The Application of Structured Feedforward Neural Networks to the | | Modelling of Daily Series of Currency in Circulation, by Marek Hlavácek, Michael Konák and Josef Cada (Czech National Bank Working papers 2005/11) | Abstract
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| Pitfalls in the | | modelling of forward-looking price setting and investment behavior, by Tommy Sveen and Lutz Weinke (Central Bank of Norway Working Papers 2004/01) | Full text |
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| Structural | | modelling of investment and financial constraints: Where do we stand?, by Jean-Bernard Chatelain (National Bank of Belgium Working Papers 028) | Full text |
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| Macroeconomic | | modelling of monetary policy, by Matt Klaeffling (European Central Bank Working papers No.257) | Full text |
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| Empirical | | modelling of Norwegian import prices, by Ida Wolden Bache (Central Bank of Norway Working Papers 2002/01) | Full text |
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| | | Modelling Payments Systems: A Review of the Literature, by Jonathan Chiu and Alexandra Lai (Bank of Canada Working papers 2007-28) | Abstract
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| | | Modelling Sovereign Bond Yield Curves of the US, Japan and Germany, by Chi-sang Tam and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP07_09) | Abstract
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| | | Modelling structural change: the case of New Zealand, by Olivier Basdevant and David Hargreaves (Reserve Bank of New Zealand Discussion Papers DP2003/03) | Abstract
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| | | Modelling Taylor Rule Uncertainty, by Fernando Martins, José A. F. Machado, Paulo Soares Esteves (Bank of Portugal Working papers 2002-03) | Abstract
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| | | Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective, by David Jamieson Bolder (Bank of Canada Working papers 2006-48) | 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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| | | Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank, by Alberto Cabrero (European Central Bank Working papers No.142) | Full text |
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| | | Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank, by Alberto Cabrero, Gonzalo Camba-Mendez, Astrid Hirsch and Fernando Nieto (Bank of Spain Working Papers 0211) | Full text |
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| | | Modelling the Evolution of Credit Spreads in the United States, by Stuart M. Turnbull and Jun Yang (Bank of Canada Working papers 2004-45) | Abstract
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| | | Modelling the implied probability of stock market movements, by Ernst Glatzer and Martin Scheicher (European Central Bank Working papers No.212) | Full text |
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| | | Modelling the long-run real effective exchange rate of the New Zealand Dollar, by Ronald MacDonald (Reserve Bank of New Zealand Discussion Papers DP2002/02) | Abstract
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| | | Modelling the MIB30 Implied Volatility Surface. Does Efficiency Matter?, by Gianluca Cassesse, and Massimo Guidolin (St Louis Fed Working Papers 2005-008) | Full text |
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| | | Modelling the second-round effects of supply-side shocks on inflation, by Tibor Hlédik (Czech National Bank Working papers 2003/12) | Abstract
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| Business surveys | | modelling with Seasonal-Cyclical Long Memory models, by Laurent Ferrara and Dominique Guégan (Bank of France Working Papers Nr 224) | Abstract
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| DSGE- | | Modelling: when agents are imperfectly informed, by Paul De Grauwe (European Central Bank Working papers 897) | Full text |
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The Canadian Business Cycle: A Comparison of | | Models , by Frédérick Demers and Ryan Macdonald (Bank of Canada Working papers 2007-38) | Abstract
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| Time-Consistent Control in Non-Linear | | Models , by Steve Ambler and Florian Pelgrin (Bank of Canada Working papers 2007-03) | Abstract
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| Downward Nominal-Wage Rigidity: Micro Evidence from Tobit | | Models , by Crawford, Allan and Geoff Wright (Bank of Canada Working papers 2001-7) | Abstract
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| It's Not Factor Accumulation: Stylized Facts and Growth | | Models , by William Easterly, Ross Levine (Central Bank of Chile Working Papers 164) | Abstract
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| Testing the Assumptions of Credit-scoring | | Models , by Dyrberg, Anne (Danmarks Nationalbank Working papers WP28/2005) | Abstract
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| Dynamic factor | | models , by Jörg Breitung, Sandra Eickmeier (Deutsche Bundesbank Discussion Papers 200538) | Full text |
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| Incorporating prediction and estimation risk in point-in-time credit portfolio | | models , by Alfred Hamerle, Michael Knapp, Thilo Liebig, Nicole Wildenauer (Deutsche Bundesbank Banking Supervision Discussion Papers 200513) | Full text |
