05) | Full text |
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| Forecasting using | | Bayesian and information theoretic model averaging: an application to UK inflation, by George Kapetanios, Vincent Labhard and Simon Price (Bank of England Working papers 268) | Abstract
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| Avoiding Nash Inflation: | | Bayesian and Robust Responses to Model Uncertainty, by Robert J. Tetlow and Peter von zur Muehlen (Federal Reserve Board FEDS series 2002-9) | Abstract
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| Estimation of monetary policy preferences in a forward-looking model: a | | Bayesian approach, by Pelin Ilbas (National Bank of Belgium Working Papers 129) | Abstract
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| An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A | | Bayesian Approach, by Paul Castillo, Carlos Montoso, Vicente Tuesta (Central Bank of Chile Working Papers 381) | Abstract
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| Assessing predetermined expectations in the standard sticky-price model: a | | Bayesian approach, by Peter Welz (European Central Bank Working papers 0621) | Full text |
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| Nominal versus Real Wage Rigidities: A | | Bayesian Approach, by Pau Rabanal and Juan F. Rubio-Ramírez (Atlanta Fed Working papers 2001-22) | Abstract
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| A | | Bayesian Approach to Counterfactual Analysis with an Application to the Volatility Reduction in U.S. Real GDP, by Chang-Jin Kim, James Morley and Jeremy M. Piger (St Louis Fed Working Papers 2004-014) | Full text |
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| A | | Bayesian Approach to Modelling Graphical Vector Autoregressions, by Jukka Corander and Mattias Villani (Sveriges Riksbank Working Papers 171) | Abstract
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| Investors' risk attitude and risky behavior: a | | Bayesian approach with imperfect information, by Stefano Iezzi (Banca d'Italia Working Papers 692) | Abstract
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| The business cycle of European countries | | Bayesian clustering of country- individual IP growth series, by Sylvia Kaufmann (Austrian National Bank Working Papers WP083) | Abstract
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| Dating and forecasting turning points by | | Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data., by Sylvia Kaufmann (Austrian National Bank Working Papers WP144) | Abstract
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| Monetary policy analysis in a small open economy using | | Bayesian cointegrated structural VARs, by Mattias Villani and Anders Warne (European Central Bank Working papers 0296) | Full text |
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| Monetary Policy Analysis in a Small Open Economy using | | Bayesian Cointegrated Structural VARs, by Mattias Villani , Anders Warne (Sveriges Riksbank Working Papers 156) | Abstract
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| Empirical | | Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era, by Kurt F. Lewis, Charles H. Whiteman (Deutsche Bundesbank Discussion Papers 200628) | Full text |
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| Shocks and Frictions in US Business Cycles: a | | Bayesian DSGE Approach, by Frank Smets, Raf Wouters (National Bank of Belgium Working Papers 109) | Abstract
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| Comparing shocks and frictions in US and Euro Area business cycles: a | | Bayesian dsge approach, by Frank Smets and Raf Wouters (National Bank of Belgium Working Papers 061) | Full text |
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| Shocks and frictions in US business cycles: a | | Bayesian DSGE approach, by Frank Smets and Raf Wouters (European Central Bank Working papers 0722) | Full text |
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| Comparing shocks and frictions in US and euro area business cycles: a | | Bayesian DSGE approach, by Frank Smets and Raf Wouters (European Central Bank Working papers 0391) | Full text |
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| A | | Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?, by by Fabio Milani (IJCB International Journal of Central Banking 06q3a3) | Abstract
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| Forecasting with a | | Bayesian DSGE Model: an application to the euro area, by Frank Smets and Raf Wouters (National Bank of Belgium Working Papers 060) | Full text |
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| Forecasting with a | | Bayesian DSGE model: an application to the euro area, by Frank Smets and Raf Wouters (European Central Bank Working papers 0389) | Full text |
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| | | Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through, by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers 179) | Abstract
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| Kalman Filtering with Truncated Normal State Variables for | | Bayesian Estimation of Macroeconomic Models, by Michael J. Dueker (St Louis Fed Working Papers 2005-057) | Full text |
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| | | Bayesian forecast combination for VAR models, by Michael K Andersson and Sune Karlsson (Sveriges Riksbank Working Papers 216) | Abstract
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| Efficient | | Bayesian Inference for Multiple Change-Point and Mixture Innovation Models, by Paolo Giordani and Robert Kohn (Sveriges Riksbank Working Papers 196) | Abstract
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| | | Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3, by Anders Warne (European Central Bank Working papers 0692) | Full text |
