| | Coin Sizes and Payments in Commodity Money Systems, by Angela Redish and Warren E. Weber (Minneapolis Fed Working Papers WP658) | 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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| | | Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach, by António Rua, Luís Catela Nunes (Bank of Portugal Working papers 2003-07) | Abstract
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| Taking the Pulse of the Tech Sector:A | | Coincident Index of High-Tech Activity, by Bart Hobijn, Kevin J. Stiroh, and Alexis Antoniades (New York Fed Current issues ci09-10) | Abstract
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| The Australian Business Cycle: A | | Coincident Indicator Approach, by Christian Gillitzer, Jonathan Kearns and Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2005-07) | Abstract
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A model of the IMF as a | | coinsurance arrangement, by Ralph Chami, Sunil Sharma and Ilhyock Shim (Bank for International Settlements Working papers 170) | Abstract
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Portfolio Choice over the Life-Cycle when the Stock and Labor Markets are | | Cointegrated , by Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein (Chicago Fed Working papers WP-2007-11) | Abstract
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| Implementing optimal control in | | cointegrated I(1) structural VAR models, by Francesca V. Monti (European Central Bank Working papers 288) | Full text |
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| Frequency domain principal components estimation of fractionally | | cointegrated processes, by Claudio Morana (European Central Bank Working papers 321) | Full text |
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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 296) | 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 No156) | Abstract
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| The representative household's demand for money in a | | cointegrated VAR model, by Thórarinn G. Pétursson (Central Bank of Iceland Working Papers 12) | Full text |
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| Selection of Optimal Lag Length in | | Cointegrated VAR Models with Weak Form of Common Cyclical Features, by Carlos Enrique Carrasco Gutiérrez, Reinaldo Castro Souza and Osmani Teixeira de Carvalho Guillén (Central Bank of Brazil Working Papers 139) | 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 692) | Full text |
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| Large T and small N: A three-step approach to the identification of | | cointegrating relationships in time series models with a small cross-sectional dimension, by Roger Hammersland (Central Bank of Norway Working Papers 2004/15) | Full text |
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| Likelihood Ratio Tests on | | Cointegrating Vectors, Disequilibrium Adjustment Vectors, and their Orthogonal Complements, by Norman Morin (Federal Reserve Board FEDS series 2006-21) | Abstract
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| Has US Monetary Policy Followed the Taylor Rule? A | | Cointegration Analysis 1988-2002, by Christensen, Anders Møller; Nielsen, Heino Bohn (Danmarks Nationalbank Working papers WP11/2003) | Abstract
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| Seasonal | | cointegration and the stability of the demand for money, by Raimundo Soto, Matías Tapia (Central Bank of Chile Working Papers 103) | Abstract
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| | | Cointegration implications of linear rational expectation models, by Mikael Juselius (Bank of Finland Discussion Papers 2008/06) | Abstract
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| | | Cointegration in panel data with breaks and cross-section dependence, by Anindya Banerjee and Josep Lluís Carrion-i-Silvestre (European Central Bank Working papers 591) | Full text |
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| Unit roots and | | cointegration in panels, by Jörg Breitung, M. Hashem Pesaram (Deutsche Bundesbank Discussion Papers 200542) | Full text |
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| Causality and | | Cointegration in Stock Markets: The Case of Latin America, by Benjamin Miranda Tabak and Eduardo José Araújo Lima (Central Bank of Brazil Working Papers 056) | Abstract
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| Inflation, Exchange Rates and PPP in a Multivariate Panel | | Cointegration Model, by Tor Jacobson , Johan Lyhagen , Rolf Larsson and Marianne Nessén (Sveriges Riksbank Working Papers No145) | Abstract
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| A Note on the | | Cointegration of Consumption, Income, and Wealth, by Jeremy Rudd and Karl Whelan (Central Bank of Ireland Research Technical Papers 02/RT/05) | Abstract
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| A Note on the | | Cointegration of Consumption, Income, and Wealth, by Jeremy Rudd and Karl Whelan (Federal Reserve Board FEDS series 2002-53) | Abstract
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| Linear | | Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics, by Barry E. Jones and Travis D. Nesmith (Federal Reserve Board FEDS series 2007-03) | Abstract
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| Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel | | cointegration perspective, by Francisco Maeso-Fernandez, Chiara Osbat and Bernd Schnatz (European Central Bank Working papers 353) | Full text |