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| On implications of micro price data for macro | | models , by Bartosz Mackowiak and Frank Smets (European Central Bank Working papers 960) | Full text |
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| A review of nonfundamentalness and identification in structural VAR | | models , by Lucia Alessi (European Central Bank Working papers 922) | Full text |
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| The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor | | models , by Matthieu Darracq Pariès and Laurent Maurin (European Central Bank Working papers 894) | 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 680) | Full text |
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| The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting | | models , by Huw Dixon (European Central Bank Working papers 676) | Full text |
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| A quasi maximum likelihood approach for large approximate dynamic factor | | models , by Catherine Doz (European Central Bank Working papers 674) | Full text |
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| Understanding inflation persistence: a comparison of different | | models , by Huw Dixon and Engin Kara (European Central Bank Working papers 672) | Full text |
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| Estimating multi-country VAR | | models , by Fabio Canova and Matteo Ciccarelli (European Central Bank Working papers 603) | Full text |
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| A method to generate structural impulse-responses for measuring the effects of shocks in structural macro | | models , by Andreas Beyer and Roger E. A. Farmer (European Central Bank Working papers 586) | Full text |
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| Back to square one: identification issues in DSGE | | models , by Fabio Canova and Luca Sala (European Central Bank Working papers 583) | Full text |
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| On the fit and forecasting performance of New-Keynesian | | models , by Marco Del Negro, Frank Schorfheide (European Central Bank Working papers 491) | Full text |
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| Monetary policy analysis with potentially misspecified | | models , by Marco Del Negro and Frank Schorfheide (European Central Bank Working papers 475) | Full text |
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| The short-term impact of government budgets on prices: evidence from macroeconomic | | models , by Jérôme Henry (European Central Bank Working papers 396) | Full text |
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| Intergenerational altruism and neoclassical growth | | models , by Philippe Michel (European Central Bank Working papers 386) | Full text |
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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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| On the selection of forecasting | | models , by Atsushi Inoue and Lutz Kilian (European Central Bank Working papers No.214) | Full text |
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| Constructing quality-adjusted price indices: a comparison of hedonic and discrete choice | | models , by Nicole Jonker (European Central Bank Working papers No.172) | Full text |
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| Identifying endogenous fiscal policy rules for macroeconomic | | models , by Javier J. Pérez and Paul Hiebert (European Central Bank Working papers No.156) | Full text |
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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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| Business surveys modelling with Seasonal-Cyclical Long Memory | | models , by Laurent Ferrara and Dominique Guégan (Bank of France Working Papers Nr 224) | Abstract
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| Evaluating the Fit of Sticky Price | | Models , by Julien Matheron and Tristan-Pierre Maury (Bank of France Working Papers Nr 104) | Abstract
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| Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive | | Models , by Tom Pak-wing Fong and Chun-shan Wong (Hong Kong Monetary Authority Working Papers WP08_13) | Abstract
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| Comparing Forecast Performance of Exchange Rate | | Models , by Lillie Lam, Laurence Fung and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP08_08) | Abstract
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| Macro stress testing with sector specific bankruptcy | | models , by Marianna Valentinyi-Endrész and Zoltán Vásáry (Magyar Nemzeti Bank Working papers 2008/02) | Abstract
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| Forecasting the Icelandic business cycle using vector autoregressive | | models , by Bruno Eklund (Central Bank of Iceland Working Papers 36) | Abstract
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| The dynamic behavior of the real exchange rate in sticky price | | models , by Jón Steinsson (Central Bank of Iceland Working Papers 28) | Abstract
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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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| Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast | | Models , by Benavides Guillermo (Bank of Mexico Working Papers 2006-04) | Full text |