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| | | Bayesian Inference of General Linear Restrictions on the Cointegration Space, by Mattias Villani (Sveriges Riksbank Working Papers 189) | Abstract
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| The Stability of Macroeconomic Systems with | | Bayesian Learners, by James B. Bullard, and Jacek Suda (St Louis Fed Working Papers 2008-043) | Abstract
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| A | | bayesian method of forecast averaging for models known only by their hictoric outputs: an application to the BCRA´S REM., by Pedro Elosegui, Francisco Lepone, George McCandless (Central Bank of Argentina Working Papers 2006/07) | Full text |
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| Computational Efficiency in | | Bayesian Model and Variable Selection, by Jana Eklund, Sune Karlsson (Central Bank of Iceland Working Papers 35) | Abstract
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| Forecasting U.S. Inflation by | | Bayesian Model Averaging, by Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-780) | Abstract
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| Forecasting in Large Macroeconomic Panels Using | | Bayesian Model Averaging, by Gary Koop and Simon Potter (New York Fed Staff reports 163) | Abstract
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| | | Bayesian Model Averaging and Exchange Rate Forecasts, by Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-779) | Abstract
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| Finding Good Predictors for Inflation: A | | Bayesian Model Averaging Approach, by Tor Jacobson and Sune Karlsson (Sveriges Riksbank Working Papers 138) | Abstract
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| Forecast accuracy and economic gains from | | Bayesian model averaging using time varying weight, by Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman K. van Dijk and Marno Verbeek (Central Bank of Norway Working Papers 2009/10) | Abstract
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| Reconsidering the role of monetary indicators for euro area inflation from a | | Bayesian perspective using group inclusion probabilities, by Michael Scharnagl, Christian Schumacher (Deutsche Bundesbank Discussion Papers 200709) | Full text |
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| Comparing and evaluating | | Bayesian predictive distributions of assets returns, by John Geweke and Gianni Amisano (European Central Bank Working papers 0969) | Full text |
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| Forecasting using a large number of predictors: Is | | Bayesian regression a valid alternative to principal components?, by Christine De Mol (European Central Bank Working papers 0700) | Full text |
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| Forecasting using a large number of predictors: is | | Bayesian regression a valid alternative to principal components?, by Christine De Mol, Domenico Giannone, Lucrezia Reichlin (Deutsche Bundesbank Discussion Papers 200632) | Full text |
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| | | Bayesian Semiparametric Stochastic Volatility Modeling, by Mark J. Jensen and John M. Maheu (Atlanta Fed Working papers 2008-15) | Abstract
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| Uncovering the Hit-list for Small Inflation Targeters: A | | Bayesian Structural Analysis, by Timothy Kam, Kirdan Lees and Philip Liu (Reserve Bank of New Zealand Discussion Papers DP2006/09) | Abstract
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| Forecasting Euro Area Aggregates with | | Bayesian VAR and VECM Models, by Ricardo Mourinho Félix, Luís Catela Nunes (Bank of Portugal Working papers 2003-04) | Abstract
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| Large | | Bayesian VARs, by Marta Banbura (European Central Bank Working papers 0966) | Full text |
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| Real-time conditional forecasts with | | Bayesian VARs: An application to New Zealand, by Chris Bloor and Troy Matheson (Reserve Bank of New Zealand Discussion Papers DP2009/02) | Abstract
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| Estimación de Var | | Bayesianos para la Economía Chilena, by Patricio Jaramillo (Central Bank of Chile Working Papers 508) | Abstract
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| Measuring contagion with a | | Bayesian, time-varying coefficient model, by Matteo Ciccarelli and Alessandro Rebucci (European Central Bank Working papers 0263) | Full text |
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Commercial banks and microfinance (published in | | BCRA Technical Documents), by Miguel Delfiner, Silvana Perón (Central Bank of Argentina Working Papers 2007/00) | Full text |
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A bayesian method of forecast averaging for models known only by their hictoric outputs: an application to the | | BCRA´S REM., by Pedro Elosegui, Francisco Lepone, George McCandless (Central Bank of Argentina Working Papers 2006/07) | Full text |
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Linking Real Activity and Financial Markets: The Bonds, Equity, and Money ( | | BEAM) Model, by Céline Gauthier and Fu Chun Li (Bank of Canada Working papers 2006-42) | Abstract
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Who | | Bears the Cost of a Change in the Exchange Rate? The Case of Imported Beer, by Rebecca Hellerstein (New York Fed Staff reports 179) | Abstract
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City | | Beautiful , by Gerald A. Carlino (Philadelphia Fed Working Papers 08-22) | Full text |
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