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| Bayesian Inference of General Linear Restrictions on the | | Cointegration Space, by Mattias Villani (Sveriges Riksbank Working Papers No189) | Abstract
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| Bayes Estimators of the | | Cointegration Space, by Mattias Villani (Sveriges Riksbank Working Papers No150) | Abstract
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| Does fiscal policy matter for the trade account? A panel | | cointegration study, by Katja Funke and Christiane Nickel (European Central Bank Working papers 620) | Full text |
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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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| Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic | | cointegration tests, by Brian M. Lucey, Svitlana Voronkova (Bank of Finland BOFIT Discussion Papers 2005/12) | Abstract
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| Examining finite-sample problems in the application of | | cointegration tests for long-run bilateral exchange rates, by Angela Huang (Reserve Bank of New Zealand Discussion Papers DP2004/08) | Abstract
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| Testing for | | Cointegration Using the Johansen Methodology when Variables are Near-Integrated, by Erik Hjalmarsson and Par Osterholm (Federal Reserve Board International Financial Discussion Papers 2007-915) | Abstract
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| Spurious | | Cointegration: The Engle-Granger Test in the Presence of Structural Breaks, by Noriega Antonio E.; Ventosa-Santaulària Daniel (Bank of Mexico Working Papers 2006-12) | Full text |
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Jumps, | | Cojumps and Macro Announcements, by Jérôme Lahaye, Sébastien Laurent, and Christopher J. Neely (St Louis Fed Working Papers 2007-032) | Full text |
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Initial Public Offerings in Hot and | | Cold Markets, by Jean Helwege and Nellie Liang (Federal Reserve Board FEDS series 2003-4) | Abstract
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| The Determinants of Aid in the Post- | | Cold War Era, by Subhayu Bandyopadhyay, and Howard J. Wall (St Louis Fed Working Papers 2006-021) | Full text |
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| Out in the | | cold? Iceland's trade performance outside the EU, by Francis Breedon and Thórarinn G. Pétursson (Central Bank of Iceland Working Papers 26) | Full text |
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Statistical Arbitrage with Default and | | Collateral , by Ana Lacerda, José Fajardo (Bank of Portugal Working papers 2008-08) | Abstract
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| Determinants of | | collateral , by Gabriel Jiménez, Vicente Salas and Jesús Saurina (Bank of Spain Working Papers 0420) | Abstract
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| | | Collateral and Competition, by Mitchell Berlin and Alexander W. Butler (Philadelphia Fed Working Papers wp02-22) | Full text |
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| | | Collateral and Credit Supply, by Atta-Mensah, Joseph (Bank of Canada Working papers 2003-11) | Abstract
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| Credit market competition, | | collateral and firms' finance, by Gabriel Jiménez, Vicente Salas and Jesús Saurina (Bank of Spain Working Papers 0612) | Abstract
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| On the Amplification Role of | | Collateral Constraints, by Caterina Mendicino (Bank of Canada Working papers 2008-23) | Abstract
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| House Prices, Rents, and Interest Rates under | | Collateral Constraints, by Óscar J. Arce and J. David López-Salido (Bank of Spain Working Papers 0610) | Abstract
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| | | Collateral Damage: Trade Disruption and the Economic Impact of War, by Glick, Taylor (San Francisco Fed Working Papers 2005-11) | Full text |
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| Organizational distance and use of | | collateral for business loans (633 KB), by Gabriel Jiménez, Vicente Salas-Fumás and Jesús Saurina (Bank of Spain Working Papers 0816) | Abstract
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| Managing Adverse Dependence for Portfolios of | | Collateral in Financial Infrastructures, by Alejandro García and Ramazan Gençay (Bank of Canada Working papers 2007-25) | Abstract
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| Modelling the cross-border use of | | collateral in payment systems, by Mark J Manning and Matthew Willison (Bank of England Working papers 286) | Abstract
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| The use of | | collateral in the Argentine banking system., by Ricardo Bebczuk, Máximo Sangiacomo (Central Bank of Argentina Working Papers 2006/05) | Full text |
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| Excess | | Collateral in the LVTS: How Much is Too Much?, by McPhail, Kim and Anastasia Vakos (Bank of Canada Working papers 2003-36) | Abstract
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| | | Collateral in wholesale financial markets, by Dietrich Domanski and Uwe Neumann (Bank for International Settlements Quarterly Review 0109g) | Full text |