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| Forecasting Dutch GDP using Large Scale Factor | | Models , by (DNB) (Netherlands Bank DNB Working Papers 028) | Full text |
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| Business cycle analysis and VARMA | | models , by Christian Kascha and Karel Mertens (Central Bank of Norway Working Papers 2008/05) | Abstract
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| Simulating forward-looking | | models , by Dag Kolsrud (Central Bank of Norway Working Papers 2001/09) | Full text |
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| Nominal Wage Inertia in General Equilibrium | | Models , by Nuno Alves (Bank of Portugal Working papers 2004-15) | 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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| Vector autoregressions and reduced form representations of DSGE | | models , by Federico Ravenna (Bank of Spain Working Papers 0619) | Abstract
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| The short-term impact of government budgets on prices: evidence from macroeconometrics | | models , by Jérôme Henry, Pablo Hernández de Cos and Sandro Momigliano (Bank of Spain Working Papers 0418) | Abstract
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| Bayesian forecast combination for VAR | | models , by Michael K Andersson and Sune Karlsson (Sveriges Riksbank Working Papers No216) | 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 No196) | 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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| Assessing central counterparty margin coverage on futures contracts using GARCH | | models , by Raymond Knott and Marco Polenghi (Bank of England Working papers 287) | Abstract
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| Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic | | models , by George Kapetanios and Tony Yates (Bank of England Working papers 238) | Abstract
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| Forecasting with measurement errors in dynamic | | models , by Richard Harrison, George Kapetanios and Tony Yates (Bank of England Working papers 237) | Abstract
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| An Empirical Evaluation of Structural Credit Risk | | Models , by Nikola A Tarashev (Bank for International Settlements Working papers 179) | Abstract
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| Public and private information in monetary policy | | models , by Jeffery D Amato and Hyun Song Shin (Bank for International Settlements Working papers 138) | Abstract
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| A survey of cyclical effects in credit risk measurement | | models , by Linda Allen and Anthony Saunders (Bank for International Settlements Working papers 126) | Abstract
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| An Empirical Evaluation of Structural Credit-Risk | | Models , by by Nikola A. Tarashev (IJCB International Journal of Central Banking 08q1a1) | Abstract
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| Specification Analysis of Structural Credit Risk | | Models , by Jing-zhi Huang and Hao Zhou (Federal Reserve Board FEDS series 2008-55) | Abstract
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| Zero Bound, Option-Implied PDFs, and Term Structure | | Models , by Don H. Kim (Federal Reserve Board FEDS series 2008-31) | Abstract
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| Combining Forecasts From Nested | | Models , by Todd E. Clark and Michael W. McCracken (Federal Reserve Board FEDS series 2007-43) | Abstract
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| Incorporating Vintage Differences and Forecasts into Markov Switching | | Models , by Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-23) | Abstract
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| Diagnosing and Treating Bifurcations in Perturbation Analysis of Dynamic Macro | | Models , by Jinill Kim, Andrew T. Levin, and Tack Yun (Federal Reserve Board FEDS series 2007-14) | Abstract
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| Solving Stochastic Money-in-the-Utility-Function | | Models , by Travis D. Nesmith (Federal Reserve Board FEDS series 2005-52) | Abstract
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| Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium | | Models , by Jinill Kim, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims (Federal Reserve Board FEDS series 2003-61) | Abstract
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| The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic | | Models , by Refet S. Gurkaynak, Brian Sack, and Eric Swanson (Federal Reserve Board FEDS series 2003-50) | Abstract
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| On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium | | Models , by Houtan Bastani and Luca Guerrieri (Federal Reserve Board International Financial Discussion Papers 2008-920) | Abstract
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| Closing Open Economy | | Models , by Martin Bodenstein (Federal Reserve Board International Financial Discussion Papers 2006-867) | Abstract
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| Monetary Policy Analysis with Potentially Misspecified | | Models , by Marco Del Negro and Frank Schorfheide (New York Fed Staff reports 321) | Abstract
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| A Flexible Approach to Parametric Inference in Nonlinear Time Series | | Models , by Gary Koop and Simon Potter (New York Fed Staff reports 285) | Abstract
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| Prior Elicitation in Multiple Change-Point | | Models , by Gary M. Koop and Simon M. Potter (New York Fed Staff reports 197) | Abstract
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| Minimal State Variable Solutions to Markov-Switching Rational Expectations | | Models , by Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2008-23) | Abstract
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| Information Criteria for Impulse Response FunctionMatching Estimation of DSGE | | Models , by Alastair Hall, Atsushi Inoue, James M. Nason, and Barbara Rossi (Atlanta Fed Working papers 2007-10) | Abstract
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| Methods for Inference in Large Multiple-Equation Markov-Switching | | Models , by Christopher A. Sims, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2006-22) | Abstract
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| Monetary Policy Analysis with Potentially Misspecified | | Models , by Marco Del Negro and Frank Schorfheide (Atlanta Fed Working papers 2005-26) | Abstract
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| Model Confidence Sets for Forecasting | | Models , by Peter Reinhard Hansen, Asger Lunde, and James M. Nason (Atlanta Fed Working papers 2005-07) | Abstract
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| Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-beta | | Models , by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-04) | Abstract
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| On the Fit and Forecasting Performance of New Keynesian | | Models , by Marco Del Negro, Frank Schorfheide, Frank Smets, and Raf Wouters (Atlanta Fed Working papers 2004-37) | Abstract
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| Convergence Properties of the Likelihood of Computed Dynamic | | Models , by Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramírez, and Manuel Santos (Atlanta Fed Working papers 2004-27) | Abstract
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| Forecasting Brazilian Output in the Presence of Breaks: A Comparison of Linear and Nonlinear | | Models , by Marcelle Chauvet, Elcyon C. R. Lima, and Brisne Vasquez (Atlanta Fed Working papers 2002-28) | Abstract
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| Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-beta | | Models , by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2001-24) | Abstract
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| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure | | Models , by Torben G. Andersen, Luca Benzoni (Chicago Fed Working papers WP-2006-15) | Abstract
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| Wealth inequality: data and | | models , by Marco Cagetti, Mariacristina De Nardi (Chicago Fed Working papers WP-2005-10) | Abstract
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| On the Timing of Innovation in Stochastic Schumpeterian Growth | | Models , by Gadi Barlevy (Chicago Fed Working papers WP-2004-11) | Abstract
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| Theory, Measurement, and Calibration of Macroeconomic | | Models , by Paul Gomme and Peter Rupert (Cleveland Fed Working papers WP05-05) | Full text |
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| Expectational Stability in Regime-Switching Rational Expectations | | Models , by William A. Branch, Troy Davig, and Bruce McGough (Kansas City Fed Working Papers RWP07-09) | Abstract
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| Net Exports, Consumption Volatility and International Real Business Cycle | | Models , by Andrea Raffo (Kansas City Fed Working Papers RWP06-01) | Abstract
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| Combining Forecasts From Nested | | Models , by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP06-02) | Abstract
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| Approximately Normal Tests for Equal Predictive Accuracy in Nested | | Models , by Todd E. Clark and Kenneth D. West (Kansas City Fed Working Papers RWP05-05) | Abstract
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| Multiple Stages of Processing and the Quantity Anomaly in International Business Cycle | | Models , by Kevin X.D. Huang and Zheng Liu (Kansas City Fed Working Papers RWP04-05) | 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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| Monetary Policy Analysis with Potentially Misspecified | | Models , by Marco Del Negro and Frank Schorfheide (Philadelphia Fed Working Papers wp06-04) | Full text |
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| Implications of State-Dependent Pricing for Dynamic Macroeconomic | | Models , by Michael Dotsey and Robert G. King (Philadelphia Fed Working Papers wp05-02) | Full text |
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| Multiple Stages of Processing and the Quantity Anomaly in International Business Cycle | | Models , by Kevin X. D. Huang and Zheng Liu (Philadelphia Fed Working Papers wp04-08) | Full text |
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| Computing Business Cycles in Emerging Economy | | Models , by Juan Carlos Hatchondo, Leonardo Martinez, Horacio Sapriza (Richmond Fed Working Papers 06-11) | Abstract
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| The Lucas Critique and the Stability of Empirical | | Models , by Thomas A. Lubik & Paolo Surico (Richmond Fed Working Papers 06-05) | Abstract