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| Central Bank intraday | | collateral policy and implications for tiering in RTGS payment systems, by John P. Jackson and Mark J. Manning (Netherlands Bank DNB Working Papers 129) | Full text |
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| A framework for | | collateral risk control determination, by Didier Cossin (European Central Bank Working papers No.209) | Full text |
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| Consumption excess sensitivity, liquidity constraints and the | | collateral role of housing, by Andrew Benito and Haroon Mumtaz (Bank of England Working papers 306) | Abstract
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| The performance of credit rating systems in the assessment of | | collateral used in Eurosystem monetary policy operations, by François Coppens, Fernando González, Gerhard Winkler (National Bank of Belgium Working Papers 118) | Abstract
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| The performance of credit rating systems in the assessment of | | collateral used in Eurosystem monetary policy operations, by François Coppens, Fernando González and Gerhard Winkler (European Central Bank Occasional papers 65) | Full text |
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| Risk-Cost Frontier and | | Collateral Valuation in Securities Settlement Systems for Extreme Market Events, by Alejandro García and Ramazan Gençay (Bank of Canada Working papers 2006-17) | Abstract
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| Procyclicality, | | collateral values and financial stability, by Prasanna Gai, Peter Kondor and Nicholas Vause (Bank of England Working papers 304) | Abstract
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| Settlement bank behaviour and throughput rules in an RTGS payment system with | | collateralised intraday credit, by Simon Buckle and Erin Campbell (Bank of England Working papers 209) | Abstract
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| An Approach to Measuring Provisions for | | Collateralised Lending, by Cho-hoi Hui and Tom Fong (Hong Kong Monetary Authority Working Papers RM2006-08) | Full text |
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| Measuring Provisions for | | Collateralised Retail Lending, by Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2006-01) | Full text |
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| The Role of | | Collateralized Household Debt in Macroeconomic Stabilization, by Jeffrey R. Campbell, Zvi Hercowitz (Chicago Fed Working papers WP-2004-24) | Abstract
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| Non-Exclusive Contracts, | | Collateralized Trade, and a Theory of an Exchange, by Yaron Leitner (Philadelphia Fed Working Papers wp03-03) | Full text |
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| Why Do Borrowers Pledge | | Collateral? New Empirical Evidence on the Role of Asymmetric Information, by Allen N. Berger, Marco A. Espinosa-Vega, W. Scott Frame, and Nathan H. Miller (Atlanta Fed Working papers 2006-29) | Abstract
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| Derivatives and Systemic Risk: Netting, | | Collateral, and Closeout, by Robert Bliss, George Kaufman (Chicago Fed Working papers WP-2005-03) | Abstract
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| | | Collateral, Credit History, and the Financial Decelerator, by Ronel Elul (Philadelphia Fed Working Papers wp05-23) | Full text |
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| | | Collateral, type of lender and relationship banking as determinants of credit risk, by Gabriel Jiménez and Jesús Saurina (Bank of Spain Working Papers 0414) | Abstract
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| Bank competition and | | collateral: theory and evidence, by Christa Hainz – Laurent Weill – Christophe J Godlewski (Bank of Finland Discussion Papers 2008/27) | Abstract
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Do FX traders in Bishkek have similar perceptions to their London | | colleagues? Survey evidence of market practitioners' views, by Fischer, Andreas M., Gulzina Isakova and Ulan Termechikov (Swiss National Bank Working Papers 2007-01) | Full text |
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A New Proposal for | | Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives, by Gilneu F. A. Vivan and Benjamin M. Tabak (Central Bank of Brazil Working Papers 133) | Abstract
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| Ethnic Segregation and the Quality of Local Government in the Minorities Localities: Local Tax | | Collection in the Israeli-Arab Municipalities as a Case Study, by Brender Adi (Bank of Israel Research - Discussion Papers dp0501) | Abstract
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| Ethnic Segregation and the Quality of Local Government in the Minorities Localities: Local Tax | | Collection in the Israeli-Arab Municipalities as a Case Study, by Brender Adi (Bank of Israel Research - Discussion Papers dp0419) | Abstract
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| Global Financial Integration: A | | Collection of New Research, by Mark Carey (Federal Reserve Board International Financial Discussion Papers 2004-821) | Abstract
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| | | Collective action and post-communist enterprise: The economic logic of Russia's business associations, by William Pyle (Bank of Finland BOFIT Discussion Papers 2005/19) | Abstract