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| Mechanism Design and Assignment | | Models , by Edward Simpson Prescott (Richmond Fed Working Papers 03-09) | Abstract
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| The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure | | Models , by Christensen, Diebold, Rudebusch (San Francisco Fed Working Papers 2007-20) | Full text |
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| Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations | | Models , by Swanson, Anderson, Levin (San Francisco Fed Working Papers 2006-01) | Full text |
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| Monetary Policy under Uncertainty in Micro-Founded Macroeconomic | | Models , by Levin, Onatski, Williams, N. Williams (San Francisco Fed Working Papers 2005-15) | Full text |
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| Robust Monetary Policy with Competing Reference | | Models , by Andrew T. Levin and John C. Williams (San Francisco Fed Working Papers 2003-10) | Full text |
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| Combining Forecasts From Nested | | Models , by Todd E. Clark, and Michael W. McCracken (St Louis Fed Working Papers 2008-037) | Abstract
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| Global Indeterminacy in Locally Determinate RBC | | Models , by Tarek Coury, and Yi Wen (St Louis Fed Working Papers 2007-029) | Full text |
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| Multivariate Contemporaneous Threshold Autoregressive | | Models , by Michael J. Dueker, Zacharias Psaradakis, Martin Sola, and Fabio Spagnolo (St Louis Fed Working Papers 2007-019) | Full text |
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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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| Where's the Beef? The Trivial Dynamics of Real Business Cycle | | Models , by Yi Wen (St Louis Fed Working Papers 2005-039) | Full text |
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| DSGE | | models and central banks, by Camilo E Tovar (Bank for International Settlements Working papers 258) | Abstract
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| Asset-Pricing | | Models and Economic Risk Premia: A Decomposition, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-13) | Abstract
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| Network | | models and financial stability, by Erlend Nier, Jing Yang, Tanju Yorulmazer and Amadeo Alentorn (Bank of England Working papers 346) | Abstract
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| Estimated DGE | | Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data, by Moran, Kevin and Veronika Dolar (Bank of Canada Working papers 2002-18) | Abstract
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| Forecasting inflation with thick | | models and neural networks, by Paul McNelis and Peter McAdam (European Central Bank Working papers 352) | Full text |
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| A guided tour of the world of rational expectations | | models and optimal policies, by Philippe Jeanfils (National Bank of Belgium Working Papers 016) | Full text |
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| Sticky-Price | | Models and the Natural Rate Hypothesis, by Javier Andrés, J. David López-Salido and Edward Nelson (Bank of Spain Working Papers 0521) | Abstract
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| Sticky-Price | | Models and the Natural Rate Hypothesis, by Javier Andrés, J. David López-Salido, and Edward Nelson (St Louis Fed Working Papers 2005-018) | Full text |
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| New Keynesian, Open-Economy | | Models and Their Implications for Monetary Policy, by David Bowman; Brian M. Doyle (Federal Reserve Board International Financial Discussion Papers 2003-762) | Abstract
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| How good are dynamic factor | | models at forecasting output and inflation? A meta-analytic approach, by Sandra Eickmeier, Christina Ziegler (Deutsche Bundesbank Discussion Papers 200642) | 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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| 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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| Estimating ARMA | | Models Efficiently, by Rómulo Chumacero (Central Bank of Chile Working Papers 092) | Abstract
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| Can Rational Expectations Sticky-Price | | Models Explain Inflation Dynamics, by Jeremy Rudd and Karl Whelan (Central Bank of Ireland Research Technical Papers 03/RT/05) | Abstract
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| Can Rational Expectations Sticky-Price | | Models Explain Inflation Dynamics?, by Jeremy Rudd and Karl Whelan (Federal Reserve Board FEDS series 2003-46) | Abstract
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| Evaluating Forecasts from Factor | | Models for Canadian GDP Growth and Core Inflation, by Calista Cheung and Frédérick Demers (Bank of Canada Working papers 2007-08) | Abstract
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| New Keynesian | | Models For Chile During the Inflation Targeting Regime: A Structural Approach, by Rodrigo Caputo, Felipe Liendo, Juan Pablo Medina (Central Bank of Chile Working Papers 402) | Abstract