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| Optimal | | collective action clause thresholds, by Andrew G Haldane, Adrian Penalver, Victoria Saporta and Hyun Song Shin (Bank of England Working papers 249) | Abstract
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| Do | | Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets, by Mark Gugiatti and Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2003-02) | Abstract
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| | | Collective Bargaining and Its Effect on the Central Bank Conservatism: Theory and Some Evidence, by Klein Nir (Bank of Israel Research - Discussion Papers dp0407) | Abstract
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| | | Collective economic decisions and the discursive dilemma, by Carl Andreas Claussen and Øistein Røisland. (Central Bank of Norway Working Papers 2005/03) | Full text |
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Freshman Learning Communities, | | College Performance, and Retention, by Julie L. Hotchkiss, Robert E. Moore, and M. Melinda Pitts (Atlanta Fed Working papers 2005-22) | Abstract
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| Crude Substitution: The Cyclical Dynamics of Oil Prices and the | | College Premium, by Linnea Polgreen and Pedro Silos (Atlanta Fed Working papers 2006-14) | Abstract
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| Should We Teach Old Dogs New Tricks? The Impact of Community | | College Retraining on Older Displaced Workers, by Louis S. Jacobson , Robert LaLonde , Daniel G. Sullivan (Chicago Fed Working papers WP-2003-25) | Abstract
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| Estimating the Returns to Community | | College Schooling for Displaced Workers, by Louis S. Jacobson , Robert LaLonde , Daniel G. Sullivan (Chicago Fed Working papers WP-2002-31) | Abstract
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| A General Equilibrium Theory of | | College with Education Subsidies, In-School Labor Supply, and Borrowing Constraints, by Carlos Garriga, and Mark P. Keightley (St Louis Fed Working Papers 2007-051) | Full text |
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The Role of the Chairman in Setting Monetary Policy: Individualistic vs. Autocratically | | Collegial MPCs, by by Petra Gerlach-Kristen (IJCB International Journal of Central Banking 08q3a5) | Abstract
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Exchange-Rate Arrangements an Financial Integration in East Asia: On a | | Collision Course?, by Hans Genberg (comments by Jim Dorn and Eiji Ogawa) (Austrian National Bank Working Papers WP122) | Abstract
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Competing or | | Colluding in Stochastic Environment, by Breccia, A. & H. Salgado (Bank of Mexico Working Papers 2005-04) | Full text |
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Testing For | | Collusion in the Hong Kong Banking Sector, by Jim Wong, Eric Wong, Tom Fong and Ka-fai Choi (Hong Kong Monetary Authority Working Papers RM2007-03) | Full text |
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Identifying Fiscal Policy Shocks in Chile and | | Colombia , by Jorge E. Restrepo, Hernán Rincón (Central Bank of Chile Working Papers 370) | Abstract
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| House Prices and Monetary Policy in | | Colombia , by Martha López (Central Bank of Chile Working Papers 349) | Abstract
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| 'Captive Markets': The Impact of Kidnappings on Corporate Investment in | | Colombia , by Rony Pshisva and Gustavo A. Suarez (Federal Reserve Board FEDS series 2006-18) | Abstract
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The | | Colonial and Geographic Origins of Comparative Development, by Raphael Auer (Swiss National Bank Working Papers 2008-08) | Abstract
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| The | | Colonial Origins Of Comparative Development: Comment. A Solution to the Settler Mortality Debate, by Raphael Auer (Swiss National Bank Working Papers 2007-09) | Abstract
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The Influence of Year-End Bonuses on | | Colorectal Cancer Screening, by Brian S. Armour, Carol Friedman, M. Melinda Pitts, Jennifer Wike, Linda Alley, and Jeff Etchason (Atlanta Fed Working papers 2003-41) | Abstract
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The search for | | Columbus' egg - finding a new formula to determine quotas at the IMF, by Martin Skala, Christian Thimann and Regine Wölfinger (European Central Bank Occasional papers 70) | Full text |
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Successful Factor Market Competition Pre-Privatisation? China`s eclectic. | | com , by Peter McGoldrick and P (Central Bank of Ireland Research Technical Papers 07/RT/03) | Abstract
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Information | | combination and forecast (st)ability vidence from vintages of time-series data, by Carlo Altavilla and Matteo Ciccarelli (European Central Bank Working papers 846) | Full text |
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| Forecast | | combination and model averaging using predictive measures, by Jana Eklund and Sune Karlsson (Sveriges Riksbank Working Papers No191) | Abstract
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| Forecast | | combination and the Bank of England's suite of statistical forecasting models, by George Kapetanios, Vincent Labhard and Simon Price (Bank of England Working papers 323) | Abstract
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