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| Evaluation of macroeconomic | | models for financial stability analysis, by Gunnar Bårdsen, Kjersti-Gro Lindquist and Dimitrios P. Tsomocos (Central Bank of Norway Working Papers 2006/01) | Full text |
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| | | Models for Moody's bank ratings, by Anatoly Peresetsky and Alexander Karminsky (Bank of Finland BOFIT Discussion Papers 2008/17) | Abstract
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| Using Credit Risk | | Models for Regulatory Capital: Issues and Options, by Beverly J. Hirtle , Mark Levonian, Marc Saidenberg, Stefan Walter, and David Wright (New York Fed Economic policy review 0103hirt) | Abstract
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| The supervisor's portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and | | models for risk aggregation, by Christoph Memmel, Carsten Wehn (Deutsche Bundesbank Banking Supervision Discussion Papers 200502) | 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 741) | Full text |
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| Affine term structure | | models for the foreign exchange risk premium, by Luca Benati (Bank of England Working papers 291) | Abstract
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| Issues in Adopting DSGE | | Models for Use in the Policy Process, by Martin Fukac and Adrian Pagan (Czech National Bank Working papers 2006/06) | Abstract
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| Priors from General Equilibrium | | Models for VARs, by Marco Del Negro and Frank Schorfheide (Atlanta Fed Working papers 2002-14) | Abstract
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| How Far Can Forecasting | | Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables, by John W. Galbraith and Greg Tkacz (Bank of Canada Working papers 2007-01) | Abstract
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| Can Affine Term Structure | | Models Help Us Predict Exchange Rates?, by Antonio Diez de los Rios (Bank of Canada Working papers 2006-27) | Abstract
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| DSGE | | Models in a Data-Rich Environment, by Jean Boivin and Marc P. Giannoni (Bank of France Working Papers Nr 162) | Abstract
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| Modern Forecasting | | Models in Action: Improving Macroeconomic Analyses at Central Banks, by Malin Adolfson , Michael K. Andersson , Jesper Lindé , Mattias Villani and Anders Vredin (Sveriges Riksbank Working Papers No188) | Abstract
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| Modern Forecasting | | Models in Action: Improving Macroeconomic Analyses at Central Banks, by by Malin Adolfson, Michael K. Andersson, Jesper Lindé, Mattias Villani and Anders Vredin (IJCB International Journal of Central Banking 07q4a4) | Abstract
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| Testing Real Business Cycles | | Models in an Emerging Economy, by Raphael Bergoeing, Raimundo Soto (Central Bank of Chile Working Papers 159) | Abstract
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| The use of portfolio credit risk | | models in central banks, by Task Force of the Market Operations Committee of the ESCB (European Central Bank Occasional papers 64) | Full text |
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| Is forecasting with large | | models informative? Assessing the role of judgement in macro-economic forecasts, by Ricardo Mestre and Peter McAdam (European Central Bank Working papers 950) | 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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| Spatial Hedonic | | Models of Airport Noise, Proximity, and Housing Prices, by Jeffrey P. Cohen, and Cletus C. Coughlin (St Louis Fed Working Papers 2006-026) | Full text |
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| Money and Prices in | | Models of Bounded Rationality, by Albert Marcet and Juan Pablo Nicolini (Atlanta Fed Working papers 2003-15) | Abstract
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| Money and prices in | | models of bounded rationality in high inflation economies, by Albert Marcet and Juan Pablo Nicolini (European Central Bank Working papers 469) | Full text |
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| The roles of expected profitability, Tobin's Q and cash flow in econometric | | models of company investment, by Stephen Bond, Alexander Klemm, Rain Newton-Smith, Murtaza Syed and Gertjan Vlieghe (Bank of England Working papers 222) | Abstract
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| Imperfect Common Knowledge in First-Generation | | Models of Currency Crises, by by Gara Mínguez-Afonso (IJCB International Journal of Central Banking 07q1a3) | Abstract
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| Markov Switching GARCH | | Models of Currency Turmoil in Southeast Asia, by Celso Brunetti, Roberto S. Mariano, Chiara Scotti, and Augustine H.H. Tan (Federal Reserve Board International Financial Discussion Papers 2007-889) | Abstract
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| Are adverse selection | | models of debt robust to changes in market structure?, by Jukka Vauhkonen (Bank of Finland Discussion Papers 2003/28) | Abstract
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| Structural | | models of default: lessons from firm-level data, by Nikola Tarashev (Bank for International Settlements Quarterly Review 0509h) | Abstract
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| Sluggish exit and entry of labour and capital, stability and effects of taxes and subsidies in | | <